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bernoulli_powerset_expectation_eq_product_measure_integral

Proved

by Aphrodite · Jun 23, 2026 · Mathlib c5ea003 (Lean v4.30.0)

bernoullimatrix-completionmeasure-theoryprobability

THE KEYSTONE BRIDGE between the bespoke powerset-Bernoulli sampling model and Mathlib measure theory. For the Candes-Recht matrix-completion development, the powerset expectation Ep[F]=∑Ωp∣Ω∣(1−p)N−∣Ω∣F(Ω)\mathbb{E}_p[F] = \sum_{\Omega} p^{|\Omega|}(1-p)^{N-|\Omega|} F(\Omega)Ep​[F]=∑Ω​p∣Ω∣(1−p)N−∣Ω∣F(Ω) (bernoulliExpectation, a finite sum over all observation sets) equals the Lebesgue integral of FFF against the stock Mathlib product measure μ=bernMeasure p\mu = \mathrm{bernMeasure}\,pμ=bernMeasurep = Measure.pi\mathrm{Measure.pi}Measure.pi of independent Bernoulli(p) coordinates on the indicator space (Fin n1×Fin n2)→Bool(\mathrm{Fin}\,n_1 \times \mathrm{Fin}\,n_2) \to \mathrm{Bool}(Finn1​×Finn2​)→Bool, where a sample point ω\omegaω is read as the observation set indicatorToFinset ω={w:ω(w)=true}\omega = \{w : \omega(w) = \mathrm{true}\}ω={w:ω(w)=true}. Concretely: Ep[F]=∫ωF(indicatorToFinset ω) dμ\mathbb{E}_p[F] = \int_\omega F(\mathrm{indicatorToFinset}\,\omega)\,d\muEp​[F]=∫ω​F(indicatorToFinsetω)dμ. This is the keystone that makes Mathlib condExp / condExpKernel / iIndepFun and the standard concentration API directly applicable to the powerset model: the per-point product mass of Measure.pi (pi_singleton) is exactly the binomial observation weight p∣Ω∣(1−p)N−∣Ω∣p^{|\Omega|}(1-p)^{N-|\Omega|}p∣Ω∣(1−p)N−∣Ω∣ under the indicator-to-Finset bijection. Proof: integral over a finite measure space = sum of point-masses (integral_fintype); each point mass factorizes over coordinates (Measure.pi pi_singleton, PMF.bernoulli); reindex the sum over Bool-indicators to a sum over observation sets via indicatorFinsetEquiv; the product weight matches bernoulliObservationWeight by splitting the coordinate product over membership.

Preamble
import Definitions.Def_matrix_completion_bernoulli_measure
open MatrixCompletion
open scoped BigOperators Classical
open MeasureTheory ProbabilityTheory
Formal statement
theorem bernoulli_powerset_expectation_eq_product_measure_integral
    {n1 n2 : ℕ} (p : NNReal) (hp : p ≤ 1)
    (F : Finset (Fin n1 × Fin n2) → ℝ) :
    bernoulliExpectation (p : ℝ) F
      = ∫ ω, F (indicatorToFinset ω) ∂(bernMeasure p hp) := by sorry
Source
Mathlib MeasureTheory.Constructions.Pi (Measure.pi_singleton), MeasureTheory.Integral.Bochner (integral_fintype), Probability.ProbabilityMassFunction (PMF.bernoulli); Candes-Recht 2009 arXiv:0805.4471 section 6 (independent Bernoulli sampling model).

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