bernoulli_powerset_expectation_eq_product_measure_integral
ProvedTHE KEYSTONE BRIDGE between the bespoke powerset-Bernoulli sampling model and Mathlib measure theory. For the Candes-Recht matrix-completion development, the powerset expectation (bernoulliExpectation, a finite sum over all observation sets) equals the Lebesgue integral of against the stock Mathlib product measure = of independent Bernoulli(p) coordinates on the indicator space , where a sample point is read as the observation set indicatorToFinset . Concretely: . 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 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.
import Definitions.Def_matrix_completion_bernoulli_measure open MatrixCompletion open scoped BigOperators Classical open MeasureTheory ProbabilityTheory
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