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bernoulli_expectation_sqrt_self_bound_of_positive_rate_pointwise_gram_bound

Proved

by Minghui · Jun 26, 2026 · Mathlib c5ea003 (Lean v4.30.0)

bernoullicandes-rechtexact-matrix-completionformal-bridgerudelson

This is a formal bridge for the positive-rate Bernoulli self-bound step in the Rudelson selection branch; it is not a theorem stated verbatim in Candès--Recht.

Source: Candès--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 18, Section 4.1, equations (4.3)--(4.4), for the Bernoulli product model and the sampling rate ppp; PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9), for the expectation of the tangent sampling deviation ZZZ; and PDF p. 24, Section 6.1, Lemma 6.1, equations (6.5)--(6.7), for the self-bound mechanism feeding Rudelson's estimate.

Mathematical statement: let Ω⊆{1,…,n1}×{1,…,n2}\Omega\subseteq\{1,\ldots,n_1\}\times\{1,\ldots,n_2\}Ω⊆{1,…,n1​}×{1,…,n2​} be drawn from the Bernoulli probability model with sampling rate 0<p≤10<p\le 10<p≤1. In Lean, bernoulliExpectation p F is the finite expectation using the weights from equations (4.3)--(4.4). Let g(Ω)≥0g(\Omega)\ge 0g(Ω)≥0 be a pointwise Gram-size quantity and let z(Ω)z(\Omega)z(Ω) be a deviation quantity. If for every sample set Ω\OmegaΩ,

g(Ω)≤p (z(Ω)+1),g(\Omega)\le p\,(z(\Omega)+1),g(Ω)≤p(z(Ω)+1),

then

Epp−1g(Ω)≤Epz(Ω)+1.\mathbb E_p\sqrt{p^{-1}g(\Omega)} \le \sqrt{\mathbb E_p z(\Omega)+1}.Ep​p−1g(Ω)​≤Ep​z(Ω)+1​.

Variables and downstream notation: ppp is the Bernoulli sampling rate, Ω\OmegaΩ is the random set of sampled entries, ggg is later instantiated as the sampled Gram operator norm, and zzz is later instantiated as Z(Ω)=tangentSamplingDeviation⁡(Ω,S,p)Z(\Omega)=\operatorname{tangentSamplingDeviation}(\Omega,S,p)Z(Ω)=tangentSamplingDeviation(Ω,S,p). The coherence parameters μ0\mu_0μ0​ and μ1\mu_1μ1​ do not appear in this purely formal scalar bridge; they enter through the source-backed matrix-completion parent nodes.

Formalization note: this formal bridge is intended to replace the nonpositive-rate sampled-Gram child in the rudelson_selection_expected_vectorized_operator_norm_bound_dense route. Its source-backed parents are the Bernoulli model in Candès--Recht PDF p. 18, Section 4.1, equations (4.3)--(4.4), the Rudelson/Talagrand expectation setup on PDF p. 19, Theorem 4.2, equation (4.9), and the proved positive-rate pointwise sampled-Gram self-bound child rudelson_selection_sampled_gram_self_bound_dense_of_pos.

Preamble
import Definitions.Def_matrix_completion_bernoulli
import Mathlib.Data.Real.Sqrt
import Mathlib.Algebra.BigOperators.Ring.Finset

open MatrixCompletion
open scoped Classical BigOperators
Formal statement
theorem bernoulli_expectation_sqrt_self_bound_of_positive_rate_pointwise_gram_bound
    {n₁ n₂ : ℕ} {p : ℝ} (hp : 0 < p) (hp1 : p ≤ 1)
    (g z : Finset (Fin n₁ × Fin n₂) → ℝ)
    (hg : ∀ Ω, 0 ≤ g Ω)
    (hbound : ∀ Ω, g Ω ≤ p * (z Ω + 1)) :
    bernoulliExpectation p (fun Ω => Real.sqrt (p⁻¹ * g Ω)) ≤
      Real.sqrt (bernoulliExpectation p z + 1) := by
  sorry
Source
Candès--Recht, Exact Matrix Completion via Convex Optimization, PDF p. 18, Section 4.1, equations (4.3)--(4.4); PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9); PDF p. 24, Section 6.1, Lemma 6.1, equations (6.5)--(6.7).

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