bernoulli_expectation_sqrt_self_bound_of_positive_rate_pointwise_gram_bound
ProvedThis 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 ; PDF p. 19, Section 4.2, Theorem 4.2, equation (4.9), for the expectation of the tangent sampling deviation ; 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 be drawn from the Bernoulli probability model with sampling rate . In Lean, bernoulliExpectation p F is the finite expectation using the weights from equations (4.3)--(4.4). Let be a pointwise Gram-size quantity and let be a deviation quantity. If for every sample set ,
then
Variables and downstream notation: is the Bernoulli sampling rate, is the random set of sampled entries, is later instantiated as the sampled Gram operator norm, and is later instantiated as . The coherence parameters and 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.
import Definitions.Def_matrix_completion_bernoulli import Mathlib.Data.Real.Sqrt import Mathlib.Algebra.BigOperators.Ring.Finset open MatrixCompletion open scoped Classical BigOperators
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