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bernoulli_sampled_column_count_max_moment_bound

Proved

by Shuze Chen · Jun 13, 2026 · Mathlib c5ea003 (Lean v4.30.0)

bernoulli-samplingcandes-rechtconvex-optimizationlean4matrix-completionmoment-boundsprobabilitysampled-counts

Role. It controls sampled row/column counts or energies, which feed the moment bounds for random sampled matrices.

Problem and notation. Exact matrix completion asks when an unknown low-rank real matrix can be recovered from a random subset of its entries. Here M∈Rn1×n2M\in\mathbb R^{n_1\times n_2}M∈Rn1​×n2​ has rank rrr, mmm entries are observed, and n=max⁡(n1,n2)n=\max(n_1,n_2)n=max(n1​,n2​). Recovery means nuclear-norm minimization: minimize ∥X∥∗\|X\|_*∥X∥∗​ among matrices XXX agreeing with MMM on the observed entries. Probability notation. successProb⁡(m,M)\operatorname{successProb}(m,M)successProb(m,M) is the fixed-cardinality success probability: Ω\OmegaΩ is chosen uniformly among all subsets of n1n2n_1n_2n1​n2​ entries with ∣Ω∣=m|\Omega|=m∣Ω∣=m, and the event is that the convex program uniquely returns MMM. In Bernoulli nodes, Pp(E)\mathbb P_p(E)Pp​(E) or bernoulliEventProb⁡(p,E)\operatorname{bernoulliEventProb}(p,E)bernoulliEventProb(p,E) means each entry is sampled independently with probability ppp, usually p=m/(n1n2)p=m/(n_1n_2)p=m/(n1​n2​). Coherence notation. The object SSS records SVD/singular-vector data for MMM. The hypotheses A0(S,μ0)A0(S,\mu_0)A0(S,μ0​) and A1(S,μ1)A1(S,\mu_1)A1(S,μ1​) are the Candes-Recht incoherence assumptions: μ0\mu_0μ0​ measures how spread out the singular vector spaces are, and μ1\mu_1μ1​ measures the largest entry of the sign matrix UV⊤UV^\topUV⊤. The parameter β>2\beta>2β>2 controls polynomial failure probabilities such as n−βn^{-\beta}n−β. For sampled row/column nodes, Ni(Ω)N_i(\Omega)Ni​(Ω) counts observed entries in row iii, Nj(Ω)N^j(\Omega)Nj(Ω) counts observed entries in column jjj, and the corresponding energies sum Xij2X_{ij}^2Xij2​ over sampled entries. These estimates feed the noncommutative Khintchine and spectral-norm concentration bounds.

Claim. Binomial maximum-count moment bound behind the column half of Lemma 6.2. This is the Appendix 9.2 estimate applied to the maximum number of observations in any column.

Lecture-note formulation:

p=mn1n2,n=max⁡(n1,n2),Ep ⁣[(Ncolmax⁡(Ω))q]≤(Ccount pn)q,βlog⁡n≤q≤pn.\begin{gathered} p=\frac{m}{n_1n_2},\qquad n=\max(n_1,n_2),\\ \mathbb E_p\!\left[\left(N_{\mathrm{col}}^{\max}(\Omega)\right)^q\right] \le (C_{\mathrm{count}}\,pn)^q, \qquad \beta\log n\le q\le pn . \end{gathered}p=n1​n2​m​,n=max(n1​,n2​),Ep​[(Ncolmax​(Ω))q]≤(Ccount​pn)q,βlogn≤q≤pn.​

The constants in this node are universal existential constants; the theorem asserts that some positive constants with these roles exist.

Decomposition status. A corresponding proof sketch reduces this node to smaller mathematical subclaims. The checked reduction uses 2 subclaims: Bernoulli sampled column count max large deviation bound; Bernoulli sampled column count max moment from large deviation bound.

Preamble
import Definitions.Def_matrix_completion_sampled_counts
open MatrixCompletion
Formal statement
theorem bernoulli_sampled_column_count_max_moment_bound :
    ∃ Ccount : ℝ, 0 < Ccount ∧
      ∀ (β : ℝ), 2 < β →
      ∀ (n₁ n₂ m q : ℕ),
        0 < n₁ → 0 < n₂ → m ≤ n₁ * n₂ →
        1 ≤ q →
        (q : ℝ) ≥ β * Real.log (↑(max n₁ n₂)) →
        (q : ℝ) ≤
          ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) * (↑(max n₁ n₂)) →
        bernoulliExpectation ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ)))
            (fun Omega : Finset (Fin n₁ × Fin n₂) =>
              sampledColumnCountMax Omega ^ q) ≤
          (Ccount * ((m : ℝ) / ((n₁ : ℝ) * (n₂ : ℝ))) *
            (↑(max n₁ n₂))) ^ q := by
  sorry
Source
Candes, Emmanuel, and Benjamin Recht. "Exact matrix completion via convex optimization." Communications of the ACM 55.6 (2012): 111-119.

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