Mathlib.Probability.Independence.Conditional.Transport

Transport of conditional-independence statements along measurable maps and almost-everywhere retractions.

Transport 1 core · 0 supporting Transport of conditional-independence statements along measurable maps and almost-everywhere retractions. ★ condIndepFun_of_map

Transport of conditional-independence statements along measurable maps and almost-everywhere retractions. It supports replacing a random variable by an equivalent representation without losing its conditional independence structure.

theorem condIndepFun_of_map reviewed
Causalean.Mathlib.Probability.Independence.Conditional

For standard Borel spaces α and β, nonempty standard Borel spaces γ and δ, a measurable space ε, a map φ, its measurability, functions X, Y, and Z, their measurability, a finite measure ν whose pushforward by φ is finite, and conditional independence after composition, conditional independence holds under the pushforward measure.

Formal statement
γ :
Type*
Nonempty γ
δ :
Type*
Nonempty δ
ε :
φ :
α → β
hφ :
X :
β → γ
hX :
Y :
β → δ
hY :
Z :
β → ε
hZ :
IsFiniteMeasure (ν.map φ)
h :
CondIndepFun (comap (Z ∘ φ) inferInstance) (comap_le (hZ.comp hφ)) (X ∘ φ) (Y ∘ φ) ν
CondIndepFun (comap Z inferInstance) (hZ.comap_le) X Y (ν.map φ)
Proof (Lean source)
theorem condIndepFun_of_map {α : Type*} [MeasurableSpace α] [StandardBorelSpace α] {β : Type*} [MeasurableSpace β] [StandardBorelSpace β] {γ : Type*} [MeasurableSpace γ] [StandardBorelSpace γ] [Nonempty γ] {δ : Type*} [MeasurableSpace δ] [StandardBorelSpace δ] [Nonempty δ] {ε : Type*} [MeasurableSpace ε] {φ : α → β} (hφ : Measurable φ) {X : β → γ} (hX : Measurable X) {Y : β → δ} (hY : Measurable Y) {Z : β → ε} (hZ : Measurable Z) {ν : Measure α} [IsFiniteMeasure ν] [IsFiniteMeasure (ν.map φ)] (h : CondIndepFun (comap (Z ∘ φ) inferInstance) (comap_le (hZ.comp hφ)) (X ∘ φ) (Y ∘ φ) ν) : CondIndepFun (comap Z inferInstance) (hZ.comap_le) X Y (ν.map φ) := by have hcd1 : condDistrib (Y ∘ φ) (Z ∘ φ) ν = condDistrib Y Z (ν.map φ) := by simp only [condDistrib] congr 1 exact (MeasureTheory.Measure.map_map (hZ.prodMk hY) hφ).symm have hcd2 : condDistrib (Y ∘ φ) (fun ω ↦ ((Z ∘ φ) ω, (X ∘ φ) ω)) ν = condDistrib Y (fun b ↦ (Z b, X b)) (ν.map φ) := by simp only [condDistrib] congr 1 exact (MeasureTheory.Measure.map_map ((hZ.prodMk hX).prodMk hY) hφ).symm have hfilt : ν.map (fun ω ↦ ((Z ∘ φ) ω, (X ∘ φ) ω)) = (ν.map φ).map (fun b ↦ (Z b, X b)) := (MeasureTheory.Measure.map_map (hZ.prodMk hX) hφ).symm rw [ProbabilityTheory.condIndepFun_iff_condDistrib_prod_ae_eq_prodMkRight hY hX hZ] have h' := (ProbabilityTheory.condIndepFun_iff_condDistrib_prod_ae_eq_prodMkRight (hY.comp hφ) (hX.comp hφ) (hZ.comp hφ)).mp h rw [hcd2, hcd1, hfilt] at h' exact h'
Causalean.Mathlib.Probability.Independence.Conditional.condIndepFun_of_map · Causalean/Mathlib/Probability/Independence/Conditional/Transport.lean:21
Ae­Retraction 1 core · 6 supporting This module transports conditional expectations and conditional independence between finite standard-Borel sample spaces linked by measurable maps that preserve the two measures and are mutual inverses only almost everyw ★ condIndepFun_comp_aeEquiv_iff

Conditional independence under almost-everywhere domain retractions

This module transports conditional expectations and conditional independence between finite standard-Borel sample spaces linked by measurable maps that preserve the two measures and are mutual inverses only almost everywhere. It therefore applies to a full-measure support embedded non-surjectively in an ambient sample space, not only to genuine measurable equivalences.

theorem condIndepFun_comp_aeEquiv_iff reviewed
Causalean.Mathlib.Probability.Independence.Conditional.Transport

Let the source and target be standard Borel spaces carrying finite measures. With measurable maps in both directions, their two pushforward identities, an almost-everywhere right-inverse identity, three target random variables, and their measurability, conditional independence of the first two variables given the third is equivalent to conditional independence of their pullbacks given the pulled-back third variable.

Formal statement
r :
Ω → Ω'
s :
Ω' → Ω
hr :
hs :
μ :
μ' :
hmap_r :
Measure.map r μ = μ'
hmap_s :
Measure.map s μ' = μ
hrs :
r ∘ s =ᵐ[μ'] id
X :
Ω' → 𝒳
Y :
Ω' → 𝒴
Z :
Ω' → 𝒵
hX :
hY :
hZ :
CondIndepFun (comap (Z ∘ r) inferInstance) (mΩ := mΩ) (hZ.comp hr).comap_le (X ∘ r) (Y ∘ r) μ
↔ CondIndepFun (comap Z inferInstance) (mΩ := mΩ') hZ.comap_le X Y μ'
Proof (Lean source)
theorem condIndepFun_comp_aeEquiv_iff {Ω Ω' 𝒳 𝒴 𝒵 : Type*} [mΩ : MeasurableSpace Ω] [StandardBorelSpace Ω] [mΩ' : MeasurableSpace Ω'] [StandardBorelSpace Ω'] [MeasurableSpace 𝒳] [MeasurableSpace 𝒴] [MeasurableSpace 𝒵] (r : Ω → Ω') (s : Ω' → Ω) (hr : Measurable r) (hs : Measurable s) {μ : Measure Ω} {μ' : Measure Ω'} [IsFiniteMeasure μ] [IsFiniteMeasure μ'] (hmap_r : Measure.map r μ = μ') (hmap_s : Measure.map s μ' = μ) (hrs : r ∘ s =ᵐ[μ'] id) (X : Ω' → 𝒳) (Y : Ω' → 𝒴) (Z : Ω' → 𝒵) (hX : Measurable X) (hY : Measurable Y) (hZ : Measurable Z) : CondIndepFun (comap (Z ∘ r) inferInstance) (mΩ := mΩ) (hZ.comp hr).comap_le (X ∘ r) (Y ∘ r) μ ↔ CondIndepFun (comap Z inferInstance) (mΩ := mΩ') hZ.comap_le X Y μ' := by rw [ProbabilityTheory.condIndepFun_iff_condIndep, ProbabilityTheory.condIndepFun_iff_condIndep] simpa only [MeasurableSpace.comap_comp] using condIndep_comap_aeEquiv_iff r s hr hs hmap_r hmap_s hrs (comap X inferInstance) (comap Y inferInstance) (comap Z inferInstance) hX.comap_le hY.comap_le hZ.comap_le
Causalean.Mathlib.Probability.Independence.Conditional.Transport.condIndepFun_comp_aeEquiv_iff · Causalean/Mathlib/Probability/Independence/Conditional/Transport/AeRetraction.lean:280
6 supporting declarations (lemmas, instances)