Skip to content

Latest commit

 

History

History
700 lines (694 loc) · 207 KB

File metadata and controls

700 lines (694 loc) · 207 KB

FormalSLT theorem index (concept-keyed)

Search by mathematical concept, not by declaration name. Generated from docs/proof-frontier-manifest.json plus the Lean sources by scripts/generate_theorem_index.py. For a searchable version with a live filter box, open docs/INDEX.html.

659 declarations, 659 resolved to a file:line.

By concept

  • (untagged) (38): binaryClassTrace, countableTimeClass_iUnion_eq_exists, countableTimeClass_not_forall_lt_eq_exists_ge, covariance_cauchy_schwarz, effectiveClass, empiricalAverageRangeSum_le_card_mul_uniformRange, empiricalAverageRangeSum_pos_of_exists_range_pos, empiricalAverageUniformRangeSampleSize_ge_of_sqrtBudget_le, finiteDyadicRealBudget_classBudget_ofReal, finiteDyadicRealBudget_horizon_le_time, finiteDyadicTimeBudget, finiteDyadicTimeBudget_sum_fin_le, finiteDyadicTimeBudget_tsum_le, finiteExponentialFamily_fisherInformation_eq_variance, finiteExponentialFamily_logPartition_secondDeriv_eq_fisherInformation, finiteExponentialFamily_mean_eq_logPartition_deriv, finiteExponentialFamily_score_eq_centered, finiteExponentialFamily_variance_eq_logPartition_secondDeriv, finiteExponentialPMF, finiteExponentialPMFDeriv, finiteExponentialPMF_hasDerivAt, finiteExponentialPMF_pos, finiteExponentialPMF_sum_one, finiteLogPartition, finiteLogPartition_hasDerivAt, finiteLogPartition_hasDerivAt_of_positiveBase, finiteLogPartition_hasSecondDerivAt, finiteLogPartition_hasSecondDerivAt_of_positiveBase, finiteMean_deriv_eq_variance, finiteMean_hasDerivAt, finitePartition, finitePartition_pos, fisherInformation, piMeasure, scoreFunction, score_mean_zero_of_finite_regular, weightedCovariance, weightedExpectation
  • Azuma (1): genGap_tail_bound_azuma_explicit
  • Bennett (6): bennett_mgf, bennett_mgf_le_one_add, bennett_mgf_subgamma, bennett_tail, bennett_taylor_bound, exp_le_quadratic_of_le
  • Bernoulli (44): bernoulliFisherInformation, bernoulliHalfCramerRaoWitness, bernoulliHalfFisherInformation, bernoulliLogLikelihood_global_argmax_from_count, bernoulliMean_eq, bernoulliNaturalBase, bernoulliNaturalStatistic, bernoulliNatural_fisher_eq_variance_zero, bernoulliNatural_fisher_zero, bernoulliNatural_logPartition_deriv_zero, bernoulliNatural_logPartition_secondDeriv_zero, bernoulliNatural_logPartition_zero, bernoulliNatural_mean_zero, bernoulliNatural_partition, bernoulliNatural_pmf_zero, bernoulliNatural_variance_zero, bernoulliNatural_witness, bernoulliPMF, bernoulliScoreAtSampleMean_eq_zero, bernoulliThreeZerosOneOne_uniformDeviation_le_quarter, bernoulliVariance_eq, bernoulli_bernstein_tail, fairBoolThreshold_endToEnd_certificate, fairBoolThreshold_twoGaussianSelected_certificate, indicatorBernsteinVarianceProxy_le_risk_div, indicatorBernstein_normalization_eq_budget, indicatorDeviation_centered, indicatorDeviation_secondMoment_eq, indicatorFinitePACBayesBernsteinBadSamples, indicatorFinitePACBayesBernsteinWeightedCatalogBadSamples, indicatorFixedTiltBadSamples_subset_weightedCatalog, indicatorPopulationRisk_mem_Icc, indicator_expectedPriorBernsteinExpMoment_le_one, indicator_finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta, indicator_mem_weightedCatalog_iff, indicator_not_mem_weightedCatalog_iff, indicator_oneCoordinateDeviationMGF_le, indicator_posteriorGeneralizationGap_le_of_not_mem, indicator_posteriorGeneralizationGap_le_weightedCatalog_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_selected_of_not_mem, indicator_product_mgf_le, indicator_product_normalizedMGF_le_one
  • Bernstein (32): BernsteinCondition, averaged_bernstein_tail, bernoulli_bernstein_tail, bernstein_tail, centeredSecondMoment_le_of_bernstein_localized, finiteEmpiricalVariance_expectedPriorBernsteinExpMoment_le_one, finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint, finitePACBayesBernsteinMargin_badEventMass_le_delta, finitePACBayesBernsteinPenalty_badEventMass_le_delta, finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, indicatorBernsteinVarianceProxy_le_risk_div, indicatorBernstein_normalization_eq_budget, indicatorFinitePACBayesBernsteinBadSamples, indicatorFinitePACBayesBernsteinWeightedCatalogBadSamples, indicatorFixedTiltBadSamples_subset_weightedCatalog, indicator_expectedPriorBernsteinExpMoment_le_one, indicator_finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, indicator_finitePACBayesBernstein_twoThirds_badEventMass_le_delta, indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta, indicator_posteriorGeneralizationGap_le_of_not_mem, indicator_product_mgf_le, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedFastRateHighConfidence_bernstein_fixedPoint_boundedExcess, localizedFastRateHighConfidence_bernstein_fixedPoint_of_centeredShiftedExpMoment, localizedFastRateHighConfidence_bernstein_fixedPoint_of_shiftedExpMoment, localizedFiniteClassBernsteinHighConfidence_empirical_nonpos, posteriorGeneralizationGap_le_bernstein_of_priorBernsteinExpMoment_le, posteriorIndicatorBernsteinVarianceProxy_le_risk_div, priorBernsteinExpMoment
  • Chernoff (1): chernoff_tail
  • ERM (83): EpsilonizedSupremumBoundaryChoice, FiniteDyadicDudleyInstance.SupremumAdapter, FixedPointUpperCertificate, IsERM, LocalizedDeviationCertificate, abs_expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, abs_expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, atTop_time_uniform_confidence_sequence_subGamma_mixture, average_perm_finiteCanonicalPairMean_eq_sampleVarianceBessel, average_perm_pairCatalog_eq_sampleVarianceBessel, bettingWealth_supermartingale, countableWeightedSupermartingale_tsum, dyadicEpochMixture_supermartingale, eProcess_product_of_supermartingale, empiricalRisk, expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, expected_genGap_le_two_expected_empiricalRademacherComplexity, finDiscreteRademacherSup_le_projectedSup, finiteDyadicRealBudget_horizon_logBudget_eq_closedForm, finiteEmpiricalRisk, finiteEmpiricalVariance_le_card_div_pred_mul_empiricalRisk, finiteEmpiricalVariance_normalizedLowerTailMGF_le_one, finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedDeviation_empirical_nonpos, finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedSampleDependentUpperDeviationEvent_empirical_nonpos, finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedUpperDeviationEvent_empirical_nonpos, finiteExpectation_supFunctional_le_projected_add_skeleton_terminalError, finiteExpectation_supFunctional_le_projected_add_terminalError, finitePartition_hasDerivAt, finitePriorAveraged_mgf_empiricalRiskDeviation_le, finiteProduct_mgf_empiricalRiskDeviation_eq_pow, finiteProduct_mgf_empiricalRiskDeviation_le_of_single, finiteSup_skeleton_le_projectedSup_add_terminalError, finite_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_epsilonizedSup_modulus_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_projected_chaining_expectation_bound, finite_projected_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_separableSupFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison, finite_separableSupFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_supFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison, finite_supFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, genGap, genGap_highProb_finiteClass, genGap_highProb_rademacher, genGap_highProb_vcClass, genGap_tail_bound_azuma_explicit, genGap_tail_bound_sharp_explicit, indicator_posteriorGeneralizationGap_le_of_not_mem, indicator_posteriorGeneralizationGap_le_weightedCatalog_of_not_mem, localizedDeviationCertificate_of_mem_upperDeviationEvent, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedExcessRiskEmpiricalRademacherComplexity_nonneg, lowerRayBracketing_uniformDeviation_bound, mixture_is_supermartingale, optimized_lambda_two_sided_confidence_sequence, pacBayesPriorMixture_supermartingale, pac_bayes_generalization, pacbayes_mcallester_deterministic, pacbayes_mcallester_sqrt, pacbayes_mcallester_subGaussian, posteriorGeneralizationGap_le_bernstein_of_priorBernsteinExpMoment_le, posteriorRisk_bound_of_priorDeviationMGF_le, posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt, priorBernsteinExpMoment, rademacherERMBridge_for_gcClass, stability_genGap_hasBoundedDifferences, subGamma_stitched_boundary_supermartingale, terminalApprox_of_pathwise_modulus, terminalApprox_of_pathwise_modulus_radiusBound, twoPointRademacherSup_le_projectedSup, unitIntervalQuarterMeshNet_coveringNumber, unitIntervalQuarterMeshNet_covers, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound_eval, unitIntervalRademacherLinear_halfQuarter_increment_log15_bound, unitIntervalRademacherLinear_projectedQuarterMesh_dudley_log15_bound, vc_erm_excessRisk_tail, vc_erm_sample_complexity
  • Glivenko-Cantelli (30): IsGCClass, bernoulliThreeZerosOneOne_uniformDeviation_le_quarter, classicalGlivenkoCantelli_iid, classicalGlivenkoCantelli_of_pointwise_lowerRay, countableTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold, empiricalCDF, empiricalCDFUniformDeviation, empiricalCDF_eq_lowerRayEmpiricalAverage, finiteClassTwoSidedUniformDeviationUnionBound, finiteClassTwoSidedUniformDeviationUnionBound_cardInv, finiteClassUniformDeviationUnionBound, finiteClassUniformDeviationUnionBound_cardInv, finiteLowerRayBracketingGrid, finiteTimeClassTwoSidedUniformDeviationUnionBound_cardInv, finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget, finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold, finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget, finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget_threshold, integral_lowerRayIndicator_comp_eq_cdf, lowerRayBracketing_uniformDeviation_bound, lowerRayGC_iff_classicalGlivenkoCantelli, lowerRayIndicator, lowerRayPointwiseStrongLaw, rademacherERMBridge_for_gcClass, strictLowerRayIndicator, strictLowerRayPointwiseStrongLaw, uniformDeviation_highProb_finiteClass, uniformDeviation_highProb_vcClass, vcHoeffdingBridge_for_gcClass, vcPacBayesHybridBridge_for_gcClass
  • Hoeffding (44): anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_confidenceSequence_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_namedRadius_exists_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_exists_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_fromHoeffding, empiricalAverageLowerHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound_of_exists_range_pos, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_explicitRadius, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_logBudget, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_sampleSize_ge, empiricalAverageUniformRangeTwoSidedHoeffdingTail, empiricalAverageUniformRangeTwoSidedHoeffdingTail_eq_sampleSizeTail, empiricalAverageUpperHoeffdingTail, empiricalAverageUpperHoeffdingTail_eq_lower, finitePrefixFiniteClassDeviationFromHoeffding_closedForm, finitePrefixFiniteClassDeviationFromHoeffding_closedForm_cardSample, finitePrefixFiniteClassDeviationFromHoeffding_closedForm_unitRange, finitePrefixFiniteClassDeviationFromHoeffding_unitRange_explicitRadius, finitePrefixFiniteClassDeviationFromHoeffding_unitRange_explicitRadius_nonemptySample, finitePrefixFiniteClassDeviationFromHoeffding_unitRange_radius, finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_explicitRadius, finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius, finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_fromHoeffding, finiteTimeClassEmpiricalAverageDeviationFromHoeffding_dyadicBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_closedFormHorizonRadius_dyadicRealBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_closedFormHorizonSampleSize_dyadicRealBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_dyadicBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_epsilonOfSampleSize_dyadicRealBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_horizonUniformRadius_dyadicRealBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_dyadicRealBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_from_logBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_ge, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_threshold, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_twoSidedTailBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget_of_rangeBound, finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget_of_rangeBound_of_exists_range_pos, hoeffding_mean_tail_twoSided, sampleMean_hoeffding_tail, vcHoeffdingBridge_for_gcClass
  • KL divergence (11): continuousPriorPosterior_certificate_derived, continuous_catoni_changeOfMeasure_bound, finiteEmpiricalVariance_normalizedLowerTailMGF_le_one, indicator_posteriorRisk_le_twoThirds_of_not_mem, klDiv_nonneg, markovPACBayes_prequentialRisk_certificate, markovPosteriorAverageConditionalRisk_lt_of_not_mem, pacbayes_changeOfMeasure, posteriorPopulationVariance_le_empiricalVariance_of_not_mem, sphericalGaussianMeasure_klDiv_toReal_eq, timeUniformIIDGaussianPACBayes_bound
  • MGF (34): bennett_mgf, bennett_mgf_le_one_add, bennett_mgf_subgamma, chernoff_tail, condSubGammaMGF_of_bounded_centered_condVariance, continuous_catoni_changeOfMeasure_bound, finDiscrete_rademacher_mgf_bound, finiteEmpiricalVariance_lowerTailMGF_randomMatching, finiteEmpiricalVariance_lowerTailMGF_tolstikhinSeldin, finiteEmpiricalVariance_normalizedLowerTailMGF_le_one, finitePriorAveraged_mgf_empiricalRiskDeviation_le, finiteProduct_mgf_empiricalRiskDeviation_eq_pow, finiteProduct_mgf_empiricalRiskDeviation_le_of_single, finite_expectedSup_le_of_mgf_log, finite_expectedSup_le_of_subGaussian_mgf_sqrt, indicatorBernstein_normalization_eq_budget, indicator_expectedPriorBernsteinExpMoment_le_one, indicator_oneCoordinateDeviationMGF_le, indicator_product_mgf_le, indicator_product_normalizedMGF_le_one, localizedOneCoordinateDeviationMGF_le_of_excessLoss_mem_Icc_neg_one_one, localizedPointwiseUpperDeviationExpMoment_finiteProduct_le_of_single, oneCoordinate_boundedLoss_mgf, pacbayes_mcallester_deterministic, pacbayes_mcallester_sqrt, posteriorRisk_bound_of_priorDeviationMGF_le, posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt, priorAveraged_boundedLoss_mgf, priorAveraged_boundedLoss_mgf_badEventMass_le_delta, sampleAverage_boundedLoss_mgf, subGaussianMGF_tail_twoSided, twoPoint_rademacher_mgf_bound, unitIntervalRademacherLinearProcess_increment_mgf, unitInterval_rademacherLinear_mgf_bound
  • Markov (26): abs_markovRiskShortfall_le_one, averageConditionalRisk_lt_empiricalPrequentialRisk_add_boundary_of_not_mem, cond_markov_of_nonneg, integrable_markovRiskShortfall, localizedPointwiseUpperDeviationBadEventMass_le_expMoment_div, markovPACBayesAnyPosteriorUpperFailure_subset_processFailure, markovPACBayesExceptionalEvent_mass_le_delta, markovPACBayesExceptionalEvent_measurable, markovPACBayesRawFailure_subset_exceptionalEvent, markovPACBayes_allPosteriors_bound, markovPACBayes_prequentialRisk_certificate, markovPosteriorAverageConditionalRisk_lt_of_not_mem, markovPrequentialRiskExceptionalEvent_mass_le_delta, markovRiskInnovation_condExp_eq_zero, markovRiskInnovation_condSecondMoment_le_one, markovRiskInnovation_condSecondMoment_le_one_fourth, markovRiskShortfall_condExp_eq_zero, markovRiskShortfall_condSecondMoment_le_one_fourth, markovRiskShortfall_incrementAdapted, measurable_markovRiskShortfall, pathSquaredLoss_condExp, posteriorAverage_runningMean_markovRiskShortfall, priorAveraged_boundedLoss_mgf_badEventMass_le_delta, runningMean_markovRiskInnovation, runningMean_markovRiskShortfall, subGammaCgf_oneFourth_one_div
  • McDiarmid (9): hasBoundedDifferences_tail_sharp, mcdiarmid_inequality_iid_const_width, mcdiarmid_of_hasBoundedDifferences_sharp, mcdiarmid_of_hasBoundedDifferences_sharp_hetero, mcdiarmid_of_hasBoundedDifferences_sharp_hetero_lower, mcdiarmid_of_hasBoundedDifferences_sharp_lower, mcdiarmid_of_hasBoundedDifferences_sharp_of_hetero, stability_genGap_hasBoundedDifferences, trainingLoss_hasBoundedDifferences
  • PAC-Bayes (166): BernsteinCondition, FiniteCoordinateSwapIdentity, FixedPointUpperCertificate, LocalizedDeviationCertificate, abs_expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, abs_expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, abs_expectedFiniteStabilityGap_le_uniformStability_finiteProduct, abs_expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap, abs_expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss, averaged_bernstein_tail, bennett_mgf, bennett_mgf_le_one_add, bennett_mgf_subgamma, bernstein_tail, boundedLoss_coordinateSelectedLoss_integrable, boundedLoss_selectedLoss_integrable, boundedLoss_updateSelectedLoss_integrable, bousquet_elisseeff_expectedGap_variant, bousquet_elisseeff_expectedGap_variant_of_boundedLoss, bousquet_elisseeff_uniform_stability_corollary, bousquet_elisseeff_uniform_stability_corollary_of_boundedLoss, catoni_fixedLambda_budget_eq_sqrt, centeredSecondMoment_le_of_bernstein_localized, continuousPriorPosterior_certificate_derived, continuous_catoni_changeOfMeasure_bound, continuous_donsker_varadhan, exp_le_quadratic_of_le, expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, expectedFiniteStabilityGap_le_uniformStability_finiteProduct, expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap, expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss, fairBoolGaussianPACBayesFailure_mass_ge_twoPowNegHundred, fairBoolThreshold_endToEnd_certificate, fairBoolThreshold_twoGaussianGrid_certificate, fairBoolThreshold_twoGaussianSelected_certificate, finiteCatoni_badEventMass_le_delta, finiteClass_loss_measurable, finiteEmpiricalRisk, finiteEmpiricalVariancePACBayes_badEventMass_le_delta, finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedDeviation_empirical_nonpos, finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedSampleDependentUpperDeviationEvent_empirical_nonpos, finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedUpperDeviationEvent_empirical_nonpos, finiteMcAllesterBoundedComplexity_badEventMass_le_delta, finiteMcAllesterGridOptimized_badEventMass_le_delta, finiteMcAllesterGridPeeling_badEventMass_le_delta, finitePACBayesBernsteinMargin_badEventMass_le_delta, finitePACBayesBernsteinPenalty_badEventMass_le_delta, finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, finitePriorAveraged_mgf_empiricalRiskDeviation_le, finiteProductSampleWeight, finiteProductSampleWeight_coordinateSwapIdentity, finiteProductSampleWeight_isPMF, finiteProduct_mgf_empiricalRiskDeviation_eq_pow, finiteProduct_mgf_empiricalRiskDeviation_le_of_single, indicatorBernsteinVarianceProxy_le_risk_div, indicatorBernstein_normalization_eq_budget, indicatorDeviation_centered, indicatorDeviation_secondMoment_eq, indicatorFinitePACBayesBernsteinBadSamples, indicatorFinitePACBayesBernsteinWeightedCatalogBadSamples, indicatorFixedTiltBadSamples_subset_weightedCatalog, indicatorPopulationRisk_mem_Icc, indicator_expectedPriorBernsteinExpMoment_le_one, indicator_finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, indicator_finitePACBayesBernstein_twoThirds_badEventMass_le_delta, indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta, indicator_mem_weightedCatalog_iff, indicator_not_mem_weightedCatalog_iff, indicator_oneCoordinateDeviationMGF_le, indicator_posteriorGeneralizationGap_le_of_not_mem, indicator_posteriorGeneralizationGap_le_weightedCatalog_of_not_mem, indicator_posteriorRisk_le_lowRisk_of_not_mem, indicator_posteriorRisk_le_min_one_twoThirds_of_not_mem, indicator_posteriorRisk_le_twoThirds_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_selected_of_not_mem, indicator_product_mgf_le, indicator_product_normalizedMGF_le_one, klDiv_nonneg, localizedDeviationCertificate_of_mem_upperDeviationEvent, localizedEmpiricalRademacherComplexity_mono, localizedEmpiricalRademacherComplexity_nonneg_of_zero, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedExcessRiskEmpiricalRademacherComplexity_nonneg, localizedFastRateHighConfidence_bernstein_fixedPoint_boundedExcess, localizedFastRateHighConfidence_bernstein_fixedPoint_of_centeredShiftedExpMoment, localizedFastRateHighConfidence_bernstein_fixedPoint_of_shiftedExpMoment, localizedFastRatePointwiseShiftedExpMoment_finiteProduct_le_boundedExcess, localizedFastRatePointwiseShiftedExpMoment_le_centered_div, localizedFastRateUpperDeviationBadEventMass, localizedFastRateUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess, localizedFastRateUpperDeviationBadEventMass_le_fixed_epsilon, localizedFastRateUpperDeviationBadEventMass_le_sum_centeredShiftedExpMoment_div, localizedFastRateUpperDeviationBadEventMass_le_sum_shiftedExpMoment, localizedFastRateUpperDeviationEvent, localizedFiniteClassBernsteinHighConfidence_empirical_nonpos, localizedFiniteClassHighConfidence_empirical_nonpos_boundedExcess, localizedOneCoordinateDeviationMGF_le_of_excessLoss_mem_Icc_neg_one_one, localizedPointwiseSampleDependentUpperDeviationBadEventMass, localizedPointwiseSampleDependentUpperDeviationBadEventMass_le_shiftedExpMoment, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_add_const, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_le_fixedExpMoment_div, localizedPointwiseUpperDeviationBadEventMass, localizedPointwiseUpperDeviationBadEventMass_le_expMoment_div, localizedPointwiseUpperDeviationExpMoment, localizedPointwiseUpperDeviationExpMoment_finiteProduct_le_of_single, localizedSampleDependentHighConfidence_empirical_nonpos, localizedSampleDependentHighConfidence_empirical_nonpos_of_shiftedExpMoment, localizedSampleDependentUpperDeviationBadEventMass, localizedSampleDependentUpperDeviationBadEventMass_le_fixed, localizedSampleDependentUpperDeviationBadEventMass_le_sum_pointwise, localizedSampleDependentUpperDeviationBadEventMass_le_sum_shiftedExpMoment, localizedSampleDependentUpperDeviationBadEventMass_le_sum_tails, localizedSampleDependentUpperDeviationEvent, localizedSecondMomentEmpiricalRademacherComplexity_le_of_fixedPointCertificate, localizedUpperDeviation, localizedUpperDeviationBadEventMass, localizedUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess, localizedUpperDeviationBadEventMass_finiteProduct_le_sum_boundedExcess, localizedUpperDeviationBadEventMass_le_delta, localizedUpperDeviationBadEventMass_le_sum_expMoment_div, localizedUpperDeviationBadEventMass_le_sum_pointwise, localizedUpperDeviationBadEventMass_le_sum_tails, localizedUpperDeviationEvent, markovPACBayesAnyPosteriorUpperFailure_subset_processFailure, markovPACBayesExceptionalEvent_mass_le_delta, markovPACBayesExceptionalEvent_measurable, markovPACBayesRawFailure_subset_exceptionalEvent, markovPACBayes_allPosteriors_bound, markovPACBayes_prequentialRisk_certificate, mcdiarmid_inequality_iid_const_width, oneCoordinate_boundedLoss_mgf, pacBayesPriorMixture_supermartingale, pac_bayes_generalization, pacbayes_changeOfMeasure, pacbayes_mcallester_deterministic, pacbayes_mcallester_sqrt, pacbayes_mcallester_subGaussian, posteriorGeneralizationGap_le_bernstein_of_priorBernsteinExpMoment_le, posteriorIndicatorBernsteinVarianceProxy_le_risk_div, posteriorMarginVarianceProxy, posteriorRisk_bound_of_priorDeviationMGF_le, posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt, priorAveraged_boundedLoss_mgf, priorAveraged_boundedLoss_mgf_badEventMass_le_delta, priorBernsteinExpMoment, sampleAverage_boundedLoss_mgf, sphericalGaussianMeasure_klDiv_toReal_eq, stability_genGap_hasBoundedDifferences, timeUniformContinuousPACBayes_bound, timeUniformIIDGaussianPACBayes_bound, timeUniformIIDGaussianPACBayes_grid_bound, timeUniformIIDGaussianPACBayes_selected_bound, timeUniformIIDPACBayes_allPosteriors_bound, timeUniformIIDPACBayes_grid_allPosteriors_bound, timeUniformPACBayes_bound, timeUniformPACBayes_crossing_bound, timeUniformSphericalGaussianPACBayes_bound, trainingLoss_hasBoundedDifferences, vcPacBayesHybridBridge_for_gcClass
  • Rademacher (84): contraction_1lip, contraction_empirical, effectiveClass_zeroOneLoss_card_eq_binaryClassTrace, effectiveClass_zeroOneLoss_card_le_sauerShelah, empiricalRademacherComplexity, empiricalRademacherComplexity_contraction_lipschitz, empiricalRademacherComplexity_le_massart_effective, expected_genGap_le_two_expected_empiricalRademacherComplexity, finDiscreteDudleyInstance, finDiscreteRademacherProcess, finDiscreteRademacherSup, finDiscreteRademacherSupAdapter, finDiscreteRademacherSup_dudley_m_bound, finDiscreteRademacherSup_le_projectedSup, finDiscreteRademacherSup_true, finDiscreteRademacherValue, finDiscreteRademacher_projected_dudley_m_bound, finDiscrete_rademacher_mgf_bound, genGap_highProb_finiteClass, genGap_highProb_rademacher, genGap_highProb_vcClass, genGap_tail_bound_azuma_explicit, genGap_tail_bound_sharp_explicit, hasBoundedDifferences_tail_sharp, localizedEmpiricalRademacherComplexity_mono, localizedEmpiricalRademacherComplexity_nonneg_of_zero, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedExcessRiskEmpiricalRademacherComplexity_nonneg, localizedSecondMomentEmpiricalRademacherComplexity_le_of_fixedPointCertificate, massart_finite_class, mcdiarmid_of_hasBoundedDifferences_sharp, mcdiarmid_of_hasBoundedDifferences_sharp_hetero, mcdiarmid_of_hasBoundedDifferences_sharp_hetero_lower, mcdiarmid_of_hasBoundedDifferences_sharp_lower, mcdiarmid_of_hasBoundedDifferences_sharp_of_hetero, one_step_contraction, rademacherERMBridge_for_gcClass, rademacher_covering_bound, rademacher_covering_massart, rademacher_two_step_chaining, sauerShelah_polynomial_bound, twoPointDudleyInstance, twoPointRademacherProcess, twoPointRademacherSupAdapter, twoPointRademacherSup_dudley_m_bound, twoPointRademacherSup_le_projectedSup, twoPointRademacher_projected_dudley_m_bound, twoPoint_rademacher_mgf_bound, uniformDeviation_highProb_finiteClass, uniformDeviation_highProb_vcClass, unitIntervalRademacherLinearProcess_increment_mgf, unitIntervalRademacherLinearSupRoundedDyadicGridAdapter, unitIntervalRademacherLinearSup_attained, unitIntervalRademacherLinearSup_dudley_m0_bound, unitIntervalRademacherLinearSup_dudley_m1_bound_constEntropy_eval, unitIntervalRademacherLinearSup_dudley_m1_bound_of_entropy, unitIntervalRademacherLinearSup_expectation, unitIntervalRademacherLinearSup_isLUB_range, unitIntervalRademacherLinearSup_isLeastUpperBound, unitIntervalRademacherLinearSup_le_projectedRoundedDyadicGridSup, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound_eval, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound_eval, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m2_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m3_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound_prefixFree, unitIntervalRademacherLinearSup_sSup_range, unitIntervalRademacherLinearSup_upper, unitIntervalRademacherLinear_halfQuarter_increment_log15_bound, unitIntervalRademacherLinear_projectedQuarterMesh_dudley_log15_bound, unitIntervalRademacherLinear_projectedRoundedDyadicGridSup_eq, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_log15_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m2_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m3_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound_prefixFree, unitIntervalRoundedDyadicGridNet_dist, unitInterval_rademacherLinear_mgf_bound, vcRademacher_pointwise, vc_erm_excessRisk_tail, vc_erm_sample_complexity
  • VC dimension (24): effectiveClass_zeroOneLoss_card_eq_binaryClassTrace, effectiveClass_zeroOneLoss_card_le_sauerShelah, empiricalRademacherComplexity_le_massart_effective, expected_genGap_le_two_expected_empiricalRademacherComplexity, genGap_highProb_finiteClass, genGap_highProb_rademacher, genGap_highProb_vcClass, genGap_tail_bound_azuma_explicit, genGap_tail_bound_sharp_explicit, hasBoundedDifferences_tail_sharp, massart_finite_class, mcdiarmid_of_hasBoundedDifferences_sharp, mcdiarmid_of_hasBoundedDifferences_sharp_hetero, mcdiarmid_of_hasBoundedDifferences_sharp_hetero_lower, mcdiarmid_of_hasBoundedDifferences_sharp_lower, mcdiarmid_of_hasBoundedDifferences_sharp_of_hetero, sauerShelah_polynomial_bound, uniformDeviation_highProb_finiteClass, uniformDeviation_highProb_vcClass, vcHoeffdingBridge_for_gcClass, vcPacBayesHybridBridge_for_gcClass, vcRademacher_pointwise, vc_erm_excessRisk_tail, vc_erm_sample_complexity
  • confidence sequence (75): FiniteClassConfidenceSequence, FiniteClassConfidenceSequence.failure_probability_le, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_confidenceSequence_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_namedRadius_exists_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_exists_fromHoeffding, anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_fromHoeffding, atTop_time_uniform_confidence_sequence_subGamma_mixture, average_perm_finiteCanonicalPairMean_eq_sampleVarianceBessel, average_perm_pairCatalog_eq_sampleVarianceBessel, bettingWealth_supermartingale, betting_confidence_sequence_of_condMean, betting_time_uniform_confidence_sequence, condExp_mixture_swap, countableWeightedSupermartingale_tsum, dyadicEpochMixture_supermartingale, dyadic_epoch_confidence_sequence_subGamma, dyadic_epoch_two_sided_confidence_sequence, eProcess_optionalContinuation, eProcess_product_of_supermartingale, eProcess_typeI_control, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_explicitRadius, finiteClassConfidenceSequenceFailureEvent, finiteEmpiricalVariance, finiteEmpiricalVariancePACBayes_badEventMass_le_delta, finiteEmpiricalVariance_eq_pairwise, finiteEmpiricalVariance_expectedPriorBernsteinExpMoment_le_one, finiteEmpiricalVariance_le_card_div_pred_mul_empiricalRisk, finiteEmpiricalVariance_le_half, finiteEmpiricalVariance_lowerTailMGF_randomMatching, finiteEmpiricalVariance_lowerTailMGF_tolstikhinSeldin, finiteEmpiricalVariance_nonneg, finiteEmpiricalVariance_normalizedLowerTailMGF_le_one, finiteEmpiricalVariance_unbiased_finiteProduct, finiteMcAllesterGridPeeling_badEventMass_le_delta, finitePairBlock_factorization, finitePairVarianceKernelExpectation_eq_populationVariance, finitePairwiseEmpiricalVariance, finitePopulationRisk_mem_Icc_of_bounded, finitePopulationVariance, finitePopulationVariance_eq_secondMoment_sub_riskSq, finitePopulationVariance_le_quarter, finitePopulationVariance_nonneg, finitePrefixFiniteClassDeviationFromHoeffding_unitRange_explicitRadius, finitePrefixFiniteClassDeviationFromHoeffding_unitRange_radius, finiteProductSampleWeight_pairExpectation, finiteProductSampleWeight_pairSquaredDifferenceExpectation_eq, fixedGrid_logLog_bridge_forces_exact_boundary, literalDyadicEpochWeight_not_summable, localizedFastRateHighConfidence_bernstein_fixedPoint_boundedExcess, localizedFastRateHighConfidence_bernstein_fixedPoint_of_centeredShiftedExpMoment, localizedFastRateHighConfidence_bernstein_fixedPoint_of_shiftedExpMoment, localizedFiniteClassBernsteinHighConfidence_empirical_nonpos, localizedFiniteClassHighConfidence_empirical_nonpos_boundedExcess, localizedSampleDependentHighConfidence_empirical_nonpos, localizedSampleDependentHighConfidence_empirical_nonpos_of_shiftedExpMoment, markovPACBayesExceptionalEvent_measurable, mixture_is_supermartingale, optimized_lambda_confidence_sequence_subGamma, optimized_lambda_two_sided_closed_form_pointwise, optimized_lambda_two_sided_confidence_sequence, orderedOffDiagonalSquaredDifference, orderedOffDiagonalSquaredDifference_eq_two_mul_card_mul_centeredSum, orderedOffDiagonalSquaredDifference_le, pSeriesDyadicEpochWeight_summable, pSeriesDyadicEpochWeight_zero_unitPenalty, posteriorPopulationVariance_le_empiricalVariance_of_not_mem, stitched_atTop_crossing_bound, subGammaLogLogWidth_add_stitchingPenalty, subGammaLogLogWidth_eq_boundary_optTilt, subGammaLogLogWidth_loglog_rate, subGamma_stitched_boundary_supermartingale, timeUniformIIDGaussianPACBayes_grid_bound, timeUniformPACBayes_crossing_bound, zeroOneDyadicFiniteClassConfidenceRadius, zeroOneDyadicFiniteClassConfidenceRadius_le_of_sampleSize_ge
  • covering / chaining (229): EpsilonizedSupremumBoundaryChoice, FiniteCoverSupremumBoundaryChoice, FiniteDyadicDudleyInstance, FiniteDyadicDudleyInstance.SupremumAdapter, FiniteDyadicDudleyInstance.projected_dudley_bound, FiniteDyadicDudleyInstance.suppliedSup_dudley_bound, FiniteNet, FiniteNet.ProjectedIndex, TwoPoint, UnitInterval, bennett_mgf, bennett_mgf_le_one_add, bennett_mgf_subgamma, bennett_tail, bennett_taylor_bound, continuous_dudley_entropy_integral_iSup_totalBounded_minimalDyadicCoverCountEnvelope, continuous_dudley_entropy_integral_iSup_totalBounded_minimalMetricCoveringNumber_shifted, continuous_dudley_entropy_integral_iSup_totalBounded_selectedCoverCountEnvelope_not_minimalCoveringNumber, continuous_dudley_oneStep_entropy_integral_iSup_unitInterval_pairCountEnvelope, dyadicChainingFiniteNetOfTotallyBoundedUniv_pair_radius_le, dyadicChainingFiniteNetSequenceOfTotallyBounded, exp_le_quadratic_of_le, finDiscreteDist, finDiscreteDist_nonneg, finDiscreteDist_symm, finDiscreteDist_triangle, finDiscreteDudleyInstance, finDiscreteDyadicCoverCount, finDiscreteDyadicNet, finDiscreteDyadicNetSequence, finDiscreteDyadicNet_coverCount_le, finDiscreteDyadicNet_coveringNumber, finDiscreteDyadicNet_dist, finDiscreteRademacherProcess, finDiscreteRademacherSup, finDiscreteRademacherSupAdapter, finDiscreteRademacherSup_dudley_m_bound, finDiscreteRademacherSup_le_projectedSup, finDiscreteRademacherSup_true, finDiscreteRademacherValue, finDiscreteRademacher_projected_dudley_m_bound, finDiscrete_rademacher_mgf_bound, finiteDyadicDudleyInstanceOfTotallyBounded, finiteDyadicEntropyAtRadiusUpperSum, finiteDyadicEntropyAtRadiusUpperSum_le_two_mul_truncatedIntervalIntegral, finiteDyadicEntropyAtRadiusUpperSum_shifted_div_four_le_eight_mul_full_integral, finiteDyadicEntropyIntegralBudget_le_entropyAtRadiusUpperSum, finiteDyadicEntropyIntegralBudget_one_const, finiteExpectation_supFunctional_le_projected_add_skeleton_terminalError, finiteExpectation_supFunctional_le_projected_add_terminalError, finiteMetricCoverOfTotallyBoundedUniv, finiteNetOfTotallyBoundedUniv, finitePrefixSupEnvelope_const, finitePrefixSupEnvelope_eq_self_of_monotone, finiteSup_le_skeletonSup_add_of_pointwise_approx, finiteSup_skeleton_le_projectedSup_add_terminalError, finite_chaining_expectation_bound, finite_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt, finite_chaining_expectation_bound_of_net_sequence_pairs_sqrt, finite_chaining_expectation_bound_of_radius_sqrt, finite_dudley_entropy_sum_coveringNumbers, finite_dudley_entropy_sum_coveringNumbers_geometric_annulus_budget, finite_dudley_entropy_sum_coveringNumbers_geometric_entropy_budget, finite_dudley_entropy_sum_coveringNumbers_geometric_integral_budget, finite_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope, finite_dudley_entropy_sum_coveringNumbers_geometric_radius, finite_dudley_entropy_sum_coveringNumbers_geometric_uniform_entropy, finite_dudley_entropy_sum_projection_pairs, finite_dudley_entropy_sum_projection_pairs_geometric_annulus_budget, finite_dudley_entropy_sum_projection_pairs_geometric_entropy_budget, finite_dudley_entropy_sum_projection_pairs_geometric_integral_budget, finite_dudley_entropy_sum_projection_pairs_geometric_radius, finite_dudley_entropy_sum_projection_pairs_geometric_uniform_entropy, finite_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_epsilonizedSup_dudley_totalBounded_of_finiteCoverSupremumBoundaryChoice, finite_epsilonizedSup_modulus_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_expectedSup_le_of_mgf_log, finite_expectedSup_le_of_subGaussian_mgf_sqrt, finite_projectedNet_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt, finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_entropy_integral_comparison, finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison, finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope, finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_entropy_integral_comparison, finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_projectedNet_dudley_entropy_sum_totalBounded_minimalDyadic_entropy_integral_comparison_nonempty, finite_projected_chaining_expectation_bound, finite_projected_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt, finite_projected_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope, finite_projected_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers, finite_separableSupFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison, finite_separableSupFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_supFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison, finite_supFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, finite_witnessedSup_modulus_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison, minimalDyadicChainingCoverCountEntropy_dominates_shiftedMinimalEntropy_sample, minimalDyadicChainingCoverCount_entropy_le_sqrt_two_mul_next_minimalMetricCoveringEntropy, minimalDyadicChainingCoverCount_eq_minimalMetricCoveringNumber_mul, minimalDyadicChainingCoverCount_le_next_minimalMetricCoveringNumber_sq, minimalDyadicChainingFiniteNetOfTotallyBoundedUniv_coveringNumber_eq, minimalDyadicCoverCountEntropyAtRadius_guarded, minimalFiniteNetOfTotallyBoundedUniv_coveringNumber_eq, minimalMetricCoverOfTotallyBoundedUniv, minimalMetricCoverOfTotallyBoundedUniv_card_eq, minimalMetricCoverOfTotallyBoundedUniv_card_minimal, minimalMetricCoveringNumber, minimalMetricCoveringNumber_antitone, minimalMetricCoveringNumber_le_dyadicSelectedCoveringNumber, minimalMetricCoveringNumber_le_of_metricCoverCardinalityLe, minimalMetricCoveringNumber_le_totalBoundedDyadicCoverCountEnvelope, minimalMetricCoveringNumber_pos, minimalMetricCoveringNumber_spec, monotone_unitIntervalRoundedDyadicGridCoverCount, monotone_unitIntervalRoundedDyadicGridEntropy, pSeriesDyadicEpochWeight_summable, rademacher_covering_bound, rademacher_covering_massart, rademacher_two_step_chaining, shiftedDyadicIntervalIntegralSum_eq_truncatedIntervalIntegral, skeletonApprox_of_finiteCover_pathwiseModulus, supFunctional_le_skeletonSup_add_of_witnessed_pointwise_approx, terminalApprox_of_pathwise_modulus, terminalApprox_of_pathwise_modulus_radiusBound, totalBoundedCoveringEntropyAtRadius_guarded, totalBoundedCoveringEntropy_dominates_dyadicEnvelope_sample, totalBoundedCoveringNumberAtRadius, totalBoundedCoveringNumberAtRadiusENat_ne_top, totalBoundedCoveringNumberAtRadius_dyadic, totalBoundedMinimalDyadicCoverCount_dyadicProfileBound_of_boundaryChoice, totalBoundedSelectedCoverCount_dyadicProfileBound_of_boundaryChoice, twoPointDist_nonneg, twoPointDist_symm, twoPointDist_triangle, twoPointDudleyInstance, twoPointDyadicNet, twoPointDyadicNetSequence, twoPointDyadicNet_coverCount_le, twoPointDyadicNet_pair_card_gt_one, twoPointDyadicNet_radius_geometric, twoPointRademacherProcess, twoPointRademacherSupAdapter, twoPointRademacherSup_dudley_m_bound, twoPointRademacherSup_le_projectedSup, twoPointRademacher_projected_dudley_m_bound, twoPoint_rademacher_mgf_bound, unitIntervalChainingPairCountEnvelope, unitIntervalDyadicFiniteNet_covers, unitIntervalDyadicGridCenter_leftEndpoint, unitIntervalDyadicGridCenter_rightEndpoint, unitIntervalDyadicGridFloorProject, unitIntervalDyadicGridFloorProject_dist_le, unitIntervalDyadicGridNet_coveringNumber, unitIntervalDyadicGridNet_coveringNumberPair_zero, unitIntervalDyadicGridNet_coveringNumber_one, unitIntervalDyadicGridNet_coveringNumber_two, unitIntervalDyadicGridNet_covers, unitIntervalDyadicGridPairCoverCount_zero, unitIntervalDyadicGridRoundProject, unitIntervalDyadicGridRoundProject_dist_le, unitIntervalDyadicGridRoundProject_one, unitIntervalDyadicGridRoundProject_zero, unitIntervalDyadicGrid_card, unitIntervalDyadicRoundedGridNet_coveringNumber, unitIntervalDyadicRoundedGridNet_coveringNumberPair_zero, unitIntervalDyadicRoundedGridNet_coveringNumber_one, unitIntervalDyadicRoundedGridNet_coveringNumber_two, unitIntervalDyadicRoundedGridNet_covers, unitIntervalFiniteNet_covers, unitIntervalHalfMeshNet_coveringNumber, unitIntervalHalfMeshNet_covers, unitIntervalHalfQuarterPair_card_gt_one, unitIntervalHalfQuarter_coveringNumber_product, unitIntervalHalfQuarter_coveringNumber_product_eq_dyadicGridPairCoverCount_zero, unitIntervalPairCountEntropy_eq_pair_count_sample, unitIntervalQuarterMeshNet_coveringNumber, unitIntervalQuarterMeshNet_covers, unitIntervalRademacherLinearProcess_increment_mgf, unitIntervalRademacherLinearSupRoundedDyadicGridAdapter, unitIntervalRademacherLinearSup_attained, unitIntervalRademacherLinearSup_dudley_m0_bound, unitIntervalRademacherLinearSup_dudley_m1_bound_constEntropy_eval, unitIntervalRademacherLinearSup_dudley_m1_bound_of_entropy, unitIntervalRademacherLinearSup_expectation, unitIntervalRademacherLinearSup_isLUB_range, unitIntervalRademacherLinearSup_isLeastUpperBound, unitIntervalRademacherLinearSup_le_projectedRoundedDyadicGridSup, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound, unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound_eval, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound_eval, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m2_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m3_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound, unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound_prefixFree, unitIntervalRademacherLinearSup_sSup_range, unitIntervalRademacherLinearSup_upper, unitIntervalRademacherLinear_halfQuarter_increment_log15_bound, unitIntervalRademacherLinear_projectedQuarterMesh_dudley_log15_bound, unitIntervalRademacherLinear_projectedRoundedDyadicGridSup_eq, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_log15_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m2_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m3_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound, unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound_prefixFree, unitIntervalRoundedDyadicGridCoverCount, unitIntervalRoundedDyadicGridDudleyInstance, unitIntervalRoundedDyadicGridEntropy_prefixSup, unitIntervalRoundedDyadicGridIndex, unitIntervalRoundedDyadicGridNet, unitIntervalRoundedDyadicGridNet_coverCount_le, unitIntervalRoundedDyadicGridNet_coverCount_le_range, unitIntervalRoundedDyadicGridNet_coveringNumber_product, unitIntervalRoundedDyadicGridNet_dist, unitIntervalRoundedDyadicGridNet_pair_card_gt_one, unitIntervalRoundedDyadicGridNet_pair_card_gt_one_range, unitIntervalRoundedDyadicGridNet_radius_geometric, unitIntervalRoundedDyadicGridNet_radius_geometric_range, unitIntervalRoundedDyadicGridNet_radius_pos, unitIntervalRoundedDyadicGridNet_radius_pos_range, unitInterval_minimalDyadicCoverCountEnvelope_sample_positive, unitInterval_minimalMetricCoverOfTotallyBoundedUniv_sample_card_positive, unitInterval_minimalMetricCoveringNumber_sample_positive, unitInterval_pairCountEntropy_integral_positive, unitInterval_pairCountEntropy_nonconstant, unitInterval_rademacherLinear_mgf_bound, unitInterval_shiftedMinimalMetricCoveringEntropy_sample_nonneg, unitInterval_totalBoundedCoveringNumber_sample_positive, unitInterval_totalBoundedSelectedCoverCountEnvelope_sample_positive, unitInterval_totallyBounded_univ
  • risk (59): BernsteinCondition, IsERM, LocalizedDeviationCertificate, abs_markovRiskShortfall_le_one, averageConditionalRisk_lt_empiricalPrequentialRisk_add_boundary_of_not_mem, empiricalRisk, fairBoolThreshold_endToEnd_certificate, finiteCatoni_badEventMass_le_delta, finiteEmpiricalRisk, finiteEmpiricalVariance_le_card_div_pred_mul_empiricalRisk, finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedDeviation_empirical_nonpos, finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedSampleDependentUpperDeviationEvent_empirical_nonpos, finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedUpperDeviationEvent_empirical_nonpos, finitePopulationRisk_mem_Icc_of_bounded, finitePopulationVariance_eq_secondMoment_sub_riskSq, finitePriorAveraged_mgf_empiricalRiskDeviation_le, finiteProduct_mgf_empiricalRiskDeviation_eq_pow, finiteProduct_mgf_empiricalRiskDeviation_le_of_single, indicatorBernsteinVarianceProxy_le_risk_div, indicatorPopulationRisk_mem_Icc, indicator_posteriorRisk_le_lowRisk_of_not_mem, indicator_posteriorRisk_le_min_one_twoThirds_of_not_mem, indicator_posteriorRisk_le_twoThirds_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_selected_of_not_mem, integrable_markovRiskShortfall, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedExcessRiskEmpiricalRademacherComplexity_nonneg, localizedUpperDeviation, markovPACBayesAnyPosteriorUpperFailure_subset_processFailure, markovPACBayesExceptionalEvent_mass_le_delta, markovPACBayesExceptionalEvent_measurable, markovPACBayesRawFailure_subset_exceptionalEvent, markovPACBayes_allPosteriors_bound, markovPACBayes_prequentialRisk_certificate, markovPosteriorAverageConditionalRisk_lt_of_not_mem, markovPrequentialRiskExceptionalEvent_mass_le_delta, markovRiskInnovation_condExp_eq_zero, markovRiskInnovation_condSecondMoment_le_one, markovRiskInnovation_condSecondMoment_le_one_fourth, markovRiskShortfall_condExp_eq_zero, markovRiskShortfall_condSecondMoment_le_one_fourth, markovRiskShortfall_incrementAdapted, measurable_markovRiskShortfall, pac_bayes_generalization, pathSquaredLoss_condExp, posteriorAverage_runningMean_markovRiskShortfall, posteriorIndicatorBernsteinVarianceProxy_le_risk_div, posteriorRisk_bound_of_priorDeviationMGF_le, posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt, risk, runningMean_markovRiskInnovation, runningMean_markovRiskShortfall, subGammaCgf_oneFourth_one_div, vc_erm_excessRisk_tail
  • sample statistics (46): average_perm_finiteCanonicalPairMean_eq_sampleVarianceBessel, average_perm_pairCatalog_eq_sampleVarianceBessel, bernoulliHalfCramerRaoWitness, bernoulliLogLikelihood_global_argmax_from_count, bernoulliScoreAtSampleMean_eq_zero, bootstrapMean_eq_sampleMean, covariance_score_eq_deriv_mean, cramerRao_unbiased, finiteEmpiricalVariance, finiteEmpiricalVariancePACBayes_badEventMass_le_delta, finiteEmpiricalVariance_eq_pairwise, finiteEmpiricalVariance_expectedPriorBernsteinExpMoment_le_one, finiteEmpiricalVariance_le_card_div_pred_mul_empiricalRisk, finiteEmpiricalVariance_le_half, finiteEmpiricalVariance_lowerTailMGF_randomMatching, finiteEmpiricalVariance_lowerTailMGF_tolstikhinSeldin, finiteEmpiricalVariance_nonneg, finiteEmpiricalVariance_normalizedLowerTailMGF_le_one, finiteEmpiricalVariance_unbiased_finiteProduct, finitePairBlock_factorization, finitePairVarianceKernelExpectation_eq_populationVariance, finitePairwiseEmpiricalVariance, finitePopulationRisk_mem_Icc_of_bounded, finitePopulationVariance, finitePopulationVariance_eq_secondMoment_sub_riskSq, finitePopulationVariance_le_quarter, finitePopulationVariance_nonneg, finiteProductSampleWeight_pairExpectation, finiteProductSampleWeight_pairSquaredDifferenceExpectation_eq, gaussianKnownVarianceLogLikelihood_mle, hoeffding_mean_tail_twoSided, horvitzThompson_design_unbiased, orderedOffDiagonalSquaredDifference, orderedOffDiagonalSquaredDifference_eq_two_mul_card_mul_centeredSum, orderedOffDiagonalSquaredDifference_le, posteriorPopulationVariance_le_empiricalVariance_of_not_mem, sampleMean, sampleMean_hoeffding_tail, sampleMean_unbiased_finite, sampleVariance, sampleVarianceBessel, sampleVarianceBessel_unbiased_finite, sampleVariance_eq_secondMoment_sub_meanSq, sampleVariance_nonneg, weightedExpectation_linear, weightedVariance
  • stability (143): BernsteinCondition, FiniteCoordinateSwapIdentity, FixedPointUpperCertificate, LocalizedDeviationCertificate, abs_expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, abs_expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, abs_expectedFiniteStabilityGap_le_uniformStability_finiteProduct, abs_expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap, abs_expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss, averaged_bernstein_tail, bennett_mgf, bennett_mgf_le_one_add, bennett_mgf_subgamma, bernstein_tail, boundedLoss_coordinateSelectedLoss_integrable, boundedLoss_selectedLoss_integrable, boundedLoss_updateSelectedLoss_integrable, bousquet_elisseeff_expectedGap_variant, bousquet_elisseeff_expectedGap_variant_of_boundedLoss, bousquet_elisseeff_uniform_stability_corollary, bousquet_elisseeff_uniform_stability_corollary_of_boundedLoss, catoni_fixedLambda_budget_eq_sqrt, centeredSecondMoment_le_of_bernstein_localized, continuousPriorPosterior_certificate_derived, continuous_catoni_changeOfMeasure_bound, continuous_donsker_varadhan, exp_le_quadratic_of_le, expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct, expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap, expectedFiniteStabilityGap_le_uniformStability_finiteProduct, expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap, expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss, finiteCatoni_badEventMass_le_delta, finiteClass_loss_measurable, finiteEmpiricalRisk, finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedDeviation_empirical_nonpos, finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedSampleDependentUpperDeviationEvent_empirical_nonpos, finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint, finiteExcessRisk_le_of_localizedUpperDeviationEvent_empirical_nonpos, finiteMcAllesterBoundedComplexity_badEventMass_le_delta, finiteMcAllesterGridOptimized_badEventMass_le_delta, finiteMcAllesterGridPeeling_badEventMass_le_delta, finitePACBayesBernsteinMargin_badEventMass_le_delta, finitePACBayesBernsteinPenalty_badEventMass_le_delta, finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, finitePriorAveraged_mgf_empiricalRiskDeviation_le, finiteProductSampleWeight, finiteProductSampleWeight_coordinateSwapIdentity, finiteProductSampleWeight_isPMF, finiteProduct_mgf_empiricalRiskDeviation_eq_pow, finiteProduct_mgf_empiricalRiskDeviation_le_of_single, indicatorBernsteinVarianceProxy_le_risk_div, indicatorBernstein_normalization_eq_budget, indicatorDeviation_centered, indicatorDeviation_secondMoment_eq, indicatorFinitePACBayesBernsteinBadSamples, indicatorFinitePACBayesBernsteinWeightedCatalogBadSamples, indicatorFixedTiltBadSamples_subset_weightedCatalog, indicatorPopulationRisk_mem_Icc, indicator_expectedPriorBernsteinExpMoment_le_one, indicator_finitePACBayesBernstein_fixedLambda_badEventMass_le_delta, indicator_finitePACBayesBernstein_twoThirds_badEventMass_le_delta, indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta, indicator_mem_weightedCatalog_iff, indicator_not_mem_weightedCatalog_iff, indicator_oneCoordinateDeviationMGF_le, indicator_posteriorGeneralizationGap_le_of_not_mem, indicator_posteriorGeneralizationGap_le_weightedCatalog_of_not_mem, indicator_posteriorRisk_le_lowRisk_of_not_mem, indicator_posteriorRisk_le_min_one_twoThirds_of_not_mem, indicator_posteriorRisk_le_twoThirds_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_of_not_mem, indicator_posteriorRisk_le_weightedLowRiskCatalog_selected_of_not_mem, indicator_product_mgf_le, indicator_product_normalizedMGF_le_one, klDiv_nonneg, localizedDeviationCertificate_of_mem_upperDeviationEvent, localizedEmpiricalRademacherComplexity_mono, localizedEmpiricalRademacherComplexity_nonneg_of_zero, localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate, localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment, localizedExcessRiskEmpiricalRademacherComplexity_nonneg, localizedFastRateHighConfidence_bernstein_fixedPoint_boundedExcess, localizedFastRateHighConfidence_bernstein_fixedPoint_of_centeredShiftedExpMoment, localizedFastRateHighConfidence_bernstein_fixedPoint_of_shiftedExpMoment, localizedFastRatePointwiseShiftedExpMoment_finiteProduct_le_boundedExcess, localizedFastRatePointwiseShiftedExpMoment_le_centered_div, localizedFastRateUpperDeviationBadEventMass, localizedFastRateUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess, localizedFastRateUpperDeviationBadEventMass_le_fixed_epsilon, localizedFastRateUpperDeviationBadEventMass_le_sum_centeredShiftedExpMoment_div, localizedFastRateUpperDeviationBadEventMass_le_sum_shiftedExpMoment, localizedFastRateUpperDeviationEvent, localizedFiniteClassBernsteinHighConfidence_empirical_nonpos, localizedFiniteClassHighConfidence_empirical_nonpos_boundedExcess, localizedOneCoordinateDeviationMGF_le_of_excessLoss_mem_Icc_neg_one_one, localizedPointwiseSampleDependentUpperDeviationBadEventMass, localizedPointwiseSampleDependentUpperDeviationBadEventMass_le_shiftedExpMoment, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_add_const, localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_le_fixedExpMoment_div, localizedPointwiseUpperDeviationBadEventMass, localizedPointwiseUpperDeviationBadEventMass_le_expMoment_div, localizedPointwiseUpperDeviationExpMoment, localizedPointwiseUpperDeviationExpMoment_finiteProduct_le_of_single, localizedSampleDependentHighConfidence_empirical_nonpos, localizedSampleDependentHighConfidence_empirical_nonpos_of_shiftedExpMoment, localizedSampleDependentUpperDeviationBadEventMass, localizedSampleDependentUpperDeviationBadEventMass_le_fixed, localizedSampleDependentUpperDeviationBadEventMass_le_sum_pointwise, localizedSampleDependentUpperDeviationBadEventMass_le_sum_shiftedExpMoment, localizedSampleDependentUpperDeviationBadEventMass_le_sum_tails, localizedSampleDependentUpperDeviationEvent, localizedSecondMomentEmpiricalRademacherComplexity_le_of_fixedPointCertificate, localizedUpperDeviation, localizedUpperDeviationBadEventMass, localizedUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess, localizedUpperDeviationBadEventMass_finiteProduct_le_sum_boundedExcess, localizedUpperDeviationBadEventMass_le_delta, localizedUpperDeviationBadEventMass_le_sum_expMoment_div, localizedUpperDeviationBadEventMass_le_sum_pointwise, localizedUpperDeviationBadEventMass_le_sum_tails, localizedUpperDeviationEvent, mcdiarmid_inequality_iid_const_width, oneCoordinate_boundedLoss_mgf, pac_bayes_generalization, pacbayes_changeOfMeasure, pacbayes_mcallester_deterministic, pacbayes_mcallester_sqrt, pacbayes_mcallester_subGaussian, posteriorGeneralizationGap_le_bernstein_of_priorBernsteinExpMoment_le, posteriorIndicatorBernsteinVarianceProxy_le_risk_div, posteriorMarginVarianceProxy, posteriorRisk_bound_of_priorDeviationMGF_le, posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt, priorAveraged_boundedLoss_mgf, priorAveraged_boundedLoss_mgf_badEventMass_le_delta, priorBernsteinExpMoment, sampleAverage_boundedLoss_mgf, stability_genGap_hasBoundedDifferences, trainingLoss_hasBoundedDifferences
  • sub-Gamma (23): atTop_time_uniform_confidence_sequence_subGamma_mixture, averageConditionalRisk_lt_empiricalPrequentialRisk_add_boundary_of_not_mem, bennett_mgf_subgamma, bennett_tail, bennett_taylor_bound, condExp_mul_bounded_left, condExp_sq_eq_condVar_of_centered, condJensen_real, condSubGammaMGF_of_bounded_centered_condVariance, cond_markov_of_nonneg, dyadicEpochMixture_supermartingale, dyadic_epoch_confidence_sequence_subGamma, indicator_oneCoordinateDeviationMGF_le, integrable_exp_mul_of_bounded, markovPosteriorAverageConditionalRisk_lt_of_not_mem, mixture_is_supermartingale, optimized_lambda_confidence_sequence_subGamma, stitched_atTop_crossing_bound, subGammaCgf_oneFourth_one_div, subGammaLogLogWidth_add_stitchingPenalty, subGammaLogLogWidth_eq_boundary_optTilt, subGammaLogLogWidth_loglog_rate, subGamma_stitched_boundary_supermartingale
  • sub-Gaussian (10): chernoff_tail, finDiscreteRademacherProcess, finDiscrete_rademacher_mgf_bound, finite_expectedSup_le_of_subGaussian_mgf_sqrt, pacbayes_mcallester_subGaussian, subGaussianMGF_tail_twoSided, twoPointRademacherProcess, twoPoint_rademacher_mgf_bound, unitIntervalRademacherLinearProcess_increment_mgf, unitInterval_rademacherLinear_mgf_bound
  • tail bound (37): averaged_bernstein_tail, bennett_tail, bernoulli_bernstein_tail, bernstein_tail, chernoff_tail, empiricalAverageLowerHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound, empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound_of_exists_range_pos, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_explicitRadius, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_logBudget, empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_sampleSize_ge, empiricalAverageUniformRangeTwoSidedHoeffdingTail, empiricalAverageUniformRangeTwoSidedHoeffdingTail_eq_sampleSizeTail, empiricalAverageUpperHoeffdingTail, empiricalAverageUpperHoeffdingTail_eq_lower, finiteClassUniformDeviationUnionBound, finiteEmpiricalVariance_lowerTailMGF_randomMatching, genGap_highProb_vcClass, genGap_tail_bound_azuma_explicit, genGap_tail_bound_sharp_explicit, hasBoundedDifferences_tail_sharp, hoeffding_mean_tail_twoSided, localizedFiniteClassBernsteinHighConfidence_empirical_nonpos, localizedSampleDependentUpperDeviationBadEventMass_le_sum_tails, localizedUpperDeviationBadEventMass_le_delta, localizedUpperDeviationBadEventMass_le_sum_tails, mcdiarmid_inequality_iid_const_width, mcdiarmid_of_hasBoundedDifferences_sharp, mcdiarmid_of_hasBoundedDifferences_sharp_hetero, mcdiarmid_of_hasBoundedDifferences_sharp_hetero_lower, mcdiarmid_of_hasBoundedDifferences_sharp_lower, sampleMean_hoeffding_tail, subGaussianMGF_tail_twoSided, vc_erm_excessRisk_tail
  • union bound (24): countableTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold, countableTimeClassUnionBound_dyadicBudget, countableTimeClassUnionBound_timeBudget, finiteClassTwoSidedUniformDeviationUnionBound, finiteClassTwoSidedUniformDeviationUnionBound_cardInv, finiteClassUniformDeviationUnionBound, finiteClassUniformDeviationUnionBound_cardInv, finiteMeasureUnionBound, finiteMeasureUnionBound_budget, finiteMeasureUnionBound_cardInv, finiteMeasureUnionBound_const, finiteMeasureUnionBound_equalBudget, finiteTimeClassTwoSidedUniformDeviationUnionBound_cardInv, finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget, finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold, finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget, finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget_threshold, finiteTimeClassTwoSidedUnionBoundFromOneSidedTails_dyadicBudget, finiteTimeClassUnionBound_cardInv, finiteTimeClassUnionBound_dyadicBudget, finiteTimeClassUnionBound_timeBudget, indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta, localizedFastRateUpperDeviationBadEventMass_le_sum_centeredShiftedExpMoment_div, localizedUpperDeviationBadEventMass_le_sum_pointwise

All declarations

Concept(s) Declaration Kind Location Role
sub-Gamma, confidence sequence, ERM atTop_time_uniform_confidence_sequence_subGamma_mixture theorem FormalSLT/AnytimeValid/MixtureCS.lean:293 Time-uniform mixture confidence sequence from the sub-Gamma exponential supermartingale
confidence sequence, ERM bettingWealth_supermartingale theorem FormalSLT/AnytimeValid/BettingCS.lean:151 Betting wealth from predictable bets under the conditional-mean null is a nonnegative supermartingale
confidence sequence betting_confidence_sequence_of_condMean theorem FormalSLT/AnytimeValid/BettingCS.lean:249 End-to-end betting confidence sequence for a bounded mean from predictable bets and the conditional-mean null
confidence sequence betting_time_uniform_confidence_sequence theorem FormalSLT/AnytimeValid/BettingCS.lean:210 Countable-time Ville confidence sequence for the betting wealth e-process
confidence sequence condExp_mixture_swap theorem FormalSLT/AnytimeValid/MixtureCS.lean:84 Conditional-expectation swap for the mixture exponential process
confidence sequence, ERM countableWeightedSupermartingale_tsum theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:124 Weighted countable sums of real supermartingales are supermartingales under the domination hypothesis, the countable analogue of supermartingale_finset_sum
sub-Gamma, confidence sequence, ERM dyadicEpochMixture_supermartingale theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:283 The p-series dyadic-epoch mixture of stitched sub-Gamma exponential processes is a nonnegative supermartingale
sub-Gamma, confidence sequence dyadic_epoch_confidence_sequence_subGamma theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:425 One-sided all-n dyadic-epoch sub-Gamma confidence sequence with the explicit grid budget
confidence sequence dyadic_epoch_two_sided_confidence_sequence theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:489 Two-sided all-n dyadic-epoch confidence sequence via the X/-X transfer and the explicit stitching penalty
confidence sequence eProcess_optionalContinuation theorem FormalSLT/AnytimeValid/EProcess.lean:183 Optional continuation: the stopped value of an e-process keeps integral at most one
confidence sequence, ERM eProcess_product_of_supermartingale theorem FormalSLT/AnytimeValid/EProcess.lean:162 Product of nonnegative supermartingale factors with unit start is an e-process
confidence sequence eProcess_typeI_control theorem FormalSLT/AnytimeValid/EProcess.lean:131 Safe-testing Type-I control: an e-process rejection event has mass at most the level α over the Ville maximal inequality
confidence sequence fixedGrid_logLog_bridge_forces_exact_boundary theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:679 Obstruction: a fixed finite-grid all-time closed-form bridge forces the grid to attain the exact per-time optimal boundary
confidence sequence literalDyadicEpochWeight_not_summable theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:60 Obstruction: the literal harmonic dyadic-epoch weights are not summable, ruling out the naive all-n epoch mixture
sub-Gamma, confidence sequence, ERM mixture_is_supermartingale theorem FormalSLT/AnytimeValid/MixtureCS.lean:230 Mixture of sub-Gamma exponential processes is a nonnegative supermartingale
sub-Gamma, confidence sequence optimized_lambda_confidence_sequence_subGamma theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:373 Optimized-λ sub-Gamma confidence sequence with the stitched boundary
confidence sequence optimized_lambda_two_sided_closed_form_pointwise theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:859 Closed-form pointwise interval-width form of the two-sided optimized-λ confidence sequence
confidence sequence, ERM optimized_lambda_two_sided_confidence_sequence theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:752 Two-sided optimized-λ iterated-log confidence sequence via the deterministic stitching bridge and the X/-X transfer
confidence sequence, covering / chaining pSeriesDyadicEpochWeight_summable theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:79 The redirected p-series dyadic-epoch weights are summable, recovering a finite epoch-capital budget
confidence sequence pSeriesDyadicEpochWeight_zero_unitPenalty theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:107 The concrete unit-capital stitching penalty for the first p-series epoch is log 2
sub-Gamma, confidence sequence stitched_atTop_crossing_bound theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:247 Ville crossing bound for the stitched sub-Gamma boundary
sub-Gamma, confidence sequence subGammaLogLogWidth_add_stitchingPenalty theorem FormalSLT/AnytimeValid/DyadicEpochCS.lean:261 The all-n dyadic-epoch boundary is the log-log width plus the explicit per-epoch stitching penalty
sub-Gamma, confidence sequence subGammaLogLogWidth_eq_boundary_optTilt theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:590 The closed-form log-log width equals the sub-Gamma boundary at the per-time optimal tilt
sub-Gamma, confidence sequence subGammaLogLogWidth_loglog_rate theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:430 Stitched boundary half-width grows at the iterated-logarithm rate
sub-Gamma, confidence sequence, ERM subGamma_stitched_boundary_supermartingale theorem FormalSLT/AnytimeValid/OptimizedLambdaCS.lean:198 Stitched-over-λ sub-Gamma exponential process is a nonnegative supermartingale
sample statistics, Bernoulli bernoulliLogLikelihood_global_argmax_from_count theorem FormalSLT/Statistics/ClassicalEstimation.lean:390 Sample mean is the global Bernoulli log-likelihood maximizer
sample statistics, Bernoulli bernoulliScoreAtSampleMean_eq_zero theorem FormalSLT/Statistics/ClassicalEstimation.lean:364 Bernoulli log-likelihood score vanishes at the sample-mean MLE
sample statistics bootstrapMean_eq_sampleMean theorem FormalSLT/Statistics/ClassicalEstimation.lean:596 Bootstrap-resample mean equals the sample mean
sample statistics gaussianKnownVarianceLogLikelihood_mle theorem FormalSLT/Statistics/ClassicalEstimation.lean:501 Sample mean is the known-variance Gaussian MLE
sample statistics horvitzThompson_design_unbiased theorem FormalSLT/Statistics/ClassicalEstimation.lean:554 Horvitz-Thompson estimator is design-unbiased for the finite-population total
sample statistics sampleMean_unbiased_finite theorem FormalSLT/Statistics/ClassicalEstimation.lean:228 Sample mean is unbiased for the finite population mean
sample statistics sampleVarianceBessel theorem FormalSLT/Statistics/ClassicalEstimation.lean:260 Bessel-corrected sample variance (1/(n-1)) ∑ (x i - x̄)²
sample statistics sampleVarianceBessel_unbiased_finite theorem FormalSLT/Statistics/ClassicalEstimation.lean:299 Bessel-corrected sample variance is unbiased for the finite-population variance
weightedExpectation theorem FormalSLT/Statistics/ClassicalEstimation.lean:35 Finite weighted expectation ∑ w x · X x, the population-mean primitive
sample statistics weightedExpectation_linear theorem FormalSLT/Statistics/ClassicalEstimation.lean:86 Linearity of the weighted expectation in the estimator
Bennett, sub-Gamma, covering / chaining bennett_taylor_bound theorem FormalSLT/Concentration/SubGamma/BennettBound.lean:196 Pointwise Bennett Taylor bound for bounded increments in the regime b * λ < 3
sub-Gamma condExp_mul_bounded_left theorem FormalSLT/Concentration/SubGamma/CondExpProduct.lean:33 Pulls a bounded measurable factor through conditional expectation under the stated integrability hypotheses
sub-Gamma condExp_sq_eq_condVar_of_centered theorem FormalSLT/Concentration/SubGamma/CondVarianceFromSquare.lean:40 Under conditional centering, the conditional second moment is the conditional variance proxy
sub-Gamma condJensen_real theorem FormalSLT/Concentration/SubGamma/CondJensen.lean:40 Conditional Jensen inequality for real-valued conditional expectations
sub-Gamma, MGF condSubGammaMGF_of_bounded_centered_condVariance theorem FormalSLT/Concentration/SubGamma/Extractor.lean:52 Boundedness, conditional centering, and a conditional second-moment proxy imply a conditional sub-Gamma MGF bound
Markov, sub-Gamma cond_markov_of_nonneg theorem FormalSLT/Concentration/SubGamma/CondMarkov.lean:48 Conditional Markov-style inequality for nonnegative real functions
sub-Gamma integrable_exp_mul_of_bounded theorem FormalSLT/Concentration/SubGamma/BoundedExpIntegrable.lean:27 Bounded real increments have integrable exponential tilts under a finite measure
Rademacher contraction_1lip theorem FormalSLT/Rademacher/Contraction.lean:357 Finite-sample scalar contraction for 1-Lipschitz transforms
Rademacher contraction_empirical theorem FormalSLT/Rademacher/Contraction.lean:454 Empirical Rademacher wrapper for 1-Lipschitz transforms
Rademacher empiricalRademacherComplexity_contraction_lipschitz theorem FormalSLT/Rademacher/Contraction.lean:477 Rad_S(φ ∘ F) <= L * Rad_S(F) for finite scalar classes
Rademacher one_step_contraction theorem FormalSLT/Rademacher/Contraction.lean:136 One coordinate replacement step for the finite contraction proof
covering / chaining FiniteNet definition FormalSLT/Covering/FiniteSubGaussianChaining.lean:66 Finite net with an explicit nearest projection
ERM, risk IsERM definition FormalSLT/ERM.lean:52 Predicate selecting empirical risk minimizers over a finite class
binaryClassTrace definition FormalSLT/VC/PACBridge.lean:58 Binary label patterns realized on a sample
effectiveClass definition FormalSLT/VC/Rademacher.lean:45 Distinct loss vectors realized on a sample
Rademacher empiricalRademacherComplexity definition FormalSLT/Rademacher/FiniteSample.lean:173 Finite-sample empirical Rademacher complexity
ERM, risk empiricalRisk definition FormalSLT/Risk.lean:49 Sample average loss
ERM genGap definition FormalSLT/GhostSample.lean:185 One-sided uniform generalization gap
piMeasure definition FormalSLT/GhostSample.lean:69 IID product measure on Fin n -> Z
risk risk definition FormalSLT/Risk.lean:42 Expected loss under a measure
covering / chaining, ERM EpsilonizedSupremumBoundaryChoice theorem FormalSLT/Covering/TotalBoundedDudley.lean:2018 Finite skeleton and terminal-scale certificate for an epsilonized Dudley boundary step
covering / chaining FiniteCoverSupremumBoundaryChoice theorem FormalSLT/Covering/TotalBoundedDudley.lean:2284 Finite-cover/pathwise-modulus certificate for the epsilonized Dudley boundary step
covering / chaining FiniteDyadicDudleyInstance theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4573 Packaged reusable finite dyadic Dudley instance: net sequence, coarse budget, variance positivity, and coarse projected-supremum bound
covering / chaining, ERM FiniteDyadicDudleyInstance.SupremumAdapter theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4592 Optional supplied-supremum adapter to a terminal projected finite-net supremum plus explicit terminal error
covering / chaining FiniteDyadicDudleyInstance.projected_dudley_bound theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4607 Projected finite-net Dudley bound from a packaged finite dyadic Dudley instance
covering / chaining FiniteDyadicDudleyInstance.suppliedSup_dudley_bound theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4626 Supplied-supremum finite Dudley bound from a packaged instance and adapter
covering / chaining FiniteNet.ProjectedIndex theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:103 Finite image of a net projection, used to avoid a finite ambient index assumption
covering / chaining continuous_dudley_entropy_integral_iSup_totalBounded_minimalDyadicCoverCountEnvelope theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:649 Generic totally bounded continuous Dudley capstone with the cardinal-minimal dyadic adjacent-product envelope
covering / chaining continuous_dudley_entropy_integral_iSup_totalBounded_minimalMetricCoveringNumber_shifted theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:512 Generic totally bounded continuous Dudley capstone with pure genuine minimal-cover entropy in the conclusion, paid by shifted boundary certificates and constants
covering / chaining continuous_dudley_entropy_integral_iSup_totalBounded_selectedCoverCountEnvelope_not_minimalCoveringNumber theorem FormalSLT/Covering/TotalBoundedDudleySelectedCapstone.lean:158 Generic totally bounded continuous Dudley capstone with the selected-cover-count envelope integrand, not genuine minimal covering number
covering / chaining dyadicChainingFiniteNetOfTotallyBoundedUniv_pair_radius_le theorem FormalSLT/Covering/TotalBoundedDudley.lean:275 Dyadic total-bounded net schedule satisfies the adjacent-radius budget used by finite chaining
covering / chaining dyadicChainingFiniteNetSequenceOfTotallyBounded theorem FormalSLT/Covering/TotalBoundedDudley.lean:613 Packages the total-bounded dyadic net schedule as a FiniteDyadicNetSequence under global projection-pair hypotheses
covering / chaining finiteDyadicDudleyInstanceOfTotallyBounded theorem FormalSLT/Covering/TotalBoundedDudley.lean:666 Packages the total-bounded dyadic net schedule as a FiniteDyadicDudleyInstance when global coarse-budget and projection-pair hypotheses are available
covering / chaining finiteDyadicEntropyAtRadiusUpperSum theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3173 Finite dyadic entropy-at-radius upper sum sampled at lower annulus endpoints
covering / chaining finiteDyadicEntropyAtRadiusUpperSum_le_two_mul_truncatedIntervalIntegral theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3346 Finite entropy-at-radius upper sum dominated by a single truncated interval integral
covering / chaining finiteDyadicEntropyAtRadiusUpperSum_shifted_div_four_le_eight_mul_full_integral theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:325 Finite shifted dyadic upper sums are bounded by the pure entropy integral with explicit shift constants
covering / chaining finiteDyadicEntropyIntegralBudget_le_entropyAtRadiusUpperSum theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3414 Finite dyadic budget comparison to an entropy-at-radius upper sum
covering / chaining finiteDyadicEntropyIntegralBudget_one_const theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3159 One-step dyadic entropy budget for a constant entropy envelope
covering / chaining, ERM finiteExpectation_supFunctional_le_projected_add_skeleton_terminalError theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:465 Expected supplied supremum controlled through explicit finite-skeleton and terminal-projection errors
covering / chaining, ERM finiteExpectation_supFunctional_le_projected_add_terminalError theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:368 Finite expectation adapter from a supplied supremum functional to a projected finite-supremum surrogate
covering / chaining finiteMetricCoverOfTotallyBoundedUniv theorem FormalSLT/Covering/TotalBoundedDudley.lean:136 Totally bounded metric spaces admit finite covers at every positive real radius
covering / chaining finiteNetOfTotallyBoundedUniv theorem FormalSLT/Covering/TotalBoundedDudley.lean:152 Extracts the repo's bundled finite-net record from total boundedness
covering / chaining finitePrefixSupEnvelope_const theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3373 Constant scale budgets remain constant under the finite prefix-sup envelope
covering / chaining finitePrefixSupEnvelope_eq_self_of_monotone theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3386 Monotone scale budgets equal their finite prefix-sup envelope
covering / chaining finiteSup_le_skeletonSup_add_of_pointwise_approx theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:538 Finite ambient supremum controlled by a finite skeleton under pointwise approximation
covering / chaining, ERM finiteSup_skeleton_le_projectedSup_add_terminalError theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:398 Finite skeleton supremum controlled by terminal projected finite-net supremum plus explicit error
covering / chaining finite_chaining_expectation_bound theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:1006 Finite multiscale chaining decomposition in expectation
covering / chaining finite_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2184 Covering-number version for finite net sequences
covering / chaining finite_chaining_expectation_bound_of_net_sequence_pairs_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2068 Projection-pair entropy version for finite net sequences
covering / chaining finite_chaining_expectation_bound_of_radius_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:1539 Radius-bounded finite chaining with square-root entropy budgets
covering / chaining finite_dudley_entropy_sum_coveringNumbers theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2742 Finite Dudley-style entropy sum with covering-number products
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_annulus_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3648 Finite dyadic annulus-budget bridge for covering numbers
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_entropy_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3003 Per-scale entropy-budget wrapper for covering numbers
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_integral_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3761 Finite dyadic entropy-integral budget for covering numbers
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3811 Finite covering-count wrapper with a monotone prefix-sup entropy envelope
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_radius theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2879 Dyadic/geometric radius schedule for covering numbers
covering / chaining finite_dudley_entropy_sum_coveringNumbers_geometric_uniform_entropy theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3517 Uniform entropy cap collapses the dyadic covering-number sum to a 2 * radiusScale budget
covering / chaining finite_dudley_entropy_sum_projection_pairs theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2663 Finite Dudley-style entropy sum over projection-pair families
covering / chaining finite_dudley_entropy_sum_projection_pairs_geometric_annulus_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3584 Finite dyadic annulus-budget bridge for projection pairs
covering / chaining finite_dudley_entropy_sum_projection_pairs_geometric_entropy_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2939 Per-scale entropy-budget wrapper for projection pairs
covering / chaining finite_dudley_entropy_sum_projection_pairs_geometric_integral_budget theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3715 Finite dyadic entropy-integral budget for projection pairs
covering / chaining finite_dudley_entropy_sum_projection_pairs_geometric_radius theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2818 Dyadic/geometric radius schedule for projection pairs
covering / chaining finite_dudley_entropy_sum_projection_pairs_geometric_uniform_entropy theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3450 Uniform entropy cap collapses the dyadic sum to a 2 * radiusScale budget for projection pairs
covering / chaining, ERM finite_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers theorem FormalSLT/Covering/TotalBoundedDudley.lean:3676 Finite-terminal total-bounded dyadic wrapper composed with the finite Dudley entropy-budget theorem
covering / chaining finite_epsilonizedSup_dudley_totalBounded_of_finiteCoverSupremumBoundaryChoice theorem FormalSLT/Covering/TotalBoundedDudley.lean:2438 Epsilonized total-bounded Dudley wrapper from finite-cover and pathwise-modulus certificates
covering / chaining, ERM finite_epsilonizedSup_modulus_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:2129 For every positive error budget, a finite skeleton/terminal-scale certificate yields a Dudley bound with + eta
MGF, covering / chaining finite_expectedSup_le_of_mgf_log theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:752 MGF control gives finite expected-sup entropy budget
sub-Gaussian, MGF, covering / chaining finite_expectedSup_le_of_subGaussian_mgf_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:847 Optimized finite sub-Gaussian max bound
covering / chaining finite_projectedNet_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2452 Projected finite-net-image chaining bound without [Fintype T]
covering / chaining finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_entropy_integral_comparison theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4655 Projected finite-net Dudley wrapper compared to a supplied finite entropy-at-radius integral budget
covering / chaining finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4801 Projected finite-net Dudley wrapper with a truncated interval-integral entropy budget
covering / chaining finite_projectedNet_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:4064 Projected finite-net-image Dudley wrapper without [Fintype T]
covering / chaining, ERM finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers theorem FormalSLT/Covering/TotalBoundedDudley.lean:714 Total-bounded dyadic wrapper over the terminal projected finite-net image, without [Fintype T]
covering / chaining finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_entropy_integral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:878 Total-bounded projected finite-net wrapper compared to a supplied finite entropy-at-radius integral budget
covering / chaining finite_projectedNet_dudley_entropy_sum_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:1079 Total-bounded projected finite-net wrapper with one truncated interval-integral entropy budget
covering / chaining finite_projectedNet_dudley_entropy_sum_totalBounded_minimalDyadic_entropy_integral_comparison_nonempty theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:403 Projected finite-chain Dudley wrapper threaded through the cardinal-minimal dyadic net schedule
covering / chaining, ERM finite_projected_chaining_expectation_bound theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:1070 Finite projected-supremum chaining without an identity terminal projection
covering / chaining finite_projected_chaining_expectation_bound_of_net_sequence_coveringNumbers_sqrt theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:2277 Projected finite-net chaining bound with covering-number entropy budgets
covering / chaining finite_projected_dudley_entropy_sum_coveringNumbers_geometric_integral_budget_prefix_envelope theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3875 Projected finite Dudley wrapper with a monotone prefix-sup entropy envelope
covering / chaining, ERM finite_projected_dudley_entropy_sum_totalBounded_dyadic_coveringNumbers theorem FormalSLT/Covering/TotalBoundedDudley.lean:3415 Total-bounded dyadic wrapper for the terminal projected supremum, without an identity terminal net
covering / chaining, ERM finite_separableSupFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:5132 Boundary-layer finite Dudley wrapper with explicit finite-skeleton and terminal-projection hypotheses
covering / chaining, ERM finite_separableSupFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:1547 Total-bounded boundary wrapper with explicit finite-skeleton/dense-net and terminal-projection assumptions
covering / chaining, ERM finite_supFunctional_dudley_entropy_sum_coveringNumbers_geometric_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:5046 Boundary-layer finite Dudley wrapper for a supplied supremum functional plus terminal error
covering / chaining, ERM finite_supFunctional_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:1435 Total-bounded boundary wrapper for a supplied supremum functional under explicit terminal approximation
covering / chaining finite_witnessedSup_modulus_dudley_totalBounded_dyadic_entropy_truncatedIntervalIntegral_comparison theorem FormalSLT/Covering/TotalBoundedDudley.lean:1854 Total-bounded Dudley boundary wrapper using approximate witnesses, finite skeleton selectors, and pathwise modulus
covering / chaining minimalDyadicChainingCoverCountEntropy_dominates_shiftedMinimalEntropy_sample theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:257 The shifted one-radius minimal-cover entropy dominates the finite prefix-envelope sample
covering / chaining minimalDyadicChainingCoverCount_entropy_le_sqrt_two_mul_next_minimalMetricCoveringEntropy theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:147 Adjacent-product entropy is bounded by sqrt 2 times one shifted minimal-cover entropy
covering / chaining minimalDyadicChainingCoverCount_eq_minimalMetricCoveringNumber_mul theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:49 Adjacent cardinal-minimal dyadic cover count equals the product of genuine minimal covering numbers at the sampled radii
covering / chaining minimalDyadicChainingCoverCount_le_next_minimalMetricCoveringNumber_sq theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:65 Adjacent cardinal-minimal dyadic cover products are bounded by the next smaller-radius minimal covering number squared
covering / chaining minimalDyadicChainingFiniteNetOfTotallyBoundedUniv_coveringNumber_eq theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:237 The dyadic minimal-net schedule has genuine minimal covering count at each sampled radius
covering / chaining minimalDyadicCoverCountEntropyAtRadius_guarded theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:328 Cardinal-minimal dyadic adjacent-product entropy staircase satisfies the guarded closed-annulus condition
covering / chaining minimalFiniteNetOfTotallyBoundedUniv_coveringNumber_eq theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:196 The bundled finite net built from the minimal cover has covering count equal to the genuine minimal covering number
covering / chaining minimalMetricCoverOfTotallyBoundedUniv theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:106 Chooses a cardinal-minimal finite metric cover from the genuine minimal covering-number witness
covering / chaining minimalMetricCoverOfTotallyBoundedUniv_card_eq theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:136 The chosen finite metric cover has cardinality exactly equal to the genuine minimal covering number
covering / chaining minimalMetricCoverOfTotallyBoundedUniv_card_minimal theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:151 Every finite metric cover has at least as many centers as the chosen minimal cover
covering / chaining minimalMetricCoveringNumber theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:52 Genuine minimal finite metric covering number for a nonempty totally bounded metric index space
covering / chaining minimalMetricCoveringNumber_antitone theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:37 Genuine minimal covering numbers are antitone in the positive radius
covering / chaining minimalMetricCoveringNumber_le_dyadicSelectedCoveringNumber theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:282 The genuine minimal covering number is bounded by each selected dyadic finite-net count
covering / chaining minimalMetricCoveringNumber_le_of_metricCoverCardinalityLe theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:71 Any finite metric cover with at most n centers bounds the genuine minimal covering number by n
covering / chaining minimalMetricCoveringNumber_le_totalBoundedDyadicCoverCountEnvelope theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:306 The selected dyadic envelope dominates the genuine minimal covering number at sampled dyadic net radii
covering / chaining minimalMetricCoveringNumber_pos theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:84 Nonempty totally bounded spaces have positive genuine minimal covering number at positive radius
covering / chaining minimalMetricCoveringNumber_spec theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:59 The genuine minimal covering number is realized by a finite metric cover
Rademacher, covering / chaining rademacher_covering_bound theorem FormalSLT/Covering/Rademacher.lean:52 Rad(F) <= ε + Rad(N_ε)
Rademacher, covering / chaining rademacher_covering_massart theorem FormalSLT/Covering/Rademacher.lean:130 Covering plus Massart
Rademacher, covering / chaining rademacher_two_step_chaining theorem FormalSLT/Covering/DudleyChaining.lean:43 Two-scale finite chaining bound
covering / chaining shiftedDyadicIntervalIntegralSum_eq_truncatedIntervalIntegral theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:3297 Shifted finite dyadic annulus integrals compose into one truncated interval integral
covering / chaining skeletonApprox_of_finiteCover_pathwiseModulus theorem FormalSLT/Covering/TotalBoundedDudley.lean:2255 Finite-cover radius plus pathwise modulus gives the finite-skeleton approximation hypothesis
covering / chaining supFunctional_le_skeletonSup_add_of_witnessed_pointwise_approx theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:569 Supplied supremum functional controlled by an approximate witness and finite skeleton selector
covering / chaining, ERM terminalApprox_of_pathwise_modulus theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:500 Terminal net radius plus pathwise modulus discharges the terminal-projection approximation hypothesis
covering / chaining, ERM terminalApprox_of_pathwise_modulus_radiusBound theorem FormalSLT/Covering/FiniteSubGaussianChaining.lean:517 Radius-bound variant of terminal pathwise-modulus approximation
covering / chaining totalBoundedCoveringEntropyAtRadius_guarded theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:298 The induced entropy staircase satisfies the guarded closed-annulus condition
covering / chaining totalBoundedCoveringEntropy_dominates_dyadicEnvelope_sample theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:332 Dyadic samples dominate the finite entropy prefix envelope used by total-bounded finite wrappers
covering / chaining totalBoundedCoveringNumberAtRadius theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:50 Half-open real-radius selected-cover-count staircase for the total-bounded dyadic net schedule
covering / chaining totalBoundedCoveringNumberAtRadiusENat_ne_top theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:256 The selected-cover-count staircase has a finite ℕ∞ surface
covering / chaining totalBoundedCoveringNumberAtRadius_dyadic theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:234 The staircase samples the monotone prefix envelope of selected adjacent dyadic cover-count products at dyadic radii
covering / chaining totalBoundedMinimalDyadicCoverCount_dyadicProfileBound_of_boundaryChoice theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:528 Minimal-schedule boundary certificates give the guarded dyadic upper-sum input
covering / chaining totalBoundedSelectedCoverCount_dyadicProfileBound_of_boundaryChoice theorem FormalSLT/Covering/TotalBoundedDudleySelectedCapstone.lean:37 Boundary certificates give the guarded dyadic upper-sum input for the selected-cover-count entropy profile
covering / chaining unitInterval_minimalDyadicCoverCountEnvelope_sample_positive theorem FormalSLT/Covering/TotalBoundedDudleyMinimalCapstone.lean:694 Unit-interval non-vacuity witness for the cardinal-minimal dyadic cover-count envelope
covering / chaining unitInterval_minimalMetricCoverOfTotallyBoundedUniv_sample_card_positive theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:351 Concrete non-vacuity witness for the chosen minimal finite cover on the unit interval
covering / chaining unitInterval_minimalMetricCoveringNumber_sample_positive theorem FormalSLT/Covering/TotalBoundedMinimalCovering.lean:338 Concrete non-vacuity witness for the genuine minimal covering number on the unit interval
covering / chaining unitInterval_shiftedMinimalMetricCoveringEntropy_sample_nonneg theorem FormalSLT/Covering/TotalBoundedDudleyMinimalShift.lean:672 Unit-interval non-vacuity witness for the shifted minimal-cover entropy profile
covering / chaining unitInterval_totalBoundedCoveringNumber_sample_positive theorem FormalSLT/Covering/TotalBoundedDudleyCovering.lean:371 Concrete non-vacuity witness for the generic selected-cover-count surface on the unit interval
covering / chaining unitInterval_totalBoundedSelectedCoverCountEnvelope_sample_positive theorem FormalSLT/Covering/TotalBoundedDudleySelectedCapstone.lean:203 Unit-interval non-vacuity witness for the selected-cover-count envelope surface
Bernoulli bernoulliMean_eq theorem FormalSLT/Statistics/Bernoulli.lean:74 Bernoulli mean equals p
Bernoulli bernoulliPMF theorem FormalSLT/Statistics/Bernoulli.lean:41 Bernoulli(p) probability mass function on Bool
Bernoulli bernoulliVariance_eq theorem FormalSLT/Statistics/Bernoulli.lean:79 Bernoulli variance equals p(1 - p)
Bernstein, tail bound, Bernoulli bernoulli_bernstein_tail theorem FormalSLT/Statistics/Bernoulli.lean:121 Two-sided Bernstein tail specialized to Bernoulli(p)
sample statistics sampleMean theorem FormalSLT/Statistics/SampleStatistics.lean:41 Sample mean (1/n) ∑ x i of a finite sample
Hoeffding, tail bound, sample statistics sampleMean_hoeffding_tail theorem FormalSLT/Statistics/SampleStatistics.lean:91 Two-sided Hoeffding tail for the named sample mean
sample statistics sampleVariance theorem FormalSLT/Statistics/SampleStatistics.lean:45 Population-form sample variance (1/n) ∑ (x i - x̄)²
sample statistics sampleVariance_eq_secondMoment_sub_meanSq theorem FormalSLT/Statistics/SampleStatistics.lean:65 Variance decomposition Var = E[X²] - x̄²
sample statistics sampleVariance_nonneg theorem FormalSLT/Statistics/SampleStatistics.lean:51 Sample variance is nonnegative
Markov, risk abs_markovRiskShortfall_le_one theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:123 Supplies the uniform absolute bound for [0,1] squared losses
Markov, sub-Gamma, risk averageConditionalRisk_lt_empiricalPrequentialRisk_add_boundary_of_not_mem theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:554 Bounds average conditional risk by observed prequential loss plus the declared sub-Gamma boundary outside that event
Markov, risk integrable_markovRiskShortfall theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:115 Establishes integrability under the actual finite Markov path law
Markov, PAC-Bayes, risk markovPACBayesAnyPosteriorUpperFailure_subset_processFailure theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:182 Embeds the risk-facing posterior failure event into the generic time-uniform PAC-Bayes process failure event
Markov, PAC-Bayes, risk markovPACBayesExceptionalEvent_mass_le_delta theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:257 Gives one measurable exceptional event of ordinary probability at most delta
Markov, confidence sequence, PAC-Bayes, risk markovPACBayesExceptionalEvent_measurable theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:240 Proves measurability of the hull used for the public confidence event
Markov, PAC-Bayes, risk markovPACBayesRawFailure_subset_exceptionalEvent theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:247 Shows that the measurable hull contains every raw posterior-existential violation
Markov, PAC-Bayes, risk markovPACBayes_allPosteriors_bound theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:198 Controls the raw all-time, all-posterior Markov failure set in outer probability at fixed tilt
Markov, PAC-Bayes, KL divergence, risk markovPACBayes_prequentialRisk_certificate theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:305 Publication-facing finite-catalog theorem with a measurable common event, all-time and all-posterior validity, and explicit KL penalty
Markov, sub-Gamma, KL divergence, risk markovPosteriorAverageConditionalRisk_lt_of_not_mem theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:271 Outside the common event, controls every posterior and every positive time by empirical prequential risk plus KL and the sub-Gamma boundary
Markov, risk markovPrequentialRiskExceptionalEvent_mass_le_delta theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:523 Gives one measurable all-time finite-grid exceptional event with probability at most delta
Markov, risk markovRiskInnovation_condExp_eq_zero theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:303 Centers observed loss minus transition-row conditional risk under the generated filtration
Markov, risk markovRiskInnovation_condSecondMoment_le_one theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:393 Conservative unit conditional-second-moment bound retained as a simple compatibility lemma
Markov, risk markovRiskInnovation_condSecondMoment_le_one_fourth theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:345 Sharp universal 1/4 conditional-second-moment bound for the centered [0,1] one-step loss
Markov, risk markovRiskShortfall_condExp_eq_zero theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:134 Derives conditional centering of the risk shortfall from the Markov path-law identity
Markov, risk markovRiskShortfall_condSecondMoment_le_one_fourth theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:153 Transfers the sharp universal 1/4 conditional-second-moment proxy to the risk shortfall
Markov, risk markovRiskShortfall_incrementAdapted theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:102 Preserves increment adaptedness under the risk-shortfall sign change
Markov, risk measurable_markovRiskShortfall theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:109 Establishes measurability of every catalog member's risk-shortfall increment
Markov, risk pathSquaredLoss_condExp theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:173 Derives the next-step squared-loss conditional expectation from the finite transition PMF and its Ionescu--Tulcea path law
Markov, risk posteriorAverage_runningMean_markovRiskShortfall theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:83 Identifies the posterior-averaged shortfall with posterior conditional risk minus posterior empirical prequential risk
Markov, risk runningMean_markovRiskInnovation theorem FormalSLT/StochasticDynamics/MarkovRisk.lean:418 Identifies the innovation mean with observed prequential risk minus average conditional risk
Markov, risk runningMean_markovRiskShortfall theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:71 Reorients the Markov innovation as conditional risk minus observed loss, the sign required for an upper-risk certificate
Markov, sub-Gamma, risk subGammaCgf_oneFourth_one_div theorem FormalSLT/StochasticDynamics/MarkovPACBayes.lean:294 Rewrites the 1/4-variance sub-Gamma contribution as lambda / (8 * (1 - lambda / 3))
covering / chaining finDiscreteDist definition FormalSLT/Covering/FiniteDiscreteDudley.lean:28 Discrete metric on Fin n
covering / chaining finDiscreteDist_nonneg definition FormalSLT/Covering/FiniteDiscreteDudley.lean:31 The finite discrete metric is nonnegative
covering / chaining finDiscreteDist_symm definition FormalSLT/Covering/FiniteDiscreteDudley.lean:35 The finite discrete metric is symmetric
covering / chaining finDiscreteDist_triangle definition FormalSLT/Covering/FiniteDiscreteDudley.lean:45 The finite discrete metric satisfies the triangle inequality
Rademacher, covering / chaining finDiscreteDudleyInstance definition FormalSLT/Covering/FiniteDiscreteDudley.lean:287 Packaged finite dyadic Dudley instance for the Fin n embedded Rademacher process
covering / chaining finDiscreteDyadicCoverCount definition FormalSLT/Covering/FiniteDiscreteDudley.lean:171 Explicit adjacent-scale cover-count envelope n * n
covering / chaining finDiscreteDyadicNet definition FormalSLT/Covering/FiniteDiscreteDudley.lean:159 Full finite net on Fin n at every dyadic scale
covering / chaining finDiscreteDyadicNetSequence definition FormalSLT/Covering/FiniteDiscreteDudley.lean:241 General FiniteDyadicNetSequence instance for Fin n with [Fact (2 ≤ n)]
covering / chaining finDiscreteDyadicNet_coverCount_le definition FormalSLT/Covering/FiniteDiscreteDudley.lean:233 Adjacent finite-discrete covering-number products are bounded by the n * n envelope
covering / chaining finDiscreteDyadicNet_coveringNumber definition FormalSLT/Covering/FiniteDiscreteDudley.lean:229 The full finite discrete net has covering number n
covering / chaining finDiscreteDyadicNet_dist definition FormalSLT/Covering/FiniteDiscreteDudley.lean:174 Finite discrete nets use the process metric
sub-Gaussian, Rademacher, covering / chaining finDiscreteRademacherProcess definition FormalSLT/Covering/FiniteDiscreteDudley.lean:146 The embedded Rademacher process packaged as a finite sub-Gaussian process over Fin n
Rademacher, covering / chaining finDiscreteRademacherSup definition FormalSLT/Covering/FiniteDiscreteDudley.lean:314 Supremum functional for the embedded Rademacher process over Fin n
Rademacher, covering / chaining finDiscreteRademacherSupAdapter definition FormalSLT/Covering/FiniteDiscreteDudley.lean:350 Supplied-supremum adapter for the finite-discrete packaged Dudley instance
Rademacher, covering / chaining finDiscreteRademacherSup_dudley_m_bound definition FormalSLT/Covering/FiniteDiscreteDudley.lean:361 Supplied-supremum finite Dudley bound for the embedded Rademacher process routed through the packaged finite dyadic Dudley API
Rademacher, covering / chaining, ERM finDiscreteRademacherSup_le_projectedSup definition FormalSLT/Covering/FiniteDiscreteDudley.lean:332 Terminal projected-net adapter for the finite-discrete supplied supremum
Rademacher, covering / chaining finDiscreteRademacherSup_true definition FormalSLT/Covering/FiniteDiscreteDudley.lean:317 The supplied supremum is nontrivial: it equals 1 on the positive Rademacher outcome
Rademacher, covering / chaining finDiscreteRademacherValue definition FormalSLT/Covering/FiniteDiscreteDudley.lean:75 One-coordinate Rademacher process embedded in the finite discrete family
Rademacher, covering / chaining finDiscreteRademacher_projected_dudley_m_bound definition FormalSLT/Covering/FiniteDiscreteDudley.lean:296 Arbitrary finite-horizon projected Dudley bound for the embedded Rademacher process routed through the packaged finite dyadic Dudley API
sub-Gaussian, MGF, Rademacher, covering / chaining finDiscrete_rademacher_mgf_bound definition FormalSLT/Covering/FiniteDiscreteDudley.lean:85 Embedded Rademacher process increments satisfy the sub-Gaussian MGF bound
confidence sequence, ERM, sample statistics average_perm_finiteCanonicalPairMean_eq_sampleVarianceBessel theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMatching.lean:435 Identifies the permutation average of the canonical random-matching statistic with Bessel sample variance
confidence sequence, ERM, sample statistics average_perm_pairCatalog_eq_sampleVarianceBessel theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMatching.lean:250 Averaging any fixed nonempty catalog of distinct coordinate pairs over all permutations recovers Bessel sample variance
confidence sequence, sample statistics finiteEmpiricalVariance definition FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:66 Per-hypothesis Bessel-corrected empirical loss variance
confidence sequence, PAC-Bayes, sample statistics finiteEmpiricalVariancePACBayes_badEventMass_le_delta theorem FormalSLT/PACBayes/FiniteEmpiricalVariancePACBayes.lean:161 Bounds one fixed-sample, fixed-tilt exceptional set by delta; the event is shared by every finite posterior
confidence sequence, sample statistics finiteEmpiricalVariance_eq_pairwise theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:243 Exact second-order pair-statistic representation of Bessel empirical variance
Bernstein, confidence sequence, sample statistics finiteEmpiricalVariance_expectedPriorBernsteinExpMoment_le_one theorem FormalSLT/PACBayes/FiniteEmpiricalVariancePACBayes.lean:41 Averages the normalized per-hypothesis empirical-variance moment under a finite prior
confidence sequence, ERM, sample statistics, risk finiteEmpiricalVariance_le_card_div_pred_mul_empiricalRisk theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:292 Source-facing self-bound V_n <= n/(n-1) * Rhat_n for [0,1] losses
confidence sequence, sample statistics finiteEmpiricalVariance_le_half theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:334 Universal 1/2 bound for Bessel empirical variance of a finite [0,1] sample
tail bound, MGF, confidence sequence, sample statistics finiteEmpiricalVariance_lowerTailMGF_randomMatching theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMGF.lean:535 Random-matching and finite-Jensen lower-tail MGF bound, with the exact disjoint-pair count in its coefficient
MGF, confidence sequence, sample statistics finiteEmpiricalVariance_lowerTailMGF_tolstikhinSeldin theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMGF.lean:671 All-n >= 2 source-normalized finite-IID empirical-variance MGF inequality
confidence sequence, sample statistics finiteEmpiricalVariance_nonneg theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:166 Bessel-corrected empirical loss variance is nonnegative for sample size at least two
MGF, confidence sequence, KL divergence, ERM, sample statistics finiteEmpiricalVariance_normalizedLowerTailMGF_le_one theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMGF.lean:745 Moves the deterministic variance penalty inside the exponential to obtain the normalized moment used by change of measure
confidence sequence, sample statistics finiteEmpiricalVariance_unbiased_finiteProduct theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:629 End-to-end finite-IID unbiasedness of the per-hypothesis Bessel empirical loss variance
confidence sequence, sample statistics finitePairBlock_factorization theorem FormalSLT/PACBayes/FiniteEmpiricalVarianceMatching.lean:313 Factors the finite-product expectation of a product over disjoint pair blocks into independent two-coordinate expectations
confidence sequence, sample statistics finitePairVarianceKernelExpectation_eq_populationVariance theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:534 The independent-pair half squared-difference kernel has expectation equal to population variance
confidence sequence, sample statistics finitePairwiseEmpiricalVariance definition FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:76 Normalized second-order pair-statistic form of empirical variance
confidence sequence, sample statistics, risk finitePopulationRisk_mem_Icc_of_bounded theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:130 Places the population risk of a finite [0,1] loss in [0,1]
confidence sequence, sample statistics finitePopulationVariance definition FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:57 Per-hypothesis population loss variance under a finite weight function
confidence sequence, sample statistics, risk finitePopulationVariance_eq_secondMoment_sub_riskSq theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:90 Identifies population loss variance with the second moment minus squared risk
confidence sequence, sample statistics finitePopulationVariance_le_quarter theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:146 Gives the universal 1/4 population-variance bound for finite [0,1] losses
confidence sequence, sample statistics finitePopulationVariance_nonneg theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:82 Population loss variance is nonnegative under a finite PMF
confidence sequence, sample statistics finiteProductSampleWeight_pairExpectation theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:480 Two distinct coordinates of the finite IID product sample have the product marginal
confidence sequence, sample statistics finiteProductSampleWeight_pairSquaredDifferenceExpectation_eq theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:594 Expected squared loss difference across two distinct IID coordinates is twice the population variance
confidence sequence, sample statistics orderedOffDiagonalSquaredDifference definition FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:71 Ordered sum of squared differences across distinct sample indices
confidence sequence, sample statistics orderedOffDiagonalSquaredDifference_eq_two_mul_card_mul_centeredSum theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:175 Equates the ordered off-diagonal square-difference sum with twice the sample size times the centered sum of squares
confidence sequence, sample statistics orderedOffDiagonalSquaredDifference_le theorem FormalSLT/PACBayes/FiniteEmpiricalVariance.lean:257 Bounds the ordered pair numerator for samples in [0,1]
confidence sequence, KL divergence, sample statistics posteriorPopulationVariance_le_empiricalVariance_of_not_mem theorem FormalSLT/PACBayes/FiniteEmpiricalVariancePACBayes.lean:188 Outside the shared event, bounds the posterior average of per-hypothesis population variances by the corresponding empirical average and KL-confidence penalty
Bernoulli bernoulliNaturalBase definition FormalSLT/Statistics/ExponentialFamily.lean:362 Bernoulli natural-family base weights on Bool
Bernoulli bernoulliNaturalStatistic definition FormalSLT/Statistics/ExponentialFamily.lean:365 Bernoulli natural sufficient statistic 1{true}
Bernoulli bernoulliNatural_fisher_eq_variance_zero definition FormalSLT/Statistics/ExponentialFamily.lean:466 Bernoulli natural Fisher information equals variance at theta = 0
Bernoulli bernoulliNatural_fisher_zero definition FormalSLT/Statistics/ExponentialFamily.lean:452 Bernoulli natural Fisher information at theta = 0 is 1/4
Bernoulli bernoulliNatural_logPartition_deriv_zero definition FormalSLT/Statistics/ExponentialFamily.lean:400 Bernoulli natural A'(0) = 1/2
Bernoulli bernoulliNatural_logPartition_secondDeriv_zero definition FormalSLT/Statistics/ExponentialFamily.lean:436 Bernoulli natural A''(0) = 1/4
Bernoulli bernoulliNatural_logPartition_zero definition FormalSLT/Statistics/ExponentialFamily.lean:377 Bernoulli natural log-partition at theta = 0 is log 2
Bernoulli bernoulliNatural_mean_zero definition FormalSLT/Statistics/ExponentialFamily.lean:385 Bernoulli natural mean at theta = 0 is 1/2
Bernoulli bernoulliNatural_partition definition FormalSLT/Statistics/ExponentialFamily.lean:368 Bernoulli natural partition sum is 1 + exp(theta)
Bernoulli bernoulliNatural_pmf_zero definition FormalSLT/Statistics/ExponentialFamily.lean:413 Both Bernoulli natural atoms have mass 1/2 at theta = 0
Bernoulli bernoulliNatural_variance_zero definition FormalSLT/Statistics/ExponentialFamily.lean:425 Bernoulli natural variance at theta = 0 is 1/4
Bernoulli bernoulliNatural_witness definition FormalSLT/Statistics/ExponentialFamily.lean:482 Concrete Bernoulli witness with mean 1/2, variance 1/4, and Fisher information 1/4
finiteExponentialFamily_fisherInformation_eq_variance definition FormalSLT/Statistics/ExponentialFamily.lean:330 Natural-parameter Fisher information equals finite variance
finiteExponentialFamily_logPartition_secondDeriv_eq_fisherInformation definition FormalSLT/Statistics/ExponentialFamily.lean:345 Direct bridge I(theta) = A''(theta)
finiteExponentialFamily_mean_eq_logPartition_deriv definition FormalSLT/Statistics/ExponentialFamily.lean:133 Finite exponential-family mean equals the log-partition derivative numerator divided by Z(theta)
finiteExponentialFamily_score_eq_centered definition FormalSLT/Statistics/ExponentialFamily.lean:316 Natural-parameter score equals the centered sufficient statistic
finiteExponentialFamily_variance_eq_logPartition_secondDeriv definition FormalSLT/Statistics/ExponentialFamily.lean:304 Finite exponential-family variance equals log-partition second derivative
finiteExponentialPMF definition FormalSLT/Statistics/ExponentialFamily.lean:63 Natural-parameter finite exponential-family probability mass
finiteExponentialPMFDeriv definition FormalSLT/Statistics/ExponentialFamily.lean:68 Natural-parameter derivative of the finite exponential-family mass
finiteExponentialPMF_hasDerivAt definition FormalSLT/Statistics/ExponentialFamily.lean:183 Derivative of the normalized finite exponential-family mass
finiteExponentialPMF_pos definition FormalSLT/Statistics/ExponentialFamily.lean:108 Positive base weights give positive normalized masses
finiteExponentialPMF_sum_one definition FormalSLT/Statistics/ExponentialFamily.lean:82 Normalized exponential-family masses sum to one
finiteLogPartition definition FormalSLT/Statistics/ExponentialFamily.lean:59 Log-partition function A(theta) = log Z(theta)
finiteLogPartition_hasDerivAt definition FormalSLT/Statistics/ExponentialFamily.lean:160 Log-partition derivative identity A'(theta) = E_theta[T]
finiteLogPartition_hasDerivAt_of_positiveBase definition FormalSLT/Statistics/ExponentialFamily.lean:171 Positive-base wrapper for A'(theta) = E_theta[T]
finiteLogPartition_hasSecondDerivAt definition FormalSLT/Statistics/ExponentialFamily.lean:282 Log-partition curvature identity A''(theta) = Var_theta(T)
finiteLogPartition_hasSecondDerivAt_of_positiveBase definition FormalSLT/Statistics/ExponentialFamily.lean:293 Positive-base wrapper for A''(theta) = Var_theta(T)
finiteMean_deriv_eq_variance definition FormalSLT/Statistics/ExponentialFamily.lean:218 Centered second-moment derivative equals finite weighted variance
finiteMean_hasDerivAt definition FormalSLT/Statistics/ExponentialFamily.lean:201 Differentiating the finite mean gives a centered second moment
finitePartition definition FormalSLT/Statistics/ExponentialFamily.lean:55 Finite exponential-family partition sum Z(theta)
ERM finitePartition_hasDerivAt definition FormalSLT/Statistics/ExponentialFamily.lean:117 Termwise derivative of the finite partition sum
finitePartition_pos definition FormalSLT/Statistics/ExponentialFamily.lean:74 Positive base weights give positive finite partition sum
union bound finiteMeasureUnionBound theorem FormalSLT/Probability/FiniteUnionBound.lean:130 Finite-index measure union bound
union bound finiteMeasureUnionBound_budget theorem FormalSLT/Probability/FiniteUnionBound.lean:143 Supplied finite per-event budgets whose sum is bounded by a total budget
union bound finiteMeasureUnionBound_cardInv theorem FormalSLT/Probability/FiniteUnionBound.lean:198 Nonempty finite class with per-event budget α / card has union mass ≤ α
union bound finiteMeasureUnionBound_const theorem FormalSLT/Probability/FiniteUnionBound.lean:163 Common per-event budget gives card * β total mass
union bound finiteMeasureUnionBound_equalBudget theorem FormalSLT/Probability/FiniteUnionBound.lean:183 Explicit per-event budget whose finite sum is bounded by a total budget
Bernoulli bernoulliFisherInformation theorem FormalSLT/Statistics/CramerRao.lean:73 Bernoulli Fisher information 1 / (p(1-p))
sample statistics, Bernoulli bernoulliHalfCramerRaoWitness theorem FormalSLT/Statistics/CramerRao.lean:135 Concrete witness: identity estimator attains variance 1/4 = 1 / I(1/2)
Bernoulli bernoulliHalfFisherInformation theorem FormalSLT/Statistics/CramerRao.lean:103 Concrete witness: I(1/2) = 4
covariance_cauchy_schwarz theorem FormalSLT/Statistics/FisherInformation.lean:182 Weighted Cauchy-Schwarz: Cov² ≤ Var · Var
sample statistics covariance_score_eq_deriv_mean theorem FormalSLT/Statistics/FisherInformation.lean:125 Estimator-score covariance equals the derivative of the estimator mean
sample statistics cramerRao_unbiased theorem FormalSLT/Statistics/CramerRao.lean:38 Cramér-Rao lower bound 1 / I(θ) ≤ Var(T) for an unbiased estimator
fisherInformation theorem FormalSLT/Statistics/FisherInformation.lean:78 Fisher information as the weighted variance of the score
scoreFunction theorem FormalSLT/Statistics/FisherInformation.lean:73 Score ∂_θ log p(x; θ) as pmfDeriv / pmf
score_mean_zero_of_finite_regular theorem FormalSLT/Statistics/FisherInformation.lean:108 Score has zero mean under regularity (∑ p' = 0)
weightedCovariance theorem FormalSLT/Statistics/FisherInformation.lean:50 Finite weighted covariance of two functions
sample statistics weightedVariance theorem FormalSLT/Statistics/FisherInformation.lean:46 Finite weighted variance of an estimator under a weight vector
Glivenko-Cantelli IsGCClass theorem FormalSLT/GlivenkoCantelli.lean:662 Glivenko-Cantelli class predicate: a.s. uniform-deviation convergence to zero
Glivenko-Cantelli, Bernoulli bernoulliThreeZerosOneOne_uniformDeviation_le_quarter theorem FormalSLT/GlivenkoCantelli.lean:1023 Concrete non-vacuity witness: explicit four-sample uniform empirical-CDF deviation ≤ 1/4
Glivenko-Cantelli classicalGlivenkoCantelli_iid theorem FormalSLT/GlivenkoCantelli.lean:855 Classical Glivenko-Cantelli for i.i.d. real samples: empirical CDF converges uniformly a.s. to the population CDF
Glivenko-Cantelli classicalGlivenkoCantelli_of_pointwise_lowerRay theorem FormalSLT/GlivenkoCantelli.lean:699 Uniform a.s. GC from pointwise convergence on closed and strict lower rays
Glivenko-Cantelli empiricalCDF theorem FormalSLT/GlivenkoCantelli.lean:420 Empirical CDF as the lower-ray indicator-class empirical average
Glivenko-Cantelli empiricalCDFUniformDeviation theorem FormalSLT/GlivenkoCantelli.lean:605 Uniform empirical-CDF deviation sup_x abs(F_n(x) - F(x))
Glivenko-Cantelli empiricalCDF_eq_lowerRayEmpiricalAverage theorem FormalSLT/GlivenkoCantelli.lean:430 Empirical CDF equals the lower-ray indicator empirical average
Glivenko-Cantelli finiteLowerRayBracketingGrid theorem FormalSLT/GlivenkoCantelli.lean:238 Finite grid of bracket points that controls every threshold at a chosen mesh
Glivenko-Cantelli integral_lowerRayIndicator_comp_eq_cdf theorem FormalSLT/GlivenkoCantelli.lean:99 Population lower-ray mass equals the CDF of the pushed-forward law
ERM, Glivenko-Cantelli lowerRayBracketing_uniformDeviation_bound theorem FormalSLT/GlivenkoCantelli.lean:543 Deterministic finite-grid bracketing bound on the uniform empirical-CDF deviation
Glivenko-Cantelli lowerRayGC_iff_classicalGlivenkoCantelli theorem FormalSLT/GlivenkoCantelli.lean:684 The classical empirical-CDF GC statement is exactly the lower-ray indicator-class GC statement
Glivenko-Cantelli lowerRayIndicator theorem FormalSLT/GlivenkoCantelli.lean:37 Closed lower-ray indicator 1{x ≤ z} as the empirical-CDF integrand
Glivenko-Cantelli lowerRayPointwiseStrongLaw theorem FormalSLT/GlivenkoCantelli.lean:799 Pointwise empirical-CDF strong law at a fixed threshold from the mathlib strong law
Rademacher, ERM, Glivenko-Cantelli rademacherERMBridge_for_gcClass theorem FormalSLT/GlivenkoCantelli.lean:956 Wraps the GC class into the Rademacher ERM generalization surface
Glivenko-Cantelli strictLowerRayIndicator theorem FormalSLT/GlivenkoCantelli.lean:41 Open lower-ray indicator 1{x < z}, the atom-safe upper bracket
Glivenko-Cantelli strictLowerRayPointwiseStrongLaw theorem FormalSLT/GlivenkoCantelli.lean:827 Open-upper-bracket pointwise strong law, the atom-safe companion
Hoeffding, VC dimension, Glivenko-Cantelli vcHoeffdingBridge_for_gcClass theorem FormalSLT/GlivenkoCantelli.lean:926 Wraps the GC class into the finite-class VC/Hoeffding empirical-process surface
PAC-Bayes, VC dimension, Glivenko-Cantelli vcPacBayesHybridBridge_for_gcClass theorem FormalSLT/GlivenkoCantelli.lean:979 Wraps the GC class into the VC/PAC-Bayes hybrid surface
Bennett, sub-Gamma, tail bound, covering / chaining bennett_tail theorem FormalSLT/Concentration/NamedTails.lean:313 Two-sided Bennett / sub-Gamma tail at a chosen λ for a finite distribution
Bernstein, tail bound bernstein_tail theorem FormalSLT/Concentration/NamedTails.lean:257 Two-sided Bernstein tail P(abs X ≥ ε) ≤ 2 exp(-ε²/(2(v + bε/3))) for a finite distribution
Chernoff, sub-Gaussian, tail bound, MGF chernoff_tail theorem FormalSLT/Concentration/NamedTails.lean:61 Generic two-sided sub-Gaussian tail P(abs X ≥ t) ≤ 2 exp(-t²/(2c)) from an MGF bound
Hoeffding, tail bound, sample statistics hoeffding_mean_tail_twoSided theorem FormalSLT/Concentration/NamedTails.lean:112 Two-sided Hoeffding tail for the sample mean P(abs (X̄ - E X̄) ≥ t) ≤ 2 exp(-2 n t²/(b-a)²)
sub-Gaussian, tail bound, MGF subGaussianMGF_tail_twoSided theorem FormalSLT/Concentration/NamedTails.lean:93 Centered two-sided sub-Gaussian tail P(abs (X - E X) ≥ t) ≤ 2 exp(-t²/(2c))
Rademacher, VC dimension effectiveClass_zeroOneLoss_card_eq_binaryClassTrace theorem FormalSLT/VC/BinaryVCBridge.lean:137 Effective 0-1 loss patterns equal binary traces
Rademacher, VC dimension effectiveClass_zeroOneLoss_card_le_sauerShelah theorem FormalSLT/VC/BinaryVCBridge.lean:154 Binary VC Sauer-Shelah corollary
Rademacher, VC dimension empiricalRademacherComplexity_le_massart_effective theorem FormalSLT/VC/Rademacher.lean:85 Effective-class Massart bound
Rademacher, VC dimension, ERM expected_genGap_le_two_expected_empiricalRademacherComplexity theorem FormalSLT/Rademacher/Symmetrization.lean:197 E[genGap] <= 2 * E[Rad]
Rademacher, VC dimension, ERM genGap_highProb_finiteClass theorem FormalSLT/Rademacher/FiniteClassHighProb.lean:93 Massart plus sharp high-probability Rademacher
Rademacher, VC dimension, ERM genGap_highProb_rademacher theorem FormalSLT/Rademacher/HighProbability.lean:95 P(genGap >= 2 * E[Rad] + ε) <= exp(-ε² n / (2B²))
tail bound, Rademacher, VC dimension, ERM genGap_highProb_vcClass theorem FormalSLT/VC/SampleComplexity.lean:236 VC-style one-sided genGap tail with sharp exponent
Azuma, tail bound, Rademacher, VC dimension, ERM genGap_tail_bound_azuma_explicit theorem FormalSLT/Azuma/GenGapTail.lean:520 P(genGap - E[genGap] >= ε) <= exp(-ε² n / (8B²))
tail bound, Rademacher, VC dimension, ERM genGap_tail_bound_sharp_explicit theorem FormalSLT/Azuma/GenGapTail.lean:595 P(genGap - E[genGap] >= ε) <= exp(-ε² n / (2B²))
McDiarmid, tail bound, Rademacher, VC dimension hasBoundedDifferences_tail_sharp theorem FormalSLT/Azuma/GenGapTail.lean:416 P(f - E[f] >= ε) <= exp(-2ε² / sum_k c_k²)
Rademacher, VC dimension massart_finite_class theorem FormalSLT/Rademacher/Massart.lean:347 Rad(H,S) <= B * sqrt(2 * log card(H) / n)
McDiarmid, tail bound, Rademacher, VC dimension mcdiarmid_of_hasBoundedDifferences_sharp theorem FormalSLT/Concentration/SharpMcDiarmid.lean:115 Public wrapper for the sharp product bounded-differences tail
McDiarmid, tail bound, Rademacher, VC dimension mcdiarmid_of_hasBoundedDifferences_sharp_hetero theorem FormalSLT/Concentration/HeterogeneousMcDiarmid.lean:37 Heterogeneous-law product upper tail with the sharp McDiarmid exponent
McDiarmid, tail bound, Rademacher, VC dimension mcdiarmid_of_hasBoundedDifferences_sharp_hetero_lower theorem FormalSLT/Concentration/HeterogeneousMcDiarmid.lean:53 Heterogeneous-law product lower tail with the sharp McDiarmid exponent
McDiarmid, tail bound, Rademacher, VC dimension mcdiarmid_of_hasBoundedDifferences_sharp_lower theorem FormalSLT/Concentration/SharpMcDiarmid.lean:134 Lower-tail wrapper obtained from the upper tail applied to -f
McDiarmid, Rademacher, VC dimension mcdiarmid_of_hasBoundedDifferences_sharp_of_hetero theorem FormalSLT/Concentration/HeterogeneousMcDiarmid.lean:142 Homogeneous recovery from the heterogeneous product theorem by taking a constant law family
Rademacher, VC dimension sauerShelah_polynomial_bound theorem FormalSLT/VC/SauerShelah.lean:44 sum_{k<=d} C(n,k) <= (en/d)^d
Rademacher, VC dimension, Glivenko-Cantelli uniformDeviation_highProb_finiteClass theorem FormalSLT/Rademacher/UniformDeviation.lean:99 Two-sided finite-class uniform deviation with sharp one-sided tails
Rademacher, VC dimension, Glivenko-Cantelli uniformDeviation_highProb_vcClass theorem FormalSLT/VC/SampleComplexity.lean:282 VC-style two-sided uniform deviation with sharp one-sided tails
Rademacher, VC dimension vcRademacher_pointwise theorem FormalSLT/VC/SampleComplexity.lean:137 Rad <= B * sqrt(2d * log(en/d) / n)
tail bound, Rademacher, VC dimension, ERM, risk vc_erm_excessRisk_tail theorem FormalSLT/VC/SampleComplexity.lean:352 VC-style ERM excess-risk tail with sharp concentration term
Rademacher, VC dimension, ERM vc_erm_sample_complexity theorem FormalSLT/VC/SampleComplexity.lean:426 Closed-form VC ERM sample-complexity theorem with explicit 72 * B^2 constant
Bernstein, PAC-Bayes, stability, risk BernsteinCondition theorem FormalSLT/Rademacher/Localized.lean:86 Finite Bernstein condition: excess-loss second moment controlled by excess risk
PAC-Bayes, stability FiniteCoordinateSwapIdentity theorem FormalSLT/AlgorithmicStability.lean:1072 Finite coordinate-swap symmetry predicate for explicit sample weights
PAC-Bayes, ERM, stability FixedPointUpperCertificate theorem FormalSLT/Rademacher/Localized.lean:377 Deterministic envelope certificate: above rStar, the localized envelope is below the identity
PAC-Bayes, ERM, stability, risk LocalizedDeviationCertificate theorem FormalSLT/Rademacher/Localized.lean:430 Deterministic localized concentration-event interface for population excess risk versus empirical excess risk
PAC-Bayes, ERM, stability abs_expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct theorem FormalSLT/AlgorithmicStability.lean:1678 Literal finite iid product-weight absolute expected generalization-gap wrapper
PAC-Bayes, ERM, stability abs_expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap theorem FormalSLT/AlgorithmicStability.lean:1655 Literal finite absolute expected generalization-gap wrapper under a finite swap identity
PAC-Bayes, stability abs_expectedFiniteStabilityGap_le_uniformStability_finiteProduct theorem FormalSLT/AlgorithmicStability.lean:1553 Uniform stability gives finite iid two-sided expected stability gap ≤ β
PAC-Bayes, stability abs_expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap theorem FormalSLT/AlgorithmicStability.lean:1512 Uniform stability gives finite two-sided expected stability gap ≤ β under a finite swap identity
PAC-Bayes, stability abs_expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss theorem FormalSLT/AlgorithmicStability.lean:955 Product-measure two-sided expected gap ≤ β with bounded-loss integrability discharged
Bernstein, tail bound, PAC-Bayes, stability averaged_bernstein_tail theorem FormalSLT/Probability/BernsteinMGF.lean:381 Iid product-weight Bernstein tail with the n * eps^2 exponent
Bennett, MGF, PAC-Bayes, covering / chaining, stability bennett_mgf theorem FormalSLT/Probability/BernsteinMGF.lean:205 Finite centered bounded-variance Bennett MGF
Bennett, MGF, PAC-Bayes, covering / chaining, stability bennett_mgf_le_one_add theorem FormalSLT/Probability/BernsteinMGF.lean:161 Finite Bennett MGF with the affine variance factor retained
Bennett, sub-Gamma, MGF, PAC-Bayes, covering / chaining, stability bennett_mgf_subgamma theorem FormalSLT/Probability/BernsteinMGF.lean:274 Sub-Gamma denominator form of the finite Bennett MGF
Bernstein, tail bound, PAC-Bayes, stability bernstein_tail theorem FormalSLT/Probability/BernsteinMGF.lean:346 One-sample finite Bernstein upper-tail bound
PAC-Bayes, stability boundedLoss_coordinateSelectedLoss_integrable theorem FormalSLT/AlgorithmicStability.lean:899 Bounded empirical coordinate loss is integrable under μⁿ
PAC-Bayes, stability boundedLoss_selectedLoss_integrable theorem FormalSLT/AlgorithmicStability.lean:843 Bounded finite-class selected loss is integrable under μⁿ × μ
PAC-Bayes, stability boundedLoss_updateSelectedLoss_integrable theorem FormalSLT/AlgorithmicStability.lean:868 Bounded coordinate-updated selected loss is integrable under μⁿ × μ
PAC-Bayes, stability bousquet_elisseeff_expectedGap_variant theorem FormalSLT/Stability/BousquetElisseeff.lean:348 Stability high-probability bound with explicit expected-gap and measurability hypotheses
PAC-Bayes, stability bousquet_elisseeff_expectedGap_variant_of_boundedLoss theorem FormalSLT/Stability/BousquetElisseeff.lean:519 Bounded-loss finite-class wrapper for the sharp stability high-probability theorem
PAC-Bayes, stability bousquet_elisseeff_uniform_stability_corollary theorem FormalSLT/Stability/BousquetElisseeff.lean:577 β = c0 / n stability corollary for the sharp variant
PAC-Bayes, stability bousquet_elisseeff_uniform_stability_corollary_of_boundedLoss theorem FormalSLT/Stability/BousquetElisseeff.lean:611 Bounded-loss finite-class β = c0 / n high-probability stability corollary
PAC-Bayes, stability catoni_fixedLambda_budget_eq_sqrt theorem FormalSLT/PACBayesBoundedLoss.lean:484 Fixed-λ Catoni penalty optimized to a square-root budget
Bernstein, PAC-Bayes, stability centeredSecondMoment_le_of_bernstein_localized theorem FormalSLT/Rademacher/Localized.lean:2126 Variance proxy for the centered excess-loss deviation is bounded by c * r on the localized class
PAC-Bayes, KL divergence, stability continuousPriorPosterior_certificate_derived theorem FormalSLT/PACBayes/ContinuousPriorPosterior.lean:68 Continuous prior/posterior certificate with the PAC gate derived by change of measure
MGF, PAC-Bayes, KL divergence, stability continuous_catoni_changeOfMeasure_bound theorem FormalSLT/PACBayes/ContinuousChangeOfMeasure.lean:73 Continuous fixed-lambda Catoni change-of-measure bound from a prior log-MGF certificate
PAC-Bayes, stability continuous_donsker_varadhan theorem FormalSLT/PACBayes/ContinuousChangeOfMeasure.lean:27 Measure-theoretic Donsker-Varadhan bound from Radon-Nikodym tilting
Bennett, PAC-Bayes, covering / chaining, stability exp_le_quadratic_of_le theorem FormalSLT/Probability/BernsteinMGF.lean:138 Pointwise Bennett inequality for a centered bounded variable
PAC-Bayes, ERM, stability expectedFiniteGeneralizationGap_le_uniformStability_finiteProduct theorem FormalSLT/AlgorithmicStability.lean:1601 Literal finite iid product-weight E[R(A(S)) - Rhat_S(A(S))] ≤ β wrapper
PAC-Bayes, ERM, stability expectedFiniteGeneralizationGap_le_uniformStability_of_coordinateSwap theorem FormalSLT/AlgorithmicStability.lean:1573 Literal finite E[R(A(S)) - Rhat_S(A(S))] ≤ β wrapper under a finite swap identity
PAC-Bayes, stability expectedFiniteStabilityGap_le_uniformStability_finiteProduct theorem FormalSLT/AlgorithmicStability.lean:1465 Uniform stability gives finite iid product-weight expected gap ≤ β
PAC-Bayes, stability expectedFiniteStabilityGap_le_uniformStability_of_coordinateSwap theorem FormalSLT/AlgorithmicStability.lean:1344 Uniform stability gives finite expected gap ≤ β under a finite swap identity
PAC-Bayes, stability expectedStabilityGap_le_uniformStability_piMeasure_of_boundedLoss theorem FormalSLT/AlgorithmicStability.lean:928 Product-measure expected gap ≤ β with bounded-loss integrability discharged
PAC-Bayes, stability, risk finiteCatoni_badEventMass_le_delta theorem FormalSLT/PACBayesBoundedLoss.lean:408 Finite [0,1] Catoni-style PAC-Bayes posterior-risk bad-event bound
PAC-Bayes, stability finiteClass_loss_measurable theorem FormalSLT/AlgorithmicStability.lean:811 Finite per-hypothesis loss measurability gives joint loss measurability
PAC-Bayes, ERM, stability, risk finiteEmpiricalRisk theorem FormalSLT/PACBayesFiniteProductMGF.lean:45 Finite empirical risk for a real-valued loss
Bernstein, PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedDeviation_bernstein_fixedPoint theorem FormalSLT/Rademacher/Localized.lean:1595 Localized deviation plus Bernstein/fixed-point control gives a finite fast-rate shell
PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedDeviation_empirical_nonpos theorem FormalSLT/Rademacher/Localized.lean:1428 Localized deviation plus nonpositive empirical excess risk controls population excess risk by the deviation slack
Bernstein, PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedFastRateUpperDeviationEvent_bernstein_fixedPoint theorem FormalSLT/Rademacher/Localized.lean:1685 Fast-rate shell stated through the named sample-dependent upper-deviation event
PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedSampleDependentUpperDeviationEvent_empirical_nonpos theorem FormalSLT/Rademacher/Localized.lean:1508 Sample-dependent localized upper-deviation event payoff for empirical competitors
Bernstein, PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedUpperDeviationEvent_bernstein_fixedPoint theorem FormalSLT/Rademacher/Localized.lean:1641 Event-facing finite fast-rate shell, reducing the remaining localized task to proving the upper-deviation event
PAC-Bayes, ERM, stability, risk finiteExcessRisk_le_of_localizedUpperDeviationEvent_empirical_nonpos theorem FormalSLT/Rademacher/Localized.lean:1444 Fixed-threshold localized upper-deviation event payoff for empirical competitors
PAC-Bayes, stability finiteMcAllesterBoundedComplexity_badEventMass_le_delta theorem FormalSLT/PACBayesBoundedLoss.lean:573 Finite [0,1] fixed-budget McAllester-style bad-event bound
PAC-Bayes, stability finiteMcAllesterGridOptimized_badEventMass_le_delta theorem FormalSLT/PACBayesBoundedLoss.lean:856 Posterior-dependent finite-grid McAllester wrapper under an explicit bucket certificate
confidence sequence, PAC-Bayes, stability finiteMcAllesterGridPeeling_badEventMass_le_delta theorem FormalSLT/PACBayesBoundedLoss.lean:766 Finite-grid McAllester peeling bound with allocated confidence mass
Bernstein, PAC-Bayes, stability finitePACBayesBernsteinMargin_badEventMass_le_delta theorem FormalSLT/PACBayesBernstein.lean:521 Finite supplied margin-proxy wrapper with sqrt(2 * Vρ * Cρ) + scale * Cρ penalty form
Bernstein, PAC-Bayes, stability finitePACBayesBernsteinPenalty_badEventMass_le_delta theorem FormalSLT/PACBayesBernstein.lean:452 Posterior-dependent finite Bernstein bad-event wrapper under complexity and penalty certificates
Bernstein, PAC-Bayes, stability finitePACBayesBernstein_fixedLambda_badEventMass_le_delta theorem FormalSLT/PACBayesBernstein.lean:355 Finite fixed-lambda PAC-Bayes Bernstein bad-event bound
MGF, PAC-Bayes, ERM, stability, risk finitePriorAveraged_mgf_empiricalRiskDeviation_le theorem FormalSLT/PACBayesFiniteProductMGF.lean:174 Prior-averaged finite iid empirical-risk-deviation MGF bound
PAC-Bayes, stability finiteProductSampleWeight theorem FormalSLT/AlgorithmicStability.lean:1085 Iid finite product sample weights ∏ k, p (S k)
PAC-Bayes, stability finiteProductSampleWeight_coordinateSwapIdentity theorem FormalSLT/AlgorithmicStability.lean:1178 Finite iid product weights satisfy the coordinate-swap identity
PAC-Bayes, stability finiteProductSampleWeight_isPMF theorem FormalSLT/PACBayes/FiniteProductBernstein.lean:60 Finite i.i.d. product weights package as a PMF on the sample space
MGF, PAC-Bayes, ERM, stability, risk finiteProduct_mgf_empiricalRiskDeviation_eq_pow theorem FormalSLT/PACBayesFiniteProductMGF.lean:94 Exact iid product factorization of E exp(lam * (R_i - Rhat_i))
MGF, PAC-Bayes, ERM, stability, risk finiteProduct_mgf_empiricalRiskDeviation_le_of_single theorem FormalSLT/PACBayesFiniteProductMGF.lean:134 Single-coordinate MGF budget lifts to the finite sample-average MGF
Bernstein, PAC-Bayes, stability, Bernoulli, risk indicatorBernsteinVarianceProxy_le_risk_div theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:49 Pointwise Bernoulli self-bound R_i(1 - R_i)/n <= R_i/n for positive sample size
Bernstein, MGF, PAC-Bayes, stability, Bernoulli indicatorBernstein_normalization_eq_budget theorem FormalSLT/PACBayes/IndicatorBernsteinMoment.lean:56 Exact identification of the product-MGF budget with scale 1/(3n) and variance proxy R * (1 - R) / n
PAC-Bayes, stability, Bernoulli indicatorDeviation_centered theorem FormalSLT/PACBayes/IndicatorVariance.lean:77 The population-centered indicator loss has exactly zero finite-PMF mean
PAC-Bayes, stability, Bernoulli indicatorDeviation_secondMoment_eq theorem FormalSLT/PACBayes/IndicatorVariance.lean:86 Exact finite-PMF variance identity R * (1 - R) for arbitrary Boolean indicator predicates
Bernstein, PAC-Bayes, stability, Bernoulli indicatorFinitePACBayesBernsteinBadSamples theorem FormalSLT/PACBayes/IndicatorBernsteinConfidence.lean:50 Samples on which some finite posterior violates the explicit fixed-tilt indicator Bernstein inequality
Bernstein, PAC-Bayes, stability, Bernoulli indicatorFinitePACBayesBernsteinWeightedCatalogBadSamples theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:54 Single exceptional set formed by the finite union of fixed indicator-Bernstein tilt events with budgets delta * weight j
Bernstein, PAC-Bayes, stability, Bernoulli indicatorFixedTiltBadSamples_subset_weightedCatalog theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:101 Every entrywise indicator-Bernstein exceptional set is contained in the catalog union
PAC-Bayes, stability, risk, Bernoulli indicatorPopulationRisk_mem_Icc theorem FormalSLT/PACBayes/IndicatorVariance.lean:70 Population risk of an arbitrary Boolean indicator under a finite PMF lies in [0,1]
Bernstein, PAC-Bayes, stability, Bernoulli, MGF indicator_expectedPriorBernsteinExpMoment_le_one theorem FormalSLT/PACBayes/IndicatorBernsteinMoment.lean:82 Prior-averaged normalized indicator Bernstein moment under the finite i.i.d. product law
Bernstein, PAC-Bayes, stability, Bernoulli indicator_finitePACBayesBernstein_fixedLambda_badEventMass_le_delta theorem FormalSLT/PACBayes/IndicatorBernsteinConfidence.lean:95 End-to-end finite i.i.d. indicator PAC-Bayes Bernstein bad-event mass bound, simultaneous over all finite posteriors
Bernstein, PAC-Bayes, stability indicator_finitePACBayesBernstein_twoThirds_badEventMass_le_delta theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:287 Product-law mass bound for the shared fixed-tilt exceptional set at lambda = 2n/3
Bernstein, union bound, PAC-Bayes, stability, Bernoulli indicator_finitePACBayesBernstein_weightedCatalog_badEventMass_le_delta theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:162 Finite weighted union bound giving catalog exceptional mass at most delta when positive weights sum to at most one
PAC-Bayes, stability, Bernoulli indicator_mem_weightedCatalog_iff theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:66 Membership in the weighted catalog event is equivalent to membership in at least one entrywise bad set
PAC-Bayes, stability, Bernoulli indicator_not_mem_weightedCatalog_iff theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:80 A sample is outside the catalog event exactly when it is outside every entrywise bad set
sub-Gamma, MGF, PAC-Bayes, stability, Bernoulli indicator_oneCoordinateDeviationMGF_le theorem FormalSLT/PACBayes/FiniteProductBernstein.lean:75 One-coordinate indicator sub-Gamma MGF using exact hypothesis-specific variance
Bernstein, PAC-Bayes, ERM, stability, Bernoulli indicator_posteriorGeneralizationGap_le_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinConfidence.lean:64 Every finite posterior satisfies the explicit indicator Bernstein inequality outside the specialized bad set
PAC-Bayes, ERM, stability, Bernoulli indicator_posteriorGeneralizationGap_le_weightedCatalog_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:118 On one good event, every posterior satisfies every fixed tilt in the weighted finite catalog
PAC-Bayes, stability, risk indicator_posteriorRisk_le_lowRisk_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:187 General fixed-tilt observable risk inequality for 0 < lambda < 6n/5, with exact rearranged coefficients
PAC-Bayes, stability, risk indicator_posteriorRisk_le_min_one_twoThirds_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:263 Public certificate form truncating the observable low-risk bound by the universal upper bound one
PAC-Bayes, KL divergence, stability, risk indicator_posteriorRisk_le_twoThirds_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:239 At lambda = 2n/3, every posterior outside the parent bad set satisfies R_rho <= (7/4) Rhat_rho + (21/(8n))(KL + log(1/delta))
PAC-Bayes, stability, risk, Bernoulli indicator_posteriorRisk_le_weightedLowRiskCatalog_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:224 Observable low-risk bound for every entry of the weighted finite catalog
PAC-Bayes, stability, risk, Bernoulli indicator_posteriorRisk_le_weightedLowRiskCatalog_selected_of_not_mem theorem FormalSLT/PACBayes/IndicatorBernsteinTiltCatalog.lean:255 Valid post-sample and posterior-dependent selection from the fixed finite weighted tilt catalog
Bernstein, MGF, PAC-Bayes, stability, Bernoulli indicator_product_mgf_le theorem FormalSLT/PACBayes/FiniteProductBernstein.lean:110 Tensorized finite-product MGF with exact R * (1 - R) Bernstein budget
MGF, PAC-Bayes, stability, Bernoulli indicator_product_normalizedMGF_le_one theorem FormalSLT/PACBayes/FiniteProductBernstein.lean:149 Hypothesis-specific normalized product MGF at fixed 0 < lambda < 3n
PAC-Bayes, KL divergence, stability klDiv_nonneg theorem FormalSLT/PACBayesKL.lean:130 Finite KL divergence is nonnegative under full support
PAC-Bayes, ERM, stability localizedDeviationCertificate_of_mem_upperDeviationEvent theorem FormalSLT/Rademacher/Localized.lean:1415 Event membership constructs the deterministic localized deviation certificate
PAC-Bayes, Rademacher, stability localizedEmpiricalRademacherComplexity_mono theorem FormalSLT/Rademacher/Localized.lean:253 Finite localized empirical Rademacher complexity is monotone under predicate inclusion
PAC-Bayes, Rademacher, stability localizedEmpiricalRademacherComplexity_nonneg_of_zero theorem FormalSLT/Rademacher/Localized.lean:193 Localized empirical Rademacher complexity is nonnegative when the class contains an identically zero excess-loss comparator
Bernstein, PAC-Bayes, Rademacher, ERM, stability, risk localizedExcessRiskEmpiricalRademacherComplexity_le_of_bernstein_fixedPointCertificate theorem FormalSLT/Rademacher/Localized.lean:400 Bernstein bridge plus fixed-point certificate controls excess-risk localized empirical complexity by c * r
Bernstein, PAC-Bayes, Rademacher, ERM, stability, risk localizedExcessRiskEmpiricalRademacherComplexity_le_secondMoment theorem FormalSLT/Rademacher/Localized.lean:337 Bernstein embeds excess-risk localized complexity into second-moment localized complexity
PAC-Bayes, Rademacher, ERM, stability, risk localizedExcessRiskEmpiricalRademacherComplexity_nonneg theorem FormalSLT/Rademacher/Localized.lean:310 Excess-risk localized empirical Rademacher complexity is nonnegative because the comparator belongs to every nonnegative radius
Bernstein, confidence sequence, PAC-Bayes, stability localizedFastRateHighConfidence_bernstein_fixedPoint_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:2072 Conservative finite fast-rate high-confidence wrapper pairing the bounded-excess bad-event mass with the Bernstein/fixed-point payoff
Bernstein, confidence sequence, PAC-Bayes, stability localizedFastRateHighConfidence_bernstein_fixedPoint_of_centeredShiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:2016 Assumption-facing high-confidence wrapper from supplied centered shifted-moment budgets. Interface only — the budgets it consumes are conservative-only per hypothesis
Bernstein, confidence sequence, PAC-Bayes, stability localizedFastRateHighConfidence_bernstein_fixedPoint_of_shiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:1958 Assumption-facing high-confidence finite fast-rate wrapper from shifted exponential-moment budgets
PAC-Bayes, stability localizedFastRatePointwiseShiftedExpMoment_finiteProduct_le_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:1872 Bounded-excess finite-product shifted-moment budget for one hypothesis in the named fast-rate random-threshold event
PAC-Bayes, stability localizedFastRatePointwiseShiftedExpMoment_le_centered_div theorem FormalSLT/Rademacher/Localized.lean:1769 Algebraic interface: factors the fixed slack out of the shifted moment. Conservative-only (per-hypothesis centered moment ≤ fixed moment); names the whole-supremum obligation, does not discharge it
PAC-Bayes, stability localizedFastRateUpperDeviationBadEventMass theorem FormalSLT/Rademacher/Localized.lean:540 Finite weighted mass outside the named fast-rate random-threshold localized event
PAC-Bayes, stability localizedFastRateUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:1333 Conservative finite product-mass bound for the named fast-rate event by reduction to the fixed-threshold bounded-excess theorem
PAC-Bayes, stability localizedFastRateUpperDeviationBadEventMass_le_fixed_epsilon theorem FormalSLT/Rademacher/Localized.lean:1296 Named fast-rate bad-event mass is controlled by the fixed-ε bad-event mass using nonnegativity of the empirical localized complexity
union bound, PAC-Bayes, stability localizedFastRateUpperDeviationBadEventMass_le_sum_centeredShiftedExpMoment_div theorem FormalSLT/Rademacher/Localized.lean:1829 Algebraic interface: bad-event mass via summed centered moments and a fixed-slack denominator. Conservative-only union bound; not a non-conservative concentration result
PAC-Bayes, stability localizedFastRateUpperDeviationBadEventMass_le_sum_shiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:1719 Named fast-rate bad-event mass controlled by shifted exponential-moment budgets
PAC-Bayes, stability localizedFastRateUpperDeviationEvent theorem FormalSLT/Rademacher/Localized.lean:482 Named random-threshold event used by the finite fast-rate shell
Bernstein, tail bound, confidence sequence, PAC-Bayes, stability localizedFiniteClassBernsteinHighConfidence_empirical_nonpos theorem FormalSLT/Rademacher/Localized.lean:2162 Finite localized Bernstein high-confidence theorem with bad-event mass bounded by the averaged Bernstein tail and fixed-threshold payoff
confidence sequence, PAC-Bayes, stability localizedFiniteClassHighConfidence_empirical_nonpos_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:1472 Fixed-threshold finite high-confidence localized statement combining bounded-excess bad-event mass with the empirical-competitor payoff
MGF, PAC-Bayes, stability localizedOneCoordinateDeviationMGF_le_of_excessLoss_mem_Icc_neg_one_one theorem FormalSLT/Rademacher/Localized.lean:690 Bounded excess losses in [-1,1] supply the localized one-coordinate MGF budget
PAC-Bayes, stability localizedPointwiseSampleDependentUpperDeviationBadEventMass theorem FormalSLT/Rademacher/Localized.lean:506 Finite weighted mass of one pointwise upper-deviation bad event with a sample-dependent threshold
PAC-Bayes, stability localizedPointwiseSampleDependentUpperDeviationBadEventMass_le_shiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:891 Pointwise sample-dependent bad-event mass controlled by its shifted exponential moment
PAC-Bayes, stability localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:565 Shifted exponential moment for one localized upper-deviation gap with a sample-dependent threshold
PAC-Bayes, stability localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_add_const theorem FormalSLT/Rademacher/Localized.lean:1003 Fixed slack added to a sample-dependent threshold factors out of the shifted exponential moment
PAC-Bayes, stability localizedPointwiseSampleDependentUpperDeviationShiftedExpMoment_le_fixedExpMoment_div theorem FormalSLT/Rademacher/Localized.lean:957 Sample-dependent shifted moment controlled by a fixed-threshold exponential moment under a pointwise lower bound on the random threshold
PAC-Bayes, stability localizedPointwiseUpperDeviationBadEventMass theorem FormalSLT/Rademacher/Localized.lean:496 Finite weighted mass of one pointwise upper-deviation bad event
Markov, PAC-Bayes, stability localizedPointwiseUpperDeviationBadEventMass_le_expMoment_div theorem FormalSLT/Rademacher/Localized.lean:595 Pointwise Markov adapter from an exponential-moment budget to an upper-deviation bad-event mass
PAC-Bayes, stability localizedPointwiseUpperDeviationExpMoment theorem FormalSLT/Rademacher/Localized.lean:554 Finite weighted exponential moment for one localized upper-deviation gap
MGF, PAC-Bayes, stability localizedPointwiseUpperDeviationExpMoment_finiteProduct_le_of_single theorem FormalSLT/Rademacher/Localized.lean:665 Finite iid product MGF bridge for one localized upper-deviation gap from a one-coordinate MGF budget
confidence sequence, PAC-Bayes, stability localizedSampleDependentHighConfidence_empirical_nonpos theorem FormalSLT/Rademacher/Localized.lean:1534 Supplied-mass high-confidence adapter for sample-dependent localized upper-deviation events
confidence sequence, PAC-Bayes, stability localizedSampleDependentHighConfidence_empirical_nonpos_of_shiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:1563 Sample-dependent high-confidence adapter from shifted exponential-moment budgets
PAC-Bayes, stability localizedSampleDependentUpperDeviationBadEventMass theorem FormalSLT/Rademacher/Localized.lean:528 Finite weighted mass outside a sample-dependent localized upper-deviation event
PAC-Bayes, stability localizedSampleDependentUpperDeviationBadEventMass_le_fixed theorem FormalSLT/Rademacher/Localized.lean:1269 Sample-dependent bad-event mass is controlled by a fixed-threshold bad-event mass when the random threshold is pointwise larger
PAC-Bayes, stability localizedSampleDependentUpperDeviationBadEventMass_le_sum_pointwise theorem FormalSLT/Rademacher/Localized.lean:1033 Sample-dependent localized upper-deviation bad-event mass is controlled by pointwise sample-dependent bad-event masses
PAC-Bayes, stability localizedSampleDependentUpperDeviationBadEventMass_le_sum_shiftedExpMoment theorem FormalSLT/Rademacher/Localized.lean:1137 Sample-dependent localized bad-event mass controlled by summed shifted exponential-moment budgets
tail bound, PAC-Bayes, stability localizedSampleDependentUpperDeviationBadEventMass_le_sum_tails theorem FormalSLT/Rademacher/Localized.lean:1118 Sample-dependent localized bad-event mass controlled by supplied pointwise tail budgets
PAC-Bayes, stability localizedSampleDependentUpperDeviationEvent theorem FormalSLT/Rademacher/Localized.lean:470 Sample-dependent localized upper-deviation event for random-threshold arguments
PAC-Bayes, Rademacher, stability localizedSecondMomentEmpiricalRademacherComplexity_le_of_fixedPointCertificate theorem FormalSLT/Rademacher/Localized.lean:382 Envelope bound plus fixed-point certificate controls second-moment localized empirical complexity by its radius
PAC-Bayes, stability, risk localizedUpperDeviation theorem FormalSLT/Rademacher/Localized.lean:441 Finite localized supremum of population-minus-empirical excess-risk gaps
PAC-Bayes, stability localizedUpperDeviationBadEventMass theorem FormalSLT/Rademacher/Localized.lean:516 Finite weighted mass outside the localized upper-deviation event
PAC-Bayes, stability localizedUpperDeviationBadEventMass_finiteProduct_le_delta_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:1230 Delta-form iid product-weight localized concentration bound under pointwise [-1,1] excess-loss assumptions
PAC-Bayes, stability localizedUpperDeviationBadEventMass_finiteProduct_le_sum_boundedExcess theorem FormalSLT/Rademacher/Localized.lean:1200 Iid product-weight localized bad-event mass bound under pointwise [-1,1] excess-loss assumptions
tail bound, PAC-Bayes, stability localizedUpperDeviationBadEventMass_le_delta theorem FormalSLT/Rademacher/Localized.lean:1251 Delta-form finite localized concentration adapter from supplied pointwise tail budgets
PAC-Bayes, stability localizedUpperDeviationBadEventMass_le_sum_expMoment_div theorem FormalSLT/Rademacher/Localized.lean:865 Localized bad-event mass controlled by summed pointwise exponential-moment budgets
union bound, PAC-Bayes, stability localizedUpperDeviationBadEventMass_le_sum_pointwise theorem FormalSLT/Rademacher/Localized.lean:768 Finite weighted union bound: localized upper-deviation bad-event mass is controlled by pointwise localized bad-event masses
tail bound, PAC-Bayes, stability localizedUpperDeviationBadEventMass_le_sum_tails theorem FormalSLT/Rademacher/Localized.lean:848 Localized bad-event mass controlled by supplied pointwise tail budgets
PAC-Bayes, stability localizedUpperDeviationEvent theorem FormalSLT/Rademacher/Localized.lean:458 Sample event where the localized upper-deviation statistic is bounded
McDiarmid, tail bound, PAC-Bayes, stability mcdiarmid_inequality_iid_const_width theorem FormalSLT/Stability/BousquetElisseeff.lean:104 Iid bounded-differences upper tail with the sharp McDiarmid constant
MGF, PAC-Bayes, stability oneCoordinate_boundedLoss_mgf theorem FormalSLT/PACBayesBoundedLoss.lean:135 [0,1] bounded-loss one-coordinate MGF instantiation
PAC-Bayes, ERM, stability, risk pac_bayes_generalization theorem FormalSLT/PACBayesBoundedLoss.lean:930 Closed PAC-Bayes good-event theorem: with product-sample mass at least 1 - delta, every posterior satisfies the Catoni-form risk bound
PAC-Bayes, KL divergence, stability pacbayes_changeOfMeasure theorem FormalSLT/PACBayesMcAllester.lean:86 Rescaled finite Donsker-Varadhan change-of-measure inequality
MGF, PAC-Bayes, ERM, stability pacbayes_mcallester_deterministic theorem FormalSLT/PACBayesMcAllester.lean:120 Deterministic PAC-Bayes posterior bound from a prior log-MGF certificate
MGF, PAC-Bayes, ERM, stability pacbayes_mcallester_sqrt theorem FormalSLT/PACBayesMcAllester.lean:242 Deterministic sqrt-form bound under a uniform-in-λ MGF certificate
sub-Gaussian, PAC-Bayes, ERM, stability pacbayes_mcallester_subGaussian theorem FormalSLT/PACBayesMcAllester.lean:144 Fixed-λ sub-Gaussian deterministic PAC-Bayes bound
Bernstein, PAC-Bayes, ERM, stability posteriorGeneralizationGap_le_bernstein_of_priorBernsteinExpMoment_le theorem FormalSLT/PACBayesBernstein.lean:227 Deterministic fixed-sample PAC-Bayes Bernstein adapter from a prior-moment certificate
Bernstein, PAC-Bayes, stability, risk posteriorIndicatorBernsteinVarianceProxy_le_risk_div theorem FormalSLT/PACBayes/IndicatorBernsteinLowRisk.lean:61 Posterior-average self-bound V_rho <= R_rho/n
PAC-Bayes, stability posteriorMarginVarianceProxy theorem FormalSLT/PACBayesBernstein.lean:64 Posterior average of a supplied per-hypothesis margin-variance proxy
MGF, PAC-Bayes, ERM, stability, risk posteriorRisk_bound_of_priorDeviationMGF_le theorem FormalSLT/PACBayesBoundedLoss.lean:313 Deterministic posterior-risk adapter from a prior MGF certificate
MGF, PAC-Bayes, ERM, stability, risk posteriorRisk_bound_of_priorDeviationMGF_le_complexity_sqrt theorem FormalSLT/PACBayesBoundedLoss.lean:514 Deterministic fixed-budget McAllester-style posterior-risk adapter
MGF, PAC-Bayes, stability priorAveraged_boundedLoss_mgf theorem FormalSLT/PACBayesBoundedLoss.lean:229 Prior-averaged bounded-loss MGF bound
Markov, MGF, PAC-Bayes, stability priorAveraged_boundedLoss_mgf_badEventMass_le_delta theorem FormalSLT/PACBayesBoundedLoss.lean:261 Finite Markov bad-event bound for the prior MGF
Bernstein, PAC-Bayes, ERM, stability priorBernsteinExpMoment theorem FormalSLT/PACBayesBernstein.lean:79 Normalized Bernstein prior exponential moment with variance and scale terms
MGF, PAC-Bayes, stability sampleAverage_boundedLoss_mgf theorem FormalSLT/PACBayesBoundedLoss.lean:206 Finite sample-average bounded-loss MGF bound
McDiarmid, PAC-Bayes, ERM, stability stability_genGap_hasBoundedDifferences theorem FormalSLT/AlgorithmicStability.lean:548 Uniform stability gives bounded differences for the gen gap scaffold
McDiarmid, PAC-Bayes, stability trainingLoss_hasBoundedDifferences theorem FormalSLT/AlgorithmicStability.lean:461 Uniform stability gives bounded differences for training loss
PAC-Bayes fairBoolGaussianPACBayesFailure_mass_ge_twoPowNegHundred theorem FormalSLT/PACBayes/IIDContinuousGaussian.lean:846 Explicit positive-mass witness: the first-100-true cylinder has probability 2⁻¹⁰⁰ and lies inside the worked Gaussian PAC-Bayes failure event
PAC-Bayes, Bernoulli, risk fairBoolThreshold_endToEnd_certificate theorem FormalSLT/PACBayes/IIDContinuousGaussian.lean:889 Stochastic fair-Bernoulli product-stream instance with a checked nonconstant Gaussian-threshold loss, exact population risk 1/2, evaluated penalty 54/275, and a positive-probability failure cylinder, without a tightness claim
PAC-Bayes fairBoolThreshold_twoGaussianGrid_certificate theorem FormalSLT/PACBayes/IIDContinuousGaussianGrid.lean:272 Stochastic two-entry certificate for N(0,1) at tilt 1/2 and N(1,1) at tilt 1/4, with total failure budget exp(-1)
PAC-Bayes, Bernoulli fairBoolThreshold_twoGaussianSelected_certificate theorem FormalSLT/PACBayes/IIDContinuousGaussianGrid.lean:303 The worked two-entry fair-Bernoulli catalog remains valid for every sample-dependent Boolean selector
PAC-Bayes, ERM pacBayesPriorMixture_supermartingale theorem FormalSLT/PACBayes/TimeUniformPACBayes.lean:98 Prior mixture of per-hypothesis fixed-tilt exponential processes is a nonnegative supermartingale
PAC-Bayes, KL divergence sphericalGaussianMeasure_klDiv_toReal_eq theorem FormalSLT/PACBayes/GaussianMeasureKL.lean:741 Measure-theoretic KL between finite-dimensional spherical Gaussian laws equals its explicit closed form
PAC-Bayes timeUniformContinuousPACBayes_bound theorem FormalSLT/PACBayes/TimeUniformContinuousPACBayes.lean:275 Process-level time-uniform PAC-Bayes theorem on an arbitrary measurable hypothesis space for a fixed prior and posterior
PAC-Bayes, KL divergence timeUniformIIDGaussianPACBayes_bound theorem FormalSLT/PACBayes/IIDContinuousGaussian.lean:162 End-to-end i.i.d. bounded-loss theorem over a continuous finite-dimensional hypothesis space with explicit spherical-Gaussian KL
confidence sequence, PAC-Bayes timeUniformIIDGaussianPACBayes_grid_bound theorem FormalSLT/PACBayes/IIDContinuousGaussianGrid.lean:118 Simultaneous time-uniform i.i.d. bound for a finite catalog of fixed spherical-Gaussian posterior/tilt pairs, with entrywise confidence budgets summed explicitly
PAC-Bayes timeUniformIIDGaussianPACBayes_selected_bound theorem FormalSLT/PACBayes/IIDContinuousGaussianGrid.lean:184 Data-dependent selector corollary for an arbitrary choice from the fixed finite Gaussian posterior/tilt catalog
PAC-Bayes timeUniformIIDPACBayes_allPosteriors_bound theorem FormalSLT/PACBayes/TimeUniformIID.lean:368 End-to-end finite-class i.i.d. bounded-loss theorem, simultaneous over all posterior PMFs at every positive sample time
PAC-Bayes timeUniformIIDPACBayes_grid_allPosteriors_bound theorem FormalSLT/PACBayes/TimeUniformIIDGrid.lean:88 Finite-class i.i.d. theorem with a fixed finite grid of data-dependent tilt choices, simultaneous over all posterior PMFs
PAC-Bayes timeUniformPACBayes_bound theorem FormalSLT/PACBayes/TimeUniformPACBayes.lean:342 Process-level time-uniform PAC-Bayes bound: with probability at least 1 - δ, the posterior running mean of the abstract martingale-difference process stays under the cgf/KL/log(1/δ) boundary for every n ≥ 1
confidence sequence, PAC-Bayes timeUniformPACBayes_crossing_bound theorem FormalSLT/PACBayes/TimeUniformPACBayes.lean:148 Ville crossing bound for the prior-mixture process over all times
PAC-Bayes timeUniformSphericalGaussianPACBayes_bound theorem FormalSLT/PACBayes/TimeUniformGaussianPACBayes.lean:72 Process-level time-uniform PAC-Bayes theorem specialized to a fixed finite-dimensional spherical-Gaussian prior/posterior pair
covering / chaining TwoPoint definition FormalSLT/Covering/TwoPointDudley.lean:27 The two-point discrete metric index type
covering / chaining twoPointDist_nonneg definition FormalSLT/Covering/TwoPointDudley.lean:33 The two-point discrete metric is nonnegative
covering / chaining twoPointDist_symm definition FormalSLT/Covering/TwoPointDudley.lean:36 The two-point discrete metric is symmetric
covering / chaining twoPointDist_triangle definition FormalSLT/Covering/TwoPointDudley.lean:40 The two-point discrete metric satisfies the triangle inequality
Rademacher, covering / chaining twoPointDudleyInstance definition FormalSLT/Covering/TwoPointDudley.lean:220 Packaged finite dyadic Dudley instance for the two-point Rademacher process
covering / chaining twoPointDyadicNet definition FormalSLT/Covering/TwoPointDudley.lean:102 Full two-point finite net with dyadic positive radius
covering / chaining twoPointDyadicNetSequence definition FormalSLT/Covering/TwoPointDudley.lean:174 A second concrete FiniteDyadicNetSequence instantiation, independent of [0,1]
covering / chaining twoPointDyadicNet_coverCount_le definition FormalSLT/Covering/TwoPointDudley.lean:166 Adjacent two-point covering-number products are bounded by the constant cover-count envelope
covering / chaining twoPointDyadicNet_pair_card_gt_one definition FormalSLT/Covering/TwoPointDudley.lean:150 Adjacent two-point projection-pair families are nontrivial
covering / chaining twoPointDyadicNet_radius_geometric definition FormalSLT/Covering/TwoPointDudley.lean:124 Adjacent two-point dyadic radii satisfy the geometric chaining budget
sub-Gaussian, Rademacher, covering / chaining twoPointRademacherProcess definition FormalSLT/Covering/TwoPointDudley.lean:89 The two-point Rademacher process packaged as a finite sub-Gaussian process
Rademacher, covering / chaining twoPointRademacherSupAdapter definition FormalSLT/Covering/TwoPointDudley.lean:266 Supplied-supremum adapter for the two-point packaged Dudley instance
Rademacher, covering / chaining twoPointRademacherSup_dudley_m_bound definition FormalSLT/Covering/TwoPointDudley.lean:277 Supplied-supremum finite Dudley bound routed through the packaged finite dyadic Dudley API
Rademacher, covering / chaining, ERM twoPointRademacherSup_le_projectedSup definition FormalSLT/Covering/TwoPointDudley.lean:249 Terminal projected-net adapter for the two-point supplied supremum
Rademacher, covering / chaining twoPointRademacher_projected_dudley_m_bound definition FormalSLT/Covering/TwoPointDudley.lean:229 Arbitrary finite-horizon projected Dudley bound routed through the packaged finite dyadic Dudley API
sub-Gaussian, MGF, Rademacher, covering / chaining twoPoint_rademacher_mgf_bound definition FormalSLT/Covering/TwoPointDudley.lean:52 One-coordinate Rademacher process increments satisfy the sub-Gaussian MGF bound
confidence sequence FiniteClassConfidenceSequence theorem FormalSLT/UniformConvergence.lean:3663 Bundled assumptions for the [0,1] finite-class dyadic confidence sequence
confidence sequence FiniteClassConfidenceSequence.failure_probability_le theorem FormalSLT/UniformConvergence.lean:3740 Bundled API theorem bounding the named confidence-sequence failure event
Hoeffding, confidence sequence anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_confidenceSequence_fromHoeffding theorem FormalSLT/UniformConvergence.lean:3685 Confidence-sequence failure-probability theorem for all natural times and finite hypotheses
Hoeffding, confidence sequence anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_namedRadius_exists_fromHoeffding theorem FormalSLT/UniformConvergence.lean:3604 Existential-event anytime theorem using the named dyadic confidence radius
Hoeffding, confidence sequence anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_exists_fromHoeffding theorem FormalSLT/UniformConvergence.lean:3540 Existential-event version of the countable-time finite-class Hoeffding theorem
Hoeffding, confidence sequence anytimeFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_fromHoeffding theorem FormalSLT/UniformConvergence.lean:3340 Countable-time finite-class Hoeffding theorem for [0,1] losses with dyadic per-time radii
union bound, Glivenko-Cantelli countableTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold theorem FormalSLT/UniformConvergence.lean:307 Countable-time dyadic absolute-deviation shell with time-varying thresholds
union bound countableTimeClassUnionBound_dyadicBudget theorem FormalSLT/UniformConvergence.lean:286 Countable-time finite-class union shell using the standard dyadic schedule
union bound countableTimeClassUnionBound_timeBudget theorem FormalSLT/UniformConvergence.lean:260 Countable-time finite-class union shell with a supplied summable time-budget sequence
countableTimeClass_iUnion_eq_exists theorem FormalSLT/UniformConvergence.lean:322 Rewrites a countable time-class indexed union as an existential event
countableTimeClass_not_forall_lt_eq_exists_ge theorem FormalSLT/UniformConvergence.lean:346 Rewrites failure of an all-times/all-hypotheses strict bound as an existential crossing event
Hoeffding, tail bound empiricalAverageLowerHoeffdingTail theorem FormalSLT/UniformConvergence.lean:792 Named ENNReal lower-tail budget produced by the fixed-hypothesis Hoeffding wrapper
empiricalAverageRangeSum_le_card_mul_uniformRange theorem FormalSLT/UniformConvergence.lean:1067 Finite-sum range envelope from a pointwise uniform range-width bound
empiricalAverageRangeSum_pos_of_exists_range_pos theorem FormalSLT/UniformConvergence.lean:1092 Positive finite-sum denominator certificate from one sampled coordinate with positive range
Hoeffding, tail bound empiricalAverageTwoSidedHoeffdingTail theorem FormalSLT/UniformConvergence.lean:817 Combined two-sided empirical-average Hoeffding budget
Hoeffding, tail bound empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail theorem FormalSLT/UniformConvergence.lean:1024 Algebraic bridge from the concrete finite sum of squared half-ranges to the uniform range proxy
Hoeffding, tail bound empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound theorem FormalSLT/UniformConvergence.lean:1117 Two-sided Hoeffding tail bridge from a pointwise range-width bound and closed-form proxy
Hoeffding, tail bound empiricalAverageTwoSidedHoeffdingTail_le_uniformRangeTwoSidedHoeffdingTail_of_rangeBound_of_exists_range_pos theorem FormalSLT/UniformConvergence.lean:1141 Two-sided Hoeffding tail bridge using pointwise range width and an explicit nondegenerate sample coordinate
empiricalAverageUniformRangeSampleSize_ge_of_sqrtBudget_le theorem FormalSLT/UniformConvergence.lean:2134 Algebraic bridge from a square-root radius condition to the displayed sample-size lower bound
Hoeffding, tail bound empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail theorem FormalSLT/UniformConvergence.lean:839 Displayed two-sided Hoeffding budget 2 * exp(-2 * sampleSize * ε^2 / R^2)
Hoeffding, tail bound, confidence sequence empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_explicitRadius theorem FormalSLT/UniformConvergence.lean:903 Unit-range displayed Hoeffding tail is bounded at the inverted square-root confidence radius
Hoeffding, tail bound empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_logBudget theorem FormalSLT/UniformConvergence.lean:870 Real log-budget condition implies the displayed Hoeffding tail fits a target budget
Hoeffding, tail bound empiricalAverageUniformRangeTwoSidedHoeffdingSampleSizeTail_le_of_sampleSize_ge theorem FormalSLT/UniformConvergence.lean:972 Explicit sample-size lower bound implies the displayed Hoeffding tail fits a target budget
Hoeffding, tail bound empiricalAverageUniformRangeTwoSidedHoeffdingTail theorem FormalSLT/UniformConvergence.lean:827 Uniform-range two-sided empirical-average Hoeffding budget with one denominator proxy
Hoeffding, tail bound empiricalAverageUniformRangeTwoSidedHoeffdingTail_eq_sampleSizeTail theorem FormalSLT/UniformConvergence.lean:848 Algebraic identification between the range-proxy budget and the sample-size display
Hoeffding, tail bound empiricalAverageUpperHoeffdingTail theorem FormalSLT/UniformConvergence.lean:780 Named ENNReal upper-tail budget produced by the fixed-hypothesis Hoeffding wrapper
Hoeffding, tail bound empiricalAverageUpperHoeffdingTail_eq_lower theorem FormalSLT/UniformConvergence.lean:804 Normalizes the upper-tail Hoeffding range expression to the lower-tail expression
confidence sequence finiteClassConfidenceSequenceFailureEvent theorem FormalSLT/UniformConvergence.lean:3646 Named failure event for the [0,1] finite-class dyadic confidence sequence
union bound, Glivenko-Cantelli finiteClassTwoSidedUniformDeviationUnionBound theorem FormalSLT/UniformConvergence.lean:86 Pointwise absolute-deviation tails imply a simultaneous finite-class bound
union bound, Glivenko-Cantelli finiteClassTwoSidedUniformDeviationUnionBound_cardInv theorem FormalSLT/UniformConvergence.lean:99 Equal-budget absolute-deviation bridge for finite hypothesis classes
union bound, tail bound, Glivenko-Cantelli finiteClassUniformDeviationUnionBound theorem FormalSLT/UniformConvergence.lean:48 Pointwise finite-class bad-event tails imply a simultaneous card * tail bound
union bound, Glivenko-Cantelli finiteClassUniformDeviationUnionBound_cardInv theorem FormalSLT/UniformConvergence.lean:68 Equal split of a target failure budget gives simultaneous mass ≤ δ
finiteDyadicRealBudget_classBudget_ofReal theorem FormalSLT/UniformConvergence.lean:1955 Concrete real dyadic class budget maps exactly to the ENNReal dyadic time/class split
finiteDyadicRealBudget_horizon_le_time theorem FormalSLT/UniformConvergence.lean:2261 Finite-horizon dyadic real-budget monotonicity: the horizon budget is no larger than any prefix time budget
ERM finiteDyadicRealBudget_horizon_logBudget_eq_closedForm theorem FormalSLT/UniformConvergence.lean:2426 Closed-form rewrite of the finite-horizon dyadic log-budget term
finiteDyadicTimeBudget theorem FormalSLT/UniformConvergence.lean:224 Standard dyadic time-budget schedule δ * 2^(-1-t)
finiteDyadicTimeBudget_sum_fin_le theorem FormalSLT/UniformConvergence.lean:228 Every finite prefix of the dyadic time-budget schedule sums to at most δ
finiteDyadicTimeBudget_tsum_le theorem FormalSLT/UniformConvergence.lean:244 The full natural-time dyadic schedule has total budget at most δ
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_closedForm theorem FormalSLT/UniformConvergence.lean:2667 Route-facing finite-prefix finite-class Hoeffding deviation theorem with the closed-form sample-size condition
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_closedForm_cardSample theorem FormalSLT/UniformConvergence.lean:2724 Route-facing finite-prefix finite-class Hoeffding theorem with denominator written directly as (s.card : ℝ)
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_closedForm_unitRange theorem FormalSLT/UniformConvergence.lean:2788 Route-facing unit-range finite-prefix finite-class Hoeffding theorem with compact log(card/time/budget) / (2 * ε^2) sample-size condition
Hoeffding, confidence sequence finitePrefixFiniteClassDeviationFromHoeffding_unitRange_explicitRadius theorem FormalSLT/UniformConvergence.lean:2928 Route-facing unit-range finite-prefix finite-class Hoeffding theorem with the confidence radius written directly in the deviation event
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_unitRange_explicitRadius_nonemptySample theorem FormalSLT/UniformConvergence.lean:2996 Route-facing explicit-radius theorem with radius positivity discharged by nonempty sample and strict finite-prefix budget assumptions
Hoeffding, confidence sequence finitePrefixFiniteClassDeviationFromHoeffding_unitRange_radius theorem FormalSLT/UniformConvergence.lean:2857 Route-facing unit-range finite-prefix finite-class Hoeffding theorem in confidence-radius form
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_explicitRadius theorem FormalSLT/UniformConvergence.lean:3079 Route-facing explicit-radius theorem for losses bounded in [0,1], removing caller-supplied lower and upper range functions and discharging the negative-integral identity internally
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius theorem FormalSLT/UniformConvergence.lean:3149 Finite-prefix time-varying dyadic-radius event from supplied pointwise tails and checked dyadic budget conversion
Hoeffding finitePrefixFiniteClassDeviationFromHoeffding_zeroOneRange_timeVaryingRadius_fromHoeffding theorem FormalSLT/UniformConvergence.lean:3224 Finite-prefix time-varying dyadic-radius theorem for [0,1] losses with the pointwise tails discharged from Hoeffding
Hoeffding finiteTimeClassEmpiricalAverageDeviationFromHoeffding_dyadicBudget theorem FormalSLT/UniformConvergence.lean:1171 Finite-prefix dyadic finite-class deviation bound from bounded independent empirical-average losses
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_closedFormHorizonRadius_dyadicRealBudget theorem FormalSLT/UniformConvergence.lean:2461 Shared-sample finite-prefix wrapper using a closed-form horizon/class/budget radius
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_closedFormHorizonSampleSize_dyadicRealBudget theorem FormalSLT/UniformConvergence.lean:2535 Shared-sample finite-prefix wrapper using a closed-form horizon/class/budget sample-size condition
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_dyadicBudget theorem FormalSLT/UniformConvergence.lean:1262 Shared-sample finite-prefix wrapper for bounded independent empirical-average losses
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_epsilonOfSampleSize_dyadicRealBudget theorem FormalSLT/UniformConvergence.lean:2184 Shared-sample finite-prefix wrapper using a radius-style condition and the concrete dyadic real budget
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_horizonUniformRadius_dyadicRealBudget theorem FormalSLT/UniformConvergence.lean:2300 Shared-sample finite-prefix wrapper using one horizon-level radius condition
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize theorem FormalSLT/UniformConvergence.lean:1576 Shared-sample finite-prefix wrapper using the displayed sample-size Hoeffding budget
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_dyadicRealBudget theorem FormalSLT/UniformConvergence.lean:2012 Shared-sample finite-prefix wrapper using explicit sample-size lower bounds and the concrete dyadic real budget δ * 2^(-1-t) / card(H)
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_from_logBudget theorem FormalSLT/UniformConvergence.lean:1810 Shared-sample finite-prefix wrapper using real log budgets below the dyadic ENNReal budget split
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_ge theorem FormalSLT/UniformConvergence.lean:1882 Shared-sample finite-prefix wrapper using explicit sample-size lower bounds and real budgets
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_sampleSize_threshold theorem FormalSLT/UniformConvergence.lean:1648 Shared-sample finite-prefix wrapper using a displayed sample-size Hoeffding budget and time-varying thresholds
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_twoSidedTailBudget theorem FormalSLT/UniformConvergence.lean:1318 Shared-sample finite-prefix wrapper using one combined two-sided Hoeffding budget
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget theorem FormalSLT/UniformConvergence.lean:1383 Shared-sample finite-prefix wrapper using one uniform range proxy and dyadic time budgets
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget_of_rangeBound theorem FormalSLT/UniformConvergence.lean:1445 Shared-sample finite-prefix wrapper with pointwise uniform range width and one closed-form proxy
Hoeffding finiteTimeClassSharedSampleEmpiricalAverageDeviationFromHoeffding_uniformRangeBudget_of_rangeBound_of_exists_range_pos theorem FormalSLT/UniformConvergence.lean:1511 Shared-sample finite-prefix wrapper with pointwise uniform range width and nondegenerate sample-coordinate certificates
union bound, Glivenko-Cantelli finiteTimeClassTwoSidedUniformDeviationUnionBound_cardInv theorem FormalSLT/UniformConvergence.lean:132 Finite-horizon absolute-deviation shell over all (time, hypothesis) pairs
union bound, Glivenko-Cantelli finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget theorem FormalSLT/UniformConvergence.lean:377 Finite-prefix absolute-deviation shell using the standard dyadic schedule
union bound, Glivenko-Cantelli finiteTimeClassTwoSidedUniformDeviationUnionBound_dyadicBudget_threshold theorem FormalSLT/UniformConvergence.lean:395 Finite-prefix dyadic absolute-deviation shell with time-varying thresholds
union bound, Glivenko-Cantelli finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget theorem FormalSLT/UniformConvergence.lean:176 Finite-horizon absolute-deviation shell with a supplied time-budget sequence
union bound, Glivenko-Cantelli finiteTimeClassTwoSidedUniformDeviationUnionBound_timeBudget_threshold theorem FormalSLT/UniformConvergence.lean:200 Finite-horizon absolute-deviation shell with a threshold depending on (time, hypothesis)
union bound finiteTimeClassTwoSidedUnionBoundFromOneSidedTails_dyadicBudget theorem FormalSLT/UniformConvergence.lean:446 Finite-prefix dyadic shell from one-sided upper and lower pointwise tails
union bound finiteTimeClassUnionBound_cardInv theorem FormalSLT/UniformConvergence.lean:114 Equal-budget union bound over a finite time horizon and finite hypothesis class
union bound finiteTimeClassUnionBound_dyadicBudget theorem FormalSLT/UniformConvergence.lean:360 Finite-prefix time-class union shell using the standard dyadic schedule
union bound finiteTimeClassUnionBound_timeBudget theorem FormalSLT/UniformConvergence.lean:151 Finite time budgets whose sum is ≤ δ, with each time split across hypotheses
confidence sequence zeroOneDyadicFiniteClassConfidenceRadius theorem FormalSLT/UniformConvergence.lean:333 Named dyadic confidence radius for [0,1] finite-class empirical-average deviations
confidence sequence zeroOneDyadicFiniteClassConfidenceRadius_le_of_sampleSize_ge theorem FormalSLT/UniformConvergence.lean:3770 Sample-size lower bound implies the named dyadic confidence radius is at most a target ε
covering / chaining UnitInterval definition FormalSLT/Covering/UnitIntervalDudley.lean:31 The closed interval [0,1] as a metric index type
covering / chaining continuous_dudley_oneStep_entropy_integral_iSup_unitInterval_pairCountEnvelope definition FormalSLT/Covering/ContinuousDudleyUnitIntervalCovering.lean:462 Guarded continuous Dudley capstone for [0,1] with the pair-count chaining envelope integrand
covering / chaining monotone_unitIntervalRoundedDyadicGridCoverCount definition FormalSLT/Covering/UnitIntervalDudley.lean:1204 Rounded dyadic adjacent-level cover counts are monotone in the scale
covering / chaining monotone_unitIntervalRoundedDyadicGridEntropy definition FormalSLT/Covering/UnitIntervalDudley.lean:1221 Rounded dyadic entropy-at-scale sequence is monotone
covering / chaining unitIntervalChainingPairCountEnvelope definition FormalSLT/Covering/ContinuousDudleyUnitIntervalCovering.lean:40 Real-radius half-open pair-count chaining envelope for [0,1]; not a metric covering number
covering / chaining unitIntervalDyadicFiniteNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:76 Dyadic total-bounded finite net covers the unit interval at the dyadic chaining radius
covering / chaining unitIntervalDyadicGridCenter_leftEndpoint definition FormalSLT/Covering/UnitIntervalDudley.lean:119 The reusable dyadic grid center map contains the left endpoint
covering / chaining unitIntervalDyadicGridCenter_rightEndpoint definition FormalSLT/Covering/UnitIntervalDudley.lean:127 The reusable dyadic grid center map contains the right endpoint
covering / chaining unitIntervalDyadicGridFloorProject definition FormalSLT/Covering/UnitIntervalDudley.lean:157 Floor projection from [0,1] to the level-k dyadic grid
covering / chaining unitIntervalDyadicGridFloorProject_dist_le definition FormalSLT/Covering/UnitIntervalDudley.lean:177 Floor-projected dyadic grid covers [0,1] at spacing radius 1 / 2^k
covering / chaining unitIntervalDyadicGridNet_coveringNumber definition FormalSLT/Covering/UnitIntervalDudley.lean:267 Generic dyadic finite net has 2^k + 1 centers
covering / chaining unitIntervalDyadicGridNet_coveringNumberPair_zero definition FormalSLT/Covering/UnitIntervalDudley.lean:286 Level-1 and level-2 generic dyadic finite-net covering-number product is the first dyadic pair count
covering / chaining unitIntervalDyadicGridNet_coveringNumber_one definition FormalSLT/Covering/UnitIntervalDudley.lean:273 Level-1 generic dyadic finite net has 3 centers
covering / chaining unitIntervalDyadicGridNet_coveringNumber_two definition FormalSLT/Covering/UnitIntervalDudley.lean:279 Level-2 generic dyadic finite net has 5 centers
covering / chaining unitIntervalDyadicGridNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:261 Generic dyadic finite net covers [0,1] at spacing radius 1 / 2^k
covering / chaining unitIntervalDyadicGridPairCoverCount_zero definition FormalSLT/Covering/UnitIntervalDudley.lean:151 The first adjacent dyadic grid pair count is 15
covering / chaining unitIntervalDyadicGridRoundProject definition FormalSLT/Covering/UnitIntervalDudley.lean:296 Rounded nearest-grid projection from [0,1] to the level-k dyadic grid
covering / chaining unitIntervalDyadicGridRoundProject_dist_le definition FormalSLT/Covering/UnitIntervalDudley.lean:323 Rounded dyadic grid covers [0,1] at half-spacing radius 1 / 2^(k+1)
covering / chaining unitIntervalDyadicGridRoundProject_one definition FormalSLT/Covering/UnitIntervalDudley.lean:397 Rounded dyadic projection fixes the right endpoint
covering / chaining unitIntervalDyadicGridRoundProject_zero definition FormalSLT/Covering/UnitIntervalDudley.lean:388 Rounded dyadic projection fixes the left endpoint
covering / chaining unitIntervalDyadicGrid_card definition FormalSLT/Covering/UnitIntervalDudley.lean:139 Level-k dyadic grid has cardinality 2^k + 1
covering / chaining unitIntervalDyadicRoundedGridNet_coveringNumber definition FormalSLT/Covering/UnitIntervalDudley.lean:441 Rounded generic dyadic finite net has 2^k + 1 centers
covering / chaining unitIntervalDyadicRoundedGridNet_coveringNumberPair_zero definition FormalSLT/Covering/UnitIntervalDudley.lean:460 Level-1 and level-2 rounded dyadic finite-net covering-number product is the first dyadic pair count
covering / chaining unitIntervalDyadicRoundedGridNet_coveringNumber_one definition FormalSLT/Covering/UnitIntervalDudley.lean:447 Level-1 rounded dyadic finite net has 3 centers
covering / chaining unitIntervalDyadicRoundedGridNet_coveringNumber_two definition FormalSLT/Covering/UnitIntervalDudley.lean:453 Level-2 rounded dyadic finite net has 5 centers
covering / chaining unitIntervalDyadicRoundedGridNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:435 Rounded generic dyadic finite net covers [0,1] at half-spacing radius 1 / 2^(k+1)
covering / chaining unitIntervalFiniteNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:61 Total-bounded finite net covers the unit interval at a supplied radius
covering / chaining unitIntervalHalfMeshNet_coveringNumber definition FormalSLT/Covering/UnitIntervalDudley.lean:600 Explicit half mesh has covering number 3
covering / chaining unitIntervalHalfMeshNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:595 Explicit three-point mesh covers [0,1] at radius 1/4
covering / chaining unitIntervalHalfQuarterPair_card_gt_one definition FormalSLT/Covering/UnitIntervalDudley.lean:605 Adjacent half/quarter projection-pair family is nontrivial
covering / chaining unitIntervalHalfQuarter_coveringNumber_product definition FormalSLT/Covering/UnitIntervalDudley.lean:626 Half/quarter covering-number product is 15
covering / chaining unitIntervalHalfQuarter_coveringNumber_product_eq_dyadicGridPairCoverCount_zero definition FormalSLT/Covering/UnitIntervalDudley.lean:634 The half/quarter product is identified with the first adjacent dyadic grid pair count
covering / chaining unitIntervalPairCountEntropy_eq_pair_count_sample definition FormalSLT/Covering/ContinuousDudleyUnitIntervalCovering.lean:295 The staircase entropy samples the rounded-grid adjacent pair-count product at every dyadic radius
covering / chaining, ERM unitIntervalQuarterMeshNet_coveringNumber definition FormalSLT/Covering/UnitIntervalDudley.lean:541 Explicit quarter mesh has covering number 5
covering / chaining, ERM unitIntervalQuarterMeshNet_covers definition FormalSLT/Covering/UnitIntervalDudley.lean:536 Explicit five-point mesh covers [0,1] at radius 1/8
sub-Gaussian, MGF, Rademacher, covering / chaining unitIntervalRademacherLinearProcess_increment_mgf definition FormalSLT/Covering/UnitIntervalDudley.lean:817 The packaged finite sub-Gaussian process has the required increment MGF
Rademacher, covering / chaining unitIntervalRademacherLinearSupRoundedDyadicGridAdapter definition FormalSLT/Covering/UnitIntervalDudley.lean:1900 Supplied-supremum adapter for the packaged rounded unit-interval Dudley instance
Rademacher, covering / chaining unitIntervalRademacherLinearSup_attained definition FormalSLT/Covering/UnitIntervalDudley.lean:939 The supplied supremum is attained at an endpoint
Rademacher, covering / chaining unitIntervalRademacherLinearSup_dudley_m0_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:2198 Coarse finite-horizon m = 0 Dudley bound for the supplied supremum
Rademacher, covering / chaining unitIntervalRademacherLinearSup_dudley_m1_bound_constEntropy_eval definition FormalSLT/Covering/UnitIntervalDudley.lean:2517 Constant-envelope first-scale bound evaluated to a scalar expression
Rademacher, covering / chaining unitIntervalRademacherLinearSup_dudley_m1_bound_of_entropy definition FormalSLT/Covering/UnitIntervalDudley.lean:2369 First-scale supplied-supremum Dudley bound under an explicit entropy envelope
Rademacher, covering / chaining unitIntervalRademacherLinearSup_expectation definition FormalSLT/Covering/UnitIntervalDudley.lean:912 The supplied supremum has expectation 1/2
Rademacher, covering / chaining unitIntervalRademacherLinearSup_isLUB_range definition FormalSLT/Covering/UnitIntervalDudley.lean:967 The supplied supremum is the least upper bound of the actual process range
Rademacher, covering / chaining unitIntervalRademacherLinearSup_isLeastUpperBound definition FormalSLT/Covering/UnitIntervalDudley.lean:953 The supplied supremum is the least upper bound over the non-finite unit-interval family
Rademacher, covering / chaining unitIntervalRademacherLinearSup_le_projectedRoundedDyadicGridSup definition FormalSLT/Covering/UnitIntervalDudley.lean:1806 Endpoint adapter from the supplied supremum to any rounded dyadic projected finite supremum
Rademacher, covering / chaining, ERM unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1778 The nonzero supplied supremum routes through the projected quarter-mesh Dudley bound
Rademacher, covering / chaining, ERM unitIntervalRademacherLinearSup_projectedQuarterMesh_dudley_log15_bound_eval definition FormalSLT/Covering/UnitIntervalDudley.lean:2175 The projected quarter-mesh supplied-supremum bound evaluated to 1 + sqrt 2 * sqrt(log 15)
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1982 The nonzero supplied supremum routes through the rounded generic dyadic-grid Dudley bound
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_log15_bound_eval definition FormalSLT/Covering/UnitIntervalDudley.lean:2161 The rounded-grid supplied-supremum bound evaluated to 1 + sqrt 2 * sqrt(log 15)
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m2_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:2073 The nonzero supplied supremum routes through the m = 2 rounded dyadic-grid Dudley bound
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m3_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:2148 Named m = 3 supplied-supremum rounded dyadic-grid Dudley corollary
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:2107 Arbitrary finite-horizon rounded dyadic-grid Dudley bound for the supplied supremum routed through the packaged API
Rademacher, covering / chaining unitIntervalRademacherLinearSup_roundedDyadicGrid_dudley_m_bound_prefixFree definition FormalSLT/Covering/UnitIntervalDudley.lean:2133 Arbitrary finite-horizon supplied-supremum rounded-grid Dudley bound with the prefix-sup envelope removed
Rademacher, covering / chaining unitIntervalRademacherLinearSup_sSup_range definition FormalSLT/Covering/UnitIntervalDudley.lean:983 The supplied supremum equals the order supremum of the actual process range
Rademacher, covering / chaining unitIntervalRademacherLinearSup_upper definition FormalSLT/Covering/UnitIntervalDudley.lean:926 The supplied supremum upper-bounds the full non-finite unit-interval family
Rademacher, covering / chaining, ERM unitIntervalRademacherLinear_halfQuarter_increment_log15_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:833 Half/quarter projection-pair increment pays the concrete log 15 entropy term
Rademacher, covering / chaining, ERM unitIntervalRademacherLinear_projectedQuarterMesh_dudley_log15_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1154 Projected quarter-mesh supremum satisfies the finite-net Dudley bound with a sqrt(log 15) prefix envelope
Rademacher, covering / chaining unitIntervalRademacherLinear_projectedRoundedDyadicGridSup_eq definition FormalSLT/Covering/UnitIntervalDudley.lean:1881 Projected finite supremum over any rounded dyadic grid equals the supplied supremum
Rademacher, covering / chaining unitIntervalRademacherLinear_roundedDyadicGrid_dudley_log15_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1583 Rounded generic dyadic-grid projected supremum satisfies the finite-net Dudley bound with a sqrt(log 15) prefix envelope
Rademacher, covering / chaining unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m2_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1619 Three-level rounded dyadic-grid projected supremum satisfies the finite-net Dudley bound with reusable adjacent cover counts
Rademacher, covering / chaining unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m3_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1700 Named m = 3 projected rounded dyadic-grid Dudley corollary
Rademacher, covering / chaining unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:1657 Arbitrary finite-horizon rounded dyadic-grid projected supremum Dudley bound routed through the packaged API
Rademacher, covering / chaining unitIntervalRademacherLinear_roundedDyadicGrid_dudley_m_bound_prefixFree definition FormalSLT/Covering/UnitIntervalDudley.lean:1682 Arbitrary finite-horizon projected rounded-grid Dudley bound with the prefix-sup envelope removed
covering / chaining unitIntervalRoundedDyadicGridCoverCount definition FormalSLT/Covering/UnitIntervalDudley.lean:1199 Adjacent-level covering-product envelope for the shifted rounded dyadic sequence
covering / chaining unitIntervalRoundedDyadicGridDudleyInstance definition FormalSLT/Covering/UnitIntervalDudley.lean:1571 Packaged finite dyadic Dudley instance for the rounded unit-interval grid sequence
covering / chaining unitIntervalRoundedDyadicGridEntropy_prefixSup definition FormalSLT/Covering/UnitIntervalDudley.lean:1237 Prefix-sup envelope collapses for the rounded dyadic entropy sequence
covering / chaining unitIntervalRoundedDyadicGridIndex definition FormalSLT/Covering/UnitIntervalDudley.lean:1189 Shifted rounded dyadic grid index sequence, starting at level 1
covering / chaining unitIntervalRoundedDyadicGridNet definition FormalSLT/Covering/UnitIntervalDudley.lean:1194 Shifted rounded dyadic finite-net sequence for finite-scale Dudley chaining
covering / chaining unitIntervalRoundedDyadicGridNet_coverCount_le definition FormalSLT/Covering/UnitIntervalDudley.lean:1365 Adjacent rounded dyadic covering-number product is bounded by the cover-count envelope
covering / chaining unitIntervalRoundedDyadicGridNet_coverCount_le_range definition FormalSLT/Covering/UnitIntervalDudley.lean:1395 Range wrapper for the adjacent rounded-grid covering-product envelope over any finite horizon
covering / chaining unitIntervalRoundedDyadicGridNet_coveringNumber_product definition FormalSLT/Covering/UnitIntervalDudley.lean:1293 Adjacent rounded dyadic covering-number product equals the reusable cover-count envelope
Rademacher, covering / chaining unitIntervalRoundedDyadicGridNet_dist definition FormalSLT/Covering/UnitIntervalDudley.lean:1246 Shifted rounded dyadic finite nets use the Rademacher process metric
covering / chaining unitIntervalRoundedDyadicGridNet_pair_card_gt_one definition FormalSLT/Covering/UnitIntervalDudley.lean:1318 Adjacent rounded dyadic projection-pair family is nontrivial at every scale
covering / chaining unitIntervalRoundedDyadicGridNet_pair_card_gt_one_range definition FormalSLT/Covering/UnitIntervalDudley.lean:1386 Range wrapper for nontrivial adjacent projection-pair families over any finite horizon
covering / chaining unitIntervalRoundedDyadicGridNet_radius_geometric definition FormalSLT/Covering/UnitIntervalDudley.lean:1261 Adjacent rounded dyadic radii satisfy the geometric chaining radius budget
covering / chaining unitIntervalRoundedDyadicGridNet_radius_geometric_range definition FormalSLT/Covering/UnitIntervalDudley.lean:1378 Range wrapper for the geometric radius budget over any finite horizon
covering / chaining unitIntervalRoundedDyadicGridNet_radius_pos definition FormalSLT/Covering/UnitIntervalDudley.lean:1252 Adjacent rounded dyadic radii have positive sum at every scale
covering / chaining unitIntervalRoundedDyadicGridNet_radius_pos_range definition FormalSLT/Covering/UnitIntervalDudley.lean:1371 Range wrapper for positive adjacent rounded dyadic radii over any finite horizon
covering / chaining unitInterval_pairCountEntropy_integral_positive definition FormalSLT/Covering/ContinuousDudleyUnitIntervalCovering.lean:339 The pair-count entropy integrand has positive interval mass
covering / chaining unitInterval_pairCountEntropy_nonconstant definition FormalSLT/Covering/ContinuousDudleyUnitIntervalCovering.lean:304 The pair-count entropy integrand is nonconstant
sub-Gaussian, MGF, Rademacher, covering / chaining unitInterval_rademacherLinear_mgf_bound definition FormalSLT/Covering/UnitIntervalDudley.lean:755 Rademacher linear process increment satisfies the sub-Gaussian MGF bound
covering / chaining unitInterval_totallyBounded_univ definition FormalSLT/Covering/UnitIntervalDudley.lean:47 The unit interval is totally bounded