Some minor changes.

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Aaron Huber 2020-04-29 15:57:52 -04:00
parent ac2679081c
commit fa503b469b

30
sop.tex
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@ -236,7 +236,7 @@ Functions $\surj:[\prodsize]\mapsto [\dist], \surj':[\prodsize]\mapsto [\dist']$
\AH{\^---next on the agenda!}
\begin{Lemma}\label{lem:sig-j-survive}
When $\surj, \surj'$are matching, where for every $j \in[\dist], \dw_{j} = \dw'_{j}$, %\cref{eq:sig-j-distinct} is exactly
When $\surj, \surj'$are matching, where for every $i \in[\dist], \dw_{i} = \dw'_{i}$, %\cref{eq:sig-j-distinct} is exactly
\[
\term_1(\dw_{\surj(1)},\dots, \dw_{\surj(\prodsize)}, \dw_{\surj'(1)},\dots, \dw_{\surj'(\prodsize')}) = \frac{1}{\sketchCols^\dist}% \sum_{\substack{\dw_{1} \prec \cdots \prec \dw_{_\dist}\\ \in \wSet}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw_{\surj'(i)})
\]
@ -281,10 +281,10 @@ Note \cref{eq:term-1}, and consider the "generic term"--
Let's rewrite the term based on its exact definition:
\begin{align*}
= &\ex{\prod_{i = 1}^{\prodsize}\sine(\dw_{\surj(i)})\cdot\conj{\sine(\dw'_{\surj'(i)})}\ind{\hfunc(\dw_i) = j}\ind{\hfunc(\dw'_i) = j}}\\
= &\ex{\left(\prod_{i = 1}^{\dist}\sine(\dw_{i})^{|\surj^{-1}(i)|}\right) \cdot \left(\prod_{\ell = 1}^{\dist'}\conj{\sine(\dw'_{\ell})}^{|\surj'^{-1}(\ell)|}\right)\ind{\hfunc(\dw_i) = j}\ind{\hfunc(\dw'_i) = j}}
= &\ex{\left(\prod_{i = 1}^{\dist}\sine(\dw_{i})^{|\surj^{-1}(i)|}\right) \cdot \left(\prod_{\ell = 1}^{\dist}\conj{\sine(\dw'_{\ell})}^{|\surj'^{-1}(\ell)|}\right)\ind{\hfunc(\dw_i) = j}}
\end{align*}
Notice that each $i \in [\prodsize]$ has its own mapping to an element in $[\dist]$. We can thus rearrange all the elements of the product such that the preimage of function $\surj(i)$, i.e., $\surj^{-1}(i)$ yields the number of terms that will be mapped to a distinct variable $\dw_i$.
Further see how the requirement that $\dw_i = \dw'_i$ gives us the precise combinations we are looking for, where each random $\sine$ output value has its own matching complex conjugate.
Further see how the requirement that $\dw_i = \dw'_i$ gives us the precise combinations we are looking for, where each random $\sine$ output value has its own matching complex conjugate. This condition also cancels one of the indicator variables as well.
%To prove that \cref{lem:sig-j-survive} is true, consider what the expectation looks like when $\surj, \surj'$ are not matching. The first condition for $\surj, \surj'$ to be matching is violated when $\dist \neq \dist'$.
@ -310,15 +310,15 @@ Such cross terms exist since
Let $n = \{i ~|~ |\surj^{-1}(i)| \neq |\surj'^{-1}(i)|\}$. Further, let $\dist_* = [\dist] - n$, $\surj^{*-1}(i) = min\left(\surj^{-1}(i), \surj'^{-1}(i)\right)$, and $\hat{f}^{-1}(i) = \biggm| |\surj^{-1}(i)| - |\surj'^{-1}(i)| \biggm|$. Then,
\begin{align}
\term_1 = &\mathbb{E}\left[\left(\prod_{i \in [\dist_*]} \sine(\dw_i)^{|\surj^{-1}(i)|} \conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}\ind{\hfunc(\dw'_i) = j}\right)
\left(\prod_{\ell \in [n]}\sine(\dw_\ell)^{|\surj^{*-1}(\ell)|} \conj{\sine(\dw'_\ell)}^{|\surj^{*-1}(\ell)|}\ind{\hfunc(\dw_\ell) = j}\ind{\hfunc(\dw'_\ell) = j}\right) \right.\nonumber\\
\term_1 = &\mathbb{E}\left[\left(\prod_{i \in [\dist_*]} \sine(\dw_i)^{|\surj^{-1}(i)|} \conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}\right)
\left(\prod_{\ell \in [n]}\sine(\dw_\ell)^{|\surj^{*-1}(\ell)|} \conj{\sine(\dw'_\ell)}^{|\surj^{*-1}(\ell)|}\ind{\hfunc(\dw_\ell) = j}\right) \right.\nonumber\\
&\qquad\qquad\qquad\qquad\qquad\qquad\left.\left(\prod_{\substack{i' \in [n],\\\surj^{-1}(i') > \surj'^{-1}(i')}} \sine(\dw_{i'})^{|\surj^{-1}(i')| - |\surj'^{-1}(i')|}\ind{\hfunc(\dw_{i'}) = j}\right)
\left(\prod_{\substack{\ell' \in n,\\ \surj'^{-1}(\ell') > \surj^{-1}(\ell')}} \conj{\sine(\dw'_{\ell'})}^{|\surj'^{-1}(\ell')| - |\surj^{-1}(\ell')|}\ind{\hfunc(\dw_{\ell'}) = j}\right)\right] \label{eq:lem-match-pt2-line1}
\end{align}
Notice that the two rightmost factors in the product are distinct values with no matching conjugates, and by the independence of $\sine$, we can push the expectation through the product. If we label the four factors as
\begin{align*}
\term_{1, 1} =&\prod_{i \in [\dist_*]} \sine(\dw_i)^{|\surj^{-1}(i)|} \conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}\ind{\hfunc(\dw'_i) = j}\\
\term_{1, 2} =& \prod_{\ell \in [n]}\sine(\dw_\ell)^{|\surj^{*-1}(\ell)|} \conj{\sine(\dw'_\ell)}^{|\surj^{*-1}(\ell)|}\ind{\hfunc(\dw_\ell) = j}\ind{\hfunc(\dw'_\ell) = j}\\
\term_{1, 1} =&\prod_{i \in [\dist_*]} \sine(\dw_i)^{|\surj^{-1}(i)|} \conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}\\
\term_{1, 2} =& \prod_{\ell \in [n]}\sine(\dw_\ell)^{|\surj^{*-1}(\ell)|} \conj{\sine(\dw'_\ell)}^{|\surj^{*-1}(\ell)|}\ind{\hfunc(\dw_\ell) = j}\\
\term_{1, 3} =& \prod_{\substack{i' \in [n],\\\surj^{-1}(i') > \surj'^{-1}(i')}} \sine(\dw_{i'})^{|\surj^{-1}(i')| - |\surj'^{-1}(i')|}\ind{\hfunc(\dw_{i'}) = j}\\
\term_{1, 4} =&\prod_{\substack{\ell' \in n,\\ \surj'^{-1}(\ell') > \surj^{-1}(\ell')}} \conj{\sine(\dw'_{\ell'})}^{|\surj'^{-1}(\ell')| - |\surj^{-1}(\ell')|}\ind{\hfunc(\dw_{\ell'}) = j}
\end{align*}
@ -361,7 +361,7 @@ have the condition $\dist \neq \dist'$, we still have that for any $\dist \in [\
\end{proof}
We now seek to show that when $\surj, \surj'$ are matching, that $\term_1$ will always equal 1. Recall that when $\match{\surj}{\surj'}$, that
We now seek to show that when $\surj, \surj'$ are matching, that $\term_1$ will always equal $\frac{1}{\sketchCols^\dist}$. Recall that when $\match{\surj}{\surj'}$, that
\begin{enumerate}
%\item $\dist = \dist'$, i.e., the output size of both functions is the same,
\item $\forall i \in [\dist],| \surj^{-1}(i)| = |\surj'^{-1}(i)|$, i.e. each $\dw_i$ has the same number of variables assigned to it as its $\dw'_i$ counterpart.
@ -369,7 +369,7 @@ We now seek to show that when $\surj, \surj'$ are matching, that $\term_1$ will
Recalling that we require $\dw_i = \dw'_i$ this means,
\AH{This also covers the case when m = 1, i.e. $|\surj^{-1}(i)| = \prodsize$.}
\begin{align}
\term_1 = &\ex{\prod_{i = 1}^{\dist}\sine(\dw_i)^{|\surj^{-1}(i)|}\conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}\ind{\hfunc(\dw'_i) = j}}\nonumber\\
\term_1 = &\ex{\prod_{i = 1}^{\dist}\sine(\dw_i)^{|\surj^{-1}(i)|}\conj{\sine(\dw'_i)}^{|\surj'^{-1}(i)|}\ind{\hfunc(\dw_i) = j}}\nonumber\\
= &\ex{\prod_{i = 1}^{\dist}\left(\sine(\dw_i) \cdot \conj{\sine(\dw'_i)}\right)^{|\surj^{-1}(i)|}\ind{\hfunc(\dw_i) = j}}\label{eq:lem-match-pt3-2}\\
= &\frac{1}{\sketchCols^{\dist}}\nonumber
\end{align}
@ -389,17 +389,17 @@ When $\match{\surj}{\surj'}$, with $\dw_i = \dw'_i$ for all $i \in [\dist]$, \cr
By the fact that the expectations cancel when $\forall i, i', j, j'\in [\prodsize], \wElem_i = \wElem_j = \wElem, \wElem_{i'}' = \wElem_{j'}' = \wElem'$, for both $\wElem = \wElem'$ and $\wElem \neq \wElem'$, we can rid ourselves of $\term_2$, (\cref{eq:term-2}), the case when there exists only one distinct world value. This is precisely why we have not needed to account for the last two expectations in \cref{eq:sig-j-last}. We then need to sum up all the $\dist$ distinct world value possibilities for $\dist \in [2, \prodsize]$. Starting with \cref{eq:sig-j-distinct},
\begin{align}
\sigsq_j = &\sum_{\dist = 1}^{\prodsize}\sum_{\dist' = 1}^{\prodsize}\sum_{\surj, \surj'}\sum_{\substack{\dw_{_1}, \ldots,\dw_{_\dist},\\\dw'_{1},\ldots,\dw'_{\dist'}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\cdot \left(\term_1\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right) - \term_2\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right)\right)\nonumber\\
= &\sum_{\dist = 2}^{\prodsize}\sum_{\surj, \surj'}\sum_{\substack{\dw_{_1}, \ldots,\dw_{_\dist},\\\dw'_{1},\ldots,\dw'_{\dist}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\cdot \term_1\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right)\label{eq:sig-j-bnd-1}\\
= &\sum_{\dist = 2}^{\prodsize}\frac{1}{\sketchCols^{\dist}}\sum_{\substack{\surj, \surj'\\\match{\surj}{\surj'}}}\sum_{\substack{\dw_{_1}, \ldots,\dw_{_\dist},\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\label{eq:sig-j-bnd-2}
\sigsq_j = &\sum_{\dist = 1}^{\prodsize}\sum_{\dist' = 1}^{\prodsize}\sum_{\surj, \surj'}\sum_{\substack{\dw_{_1} \prec \cdots \prec \dw_{_\dist},\\\dw'_{1},\ldots,\dw'_{\dist'}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\cdot \left(\term_1\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right) - \term_2\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right)\right)\nonumber\\
= &\sum_{\dist = 2}^{\prodsize}\sum_{\surj, \surj'}\sum_{\substack{\dw_{_1} \prec \cdots \prec \dw_{_\dist},\\\dw'_{1} \prec \cdots \prec\dw'_{\dist}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\cdot \term_1\left(\dw_{\surj(1)},\ldots,\dw_{\surj(\prodsize)}, \dw'_{\surj'(1)},\ldots, \dw'_{\surj'(\prodsize)}\right)\label{eq:sig-j-bnd-1}\\
= &\sum_{\dist = 2}^{\prodsize}\frac{1}{\sketchCols^{\dist}}\sum_{\substack{\surj, \surj'\\\match{\surj}{\surj'}}}\sum_{\substack{\dw_{_1} \prec \cdots \prec \dw_{_\dist},\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw'_{\surj'(i)})\label{eq:sig-j-bnd-2}
%= &\sum_{\dist = 2}^{\prodsize}\sum_{\substack{\surj, \surj'\\\match{\surj}{\surj'}}}\sum_{\substack{\dw_{_1}, \ldots,\dw_{_\dist}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw_{\surj'(i)})\cdot \prod_{i = 1}^{\dist}\ind{\hfunc(\dw_i) = j}\label{eq:sig-j-bnd-3}\\
%= &\sum_{\dist = 2}^{\prodsize}\frac{1}{\sketchCols^{\dist}}\sum_{\substack{\surj, \surj'\\\match{\surj}{\surj'}}}\sum_{\substack{\dw_{_1}, \ldots,\dw_{_\dist}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw_{\surj'(i)})\label{eq:sig-j-bnd-4}
\end{align}
We obtain \cref{eq:sig-j-bnd-1} by the fact that $\dist = \dist'$ and the removal of $\term_2$. We conclude with \cref{eq:sig-j-bnd-2} by \cref{lem:sig-j-survive}.% as well as bringing out the indicator variables of $\term_1$. Equation \ref{eq:sig-j-bnd-3} is derived from the fact that $\forall i \in [\dist], \dw_i = \dw'_i$. We arrive at \cref{eq:sig-j-bnd-4}, since with $\dist$ distinct variables, the product of indicator variables will result in multiplying the uniform distribution probability distribution $\dist$ times.
Using \cref{eq:cvar-bound} and \cref{eq:sig-j-bnd-4}, we state the general bounds for $\sigsq$,
Using \cref{eq:cvar-bound} and \cref{eq:sig-j-bnd-2}, we state the general bounds for $\sigsq$,
\[\sigsq = \sum_{\dist = 2}^{\prodsize}\frac{1}{\sketchCols^{\dist}}\sum_{\substack{\surj, \surj'\\\match{\surj}{\surj'}}}\sum_{\substack{\dw_{_1}, \ldots, \dw_{_\dist}\\ \in W}}\prod_{i = 1}^{\prodsize}\vect_i(\dw_{\surj(i)})\vect_i(\dw_{\surj'(i)}) -
\frac{1}{B^2}\sum_{\wElem \in W}\prod_{i = 1}^{\prodsize}v_i^2(\wElem)\label{eq:cvar-bound}.\]
\AH{After the lemma for eq 95, next on the agenda, type up the expectation calculations, then start on SOP.}
\frac{1}{B^2}\sum_{\wElem \in W}\prod_{i = 1}^{\prodsize}v_i^2(\wElem).\]
\AH{Can start on SOP. Another thing I could work on would be revising lemma 1.}
\AR{Remaining TODOs: (1) Give expression for general $\sigma^2$, i.e. deal with the general $\lambda(j,j')$ term. (2) Show how to use the analysis for general $k$-product to handle generic SoP expressions-- the expectation arguments would just follow from the above and linearity of expectation but the variance bounds might need a bit of extra work.}