Provedvariational-cost-lawinformationprior-artreview-response
The variational cost law is Sibson's order-2 information radius: Σ_i Σ_j (λ_i π_ij)²/(λ_i r_j) = Σ_i λ_i Σ_j π_ij²/r_j, so log(min_r E[Σπ²/r]) = I₂(row; key)
For all , , and , if and (given and ), then
What the notation means · or point at any symbol
- Type
- Type: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (
Type) - x ∈ TVariables
- I, J range over Type: the statement must hold for every choice. (
(I J : Type)) - Fintype
- Fintype: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (
Fintype) - f(x)Function application
- Fintype applied to I. Lean writes f x; papers write f(x). (
Fintype I) - ⟹Implies
- If I, then ℝ. (Between types, A → B is the type of functions from A to B.) (
I → ℝ) - ∀For all
- The statement after the comma holds for every i. (
∀ i, 0 < lam i) - =Equality
- ∑ i, ∑ j, (lam(i) · π(i, j))^2/(lam(i) · r(j)) and ∑ i, lam(i) · (∑ j, π(i, j)^2/r(j)) are the same. (
∑ i, ∑ j, (lam i * π i j) ^ 2 / (lam i …) - RReal numbers
- The real numbers: every point on the number line. (
ℝ) - <Less than
- 0 is strictly smaller than lam(i). (
0 < lam i) - ∑Summation
- Add up (lam(i) · π(i, j))^2/(lam(i) · r(j)) for every j. (
∑ j, (lam i * π i j) ^ 2 / (lam i * r j)) - aᵇPower
- lam(i) · π(i, j) raised to the power 2. (
(lam i * π i j) ^ 2) - a/bDivision
- (lam(i) · π(i, j))^2 divided by lam(i) · r(j). In Lean, dividing by 0 gives 0. (
(lam i * π i j) ^ 2 / (lam i * r j)) - ·Multiplication
- lam(i) times π(i, j). (
lam i * π i j) - πPi
- The ratio of a circle's circumference to its diameter, ≈ 3.14159. (
π)
theorem vcl-is-sibson-order2 {I J : Type} [Fintype I] [Fintype J] (lam : I → ℝ) (π : I → J → ℝ) (r : J → ℝ) (hlam : ∀ i, 0 < lam i) (hr : ∀ j, 0 < r j) :
∑ i, ∑ j, (lam i * π i j) ^ 2 / (lam i * r j) = ∑ i, lam i * ∑ j, π i j ^ 2 / r jIdentification pointed out by an external reviewer (2026-10-05): the expected second-moment factor of a proposal r under a prior λ over rows is exp of the order-2 Rényi divergence D₂(P_{row,key} ‖ P_row × r), and Sibson's order-2 mutual information is its minimum over r. The variational cost law (vcl-bayes-optimal-proposal) is therefore exp(I₂(row; key)) with the Sibson centre r ∝ √E[π²] as optimiser. This theorem proves the identity; the minimisation is the law. Prior art: Sibson 1969; Verdú 2015. It weakens any novelty claim for the formula itself.
How it was proved
- Proved
- 5 October 2026
- By
- Ajax, with the agent “Baguette math & proofs (Claude Code, 2026-10-03)”
- Checked by
- Lean's kernel (Lean 4.33.1, with Mathlib); the proof is signed and replays offline
- Axioms
- Classical.choice, Quot.sound, propext
- Proof
- 17 lines of Lean
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