Provedmlmcsnisreview-response
Antithetic SNIS identity: Y_{2m} − (Y₁+Y₂)/2 = (B₁−B₂)(Y₁−Y₂)/(2(B₁+B₂)), where B_h are the half-sample mean weights and Y_h the half-sample SNIS outputs
For all , if and , then
What the notation means · or point at any symbol
- RReal numbers
- The real numbers: every point on the number line. (
ℝ) - x ∈ TVariables
- B1, B2, Y1, Y2 range over real numbers: the statement must hold for every choice. (
(B1 B2 Y1 Y2 : ℝ)) - <Less than
- 0 is strictly smaller than B1. (
0 < B1) - a/bDivision
- B1 · Y1 + B2 · Y2 divided by B1 + B2. In Lean, dividing by 0 gives 0. (
(B1 * Y1 + B2 * Y2) / (B1 + B2)) - -Subtraction
- (B1 · Y1 + B2 · Y2)/(B1 + B2) minus (Y1 + Y2)/2. On ℕ, Lean's subtraction stops at 0: 2 − 5 = 0. (
(B1 * Y1 + B2 * Y2) / (B1 + B2) - (Y1 +…) - =Equality
- (B1 · Y1 + B2 · Y2)/(B1 + B2) − (Y1 + Y2)/2 and (B1 − B2) · (Y1 − Y2)/(2 · (B1 + B2)) are the same. (
(B1 * Y1 + B2 * Y2) / (B1 + B2) - (Y1 +…) - ·Multiplication
- B1 times Y1. (
B1 * Y1) - +Addition
- B1 · Y1 plus B2 · Y2. (
B1 * Y1 + B2 * Y2)
theorem snis-antithetic-difference-identity (B1 B2 Y1 Y2 : ℝ) (h1 : 0 < B1) (h2 : 0 < B2) :
(B1 * Y1 + B2 * Y2) / (B1 + B2) - (Y1 + Y2) / 2 = (B1 - B2) * (Y1 - Y2) / (2 * (B1 + B2))The exact identity behind the external reviewer's antithetic multilevel route (2026-10-05): the level difference is a product of two first-order fluctuations, so under a bounded weight envelope its second moment is O(m⁻²) and randomised dyadic levels with probabilities ∝ 2^{−γℓ}, 1 < γ < 2, give exactly unbiased SNIS without a dense terminal level at O_{K,F}(ε⁻²) expected draws. The identity is proved here; the moment bounds and the level randomisation are the reviewer's paper argument, with constants depending on the envelope K rather than on the cost factor alone.
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
- 13 lines of Lean
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