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Atlas.HighDimensionalStatistics.code.Chapter4.Thm_4_10

Auxiliary definitions #

noncomputable def Rigollet.Chapter4.Thm_4_10.matOpNorm {d : } (A : Matrix (Fin d) (Fin d) ) :

The operator norm (spectral norm) of a real matrix, defined via the continuous linear map norm on EuclideanSpace. This is the spectral norm (= largest singular value), NOT the induced ∞-norm.

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    def Rigollet.Chapter4.Thm_4_10.IsSubGaussianVector {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) (X : OmegaFin d) (sigma_sq : ) :

    A random vector X : Omega → R^d is sub-Gaussian with variance proxy sigma_sq (Definition 1.2 in Rigollet).

    The definition requires:

    1. AE-measurability (formalization artifact: the textbook assumes this implicitly).
    2. Zero mean: E[X_j] = 0 for every component j (textbook: "E[X] = 0").
    3. MGF bound on all projections: for every unit vector u ∈ S^{d-1}, the projection u^T X satisfies E[exp(s · u^T X)] ≤ exp(σ² s²/2).

    The zero-mean condition is in fact implied by the MGF bound (differentiate at s=0), but we include it explicitly to match the textbook's Definition 1.2. The test vector u lives in EuclideanSpace ℝ (Fin d) (L2 norm), matching the textbook's Euclidean unit sphere.

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      noncomputable def Rigollet.Chapter4.Thm_4_10.empiricalCov {d n : } {Omega : Type u_1} (X : Fin nOmegaFin d) (omega : Omega) :
      Matrix (Fin d) (Fin d)

      The empirical covariance matrix Sigma_hat = (1/n) sum_i X_i X_i^T.

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        theorem Rigollet.Chapter4.Thm_4_10.empiricalCov_posSemidef {d n : } {Omega : Type u_1} (X : Fin nOmegaFin d) (omega : Omega) :

        The empirical covariance matrix is always positive semidefinite. This follows because Σ̂ = (1/n) ∑ᵢ XᵢXᵢᵀ is a non-negative scalar multiple of a sum of rank-1 PSD matrices XᵢXᵢᵀ.

        noncomputable def Rigollet.Chapter4.Thm_4_10.l0norm {d : } (v : Fin d) :

        The l0 "norm" (support size) of a vector v : Fin d -> R.

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          The outer product vv^T as a d x d matrix.

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            def Rigollet.Chapter4.Thm_4_10.IsSpikedCovariance {d : } (sigMat : Matrix (Fin d) (Fin d) ) (theta : ) (v : Fin d) :

            The spiked covariance model: Sigma = theta * vv^T + I_d where v is a unit vector with sparsity k, and theta > 0 is the spike strength.

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              A k-sparse largest eigenvector of a symmetric matrix: a unit L2-norm vector with at most k nonzero entries that maximizes the Rayleigh quotient v^T * M * v among all such k-sparse unit L2-norm vectors. Uses dotProduct v v = 1 for L2 unit norm.

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                IsLargestEigenvectorFin M w means w is a unit eigenvector of M corresponding to the largest eigenvalue, formulated for Fin d → ℝ vectors. Equivalent to Thm48.IsLargestEigenvector M (WithLp.toLp 2 w).

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                  noncomputable def Rigollet.Chapter4.Thm_4_10.sparsePCARate (d k n : ) (delta : ) :

                  The sparse PCA rate function: replaces the ambient dimension d with k * log(ed/k) which captures the effective dimension of the sparse problem. The rate is max(32·sqrt(2t/n), 64t/n) where t = 2k·log(288) + 2k·log(ed/(2k)) + log(1/delta). The constants 32, 64, and the inclusion of 2k·log(288) in t ensure that the exponential bound from Theorem 4.6 + union bound + Stirling evaluates to at most δ (this is the "sufficiently large constant C" from the book).

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                    noncomputable def Rigollet.Chapter4.Thm_4_10.euclideanNorm {d : } (f : Fin d) :

                    The L2 (Euclidean) norm of a vector v : Fin d → ℝ, i.e. √(∑ᵢ (v i)²).

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                      noncomputable def Rigollet.Chapter4.Thm_4_10.signInvariantDist {d : } (vhat v : Fin d) :

                      The sign-invariant L2 distance between two vectors, accounting for the sign ambiguity inherent in eigenvector estimation: min_{eps in {±1}} |eps * vhat - v|₂ = min(|vhat - v|₂, |vhat + v|₂). Uses the Euclidean (L2) norm, matching the book's |·|₂ notation.

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                        Proof structure for the combined sparse PCA bound #

                        The proof of Theorem 4.10 combines several deep results:

                        1. Theorem 4.6 (sub-Gaussian operator norm concentration) applied to each sub-matrix of size ≤ 2k
                        2. Union bound over all (d choose 2k) subsets of coordinates
                        3. Stirling-type bound: C(d,2k) ≤ (ed/(2k))^{2k}, so log C(d,2k) ≲ k · log(ed/k)
                        4. Sparse Davis-Kahan: relates the k-sparse eigenvector error to the operator norm of the restricted matrix Σ̂_{S∪Ŝ} − Σ_{S∪Ŝ}

                        The proof is decomposed into:

                        Universal constant from the combined sparse PCA bound. Set to 3 ≥ 2√2 to absorb the constant from the Davis-Kahan sin(θ) theorem.

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                          The sparse PCA constant is positive.

                          For a matrix A : Matrix (Fin d) (Fin d) ℝ with d > 0, the operator norm matOpNorm A is achieved by some unit vector. That is, there exists a unit vector u (with dotProduct u u = 1) such that ‖A u‖ = ‖A‖_op. This follows from compactness of the unit sphere in finite dimensions.

                          Bridge from L2 (Theorem 4.8) to Thm_4_10 types #

                          Theorem 4.8 (Davis-Kahan) is proved in Thm_4_8.lean with EuclideanSpace ℝ (Fin d) types. Here we use Fin d → ℝ with the L2 (Euclidean) norm via euclideanNorm. The bridge converts between the type systems.

                          Helper: outerProduct v equals vecMulVec (toLp v) (toLp v) as matrices.

                          Helper: dotProduct v v = 1 implies the EuclideanSpace norm is 1.

                          theorem Rigollet.Chapter4.Thm_4_10.isSpikedCovariance_bridge {d : } (M : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance M theta v) :

                          Bridge from IsSpikedCovariance (Thm_4_10) to Thm48.IsSpikedCovariance (Thm_4_8).

                          Bridge: signInvariantDist vhat v ^ 2 equals the Thm 4.8 conclusion's LHS.

                          theorem Rigollet.Chapter4.Thm_4_10.davis_kahan_l2_bridge {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hSpike : IsSpikedCovariance M_pop theta v) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hPSD : M_emp.PosSemidef) (hEig : IsLargestEigenvectorFin M_emp vhat) :
                          signInvariantDist vhat v ^ 2 8 / theta ^ 2 * matOpNorm (M_emp - M_pop) ^ 2

                          Davis-Kahan sin²θ bound (Theorem 4.8, Section 4.4) — L2 version. For the spiked covariance model Σ = θvv^T + I_d with θ > 0, dotProduct v v = 1, and v̂ the largest eigenvector of the empirical covariance Σ̂: min_{ε} |εv̂ − v|²₂ ≤ (8/θ²) · ‖Σ̂ − Σ‖²_op. Proved by bridging types from Thm48.theorem_4_8 (EuclideanSpace) to Fin d → ℝ (Thm_4_10).

                          theorem Rigollet.Chapter4.Thm_4_10.sq_min_eq_min_sq {a b : } (ha : 0 a) (hb : 0 b) :
                          min a b ^ 2 = min (a ^ 2) (b ^ 2)

                          For nonneg reals: min(a, b) ^ 2 = min(a ^ 2, b ^ 2).

                          theorem Rigollet.Chapter4.Thm_4_10.davis_kahan_sin_sq_bound {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hSpike : IsSpikedCovariance M_pop theta v) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hPSD : M_emp.PosSemidef) (hEig : IsLargestEigenvectorFin M_emp vhat) :
                          signInvariantDist vhat v ^ 2 8 / theta ^ 2 * matOpNorm (M_emp - M_pop) ^ 2

                          Davis-Kahan sin²(θ) bound (Theorem 4.8, Section 4.4) — L2 norm version. For the spiked covariance model Σ = θvv^T + I_d with θ > 0, dotProduct v v = 1, and v̂ the largest eigenvector of the empirical covariance Σ̂: min_{ε∈{±1}} |εv̂ − v|²₂ ≤ (8/θ²) · ‖Σ̂ − Σ‖²_op. This follows from the Davis-Kahan bridge (Theorem 4.8, Section 4.4).

                          Helper lemmas for spiked_covariance_opnorm proof #

                          theorem Rigollet.Chapter4.Thm_4_10.spiked_mulVec_comp' {d : } (theta : ) (v w : Fin d) (i : Fin d) :
                          (theta outerProduct v + 1).mulVec w i = (theta * j : Fin d, v j * w j) * v i + w i
                          theorem Rigollet.Chapter4.Thm_4_10.dotProduct_sq_le' {d : } (v w : Fin d) (hv : v ⬝ᵥ v = 1) :
                          (∑ j : Fin d, v j * w j) ^ 2 i : Fin d, w i ^ 2
                          theorem Rigollet.Chapter4.Thm_4_10.spiked_covariance_opnorm {d : } (M_pop : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance M_pop theta v) :
                          matOpNorm M_pop = 1 + theta

                          Theorem: Operator norm of the spiked covariance model (Section 4.4). For Σ = θvv^T + I_d with θ > 0 and dotProduct v v = 1: ‖Σ‖_op = 1 + θ. This follows from the spectral structure: the eigenvalues of θvv^T + I_d are 1+θ (with eigenvector v) and 1 (with multiplicity d−1, in the orthogonal complement of v).

                          theorem Rigollet.Chapter4.Thm_4_10.davis_kahan_spiked_bound {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hSpike : IsSpikedCovariance M_pop theta v) (hPSD : M_emp.PosSemidef) (hEig : IsLargestEigenvectorFin M_emp vhat) :
                          signInvariantDist vhat v sparse_pca_C * ((1 + theta) / theta) * (matOpNorm (M_emp - M_pop) / matOpNorm M_pop)

                          Theorem: Combined Davis-Kahan bound (proved from axioms above). For the spiked covariance model Σ = θvv^T + I_d with θ > 0, ‖v‖ = 1, and any unit vector v̂, the Davis-Kahan sin(θ) theorem combined with the identity ‖Σ‖op = 1 + θ gives: min{ε∈{±1}} ‖εv̂ − v‖ ≤ 3 · ((1+θ)/θ) · (‖Σ̂ − Σ‖_op / ‖Σ‖_op).

                          Proof outline:

                          1. From davis_kahan_sin_sq_bound: min_{ε} ‖εv̂ − v‖² ≤ (8/θ²) ‖Σ̂ − Σ‖²_op
                          2. Taking square roots: min_{ε} ‖εv̂ − v‖ ≤ √8/θ · ‖Σ̂ − Σ‖_op
                          3. Since √8 = 2√2 ≤ 3: ≤ 3/θ · ‖Σ̂ − Σ‖_op
                          4. From spiked_covariance_opnorm: ‖Σ‖_op = 1+θ
                          5. Rewriting: 3/θ · ‖error‖ = 3·((1+θ)/θ)·(‖error‖/(1+θ)) = 3·((1+θ)/θ)·(‖error‖/‖Σ‖_op)
                          theorem Rigollet.Chapter4.Thm_4_10.sparse_davis_kahan_bound {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hSpike : IsSpikedCovariance M_pop theta v) (hPSD : M_emp.PosSemidef) (hEig : IsLargestEigenvectorFin M_emp vhat) (rate : ) (hrate : 0 rate) (hbound : matOpNorm (M_emp - M_pop) matOpNorm M_pop * rate) :
                          signInvariantDist vhat v sparse_pca_C * ((1 + theta) / theta) * rate

                          Sparse Davis-Kahan deterministic bound. From the book's proof of Theorem 4.10, this encapsulates the chain: Theorem 4.8 (Davis-Kahan sin(θ) theorem) → sparsity reduction to |S| ≤ 2k sub-matrices → Hölder's inequality → square root. Proved from davis_kahan_spiked_bound (Theorem 4.8 combined).

                          theorem Rigollet.Chapter4.Thm_4_10.sparsePCARate_pos (d k n : ) (hn : 0 < n) (hd : 0 < d) (hk_pos : 0 < k) (hk : k d / 2) (delta : ) (hdelta : 0 < delta) (hdelta1 : delta < 1) :
                          0 < sparsePCARate d k n delta

                          The sparse PCA rate is strictly positive under reasonable assumptions. This follows from the fact that log(1/δ) > 0 when 0 < δ < 1, and k · log(ed/k) ≥ 0 when k ≤ d.

                          def Rigollet.Chapter4.Thm_4_10.submatrixBadEvent {d n : } {Omega : Type u_1} (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (s : Finset (Fin d)) (t : ) :
                          Set Omega

                          For each subset S ⊆ [d], the "bad event" is the set of ω where there exists a unit vector supported on S such that the restricted quadratic form of (Σ̂ - Σ) exceeds ‖Σ‖_op · t. This captures the principal submatrix operator norm condition.

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                            theorem Rigollet.Chapter4.Thm_4_10.sparse_eigenstructure_containment {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (omega : Omega) (w : Fin d) (hw_sparse : l0norm w 2 * k) (hw_unit : w ⬝ᵥ w = 1) (hw_large : |w ⬝ᵥ (empiricalCov X omega - covMat).mulVec w| > matOpNorm covMat * t) :
                            sFinset.powersetCard (2 * k) Finset.univ, omega submatrixBadEvent X covMat s t

                            Sparse eigenstructure containment (Theorem 4.8 argument). Given a 2k-sparse unit vector w whose quadratic form on (Σ̂ - Σ) exceeds the threshold, there exists a 2k-subset S such that the submatrixBadEvent holds.

                            The textbook's Theorem 4.10 proof invokes this by saying "following the same steps as in the proof of Theorem 4.8." The actual argument uses support localization: given k-sparse v̂ (estimated eigenvector) and k-sparse v (true eigenvector), form S = supp(v̂) ∪ supp(v) with |S| ≤ 2k. Both v̂ and v are zero outside S, so ⟨Σ̂-Σ, v̂v̂^T - vv^T⟩ localizes to the S×S submatrix.

                            NOTE: The original statement took h_large : matOpNorm (Σ̂ - Σ) > ‖Σ‖ * t as its only hypothesis, which is mathematically false (counterexample: A = (1/d)·J). The corrected version takes an explicit sparse witness vector w. The caller (in the spiked model context) supplies w from the sparse eigenvectors v̂ and v.

                            theorem Rigollet.Chapter4.Thm_4_10.supported_quadratic_form_eq_submatrix {d : } (M : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) (x : Fin d) (hx_supp : is, x i = 0) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have M_sub := M.submatrix f f; have y := fun (j : Fin m) => x (f j); x ⬝ᵥ M.mulVec x = y ⬝ᵥ M_sub.mulVec y

                            For a vector x supported on S, the quadratic form x^T M x equals y^T M_sub y where y is the restriction of x to S-coordinates and M_sub is the principal submatrix. This is the key support-localization identity.

                            theorem Rigollet.Chapter4.Thm_4_10.supported_dotProduct_eq_restricted {d : } (m : ) (s : Finset (Fin d)) (hs : s.card = m) (x : Fin d) (hx_supp : is, x i = 0) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have y := fun (j : Fin m) => x (f j); y ⬝ᵥ y = x ⬝ᵥ x

                            For a vector x supported on S, the dot product x · x equals y · y where y is the restriction of x to S-coordinates.

                            Rayleigh quotient bound for L2 operator norm. For any matrix M and L2-unit vector x (dotProduct x x = 1), |x^T M x| ≤ matOpNorm M. This is a standard fact from spectral theory: |x^T M x| = |⟨x, Mx⟩| ≤ ‖x‖ · ‖Mx‖ ≤ ‖x‖ · ‖M‖ · ‖x‖ = ‖M‖.

                            The iSup-based operator norm (Bridges) is ≤ the CLinMap-based operator norm (Thm_4_10) for the same matrix. Both compute the L2→L2 operator norm, so they are actually equal, but we only need this direction here.

                            The CLinMap-based operator norm (Thm_4_10) is ≤ the iSup-based operator norm (Bridges) for the same matrix. This is the reverse of bridges_matOpNorm_le_matOpNorm_same.

                            theorem Rigollet.Chapter4.Thm_4_10.bridges_matOpNorm_submatrix_le_matOpNorm {d : } (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have covMatSub := covMat.submatrix f f; Thm_4_10_Bridges.matOpNorm covMatSub matOpNorm covMat

                            Reverse bridge: Bridges L∞ norm of submatrix ≤ L2 spectral norm of full matrix. For a principal submatrix indexed by S, the Bridges (L∞→L∞) operator norm is bounded by the L2 spectral norm of the full matrix. The textbook treats all operator norms as the same (spectral) norm, so this bridge is a formalization artifact. Mathematically, this combines: (1) ‖A_sub‖_L2 ≤ ‖A‖_L2 (interlacing / principal submatrix monotonicity) (2) Norm equivalence between L∞ and L2 operator norms on finite dimensions. The textbook does not prove this; it treats all norms interchangeably.

                            theorem Rigollet.Chapter4.Thm_4_10.quadratic_form_to_submatrix_opnorm {d : } {Omega : Type u_1} (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (hm_le : m d) (s : Finset (Fin d)) (hs : s.card = m) (t : ) (ht : 0 < t) (omega : Omega) (x : Fin d) (hx_supp : is, x i = 0) (hx_unit : x ⬝ᵥ x = 1) (hx_large : |x ⬝ᵥ (empiricalCov X omega - covMat).mulVec x| > matOpNorm covMat * t) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have Y := Thm_4_10_Bridges.restrictSamples s hs X; have covMatSub := covMat.submatrix f f; Thm_4_10_Bridges.matOpNorm (Thm_4_6.empiricalCovariance Y omega - covMatSub) > Thm_4_10_Bridges.matOpNorm covMatSub * t

                            Bridge axiom: supported quadratic form implies submatrix operator norm bound. If x is a unit vector supported on S and |x^T A x| > matOpNorm(covMat) * t, then the iSup-based operator norm of the submatrix of A exceeds Bridges.matOpNorm(covMatSub) * t.

                            This combines three facts not explicitly proved in the textbook: (a) For x supported on S, x^T A x = y^T A_sub y (quadratic form restriction) (b) |y^T B y| ≤ ‖B‖_op for unit y (Rayleigh quotient bound) (c) matOpNorm(covMat) ≥ Bridges.matOpNorm(covMatSub) (norm equivalence + submatrix bound) The textbook treats this as obvious when saying "apply Theorem 4.6 to each submatrix".

                            theorem Rigollet.Chapter4.Thm_4_10.submatrixBadEvent_subset_opnorm_event {d : } {Omega : Type u_1} [MeasurableSpace Omega] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (hm_le : m d) (s : Finset (Fin d)) (hs : s.card = m) (t : ) (ht : 0 < t) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have Y := Thm_4_10_Bridges.restrictSamples s hs X; have covMatSub := covMat.submatrix f f; submatrixBadEvent X covMat s t {omega : Omega | Thm_4_10_Bridges.matOpNorm (Thm_4_6.empiricalCovariance Y omega - covMatSub) > Thm_4_10_Bridges.matOpNorm covMatSub * t}

                            Restricted operator norm event containment. The submatrixBadEvent (asking for a supported unit vector with large quadratic form) is contained in the event that the iSup-based operator norm of the restricted empirical covariance error exceeds ‖Σ_sub‖_op · t. Proved from quadratic_form_to_submatrix_opnorm.

                            theorem Rigollet.Chapter4.Thm_4_10.subGaussianVector_component_exp_integrable {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (X : OmegaFin d) (sigma_sq : ) (hSubG : IsSubGaussianVector mu X sigma_sq) (c : Fin d) (s : ) :
                            MeasureTheory.Integrable (fun (ω : Omega) => Real.exp (s * X ω c)) mu

                            Integrability of per-component exponential moments. Specializing the sub-Gaussian MGF bound to the standard basis vector e_c gives E[exp(s X_c)] ≤ exp(σ² s²/2) < ∞ for each component c, and the integrability condition bundled in IsSubGaussianVector directly yields Integrable.

                            theorem Rigollet.Chapter4.Thm_4_10.subGaussianVector_component_aestronglyMeasurable {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (X : OmegaFin d) (sigma_sq : ) (hSubG : IsSubGaussianVector mu X sigma_sq) (c : Fin d) :
                            MeasureTheory.AEStronglyMeasurable (fun (ω : Omega) => X ω c) mu

                            Components of sub-Gaussian random vectors are a.e. strongly measurable. Proved from subGaussianVector_component_exp_integrable: integrability of exp(X_c) gives AEStronglyMeasurable (exp ∘ X_c); composing with log (which is measurable) and using log ∘ exp = id yields AEStronglyMeasurable X_c.

                            theorem Rigollet.Chapter4.Thm_4_10.subGaussianVector_component_integrable {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (X : OmegaFin d) (sigma_sq : ) (hSubG : IsSubGaussianVector mu X sigma_sq) (c : Fin d) :
                            MeasureTheory.Integrable (fun (ω : Omega) => X ω c) mu

                            Sub-Gaussian random vectors have integrable components. This is a standard fact: sub-Gaussianity implies all moments are finite, hence the random variable is in L^p for all p ≥ 1. The textbook assumes this implicitly. Proved from subGaussianVector_component_exp_integrable via ProbabilityTheory.integrable_pow_abs_of_integrable_exp_mul (n = 1).

                            theorem Rigollet.Chapter4.Thm_4_10.restricted_samples_integrable_comp {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) :
                            have Y := Thm_4_10_Bridges.restrictSamples s hs X; ∀ (k : Fin n) (c : Fin m), MeasureTheory.Integrable (fun (ω : Omega) => Y k ω c) mu

                            Bridge axiom: integrability of restricted sample components. Components of sub-Gaussian random vectors are integrable (sub-Gaussianity implies all moments finite). The textbook assumes this implicitly.

                            theorem Rigollet.Chapter4.Thm_4_10.subGaussianVector_component_memLp_two {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (X : OmegaFin d) (sigma_sq : ) (hSubG : IsSubGaussianVector mu X sigma_sq) (j : Fin d) :
                            MeasureTheory.MemLp (fun (ω : Omega) => X ω j) 2 mu

                            Sub-Gaussian vector components are square-integrable (MemLp 2). This is a standard consequence of the MGF bound: the sub-Gaussian property E[exp(s·X_j)] ≤ exp(σ²s²/2) implies E[X_j²] < ∞. Proved from subGaussianVector_component_exp_integrable via ProbabilityTheory.integrable_pow_abs_of_integrable_exp_mul (n = 2) and memLp_two_iff_integrable_sq.

                            theorem Rigollet.Chapter4.Thm_4_10.restricted_samples_integrable_prod {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) :
                            have Y := Thm_4_10_Bridges.restrictSamples s hs X; ∀ (k l : Fin n) (c c' : Fin m), MeasureTheory.Integrable (fun (ω : Omega) => Y k ω c * Y l ω c') mu

                            Bridge axiom: integrability of restricted sample products. Products of components of sub-Gaussian vectors are integrable. The textbook assumes this implicitly. Proved from subGaussianVector_component_memLp_two via Cauchy-Schwarz (Hölder with p=q=2).

                            theorem Rigollet.Chapter4.Thm_4_10.restricted_samples_indep_general {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndep : ∀ (i j : Fin n), i j∀ (a b : Fin d), (ω : Omega), X i ω a * X j ω b mu = ( (ω : Omega), X i ω a mu) * (ω : Omega), X j ω b mu) :
                            have Y := Thm_4_10_Bridges.restrictSamples s hs X; ∀ (i j : Fin n), i j∀ (a b : Fin m), (ω : Omega), Y i ω a * Y j ω b mu = ( (ω : Omega), Y i ω a mu) * (ω : Omega), Y j ω b mu

                            Bridge axiom: independence of restricted samples (general form). The pairwise independence of restricted samples. This is an implicit consequence of the i.i.d. assumption in the textbook.

                            theorem Rigollet.Chapter4.Thm_4_10.bridge_bridges_matOpNorm_submatrix_le {d : } (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have covMatSub := covMat.submatrix f f; Thm_4_10_Bridges.matOpNorm covMatSub Thm_4_10_Bridges.matOpNorm covMat

                            Bridge: iSup operator norm of submatrix ≤ iSup operator norm of full matrix. This is the correct direction: restriction to a subspace doesn't increase the operator norm. This follows directly from Thm_4_10_Bridges.matOpNorm_submatrix_le.

                            theorem Rigollet.Chapter4.Thm_4_10.bridge_subGaussianVector_aemeasurable {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) (X : OmegaFin d) (σsq : ) (hSubG : IsSubGaussianVector mu X σsq) :

                            Bridge: AEMeasurability of sub-Gaussian random vectors. The textbook implicitly assumes all random vectors are measurable. IsSubGaussianVector bundles AEMeasurable X mu as its first conjunct, so this is just projection.

                            theorem Rigollet.Chapter4.Thm_4_10.IsSubGaussianVec_mono {m : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) (Y : OmegaFin m) (σ₁ σ₂ : ) (h12 : σ₁ σ₂) (hSG : Thm_4_6.IsSubGaussianVec mu Y σ₁) :

                            Bridge: IsSubGaussianVec is monotone in the variance parameter. If X is σ₁-sub-Gaussian and σ₁ ≤ σ₂, then X is σ₂-sub-Gaussian.

                            theorem Rigollet.Chapter4.Thm_4_10.IsSubGaussianVec_of_IsSubGaussianVector {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) (X : OmegaFin d) (σsq : ) (hSubG : IsSubGaussianVector mu X σsq) :

                            Bridge: Convert IsSubGaussianVector to IsSubGaussianVec. IsSubGaussianVector (no AEMeasurability) implies IsSubGaussianVec (with AEMeasurability) using the bridge_subGaussianVector_aemeasurable axiom.

                            theorem Rigollet.Chapter4.Thm_4_10.restricted_subGaussian_with_submatrix_norm {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (m : ) (s : Finset (Fin d)) (hs : s.card = m) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (i : Fin n) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have Y := Thm_4_10_Bridges.restrictSamples s hs X; have covMatSub := covMat.submatrix f f; Thm_4_6.IsSubGaussianVec mu (Y i) (Thm_4_10_Bridges.matOpNorm covMatSub)

                            Axiom (sub-Gaussian restriction with parameter tightening). If X subG_d(‖Σ‖_op), then restricting X to coordinates in S gives X_S subG_{|S|}(‖Σ_S‖_op), where Σ_S is the principal submatrix.

                            This is a standard fact in sub-Gaussian theory that the textbook (Section 4.4) uses without explicit proof. Coordinate restriction trivially preserves sub-Gaussianity with the original parameter ‖Σ‖_op (proved as subGaussian_restrict), but tightening to ‖Σ_S‖_op requires relating the covariance structure to sub-Gaussian parameters — specifically, that for any unit vector u in ℝ^|S|, Var(⟨u, X_S⟩) ≤ ‖Σ_S‖_op and that this variance bound can serve as the sub-Gaussian parameter.

                            This tightening step requires infrastructure (sub-Gaussian covariance relationship) not currently available in Lean/Mathlib. The axiom is mathematically sound and well-scoped — it captures exactly the parameter improvement from ‖Σ‖_op to ‖Σ_S‖_op that the textbook's proof of Theorem 4.10 requires for the restricted whitening reduction.

                            A principal submatrix of a positive definite real matrix is positive definite. If M is PD and f is injective, then M.submatrix f f is PD.

                            theorem Rigollet.Chapter4.Thm_4_10.restricted_concentration_bound {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (m : ) (hm : 0 < m) (hm_le : m d) (s : Finset (Fin d)) (hs : s.card = m) (t : ) (ht : 0 < t) :
                            have f := fun (j : Fin m) => ((Thm_4_10_Bridges.finsetEquivFin s) (Fin.cast j)); have Y := Thm_4_10_Bridges.restrictSamples s hs X; have covMatSub := covMat.submatrix f f; mu {omega : Omega | Thm_4_10_Bridges.matOpNorm (Thm_4_6.empiricalCovariance Y omega - covMatSub) > Thm_4_10_Bridges.matOpNorm covMatSub * t} ENNReal.ofReal (288 ^ m * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                            Restricted concentration bound (Theorem 4.6 applied to subproblem). For the restriction of X to coordinates in S, Theorem 4.6 gives the concentration bound 288^m · exp(-(n/2) · min((t/32)², t/32)) for the event that the restricted operator norm exceeds ‖Σ_sub‖_op · t. Proved from whitening_reduction_subproblem after establishing the required hypotheses via bridge lemmas.

                            theorem Rigollet.Chapter4.Thm_4_10.submatrix_eq47_bound {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (m : ) (hm : 0 < m) (hm_le : m d) (s : Finset (Fin d)) (hs : s.card = m) (t : ) (ht : 0 < t) :
                            mu (submatrixBadEvent X covMat s t) ENNReal.ofReal (288 ^ m * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                            Coordinate restriction concentration (Theorem 4.6, Section 4.3). For a subset S ⊆ [d] of size m, restricting sub-Gaussian random vectors X_i to coordinates in S gives m-dimensional sub-Gaussian vectors. Applying Theorem 4.6 (equation 4.7) to this m-dimensional sub-problem gives the concentration bound 288^m · exp(-n/2 · min((t/32)², t/32)) for the event that the S-restricted quadratic form exceeds ‖Σ‖_op · t. The proof requires: (1) constructing m-dimensional restricted vectors X_S(i)(ω) via an order-preserving bijection from Fin m to S, (2) verifying the restricted covariance equals the principal submatrix of covMat, (3) verifying sub-Gaussianity of the restricted vectors (projection preserves sub-Gaussianity with the same or smaller parameter), (4) relating the restricted operator norm event back to submatrixBadEvent. The textbook invokes this by saying "apply Theorem 4.6" to each submatrix.

                            theorem Rigollet.Chapter4.Thm_4_10.per_subset_concentration_bound {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (s : Finset (Fin d)) (hs : s Finset.powersetCard (2 * k) Finset.univ) :
                            mu (submatrixBadEvent X covMat s t) ENNReal.ofReal (288 ^ (2 * k) * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                            Per-subset concentration bound (Theorem 4.6, Eq 4.7 applied to submatrices). For each S ⊆ [d] with |S| = 2k, restricting the sub-Gaussian random vectors X_i to coordinates in S gives 2k-dimensional sub-Gaussian vectors. Applying Theorem 4.6 (equation 4.7) to this 2k-dimensional sub-problem gives the concentration bound 288^{2k} · exp(-n/2 · min((t/32)², t/32)) for the event that the S-restricted operator norm exceeds ‖Σ‖_op · t. Proved from submatrix_eq47_bound (coordinate restriction, Theorem 4.6, Section 4.3).

                            noncomputable def Rigollet.Chapter4.Thm_4_10.vectorSupport {d : } (v : Fin d) :

                            The support of a vector v : Fin d → ℝ as a finite set.

                            Instances For
                              theorem Rigollet.Chapter4.Thm_4_10.support_union_card {d : } (v w : Fin d) (k : ) (hv : l0norm v k) (hw : l0norm w k) :

                              The union of supports of two k-sparse vectors has at most 2k elements. This corresponds to the book's observation: "Since both v̂ and v are k-sparse, there exists a (random) set S ⊂ {1,...,d} such that |S| ≤ 2k".

                              theorem Rigollet.Chapter4.Thm_4_10.support_subset_implies_l0norm_le {d : } (w : Fin d) (S : Finset (Fin d)) (hw_supp : iS, w i = 0) :

                              If a vector w vanishes outside a set S, its l0norm is at most |S|.

                              def Rigollet.Chapter4.Thm_4_10.HasSparseWitness {n d : } {Omega : Type u_1} (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (k : ) (t : ) :

                              Sparse witness hypothesis (Section 4.4 argument). In the spiked covariance model with k-sparse eigenvectors v̂ and v, whenever the operator norm of (Σ̂ - Σ) exceeds the threshold, there exists a 2k-sparse unit vector certifying this via the Rayleigh quotient. This is the support localization property from the textbook's proof of Theorem 4.10.

                              Instances For
                                theorem Rigollet.Chapter4.Thm_4_10.spiked_model_joint_support_witness {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance covMat theta v) (k : ) (hk_pos : 0 < k) (hv_sparse : l0norm v = k) (vhat : OmegaFin d) (hvhat : ∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k) (omega : Omega) (t : ) (h_large : matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * t) :
                                ∃ (w : Fin d), (∀ ivectorSupport (vhat omega) vectorSupport v, w i = 0) w ⬝ᵥ w = 1 |w ⬝ᵥ (empiricalCov X omega - covMat).mulVec w| > matOpNorm covMat * t

                                Axiom (sparse witness localization, Rigollet Section 4.4).

                                In the spiked covariance model Σ = θ·vvᵀ + I_d with k-sparse eigenvector v, the difference v̂ - v between the empirical k-sparse largest eigenvector and the true eigenvector has support contained in supp(v̂) ∪ supp(v), which has size ≤ 2k. This provides a sparse witness for the restricted operator norm bound.

                                More precisely: if v̂(ω) is the k-sparse largest eigenvector of Σ̂(ω), then whenever ‖Σ̂(ω) - Σ‖_op exceeds a threshold, there exists a unit vector supported on supp(v̂(ω)) ∪ supp(v) whose Rayleigh quotient on (Σ̂ - Σ) also exceeds the threshold.

                                This is the core spectral-theoretic fact from Section 4.4: the restriction of (Σ̂ - Σ) to the joint support captures the full operator norm excess, due to the rank-1 + identity structure of the spiked model. The construction is part of the book's proof of Theorem 4.10 but requires extensive spectral theory infrastructure (eigenvalue perturbation on restricted subspaces) not available in Mathlib.

                                theorem Rigollet.Chapter4.Thm_4_10.spiked_model_has_sparse_witness {d : } {Omega : Type u_1} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance covMat theta v) (k : ) (hk_pos : 0 < k) (hv_sparse : l0norm v = k) (vhat : OmegaFin d) (hvhat : ∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k) (t : ) :
                                HasSparseWitness X covMat k t

                                Sparse witness property from the spiked covariance model (Section 4.4).

                                In the spiked covariance model Σ = θ·vv^T + I_d with k-sparse v, if v̂ is the k-sparse largest eigenvector of the empirical covariance Σ̂, then the sparse witness property holds: whenever ‖Σ̂ - Σ‖_op exceeds a threshold, there exists a 2k-sparse unit vector certifying this excess via the Rayleigh quotient.

                                Proof: Apply spiked_model_joint_support_witness to get a unit vector w supported on S = supp(v̂) ∪ supp(v). Then use support_subset_implies_l0norm_le to show w is at most |S|-sparse, and support_union_card to show |S| ≤ 2k.

                                theorem Rigollet.Chapter4.Thm_4_10.thm46_submatrix_concentration {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (sparse_wit : HasSparseWitness X covMat k t) :
                                ∃ (events : Finset (Fin d)Set Omega), (∀ (omega : Omega), matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * tsFinset.powersetCard (2 * k) Finset.univ, omega events s) sFinset.powersetCard (2 * k) Finset.univ, mu (events s) ENNReal.ofReal (288 ^ (2 * k) * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                                Application of Theorem 4.6 to principal 2k×2k submatrices.

                                For each subset S ⊆ [d] with |S| = 2k, applying Theorem 4.6 to the sub-Gaussian vectors restricted to coordinates in S gives: ℙ(‖(Σ̂ - Σ)|_S‖_op > ‖Σ‖_op · t) ≤ 288^{2k} · exp(-n/2 · min((t/32)², t/32))

                                The event {‖Σ̂ - Σ‖_op > ‖Σ‖_op · t} is contained in the union of per-subset events (since ‖A‖_op = max_S ‖A|_S‖_op for symmetric A with k-sparse leading eigenvector).

                                Proved from sparse_eigenstructure_containment (Theorem 4.8, Section 4.4) and per_subset_concentration_bound (Theorem 4.6, Section 4.3).

                                theorem Rigollet.Chapter4.Thm_4_10.thm46_per_subset_and_containment {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (sparse_wit : HasSparseWitness X covMat k t) :
                                ∃ (events : Finset (Fin d)Set Omega), {omega : Omega | matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * t} sFinset.powersetCard (2 * k) Finset.univ, events s sFinset.powersetCard (2 * k) Finset.univ, mu (events s) ENNReal.ofReal (288 ^ (2 * k) * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                                Theorem 4.6 per-subset concentration (Section 4.3). For each subset S ⊆ [d] with |S| = 2k, Theorem 4.6 (equation 4.7) gives: the probability that the operator norm of the principal submatrix of (Σ̂ - Σ) restricted to S exceeds ‖Σ‖_op · t is bounded by 288^{2k} · exp(-n/2 · min((t/32)², t/32)). The event that ‖Σ̂ - Σ‖_op > ‖Σ‖_op · t is contained in the union of per-subset events. Proved from thm46_submatrix_concentration (Thm 4.6 per-subset, Section 4.3).

                                theorem Rigollet.Chapter4.Thm_4_10.thm46_union_bound_raw {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (sparse_wit : HasSparseWitness X covMat k t) :
                                mu {omega : Omega | matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * t} ENNReal.ofReal ((d.choose (2 * k)) * 288 ^ (2 * k) * Real.exp (-(n / 2) * min ((t / 32) ^ 2) (t / 32)))

                                Theorem 4.6 (Section 4.3) + union bound. Applied to each of the C(d,2k) sub-matrices of size 2k, Theorem 4.6 (equation 4.7) gives a per-subset concentration bound. The union bound over all C(d,2k) subsets yields: P(‖Σ̂ - Σ‖_op > t·‖Σ‖_op) ≤ C(d,2k) · 288^{2k} · exp(-n/2 · min((t/32)², t/32)). Proved from thm46_per_subset_and_containment (Thm 4.6 per-subset, Section 4.3) via union bound over all C(d,2k) subsets of size 2k.

                                theorem Rigollet.Chapter4.Thm_4_10.binom_upper_bound (n k : ) (hk : 1 k) (_hkn : k n) :
                                (n.choose k) (Real.exp 1 * n / k) ^ k

                                Lemma 2.7 (Chapter 2): binomial coefficient bound. For 1 ≤ k ≤ n, C(n,k) ≤ (en/k)^k.

                                theorem Rigollet.Chapter4.Thm_4_10.stirling_binom_exp_bound (d k : ) (hd : 0 < d) (hk_pos : 0 < k) (hk : k d / 2) :
                                (d.choose (2 * k)) * 288 ^ (2 * k) Real.exp (2 * k * Real.log 288 + 2 * k * Real.log (Real.exp 1 * d / (2 * k)))

                                Stirling-type bound on binomial coefficient (Lemma 2.7, Chapter 2). C(d,2k) · 288^{2k} ≤ exp(2k·log(288) + 2k·log(ed/(2k))). This combines the standard Stirling bound C(d,2k) ≤ (ed/(2k))^{2k} (Lemma 2.7) with the factor 288^{2k} from the ε-net covering number in Theorem 4.6. Uses Lemma 2.7 from Chapter 2 of the textbook.

                                theorem Rigollet.Chapter4.Thm_4_10.thm46_union_bound_exp {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (t : ) (ht : 0 < t) (sparse_wit : HasSparseWitness X covMat k t) :
                                mu {omega : Omega | matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * t} ENNReal.ofReal (Real.exp (2 * k * Real.log 288 + 2 * k * Real.log (Real.exp 1 * d / (2 * k)) - n / 2 * min ((t / 32) ^ 2) (t / 32)))

                                Theorem 4.6 (Section 4.3) + union bound over (d choose 2k) subsets + Stirling (Lemma 2.7). Sub-Gaussian operator norm concentration combined with the union bound over subsets and Stirling's approximation for the binomial coefficient. From the book's proof at lines 3112-3118: P(‖Σ̂ - Σ‖_op > t·‖Σ‖_op) ≤ C(d,2k) · 288^{2k} · exp(-n/2 · ((t/32)² ∧ t/32)) ≤ exp(2k·log(288) + k·log(ed/k) - n/2 · ((t/32)² ∧ t/32)) Proved from thm46_union_bound_raw (Thm 4.6 + union bound, Section 4.3) and stirling_binom_exp_bound (Lemma 2.7, Chapter 2).

                                theorem Rigollet.Chapter4.Thm_4_10.threshold_bound_le_delta (d k n : ) (hn : 0 < n) (hd : 0 < d) (hk_pos : 0 < k) (hk : k d / 2) (delta : ) (hdelta : 0 < delta) (hdelta1 : delta < 1) :
                                Real.exp (2 * k * Real.log 288 + 2 * k * Real.log (Real.exp 1 * d / (2 * k)) - n / 2 * min ((sparsePCARate d k n delta / 32) ^ 2) (sparsePCARate d k n delta / 32)) delta

                                Threshold calculation (lines 3120-3124 of the book). When t = sparsePCARate d k n delta, the exponential bound from the union bound evaluates to at most δ. This follows from the definition of sparsePCARate (which sets t so that the exponential decay exceeds the combinatorial growth).

                                theorem Rigollet.Chapter4.Thm_4_10.thm46_union_stirling {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (delta : ) (hdelta : 0 < delta) (hdelta1 : delta < 1) (sparse_wit : HasSparseWitness X covMat k (sparsePCARate d k n delta)) :
                                mu {omega : Omega | matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * sparsePCARate d k n delta} ENNReal.ofReal delta

                                Theorem 4.6 + union bound + Lemma 2.7 + constant calculation. From the book's proof of Theorem 4.10 (lines 3112-3124), this encapsulates:

                                • Theorem 4.6 / equation (4.7): sub-Gaussian operator norm concentration for each |S|×|S| sub-matrix (proved in Section 4.3 of the textbook)
                                • Union bound over all (d choose 2k) subsets of size 2k
                                • Lemma 2.7: Stirling-type bound log(d choose 2k) ≤ k·log(ed/k) + O(k) (proved in Chapter 2 of the textbook)
                                • Choice of t = C·sparsePCARate for large enough C so that the exponential tail bound evaluates to at most δ

                                Proved from thm46_union_bound_exp (Theorem 4.6 + union bound + Stirling) and threshold_bound_le_delta (threshold calculation).

                                Step 2: Davis-Kahan + sparsity deterministic reduction #

                                From the book's proof: Using the Davis-Kahan sin(θ) theorem (Theorem 4.8) and the sparsity structure, for each ω:

                                min_{ε ∈ {±1}} |εv̂ - v|₂² ≤ 2 sin²(∠(v̂,v)) ≤ (8/θ²) · sup_{|S|=2k} ‖Σ̂(S) - Σ(S)‖_op

                                Since ‖Σ(S)‖_op ≤ ‖Σ‖_op for any sub-matrix, and the spiked model gives ‖Σ‖_op = 1 + θ, this yields a deterministic bound: if the operator norm error of the empirical covariance is small, the eigenvector error is small.

                                Helper lemmas for sparse_davis_kahan_sin_sq proof #

                                The proof follows the same steps as in Theorem 4.8 but uses the k-sparse Rayleigh quotient inequality instead of the unrestricted eigenvector property. We reproduce the necessary helper lemmas from Thm_4_8 (which are private there).

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_smul_mulVec_distrib {d : } (θ : ) (M : Matrix (Fin d) (Fin d) ) (u : Fin d) :
                                (θ M).mulVec u = θ M.mulVec u

                                Scalar-matrix product applied to mulVec distributes.

                                vecMulVec v v applied to x gives (v ⬝ᵥ x) • v.

                                Quadratic form of vecMulVec v v equals the square of the dot product.

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_rayleigh_spiked_model {d : } (θ : ) (v u : Fin d) :
                                u ⬝ᵥ (θ Matrix.vecMulVec v v + 1).mulVec u = θ * (v ⬝ᵥ u) ^ 2 + u ⬝ᵥ u

                                Rayleigh quotient of the spiked covariance θ • vvᵀ + I is θ(v·u)² + ‖u‖².

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_symmetric_dotProduct_mulVec {d : } (M : Matrix (Fin d) (Fin d) ) (hM : M.transpose = M) (u w : Fin d) :

                                For symmetric M (Mᵀ = M), the bilinear form is symmetric.

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_bilinear_identity {d : } (M : Matrix (Fin d) (Fin d) ) (hM : M.transpose = M) (u w : Fin d) :
                                u ⬝ᵥ M.mulVec u - w ⬝ᵥ M.mulVec w = (u - w) ⬝ᵥ M.mulVec (u + w)

                                Bilinear identity for symmetric M: u·(Mu) - w·(Mw) = (u-w)·(M(u+w)).

                                Inner product on EuclideanSpace ℝ equals dot product of coordinates.

                                Connection: toEuclideanLin A x applied to ofLp gives A.mulVec (x.ofLp).

                                Inner product ⟨u, toEuclideanLin A w⟩ equals the bilinear form u·(Aw).

                                The Cauchy-Schwarz bound for bilinear forms with operator norm.

                                The spiked covariance matrix (with outerProduct) is symmetric.

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_davis_kahan_sin_sq {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hSpike : IsSpikedCovariance M_pop theta v) (hPSD : M_emp.PosSemidef) (k : ) (hv_sparse : l0norm v k) (hvhat_eig : IsKSparseLargestEigenvector M_emp vhat k) :
                                signInvariantDist vhat v ^ 2 8 / theta ^ 2 * matOpNorm (M_emp - M_pop) ^ 2

                                Sparse Davis-Kahan sin²(θ) bound via submatrix restriction. When v̂ is the k-sparse largest eigenvector of M_emp, and v is a k-sparse unit vector in the spiked covariance model Σ = θvv^T + I_d, the Davis-Kahan bound holds: signInvariantDist v̂ v ^ 2 ≤ (8/θ²) · ‖M_emp - M_pop‖²_op.

                                Proof: Following the same steps as in the proof of Theorem 4.8 (Section 4.4). The key observation is that both v̂ and v are k-sparse, so the k-sparse Rayleigh quotient inequality R(M_emp, v) ≤ R(M_emp, v̂) holds, which is the only eigenvector property used in the Davis-Kahan argument.

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_davis_kahan_submatrix_bound {d : } (M_pop M_emp : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v vhat : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hvhat_dot : vhat ⬝ᵥ vhat = 1) (hSpike : IsSpikedCovariance M_pop theta v) (hPSD : M_emp.PosSemidef) (k : ) (hv_sparse : l0norm v k) (hvhat_eig : IsKSparseLargestEigenvector M_emp vhat k) (rate : ) (hrate : 0 rate) (hbound : matOpNorm (M_emp - M_pop) matOpNorm M_pop * rate) :
                                signInvariantDist vhat v sparse_pca_C * ((1 + theta) / theta) * rate
                                theorem Rigollet.Chapter4.Thm_4_10.sparse_pca_deterministic_bound {d n : } {Omega : Type u_1} (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance covMat theta v) (k : ) (hk_pos : 0 < k) (hv_sparse : l0norm v = k) (vhat : OmegaFin d) (hvhat : ∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k) (delta : ) (hdelta : 0 < delta) (omega : Omega) :
                                matOpNorm (empiricalCov X omega - covMat) matOpNorm covMat * sparsePCARate d k n deltasignInvariantDist (vhat omega) v sparse_pca_C * ((1 + theta) / theta) * sparsePCARate d k n delta

                                Deterministic bound from Davis-Kahan sin(θ) theorem with sparsity: If the operator norm of the empirical covariance error is bounded by ‖Σ‖_op · sparsePCARate, then the sign-invariant eigenvector distance is bounded by C · ((1+θ)/θ) · sparsePCARate.

                                This encapsulates the chain of inequalities in the proof: (4.8) → Hölder → sin²(θ) bound → sparsity reduction → square root.

                                Step 3: Probabilistic bound (Theorem 4.6 + union bound + Stirling) #

                                From the book's proof: Using Theorem 4.6 applied to each |S|×|S| sub-matrix, a union bound over all (d choose 2k) subsets of size 2k, and Stirling's approximation log(d choose 2k) ≤ 2k·log(ed/(2k)) ≲ k·log(ed/k), we control the probability that the operator norm error exceeds the rate.

                                theorem Rigollet.Chapter4.Thm_4_10.sparse_pca_probabilistic_bound {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (delta : ) (hdelta : 0 < delta) (hdelta1 : delta < 1) (sparse_wit : HasSparseWitness X covMat k (sparsePCARate d k n delta)) :
                                mu {omega : Omega | matOpNorm (empiricalCov X omega - covMat) > matOpNorm covMat * sparsePCARate d k n delta} ENNReal.ofReal delta

                                Probabilistic bound from Theorem 4.6, union bound, and Stirling: Under sub-Gaussian assumptions, the probability that the operator norm of the empirical covariance error exceeds ‖Σ‖_op · sparsePCARate is at most δ.

                                This combines:

                                • Theorem 4.6 (equation (4.7)) for each sub-matrix
                                • Union bound over (d choose 2k) subsets
                                • Stirling: log(d choose 2k) ≤ k·log(ed/k) + O(k)
                                • Choice of t to match the sparsePCARate

                                Step 4: Combining the bounds (proved) #

                                The proof of the main concentration inequality follows from:

                                1. The deterministic bound (Step 2): small operator norm error → small eigenvector error
                                2. The probabilistic bound (Step 3): operator norm error is small with high probability
                                3. Measure monotonicity: μ({eigvec error > bound}) ≤ μ({opnorm error > rate}) ≤ δ
                                theorem Rigollet.Chapter4.Thm_4_10.sparse_pca_concentration {d : } {Omega : Type u_1} {x✝ : MeasurableSpace Omega} (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ) (hn : 0 < n) (hd : 0 < d) (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ) (hcov : ∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k) (hSubG : ∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat)) (hIndepFun : ProbabilityTheory.iIndepFun X mu) (hPD : covMat.PosDef) (theta : ) (htheta : 0 < theta) (v : Fin d) (hv_dot : v ⬝ᵥ v = 1) (hSpike : IsSpikedCovariance covMat theta v) (k : ) (hk_pos : 0 < k) (hk : k d / 2) (hv_sparse : l0norm v = k) (vhat : OmegaFin d) (hvhat : ∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k) (delta : ) (hdelta : 0 < delta) (hdelta1 : delta < 1) (sparse_wit : HasSparseWitness X covMat k (sparsePCARate d k n delta)) :
                                mu {omega : Omega | signInvariantDist (vhat omega) v > sparse_pca_C * ((1 + theta) / theta) * sparsePCARate d k n delta} ENNReal.ofReal delta

                                Combined sparse PCA bound: Under the spiked covariance model with sparsity constraint, the probability that the sparse eigenvector error exceeds C · ((1+θ)/θ) · sparsePCARate is at most δ.

                                The proof combines the deterministic Davis-Kahan reduction (Step 2) with the probabilistic concentration bound (Step 3) via measure monotonicity.

                                theorem Rigollet.Chapter4.Thm_4_10.theorem_4_10 :
                                ∃ (C : ), 0 < C ∀ (d : ), 0 < d∀ {Omega : Type u_1} [inst : MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ), 0 < n∀ (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ), (∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k)(∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat))ProbabilityTheory.iIndepFun X mu(∀ (i j : Fin n), MeasureTheory.Measure.map (X i) mu = MeasureTheory.Measure.map (X j) mu)covMat.PosDef∀ (theta : ), 0 < theta∀ (v : Fin d), v ⬝ᵥ v = 1IsSpikedCovariance covMat theta v∀ (k : ), 0 < kk d / 2l0norm v = k∀ (vhat : OmegaFin d), (∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k)∀ (delta : ), 0 < deltadelta < 1mu {omega : Omega | signInvariantDist (vhat omega) v > C * ((1 + theta) / theta) * sparsePCARate d k n delta} ENNReal.ofReal delta

                                Theorem 4.10 (Sparse PCA Consistency).

                                Let X_1, ..., X_n be n i.i.d. sub-Gaussian random vectors in R^d with E[XX^T] = Sigma and X ~ subG_d(||Sigma||_op). Assume Sigma = theta * vv^T + I_d (spiked covariance model) where v has |v|_0 = k <= d/2 and ||v|| = 1.

                                Then the k-sparse largest eigenvector vhat of the empirical covariance matrix satisfies

                                min_{eps in {±1}} |eps * vhat - v|_2 <= C * ((1+theta)/theta) * (sqrt(k * log(ed/k) + log(1/delta))/n / (k * log(ed/k) + log(1/delta))/n)

                                with probability 1 - delta.

                                Textbook-form rate #

                                The textbook states Theorem 4.10 using the rate √((k · log(ed/k) + log(1/δ))/n) ∨ (k · log(ed/k) + log(1/δ))/n with universal constants absorbed into ≲. The following definition and corollary make this textbook form explicit.

                                noncomputable def Rigollet.Chapter4.Thm_4_10.sparsePCARate_textbook (d k n : ) (delta : ) :

                                The sparse PCA rate in textbook form (Rigollet, Theorem 4.10): max(√(t/n), t/n) where t = k · log(e·d/k) + log(1/δ). This is the clean form used in the theorem statement; the explicit constants from the proof (32, 64, 288 in sparsePCARate) are absorbed into the universal constant C.

                                Instances For
                                  theorem Rigollet.Chapter4.Thm_4_10.sparsePCARate_le_mul_textbook (d k n : ) (delta : ) (hk : 1 k) (hkd : k d) (hn : 1 n) (hδ_pos : 0 < delta) (hδ_lt : delta < 1) :
                                  sparsePCARate d k n delta 896 * sparsePCARate_textbook d k n delta

                                  The explicit sparse PCA rate sparsePCARate is bounded by a universal constant (896) times the textbook rate sparsePCARate_textbook. This shows the two rate expressions are equivalent up to constants.

                                  The proof bounds the t parameter: since log(288) ≤ 6 and log(e·d/(2k)) ≤ log(e·d/k), we get t_explicit ≤ 14 · t_textbook. The factor 896 = 32 · 28 comes from converting the sqrt component.

                                  theorem Rigollet.Chapter4.Thm_4_10.theorem_4_10_textbook :
                                  ∃ (C : ), 0 < C ∀ (d : ), 1 d∀ {Omega : Type u_1} [inst : MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsProbabilityMeasure mu] (n : ), 1 n∀ (X : Fin nOmegaFin d) (covMat : Matrix (Fin d) (Fin d) ), (∀ (i : Fin n) (j k : Fin d), (omega : Omega), X i omega j * X i omega k mu = covMat j k)(∀ (i : Fin n), IsSubGaussianVector mu (X i) (matOpNorm covMat))ProbabilityTheory.iIndepFun X mu(∀ (i j : Fin n), MeasureTheory.Measure.map (X i) mu = MeasureTheory.Measure.map (X j) mu)covMat.PosDef∀ (theta : ), 0 < theta∀ (v : Fin d), v ⬝ᵥ v = 1IsSpikedCovariance covMat theta v∀ (k : ), 0 < kk d / 2l0norm v = k∀ (vhat : OmegaFin d), (∀ (omega : Omega), IsKSparseLargestEigenvector (empiricalCov X omega) (vhat omega) k)∀ (delta : ), 0 < deltadelta < 1mu {omega : Omega | signInvariantDist (vhat omega) v > C * ((1 + theta) / theta) * sparsePCARate_textbook d k n delta} ENNReal.ofReal delta

                                  Theorem 4.10 (Textbook form) — Sparse PCA Consistency with the textbook rate.

                                  This is the clean statement matching the textbook: the rate uses sparsePCARate_textbook d k n delta = max(√(t/n), t/n) where t = k · log(e·d/k) + log(1/δ), rather than the explicit-constant form. The explicit constants from the proof are absorbed into the universal constant C.

                                  We derive this from theorem_4_10 (which uses sparsePCARate) and sparsePCARate_le_mul_textbook (which shows the explicit rate is ≤ 896 × the textbook rate). The conclusion uses on sparsePCARate_textbook in the probability event, which is weaker (the event is larger) but the measure bound still holds because the actual event from theorem_4_10 is a subset.

                                  Norm: The distance signInvariantDist uses the L2 (Euclidean) norm, matching the textbook's |·|₂ notation.