Calibration after latent mixing #
This is the measure-theoretic averaging step in the proof of Theorem 2.1. It is kept separate from the construction of the latent law: any probability measure on augmented parameters that is almost surely admissible can be used.
theorem
Feige.augmentedMixture_rejection_le
(htwo : TwoPointRejectionBound)
{n : ℕ}
(ν : MeasureTheory.Measure (Fin n → AugmentedTwoPointParams))
[MeasureTheory.IsProbabilityMeasure ν]
(hν : ∀ᵐ (p : Fin n → AugmentedTwoPointParams) ∂ν, AugmentedParamsNonnegative p)
{α : ℝ}
(hα : 0 ≤ α)
:
Mixing conditionally calibrated augmented two-point products preserves the rejection bound.