How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
A Gaussian synthetic likelihood for a Bernoulli summary is not exact
Example
Let , let be Bernoulli with and , and use the identity summary .
Facts & Assumptions
Given: The Bernoulli model and statistic above, with .
AC is assumed only to use the Gaussian synthetic-likelihood density interface. The Axiom of Choice
The synthetic likelihood uses the Gaussian density with the exact summary mean and covariance when that covariance is positive definite. Ideal and finite-simulation synthetic likelihood
A positive-definite multivariate-normal law has the stated Lebesgue density. A positive-definite multivariate normal law has its Gaussian density
A statistic is a measurable map, and its law is the pushforward law. Statistics and estimators Law or distribution of a random element
Means and variances are expectations and centered second moments. Expectation of a nonnegative or integrable random variable Moments, variance, and covariance on a probability space
Verification
The identity summary has mean and variance , so its ideal Gaussian synthetic likelihood is the density .
For and , . Hence . The Gaussian law therefore assigns probability at least , since this interval has Lebesgue length .
The true summary law is supported on , so it assigns probability zero. It differs from the Gaussian law in step 2.1. Thus the Gaussian synthetic likelihood is not the exact likelihood of this non-Gaussian summary model.
Depends on
- Ideal and finite-simulation synthetic likelihood
- Statistics and estimators
- Law or distribution of a random element
- Expectation of a nonnegative or integrable random variable
- Moments, variance, and covariance on a probability space
- The Axiom of Choice
- Multivariate normal law, including singular covariance
- A positive-definite multivariate normal law has its Gaussian density
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
41 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Victor M.-H. Ong et al., Variational Bayes with Synthetic Likelihood, Statistics and Computing 28(4), 971–988 (2018) (standard reference, not scraped)
- Christopher C. Drovandi et al., Approximating the Likelihood in Approximate Bayesian Computation, Handbook of Approximate Bayesian Computation (2020) (standard reference, not scraped)