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Finite order statistics and rank maps are measurable
Statement
Let be a measurable space, let be measurable real-valued functions with , and let . The th order statistic is measurable. For a finite real score vector and another measurable real-valued function on the same space, its upper-rank p-value and tie-randomized rank are measurable.
Facts & Assumptions
Given: The measurable real score functions, integer bounds on , and, for the randomized formula, a measurable -valued input on the same measurable space.
Finite maxima and minima, finite sums and scalar multiples of measurable real functions are measurable. Arithmetic and lattice operations preserve measurability whenever they are defined
Real measurability is preimage measurability for the Borel sigma-algebra. A measurable function between measurable spaces
The Borel sigma-algebra contains closed intervals and half-lines because it is generated by open sets. The Borel sigma-algebra of a topological space
The conformal p-value and tie-randomized p-value are the finite rank formulas in the definition. Conformal scores and rank p-values
Proof
For each -element subset , let . Then : every -element subset has maximum at least the th smallest score, and the subset of the smallest scores has that maximum exactly. There are finitely many such nonempty subsets, so [F1] makes this finite minimum of finite maxima measurable.
For any two indices, is measurable by [F1]–[F3]. The upper-rank p-value is a finite sum of indicators of these events divided by , so is measurable.
On the same domain, the tie count is a finite sum of the comparison indicators from step 1.2. Multiplication by the measurable real function , addition, and division by the positive integer preserve measurability by [F1]. Hence the randomized rank map is measurable.
Depends on
Used by
- Full conformal prediction set Algorithm
- Split conformal prediction set Algorithm
- Conformal rank superuniformity under exchangeability Theorem
Dependency tree · two levels
21 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
- John K. Hunter, Measure Theory, §§3.1 and 5.1 (standard reference, not scraped)