Library
375 Lean files, 1,368 theorems, and 672 supporting lemmas, organized around the main StatFoundation, HighDim, and Nonparametric boards with additional supporting packages in the full tree. Browse the structure below, then a few selected results from each area.
Structure
— the fullStatlib/ tree (click to expand) Statlib/
Causal/
SCM/
- Backdoor.lean
- Frontdoor.lean
- FrontdoorCriterion.lean
- GFormula.lean
- GFormulaGraph.lean
- MoralizedGraph.lean
- Theorems.lean
- Vocabulary.lean
- Identification.lean
- SCM.lean
- Vocabulary.lean
HighDim/
Concentration/
- FrobeniusNormSqConcentration.lean
- GaussianQuadraticForm.lean
- HansonWright.lean
- MatrixBernstein.lean
- OperatorNormSubgaussian.lean
- SubGaussianMax.lean
CovarianceMatrix/
L1QuadraticProcess/
- RadiusFluctuation.lean
- CovDiagonalConcentration.lean
- CovQuadraticDeviation.lean
- CovTraceConcentration.lean
- L1QuadraticProcess.lean
- Properties.lean
- SampleCovariance.lean
- SampleCovEigenvalueLower.lean
- SampleCovEigenvalueUpper.lean
Geometry/
- CoveringNumbers.lean
- JohnsonLindenstrauss.lean
- RIPConstruction.lean
- SubGaussianRIPTailAnisotropic.lean
MatrixAnalysis/
- AndoVocabulary.lean
- CStarBridge.lean
- Fischer.lean
- FrobeniusNormSvdRelation.lean
- GoldenThompson.lean
- Hadamard.lean
- HansenPedersenJensenMulLog.lean
- HardSvThreshold.lean
- KleinTraceExpVariationalLb.lean
- KyFan.lean
- LiebRuskaiConjInvJointlyConvex.lean
- LiebThirring.lean
- LiebTraceConcavity.lean
- LowRankFrobeniusErrorDecomposition.lean
- MatrixLogIntegralRep.lean
- NuclearNormLeSqrtRank.lean
- NuclearNormProperties.lean
- OperatorConvexMulLog.lean
- PowerTraceConcavity.lean
- RankOneSinTheta.lean
- RelativeEntropyJointConvex.lean
- SingularValueProperties.lean
- SVDFoundation.lean
- SvdSortedExists.lean
- SvSoftThreshold.lean
- TraceExp.lean
- TraceExpVariationalFormula.lean
- VonNeumann.lean
- WedinSinTheta.lean
- Weyl.lean
MatrixRecovery/
- RankConstrainedDenoising.lean
- RankOneSpectralInitialization.lean
Regression/
- DebiasingLasso.lean
- DesignNoiseInnerSubexponential.lean
- DesignNoiseSecondMoment.lean
- Incoherence.lean
- L1RSEFromCovariance.lean
- LassoOracle.lean
- LassoRSEOracle.lean
- SampleCovarianceDesignBridge.lean
SpectralPerturbation/
- DavisKahan.lean
- Eigenvalues.lean
- PCA.lean
- Weyl.lean
Vocabulary/
- CStarBridge.lean
- DebiasingLasso.lean
- DesignMatrix.lean
- Norms.lean
- QuadraticForms.lean
- Quantum.lean
- RandomMatrix.lean
- RandomVector.lean
- Restrictions.lean
- Sparse.lean
- Spectral.lean
- SVD.lean
- Basic.lean
- Concentration.lean
- CovarianceMatrix.lean
- Geometry.lean
- MatrixAnalysis.lean
- MatrixRecovery.lean
- Regression.lean
- SpectralPerturbation.lean
- Vocabulary.lean
HypothesisTesting/
Asymptotic/
- ChiSquareAsymptotics.lean
- TTestAsymptotic.lean
- Vocabulary.lean
- ZTestAsymptotic.lean
Inference/
- ConfidenceInterval.lean
- NormalTheoryConfidence.lean
MLR/
- KarlinRubin.lean
- NPConditions.lean
MultipleTesting/
- BenjaminiHochberg.lean
- Bonferroni.lean
- Holm.lean
NeymanPearson/
- Complete.lean
- Existence.lean
- IntegralInequality.lean
- IntegrandInequality.lean
- Optimality.lean
- ToTestFunction.lean
Nonparametric/
- SignedRank.lean
- SignTest.lean
NormalTheory/
- ANOVA.lean
- SampleMean.lean
- TTest.lean
- VarianceTest.lean
- ZTest.lean
PValue/
- DecisionRule.lean
- Validity.lean
UMPU/
- Basic.lean
- Boundary.lean
- Bridge.lean
- Vocabulary.lean
Nonparametric/
Approximation/
- FunctionClasses.lean
- Holder.lean
- Kernel.lean
- Metric.lean
- NeuralNetwork.lean
- NeuralNetworkAlgebra.lean
- RKHS.lean
- Sieve.lean
- Spline.lean
- SplineFacts.lean
- Wavelet.lean
- WaveletFacts.lean
FunctionalData/
- Mean.lean
- Regression.lean
- Vocabulary.lean
KernelRegression/
- KernelRate.lean
- KRRClosedForm.lean
- Representer.lean
OracleInterface/
- Risk.lean
Vocabulary/
- ConformalQuantileRegression.lean
- Estimator.lean
- FunctionClasses.lean
- Kernel.lean
- KernelMethods.lean
- KernelRegression.lean
- Loss.lean
- Models.lean
- NeuralNetwork.lean
- Risk.lean
- RKHS.lean
- Sieve.lean
- Spline.lean
- Wavelet.lean
- Approximation.lean
- Basic.lean
- ConformalQuantileRegression.lean
- FunctionalData.lean
- KernelRegression.lean
- OracleInterface.lean
- Vocabulary.lean
RandomMatrix/
Vocabulary/
- Distributions.lean
- Ensemble.lean
- SpectralMeasure.lean
- StieltjesTransform.lean
- Basic.lean
- MeasuresAreProbability.lean
- MPSceLemmas.lean
- SpectralMoment.lean
- StieltjesAnalysis.lean
- StieltjesTransformBound.lean
- Vocabulary.lean
StatFoundation/
BasicAnalysis/
- exp_neg_sq_div_le_exp_neg_sq_div_of_den_le.lean
- measure_le_ofReal_of_measureReal_le.lean
- sub_le_abs_sub_of_gap_near.lean
Concentration/
ExponentialType/
- azuma_sum_meas_abs_ge_le_two_exp.lean
- azuma_sum_meas_ge_le_exp.lean
- bennett_sum_meas_ge_le_exp.lean
- bernstein_bounded_sum_meas_abs_ge_le_two_exp.lean
- bernstein_bounded_sum_meas_ge_le_exp.lean
- bernstein_martingale_bounded_sum_meas_abs_ge_le_two_exp.lean
- bernstein_martingale_bounded_sum_meas_ge_le_exp.lean
- bernstein_martingale_sum_meas_abs_ge_le_two_exp.lean
- bernstein_martingale_sum_meas_ge_le_exp.lean
- bernstein_sum_meas_abs_ge_le_two_exp.lean
- bernstein_sum_meas_ge_le_exp.lean
- hoeffding_bounded_mean_meas_ge_le_exp.lean
- hoeffding_bounded_sum_meas_abs_ge_le_two_exp.lean
- hoeffding_bounded_sum_meas_ge_le_exp.lean
- hoeffding_mean_meas_ge_le_exp.lean
- hoeffding_mgf_le.lean
- hoeffding_sum_meas_abs_ge_le_two_exp.lean
- hoeffding_sum_meas_ge_le_exp.lean
- mcdiarmid_meas_ge_le_exp.lean
- subexp_max_meas_ge_le_exp.lean
- subexp_mean_meas_ge_le_exp.lean
- subexp_sum_mgf_le_of_indep.lean
- subgaussian_abs_tail_real.lean
- subgaussian_max_expectation_le.lean
- subgaussian_max_meas_ge_le_exp.lean
- subgaussian_sum_mgf_le_of_indep.lean
MomentType/
- bdg_upper_l2.lean
- cramer_chernoff.lean
- efron_stein_inequality.lean
- jensen_inequality_prob.lean
- khintchine_inequality.lean
- lyapunov_moment_ineq.lean
- moment_tail_bound.lean
- paley_zygmund.lean
- rosenthal_inequality.lean
- von_bahr_esseen.lean
- ExponentialType.lean
- MomentType.lean
Convergence/
AnalysisTools/
StochasticOrder/
- Algebra.lean
- AlgebraAdd.lean
- AlgebraAddLittle.lean
- AlgebraDeterministicScale.lean
- AlgebraFiniteSum.lean
- AlgebraMap.lean
- AlgebraProduct.lean
- AlgebraProductBig.lean
- AlgebraProductMixedLittleBig.lean
- AlgebraProductMixedOBigLittle.lean
- AlgebraSubBig.lean
- AlgebraSubLittle.lean
- Basic.lean
- ConvergenceBridges.lean
- Rate.lean
- RateBig.lean
- RateBounds.lean
- RateLittle.lean
- RateRefinement.lean
- SlutskyProduct.lean
- TailGates.lean
- AsymptoticLinear.lean
- CharacteristicFunction.lean
- ConvergenceModes.lean
- CramerWold.lean
- IntegralConvergence.lean
- LevyContinuity.lean
- MappingTheorems.lean
- Scheffe.lean
- SmoothComparison.lean
- SmoothCutoff.lean
- SmoothMax.lean
- Tightness.lean
- UniformIntegrability.lean
CentralLimitTheorem/
- FiniteLinearCombination.lean
- IID.lean
- LindebergFeller.lean
- Lyapunov.lean
- MaxType.lean
- Multivariate.lean
LawOfLargeNumbers/
- GlivenkoCantelli.lean
- UniformStrongLaw.lean
Resampling/
- AntiConcentration.lean
- BootstrapInterface.lean
- GaussianMaxComparison.lean
- AnalysisTools.lean
- CentralLimitTheorem.lean
- LawOfLargeNumbers.lean
- Resampling.lean
EmpiricalProcess/
- BoundedDifference.lean
- DudleyEntropyIntegral.lean
- DudleyRademacher.lean
- FiniteClassRademacherComplexity.lean
- GlivenkoCantelliQuantitative.lean
- RademacherContraction.lean
- RademacherGeneralizationBound.lean
- RademacherSignMGF.lean
- Symmetrization.lean
- UniformDeviationFiniteClass.lean
Probability/
- ChiSquared.lean
- CondMgfFreezing.lean
- FDistribution.lean
- TDistribution.lean
RandomVariable/
Gaussian/
- Hermite.lean
- HilbertSpace.lean
- LipschitzConcentration.lean
- LogSobolev.lean
- Standard.lean
- Stein.lean
HilbertValue/
- Covariance.lean
- Vocabulary.lean
SubExponential/
- scalar_sq_centered_exp_integrable.lean
- scalar_sq_centered_subexponential_explicit.lean
- subexp_closure.lean
- subexp_cond_mgf_le_of_indep.lean
- subexp_exp_tail_of_subexp.lean
- subexp_meas_abs_ge_le_two_exp.lean
- subexp_meas_ge_le_exp.lean
- subexp_mgf_finite_of_exp_tail.lean
- subexp_mgf_finite_of_moment_le.lean
- subexp_mgf_finite.lean
- subexp_mgf_le_of_bounded.lean
- subexp_mgf_le_of_exponential.lean
- subexp_mgf_le_of_sq_subgaussian.lean
- subexp_mgf_le_of_subgaussian.lean
- subexp_moment_le_of_mgf_finite.lean
- subexp_of_mgf_finite.lean
- subexp_variance_le.lean
- subexponential_mgf_const_mul.lean
- subgaussian_prod_subexponential.lean
SubGaussian/
- cond_subgaussian_linear_form_of_indep.lean
- sq_le_two_mul_exp.lean
- subgaussian_even_moment_le_of_tail.lean
- subgaussian_even_moment_le.lean
- subgaussian_exp_sq_le_at_one_third.lean
- subgaussian_exp_sq_le.lean
- subgaussian_fourth_moment_le.lean
- subgaussian_integral_eq_zero.lean
- subgaussian_meas_abs_ge_le_two_exp.lean
- subgaussian_meas_ge_le_exp.lean
- subgaussian_mgf_eq_of_gaussian.lean
- subgaussian_mgf_le_of_bounded.lean
- subgaussian_mgf_le_of_even_moment.lean
- subgaussian_mgf_le_of_exp_sq.lean
- subgaussian_mgf_mono_param.lean
- subgaussian_variance_le.lean
- Gaussian.lean
- HilbertValue.lean
- SubExponential.lean
- SubGaussian.lean
Statistics/
Estimation/
- AsymptoticLinear.lean
- Consistency.lean
- CramerRao.lean
- MLE.lean
- MultiParameter.lean
- UStatistic.lean
- Vocabulary.lean
Sufficiency/
LehmannScheffe/
- CompleteUnique.lean
- CondExp.lean
- MSE.lean
- UMVUE.lean
- Basic.lean
- Basu.lean
- LehmannScheffe.lean
- Conformal.lean
- Estimation.lean
- Sufficiency.lean
Vocabulary/
- Conformal.lean
- CoveringNumbers.lean
- EmpiricalProcess.lean
- FiniteCoordinate.lean
- GaussianCriticalValue.lean
- Independence.lean
- MaxType.lean
- OrliczNorm.lean
- ParametricFamily.lean
- RandomVariable.lean
- Resampling.lean
- StochasticOrder.lean
- UniformIntegrability.lean
- VCDimension.lean
- Basic.lean
- BasicAnalysis.lean
- Concentration.lean
- Convergence.lean
- EmpiricalProcess.lean
- Probability.lean
- RandomVariable.lean
- Statistics.lean
- Vocabulary.lean
- Basic.lean
- Causal.lean
- HighDim.lean
- HypothesisTesting.lean
- Nonparametric.lean
- RandomMatrix.lean
- StatFoundation.lean
- Vocabulary.lean
Selected results
— curated per area; see Featured for deep divesStatistical foundations
Statlib.StatFoundation Statistical inference & sufficiency
-
Lehmann-Scheffé theorem
provedIf T is a complete sufficient statistic and δ is unbiased for g(θ), then a function of T is the unique uniformly minimum-variance unbiased estimator (UMVUE) of g(θ).
lehmannScheffe_umvue -
Basu's theorem
provedA boundedly complete sufficient statistic is independent of every ancillary statistic under each measure in the family.
basu_indepFun
Convergence & limit theorems
-
Uniform Strong Law of Large Numbers
provedFor i.i.d. samples and a compact parameter space, continuous dominated criterion functions satisfy uniform almost-sure convergence of sample averages to population means.
uniform_strong_law -
Lindeberg-Feller Central Limit Theorem
provedA triangular array of independent, centered row-variables whose normalized sums satisfy the Lindeberg condition converges in distribution to the standard normal.
lindeberg_feller_central_limit_theorem
Stochastic-order asymptotics
-
Slutsky product theorem (big-O × little-o)
provedThe product of a probabilistically bounded sequence and a sequence converging in probability to zero also converges to zero in probability.
bigO_prob_mul_littleO_prob -
Little-o rate refinement under deterministic scaling
provedLittle-o probability rates scale linearly with deterministic sequences, enabling rate transfer across normalizations.
littleO_prob_rate_scale
Uniform integrability
-
Vitali convergence theorem
provedConvergence in probability plus uniform integrability implies L¹ convergence.
tendsto_Lp_of_tendstoInMeasure_and_uniformIntegrable -
Integral convergence under UI domination
provedFor uniformly integrable sequences converging in probability, expectations converge.
tendsto_integral_of_uniformIntegrable_dominated
Empirical processes
-
Uniform deviation for finite classes
provedA union-bound finite-class uniform deviation theorem for bounded measurable functions.
uniform_deviation_finite_class -
Quantitative Glivenko-Cantelli bound
provedA finite-sample Glivenko-Cantelli theorem giving an explicit tail bound for the empirical distribution function.
glivenko_cantelli_quantitative -
Dudley entropy integral
provedA chaining-style entropy integral control for finite sub-Gaussian processes.
dudley_entropy_integral
Tail behavior of random variables
-
Gaussian concentration for Lipschitz functions
provedAn L-Lipschitz function of a vector with independent standard Gaussian coordinates has a dimension-free two-sided Gaussian tail around its mean.
gaussian_lipschitz_concentration -
Sub-exponential MGF bound for squared sub-Gaussian
provedThe square of a sub-Gaussian random variable is sub-exponential, with an explicit moment generating function bound.
subexp_mgf_le_of_sq_subgaussian -
Ornstein-Uhlenbeck Mehler formula
provedThe Gaussian Mehler semigroup is formalized as the analytic backbone of the functional-inequality and concentration chain.
standardReal_ou_mehler_basic
Concentration inequalities
-
Bernstein's inequality (sub-exponential sum)
provedFor independent zero-mean sub-exponential variables, the tail interpolates between Gaussian and exponential decay depending on the deviation scale.
bernstein_sum_meas_ge_le_exp -
McDiarmid's bounded-differences inequality
provedA function of independent variables that changes by at most c_i when one coordinate changes concentrates sharply around its mean.
mcdiarmid_meas_ge_le_exp
Conformal prediction
-
Conformal quantile regression coverage
provedSplit conformal quantile regression achieves finite-sample marginal coverage at the nominal level.
conformal_quantile_regression_coverage -
Exchangeable score validity
provedUnder exchangeability, the nonconformity score of a test point is bounded by the empirical quantile of calibration scores with high probability.
exchangeable_nonconformity_score_bound
High-dimensional statistics
Statlib.HighDim Matrix analysis
-
Operator convexity of A log A
provedThe operator-convexity step that now replaces the former matrix Lieb trace axiom path.
op_convex_mul_log -
Simple-function Jensen step for Lieb trace
provedThe positive-definite simple-function Jensen step feeding the matrix Bernstein Laplace-transform argument.
trace_exp_add_log_simpleFunc_jensen_posDef -
Wedin sin-theta theorem for singular subspaces
provedFor Ahat = A + E with a separated top-r singular spectrum and small operator-norm perturbation, the left and right singular subspace projectors move by at most a Wedin sin-theta bound.
wedin_sin_theta
High-dimensional concentration
-
Rectangular matrix Bernstein inequality
provedThe matrix Bernstein bound extended to sums of independent centered rectangular p×q random matrices via Hermitian dilation, with variance the max of the two one-sided second-moment norms.
matrix_bernstein_rect -
Hanson-Wright inequality (isotropic)
provedThe isotropic specialization of Hanson-Wright, where the centering term is exactly the trace of A.
hanson_wright_isotropic
Covariance estimation
-
Sample covariance matrix concentration
provedFor i.i.d. centered sub-Gaussian vectors there is a universal constant so the sample second-moment matrix concentrates around the true covariance in operator norm with exponential tails.
sampleCovariance_concentration -
Isotropic norm concentration
provedAn isotropic sub-Gaussian vector has squared norm tightly concentrated about its dimension n, with Bernstein-type sub-exponential tails.
isotropic_norm_concentration
High-dimensional geometry
-
Anisotropic sub-Gaussian RIP tail bound
provedA heterogeneous-covariance RIP concentration inequality: sub-Gaussian rows concentrate around their covariance quadratic form under a covariance lower bound κ.
subgaussian_rip_tail_anisotropic -
Restricted isometry property of sub-Gaussian matrices
provedAn m-by-n matrix with i.i.d. isotropic sub-Gaussian rows satisfies the (s,delta) restricted isometry property with high probability once m exceeds order s·log(en/s)/delta^2.
subgaussian_rip_sample_complexity
High-dimensional regression
-
Fixed-design LASSO oracle bound under L1-RSE
provedA fixed-design LASSO oracle inequality stated through an L1 restricted-strong-eigenvalue condition.
fixed_design_lasso_oracle_of_l1RSE -
Debiased LASSO standard Wald interval coverage
provedAn iid-score debiased LASSO theorem: row-approximation error, L1 consistency, studentization, and Gaussian critical-value calibration imply asymptotic standard Wald confidence-interval coverage.
tendsto_measure_debiasedLasso_standardWaldCI_coverage_iidScoreSum_real -
LASSO oracle prediction-error bound
provedUnder the Restricted Eigenvalue condition RE(s,3,κ) and a noise control on λ, the in-sample prediction error of the LASSO is bounded by a sparsity-scaled multiple of λ².
lasso_oracle_prediction
Spectral perturbation
-
Weyl's inequality (per-index form)
provedEach sorted eigenvalue of a Hermitian matrix moves by at most the operator norm of the perturbation.
weyl_sorted -
Davis-Kahan eigenvector bound
provedFor a simple eigenvalue with eigengap Δ and a small symmetric perturbation, the perturbed unit eigenvector stays within 4‖E‖/Δ of the original.
davis_kahan_eigvec
Nonparametric statistics
Statlib.Nonparametric Nonparametric approximation
-
Holder-smooth ReLU approximation at the -2s/d rate
provedAn explicit fixed-width construction is converted into the architecture-scale ReLU approximation rate (L W^2)^(-2(r+beta)/d) for high-dimensional Holder-smooth functions.
holderSmoothBall_unitCube_LW2_rate_from_fixed_width_M_rate -
High-order multivariate B-spline Holder rate
provedA positive-degree tensor-product B-spline system on the high-dimensional unit cube achieves the uniform squared-error sieve rate m^(-2(r+beta)/d) over the trace Holder-smooth ball.
unit_cube_bspline_high_order_holder_smooth_uniform_sieve_approximation_rate -
Zero-order Holder selector-indicator sieve rate
provedA measurable m-cell selector cover gives a piecewise-constant selector-indicator sieve with integrated squared-error rate m^{-2 alpha / d} over a Holder ball.
holderBall_selectorIndicator_sieveApproximationError_rate_of_cover