Large Signal ModelReading edition

48. Conditioning still has an unavoidable cost

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48. Conditioning still has an unavoidable cost

Let \(P,Q\) be probability distributions on a finite record space. A record event \(H\) might be a particular observed prefix. Conditional continuation laws are obtained by restriction to \(H\) and normalization.

Proposition 44: Sharp event-probability dependence of conditioning

If \(\|P-Q\|_{\mathrm{TV}}\leq\delta\), \(p=P(H)>0\) and \(q=Q(H)>0\), then

\[ \boxed{\|P(\cdot\mid H)-Q(\cdot\mid H)\|_{\mathrm{TV}} \leq\min(1,\delta/p).} \]

When \(p>\delta\), positivity of \(q\) follows automatically. The factor \(1/p\) cannot be removed in general.

Proof

Write the subprobability restrictions on \(H\) as \(u,v\), of masses \(p,q\). On the complementary event, the sum of absolute probability differences is at least \(|p-q|\). Therefore

\[ \|u-v\|_1+|p-q|\leq2\delta. \]

Adding and subtracting \(v/p\) gives

\[ \frac12\|u/p-v/q\|_1 \leq\frac{\|u-v\|_1+|p-q|}{2p} \leq\delta/p. \]

Also \(|p-q|\leq\delta\), establishing the positivity condition. For sharpness, put total mass \(p\) on an event with two outcomes. Let \(P\) assign all of it to the first, and let \(Q\) move mass \(\delta\leq p\) to the second, leaving the complement unchanged. The unconditional total variation is \(\delta\) and the conditional distance is \(\delta/p\). \(\square\)

Combining this proposition with Proposition 43 gives a conditional continuation bound when the evidence event has adequate probability. It does not give a coordinate-state error bound unless test probabilities control that coordinate norm. Validity at every branch and stable inference at every branch remain different properties.

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