lemmaroutine

Dense-bin atom table is bounded and unbiased

Dense-bin atom table is bounded with conditional mean Gωk(G)G\omega_k(G)
unbiased atom estimator behind the correction atom
Lemma·lem:atom-dense·§5.2 Dense bins and preparatory normalization

Statement (paper)

For sufficiently large fixed KK, the table Ba(x,y)=1{Yt(y)=1}ka(dy)Rc(qy) \mathcal B_a(x,y)= \mathbf1_{\{Y_t(y)=1\}}\frac{k_a(d_y)R}{c(q_y)} on retained starts has bounded values and row support. On the slice Xu(x)=Yt(y)=1X_u(x)=Y_t(y)=1 its conditional expectation times aa equals G(x,y)ωk(G(x,y))G(x,y)\omega_k(G(x,y)). The same assertion holds for Ba(j)\mathcal B_a^{(j)} with the routing fraction included. Apart from its start membership, its true value uses only the terminal channel.

In plain English

For large enough fixed KK, the table Ba(x,y)=1{Yt(y)=1}ka(dy)R/c(qy)\mathcal B_a(x,y)=\mathbf1_{\{Y_t(y)=1\}}k_a(d_y)R/c(q_y) on retained starts has bounded values and bounded row support. On the slice Xu(x)=Yt(y)=1X_u(x)=Y_t(y)=1, its conditional expectation times aa equals G(x,y)ωk(G(x,y))G(x,y)\omega_k(G(x,y)). The same holds for Ba(j)\mathcal B_a^{(j)} with the routing fraction included, and apart from start membership its true value depends only on the terminal channel.

Why it's here

This is the basic atom identity for dense bins: it shows the sampled table is a bounded, unbiased estimator of Gωk(G)G\omega_k(G), so later sample-mean arguments can use it. The retention estimates from the rank-channel lemma control the conditioning on the slice. The terminal-channel-only dependence of the true value lets the correction atom lemma and other later steps reuse it.
Classified routine:
A direct unbiasedness and boundedness check for an importance-weighted indicator estimator. It follows by conditioning on the slice and applying the rank-channel retention estimates (lem-env-ranks) to the normalization c(qy)c(q_y).

Sources

PaperOpen
Section
§5.2 Dense bins and preparatory normalization
Page
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Label
lem:atom-dense
Line
sections/atoms.tex:224
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