lemmaroutine

Mean comparison scale factors and release cost

Mean-term comparison costs O(b/a)O(b/a) or O((b/a)s−1)O((b/a)^{s-1}), plus f/uf/u on release
cites scale and release costs in prefix and raw-difference bounds
Lemma·lem:est-mean-comparison·§7.3 Mean comparisons and the cost of releasing a source

Statement (paper)

Compare a budget-mm sample term with the same term using true stochastic inputs. For a first-channel mean contribution use its clipped relative error against 1+dy1+d_y. In the bound for its ssth-power norm, the scale factor multiplying a child root-discrepancy power is, up to fixed constants, {b/a,b≥a,(b/a)s−1,b<a. \begin{cases} b/a,&b\ge a,\\ (b/a)^{s-1},&b<a. \end{cases} A child that releases the old source and restarts on a stage-rate ff domain costs in addition at most f/uf/u in norm power. Direct children retaining that source have no such factor. The same-scale vector and second-channel comparisons have constant scale cost, with f/uf/u only where a source is released. No independence of estimated factors is required.

In plain English

Comparing a budget-mm sample term with the same term on true stochastic inputs, the bound on the ssth-power norm of a first-channel mean contribution (its clipped relative error against 1+dy1+d_y) multiplies each child root-discrepancy power by O(b/a)O(b/a) if be<ab e<a is replaced correctly: by O(b/a)O(b/a) when b≥ab\ge a and O((b/a)s−1)O((b/a)^{s-1}) when b<ab<a. A child that releases the old source and restarts on a stage-rate ff domain adds at most f/uf/u in norm power, while same-scale vector and second-channel comparisons cost only a constant scale factor, plus f/uf/u where a source is released, and no independence of estimated factors is needed.

Why it's here

This lemma bundles the scale-factor cases (coarse bin, fine bin), the f/uf/u source-release cost via the incoming cap, and the second-channel, rank, detector and reward comparisons into one statement, so later mean-prefix and raw-difference bounds can cite a single comparison with explicit costs. The key point is that all costs are controlled by scale ratios and f/uf/u alone, without assuming independence of the estimated factors.
Classified routine:
A bookkeeping lemma that collects scale-ratio factors (b/a or (b/a)^{s-1}) and the f/u source-release cost. These follow from the comparability and contraction properties of the estimation loss (lem-est-loss) by a standard norm-power calculation, not from a new idea.

Inside the proof

Sources

PaperOpen
Section
§7.3 Mean comparisons and the cost of releasing a source
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Label
lem:est-mean-comparison
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sections/estimation.tex:230
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