Appendix A Degree-Four Bound for Binomial Compression

Using the setup of lemma 4.14.10 and the variables Xi from its proof, we derive a degree-4 polynomial upper bound for 𝔼[exp⁡(−s⁢Xi2)]. We retain the parameter t from eq. 4.72.

The degree-2 construction leading to eq. 4.73 extends to two positive touching points. We derive these points from the moments and check the binomial corrections separately.

Exact moments up to order eight.

The entries ri⁢j have vanishing odd moments, and every positive even moment is 1/2. To compute the moments of the sum, let Sj=∑k=1jri⁢k⁢wk. For each positive integer r, independence and the binomial expansion give

𝔼[Sj2⁢r]=𝔼[Sj−12⁢r]+12⁢∑k=1r(2⁢r2⁢k)⁢wj2⁢k⁢𝔼[Sj−12⁢r−2⁢k].

Here S0=0, with zeroth moment equal to 1. For example, the surviving terms of the sixth moment have exponent patterns (6), (4,2), and (2,2,2), so

𝔼[Xi6]=12⁢‖w‾‖66+154⁢∑j≠kwj4⁢wk2+454⁢∑j<k<ℓwj2⁢wk2⁢wℓ2.

The second and fourth moments are given in eq. 4.71. Collecting the terms above, and applying the same recurrence through order eight, gives the remaining exact identities

𝔼[Xi6]=158⁢‖w‾‖26−158⁢‖w‾‖22⁢‖w‾‖44+12⁢‖w‾‖66,𝔼[Xi8]=10516⁢‖w‾‖28−1058⁢‖w‾‖24⁢‖w‾‖44+7⁢‖w‾‖22⁢‖w‾‖66+3516⁢‖w‾‖48−178⁢‖w‾‖88. (A.1)

We retain these identities rather than replacing every moment by an upper bound: the coefficients of the polynomial alternate in sign.

Deriving the two touching points from the moments.

We use the polynomial form in eq. 4.75, with coefficients determined below. The terms in eqs. 4.71 and A.1 depending only on ‖w‾‖2 are

m1=‖w‾‖222,m2=3⁢‖w‾‖244,m3=15⁢‖w‾‖268,m4=105⁢‖w‾‖2816.

These are not the full binomial moments. We first seek positive weights and points 0<a−<a+ such that

1−A4⁢m1+B4⁢m2−C4⁢m3+D4⁢m4=λ0⁢F4⁢(0)+λ−⁢F4⁢(a−)+λ+⁢F4⁢(a+). (A.2)

Matching coefficients requires

λ0+λ−+λ+=1,λ−⁢a−r+λ+⁢a+r=mr(r=1,2,3,4).

Each of the two points satisfies a±2=(a−+a+)⁢a±−a−⁢a+. Multiplying by further powers and taking the same weighted sums eliminates the weights:

{m3=(a−+a+)⁢m2−a−⁢a+⁢m1,m4=(a−+a+)⁢m3−a−⁢a+⁢m2.

Substitution of the four values of mr gives

a−+a+=5⁢‖w‾‖22,a−⁢a+=154⁢‖w‾‖24.

Therefore the touching points are

a−=5−102⁢‖w‾‖22,a+=5+102⁢‖w‾‖22. (A.3)

The first two moment equations then give

λ−=a+⁢m1−m2a−⁢(a+−a−),λ+=m2−a−⁢m1a+⁢(a+−a−).

Simplifying, all three weights are positive:

λ0=815,λ−=7+2⁢1030,λ+=7−2⁢1030.

For a polynomial satisfying F4⁢(a)≥exp⁡(−s⁢a), the right-hand side of eq. A.2 is smallest when the polynomial equals the exponential at a− and a+. Applying the same tangency condition as in eq. 4.73, we impose

F4⁢(a±)=exp⁡(−s⁢a±),F4′⁢(a±)=−s⁢exp⁡(−s⁢a±).

These four equations determine the four coefficients. The construction below also verifies that their solution is an upper bound on the whole nonnegative axis.

Deriving the coefficients.

First construct a cubic H that matches the two values and two slopes. Write d=a+−a−>0 and E±=exp⁡(−s⁢a±), and start at the left point:

H⁢(a)=E−−s⁢E−⁢(a−a−)+k2⁢(a−a−)2+h3⁢(a−a−)3.

The two conditions at a− already hold. The conditions at a+ are

{k2⁢d2+h3⁢d3=E+−E−+s⁢d⁢E−,2⁢k2⁢d+3⁢h3⁢d2=s⁢(E−−E+).

Solving this two-by-two system gives

h3=2⁢(E−−E+)−s⁢d⁢(E−+E+)d3,k2=(2⁢s⁢d−3)⁢E−+(s⁢d+3)⁢E+d2.

Expanding H⁢(a)=h0+h1⁢a+h2⁢a2+h3⁢a3, we obtain

h2 =k2−3⁢a−⁢h3,
h1 =−s⁢E−−2⁢a−⁢k2+3⁢a−2⁢h3,
h0 =(1+s⁢a−)⁢E−+a−2⁢k2−a−3⁢h3.

The quartic term (a−a−)2⁢(a−a+)2 and its derivative both vanish at the touching points. We can therefore add a multiple of this term without changing any of the four conditions. Choose that multiple to make the value at 0 equal to 1:

F4⁢(a)=H⁢(a)+D4⁢(a−a−)2⁢(a−a+)2,D4=1−h0a−2⁢a+2.

Using the sum and product of the touching points,

(a−a−)2⁢(a−a+)2= a4−10⁢‖w‾‖22⁢a3+652⁢‖w‾‖24⁢a2
−752⁢‖w‾‖26⁢a+22516⁢‖w‾‖28.

Consequently the coefficients in the original variable a are

D4=16⁢(1−h0)225⁢‖w‾‖28,C4=10⁢‖w‾‖22⁢D4−h3,B4=652⁢‖w‾‖24⁢D4+h2,A4=752⁢‖w‾‖26⁢D4−h1. (A.4)

All these coefficients depend on the same free parameter s through E±=exp⁡(−s⁢a±); no numerical value of s has been fixed.

The polynomial upper bounds the exponential.

The interpolation remainder has one factor for matching the value at 0 and two factors for matching the value and slope at each positive point. For each a≥0 away from the touching points, the Hermite remainder is

exp⁡(−s⁢a)−F4⁢(a)=−s5⁢exp⁡(−s⁢ξ)5!⁢a⁢(a−a−)2⁢(a−a+)2≤0,

for some ξ in the interval containing 0,a,a−,a+. At the touching points equality holds by construction. Thus exp⁡(−s⁢a)≤F4⁢(a) for every a≥0 and s≥0.

We will also need three coefficient inequalities. First, applying the cubic remainder to H at 0 gives

1−H⁢(0)=s4⁢exp⁡(−s⁢ξ0)4!⁢a−2⁢a+2≥0,

so D4≥0. The numerator in eq. 4.74 was shown to be nonnegative. Applying this with x=s⁢d≥0, the cubic coefficient satisfies

h3=−E−d3⁢(x−2+(x+2)⁢exp⁡(−x))≤0.

Therefore

C4≥10⁢‖w‾‖22⁢D4. (A.5)

Finally, subtract the endpoint derivatives of the cubic:

H′⁢(a+)−H′⁢(a−)=d⁢(2⁢h2+15⁢‖w‾‖22⁢h3)=s⁢(E−−E+).

Substituting eq. A.4 gives

−2⁢B4+15⁢‖w‾‖22⁢C4−85⁢‖w‾‖24⁢D4=−s⁢(E−−E+)d≤0. (A.6)

Each inequality holds throughout s≥0, including s=0 when F4 is identically 1.

The binomial moment correction is nonpositive.

Substitution of the exact moments gives

𝔼[F4⁢(Xi2)]=1−A4⁢m1+B4⁢m2−C4⁢m3+D4⁢m4+Δ,

where

Δ= (−B44+15⁢C4⁢‖w‾‖228−105⁢D4⁢‖w‾‖248)⁢‖w‾‖44
+(7⁢D4⁢‖w‾‖22−C42)⁢‖w‾‖66
+D4⁢(35⁢‖w‾‖4816−17⁢‖w‾‖888).

The coefficient inequalities proved above imply

−B44+15⁢C4⁢‖w‾‖228−105⁢D4⁢‖w‾‖248 ≤−52⁢D4⁢‖w‾‖24,
7⁢D4⁢‖w‾‖22−C42 ≤2⁢D4⁢‖w‾‖22.

Hence

Δ≤D4( −52⁢‖w‾‖24⁢‖w‾‖44+2⁢‖w‾‖22⁢‖w‾‖66
+3516‖w‾‖48−178‖w‾‖88).

We use two inequalities between the coefficient sums. Term by term,

‖w‾‖24⁢wj4+wj8−2⁢‖w‾‖22⁢wj6=wj4⁢(‖w‾‖22−wj2)2≥0,

and consequently 2⁢‖w‾‖22⁢‖w‾‖66≤‖w‾‖24⁢‖w‾‖44+‖w‾‖88. Also the weights pj=wj2/‖w‾‖22 sum to 1. Jensen’s inequality for the cube function on nonnegative inputs gives

‖w‾‖88‖w‾‖22=∑jpj⁢(wj2)3≥(∑jpj⁢wj2)3=(‖w‾‖44‖w‾‖22)3.

Thus ‖w‾‖88≥‖w‾‖412/‖w‾‖24. Since D4≥0, these two inequalities preserve the upper-bound direction. Writing ρ=‖w‾‖44/‖w‾‖24, we obtain

Δ ≤D4⁢(−32⁢‖w‾‖24⁢‖w‾‖44+3516⁢‖w‾‖48−98⁢‖w‾‖88)
≤D4⁢‖w‾‖24⁢‖w‾‖44⁢(−32+35⁢ρ16−9⁢ρ28)
=−D4⁢‖w‾‖24⁢‖w‾‖44⁢(98⁢(ρ−3536)2+5031152)≤0.

This proves the comparison with the moment terms depending only on ‖w‾‖2, uniformly in w‾ and throughout s≥0.

The expectation bound and its numerical consequence.

Since F4⁢(0)=1 and F4⁢(a±)=exp⁡(−s⁢a±), eq. A.2 now yields

𝔼[exp⁡(−s⁢Xi2)]≤𝔼[F4⁢(Xi2)]≤L⁢(t),L⁢(t):=815+7+2⁢1030⁢exp⁡(−5−102⁢t)+7−2⁢1030⁢exp⁡(−5+102⁢t). (A.7)

This holds for every t≥0. The moment matching minimizes the expression 1−A4⁢m1+B4⁢m2−C4⁢m3+D4⁢m4 among degree-4 polynomial upper bounds. The separate argument for Δ≤0 is what permits its use for the actual binomial variables.

Substituting eq. A.7 into eq. 4.69, and using b≤‖w‾‖2, bounds the small-coordinate probability by

Φ⁢(t):=exp⁡(16⁢t)⁢L⁢(t)256.

We minimize this expression including its exponential prefactor. Put u=(5−10)/2 and v=(5+10)/2, so L⁢(t)=λ0+λ−⁢exp⁡(−u⁢t)+λ+⁢exp⁡(−v⁢t). Since L⁢(t)>0, the sign of Φ′⁢(t) is the sign of

G⁢(t)=L⁢(t)+16⁢L′⁢(t)=λ0+λ−⁢(1−16⁢u)⁢exp⁡(−u⁢t)+λ+⁢(1−16⁢v)⁢exp⁡(−v⁢t).

Both u,v>1/16, so

G′⁢(t)=λ−⁢u⁢(16⁢u−1)⁢exp⁡(−u⁢t)+λ+⁢v⁢(16⁢v−1)⁢exp⁡(−v⁢t)>0.

Moreover G⁢(0)=1−16/2=−7 and limt→∞G⁢(t)=8/15>0. Thus G has exactly one zero, which is the unique global minimum of Φ on the nonnegative axis. Numerically,

t∗≈2.649584348025418,log2⁡Φ⁢(t∗)≈−144.987751949687.

The rational choice t=53/20 gives essentially the same value:

log2⁡Φ⁢(53/20)≈−144.987750241968.

For a certified inequality, rational interval bounds for 10 and the exponential give

Φ⁢(53/20)<101200⁢ 2−144<2−144.

The numerical minimum remains slightly above 2−145, and satisfies the target in lemma 4.14.10.