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mathlib-statistics-survey

This is a retrospective survey of probability and statistics in Mathlib. The core idea of this repository is reverse engineering. Given a current Lean file, can we write a design document to understand its design process?

Each document asks:

  • What are the core mathematical theorems or structures that the file is trying to establish?
  • What definitions did the authors need?
  • Where is each assumption used?
  • What are the possible connections between this file and other files?

Project aims

  1. Building Learning Group for statistician. The goal is to make statisticians capable of reviewing Lean output by understanding its exact language and grammar. To engage one file specifically, we structure the markdown file in exact lean file in Mathlib. For general grammar, also feel free to add your understanding to HOW-TO-READ-LEAN-FILE.md

  2. maintain good census between Mathlib and Statlib: understand the gaps; improve Mathlib; propose next steps to build for statistcian. While checking the mathlib, Small, direct pull requests that we could contribute to Mathlib, either by cleaning up the code or by proposing a more general solution. For example, A PR was made after writing the EXAMPLE.md. We'd also like to assess the gap between what's currently in Mathlib and the API our research requires. At the moment, we're using Foundations of Modern Probability as our reference for the probabilistic and statistical background, so it serves as the reference for comparison with Mathlib.

  3. Learn to write design documents. Write a Markdown design document for every Lean file related to statistics or probability. Invariance.md provides one example for Mathlib.Probability.Kernel.Invariance.

Using AI

We understand people have different opinions of AI. Feel free to use AI effectively, but remember that the goal of contributing to this project is to make things readable and clear for human to engage with the materials.

For some resources, you can use Lean skills such as lean4-skills and Lean skills. ChatGPT is also good at explaining and searching.

Make a PR

One PR is expected to be a survey over one single LEAN file.

An example can be found here in EXAMPLE.md against the file Invariance.lean

A template can be found in TEMPLATE.md. - This is very initial, and we could make a better agreed template - comments are welcome!

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A structured survey of probability/statistics in Mathlib

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