This question is in the spirit of "I think I'm doing something dumb / obviously wrong -- help me see why" but it's maybe too niche for this thread. (Answers that redirect me to a better place to ask are welcome.)
I recently read Paul Christiano, Eric Neyman and Mark Xu's "Formalizing the presumption of independence" (https://arxiv.org/pdf/2211.06738.pdf). My understanding is that they aim to formalise some types of reasonable (but defeasible) “hand-waving” in otherwise formal proofs, in a way that maintains the underlying deductive structure of a formal pro...
I thought it dealt with these ok -- could you be more specific?
It's linear because it's an expectation. It is under-specified in that it needs us to assume or prove the marginal distributions for the Xi and I guess that's problematic if an algorithm for doing that is a big part of what the authors are looking for. But if we do have marginal distributions for each Xi, then E(X2i),E(X′2i),E(X′2i|π′) are well-defined and ~E(∑ni=1X2i|π)=∑ni=1E(X′2i|π′).