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namespace OAI
universe u1 u2 u3 u4 u5
section
noncomputable section
open NumberField
open scoped BigOperators
noncomputable section
open MeasureTheory
open scoped Topology
noncomputable section
open MeasureTheory
open scoped Topology ENNReal
noncomputable section
open MeasureTheory NumberField
open scoped BigOperators
/- Finite off-diagonal variance. All diagonal terms are identically zero,
not O(1/n): singleton cells may persist forever. -/
noncomputable section
open scoped BigOperators
open MeasureTheory
namespace WeakPinned.Variance
variable {P : Type u1} [Fintype P] [DecidableEq P]
def prob (B : Finset P) (x : P) : ℝ := if x ∈ B then 1 / B.card else 0
def pairProb (B : Finset P) (x y : P) : ℝ :=
if x ∈ B ∧ y ∈ B ∧ x ≠ y then 1 / ((B.card : ℝ) * (B.card - 1)) else 0
/-- Mixed cell probability, including B=P without an undefined outside branch.
The outside column formula is never used when B=P. -/
def mixedProb (B : Finset P) (x y : P) : ℝ :=
if x ∈ B ∧ x ≠ y then
if y ∈ B then 1 / ((Fintype.card P : ℝ) * (B.card - 1))
else 1 / ((Fintype.card P : ℝ) * B.card)
else 0
lemma sum_prob (B : Finset P) (hB : B.Nonempty) : ∑ x, prob B x = 1 := by
classical
rw [show (∑ x, prob B x) = ∑ x ∈ B, 1 / (B.card : ℝ) by simp [prob]]
simp [hB.card_ne_zero]
lemma sum_pairProb (B : Finset P) (hB : 2 ≤ B.card) (x : P) :
∑ y, pairProb B x y = prob B x := by
classical
by_cases hx : x ∈ B
· have hk : (B.card : ℝ) ≠ 0 := by exact_mod_cast (by omega : B.card ≠ 0)
have hk1 : (B.card : ℝ) - 1 ≠ 0 := by
have : (2 : ℝ) ≤ B.card := by exact_mod_cast hB
linarith
have he : ∀ y, pairProb B x y = if y ∈ B.erase x then
1 / ((B.card : ℝ) * (B.card - 1)) else 0 := by
intro y
simp only [pairProb, hx, true_and, Finset.mem_erase, ne_comm (a := y)]
simp only [and_comm]
simp_rw [he]
simp only [Finset.sum_ite_mem, Finset.univ_inter, Finset.sum_const,
nsmul_eq_mul, Finset.card_erase_of_mem hx]
rw [Nat.cast_sub (by omega)]
simp only [Nat.cast_one, prob, hx, reduceIte]
field_simp
· simp [pairProb, prob, hx]
omit [Fintype P] in
lemma pairProb_symm (B : Finset P) (x y : P) : pairProb B x y = pairProb B y x := by
simp only [pairProb, and_left_comm, ne_comm]
omit [Fintype P] in
lemma pairProb_diag (B : Finset P) (x : P) : pairProb B x x = 0 := by
simp [pairProb]
omit [DecidableEq P] in
lemma ambient_card_ge_two (B : Finset P) (hB : 2 ≤ B.card) :
2 ≤ Fintype.card P := hB.trans (Finset.card_le_univ B)
lemma mixedProb_decompose (B : Finset P) (hB : 2 ≤ B.card) (x y : P) :
mixedProb B x y = (B.card : ℝ) / Fintype.card P * pairProb B x y +
prob B x / Fintype.card P * (if y ∈ B then 0 else 1) := by
have hk : (B.card : ℝ) ≠ 0 := by exact_mod_cast (by omega : B.card ≠ 0)
have hn : (Fintype.card P : ℝ) ≠ 0 := by
exact_mod_cast (by have := ambient_card_ge_two B hB; omega : Fintype.card P ≠ 0)
have hk1 : (B.card : ℝ) - 1 ≠ 0 := by
have : (2 : ℝ) ≤ B.card := by exact_mod_cast hB
linarith
by_cases hx : x ∈ B <;> by_cases hy : y ∈ B <;> by_cases hxy : x = y
all_goals simp_all [mixedProb, pairProb, prob]
all_goals field_simp
lemma sum_mixedProb (B : Finset P) (hB : 2 ≤ B.card) (x : P) :
∑ y, mixedProb B x y = prob B x := by
have hn : (Fintype.card P : ℝ) ≠ 0 := by
exact_mod_cast (by have := ambient_card_ge_two B hB; omega : Fintype.card P ≠ 0)
have hout : (∑ y : P, (if y ∈ B then (0 : ℝ) else 1)) =
Fintype.card P - (B.card : ℝ) := by
have he : ∀ y : P, (if y ∈ B then (0 : ℝ) else 1) =
if y ∈ Bᶜ then 1 else 0 := by intro y; simp
simp_rw [he]
simp only [Finset.sum_ite_mem, Finset.univ_inter, Finset.sum_const,
nsmul_eq_mul, mul_one, Finset.card_compl,
Nat.cast_sub (Finset.card_le_univ B)]
simp_rw [mixedProb_decompose B hB, Finset.sum_add_distrib,
← Finset.mul_sum, sum_pairProb B hB, hout]
field_simp
ring
lemma sum_mixedProb_left (B : Finset P) (hB : 2 ≤ B.card) (y : P) :
∑ x, mixedProb B x y = 1 / Fintype.card P := by
have hk : (B.card : ℝ) ≠ 0 := by exact_mod_cast (by omega : B.card ≠ 0)
have hne : B.Nonempty := Finset.card_pos.mp (by omega)
simp_rw [mixedProb_decompose B hB, Finset.sum_add_distrib,
← Finset.mul_sum, pairProb_symm B _ y, sum_pairProb B hB,
← Finset.sum_mul, ← Finset.sum_div, sum_prob B hne]
by_cases hy : y ∈ B <;> simp [prob, hy]
field_simp
lemma mixedProb_diag (B : Finset P) (x : P) : mixedProb B x x = 0 := by
simp [mixedProb]
def signedPair (B : Finset P) (x y : P) : ℝ :=
pairProb B x y - 2 * mixedProb B x y + pairProb Finset.univ x y
lemma signedPair_diag (B : Finset P) (x : P) : signedPair B x x = 0 := by
simp [signedPair, pairProb_diag, mixedProb_diag]
lemma signedPair_row (B : Finset P) (hB : 2 ≤ B.card) (x : P) :
(∑ y, signedPair B x y) = 1 / Fintype.card P - prob B x := by
have hP : 2 ≤ (Finset.univ : Finset P).card := ambient_card_ge_two B hB
simp_rw [signedPair, Finset.sum_add_distrib, Finset.sum_sub_distrib,
← Finset.mul_sum, sum_pairProb B hB, sum_mixedProb B hB,
sum_pairProb Finset.univ hP]
simp only [prob, Finset.mem_univ, reduceIte, Finset.card_univ]
ring
lemma signedPair_col (B : Finset P) (hB : 2 ≤ B.card) (y : P) :
(∑ x, signedPair B x y) = prob B y - 1 / Fintype.card P := by
have hP : 2 ≤ (Finset.univ : Finset P).card := ambient_card_ge_two B hB
simp_rw [signedPair, Finset.sum_add_distrib, Finset.sum_sub_distrib,
← Finset.mul_sum, sum_mixedProb_left B hB, pairProb_symm B _ y,
pairProb_symm Finset.univ _ y, sum_pairProb B hB,
sum_pairProb Finset.univ hP]
simp only [prob, Finset.mem_univ, reduceIte, Finset.card_univ]
ring
/-- Exact cancellation against every additive off-diagonal overlap kernel.
Only the sum of the two marginals is constrained. -/
lemma additive_cancel (H L : P → P → ℝ) (b : ℝ) (S : P → ℝ)
(hdiag : ∀ x, H x x = 0)
(hmass : (∑ x, ∑ y, H x y) = 0)
(hmarg : ∀ x, (∑ y, H x y) + ∑ y, H y x = 0)
(hL : ∀ x y, x ≠ y → L x y = b + S x + S y) :
(∑ x, ∑ y, H x y * L x y) = 0 := by
have hterm (x y : P) : H x y * L x y = H x y * (b + S x + S y) := by
by_cases h : x = y
· subst y; simp [hdiag]
· rw [hL x y h]
simp_rw [hterm, mul_add, Finset.sum_add_distrib]
have hb : (∑ x, ∑ y, H x y * b) = (∑ x, ∑ y, H x y) * b := by
simp_rw [Finset.sum_mul]
rw [hb, hmass, zero_mul, zero_add]
have h₁ : (∑ x, ∑ y, H x y * S x) = ∑ x, (∑ y, H x y) * S x := by
simp_rw [Finset.sum_mul]
have h₂ : (∑ x, ∑ y, H x y * S y) = ∑ x, (∑ y, H y x) * S x := by
rw [Finset.sum_comm]
simp_rw [Finset.sum_mul]
rw [h₁, h₂, ← Finset.sum_add_distrib]
apply Finset.sum_eq_zero
intro x _
rw [← add_mul, hmarg, zero_mul]
lemma variance_cancel (B : Finset P) (hB : 2 ≤ B.card)
(L : P → P → ℝ) (b : ℝ) (S : P → ℝ)
(hL : ∀ x y, x ≠ y → L x y = b + S x + S y) :
(∑ x, ∑ y, signedPair B x y * L x y) = 0 := by
apply additive_cancel _ _ b S (signedPair_diag B) _ _ hL
· simp_rw [signedPair_row B hB, Finset.sum_sub_distrib]
have hn : (Fintype.card P : ℝ) ≠ 0 := by
exact_mod_cast (by have := ambient_card_ge_two B hB; omega : Fintype.card P ≠ 0)
rw [sum_prob B (Finset.card_pos.mp (by omega))]
simp [hn]
· intro x
rw [signedPair_row B hB, signedPair_col B hB]
ring
/-- Exact cell probabilities, with the diagonal excluded. -/
def pairCell (B C : Finset P) : ℝ := ∑ x ∈ C, ∑ y ∈ C, pairProb B x y
def mixedCell (B C : Finset P) : ℝ := ∑ x ∈ C, ∑ y ∈ C, mixedProb B x y
def cellProb (B C : Finset P) : ℝ := ((B ∩ C).card : ℝ) / B.card
omit [Fintype P] in
lemma sum_prob_cell (B C : Finset P) : ∑ x ∈ C, prob B x = cellProb B C := by
simp only [prob, Finset.sum_ite_mem, Finset.sum_const, nsmul_eq_mul, mul_one_div,
cellProb, Finset.inter_comm]
omit [Fintype P] in
lemma pairCell_formula (B C : Finset P) :
pairCell B C = ((B ∩ C).card : ℝ) * ((B ∩ C).card - 1) /
((B.card : ℝ) * (B.card - 1)) := by
classical
unfold pairCell pairProb
rw [← Finset.sum_product C C (fun xy : P × P =>
if xy.1 ∈ B ∧ xy.2 ∈ B ∧ xy.1 ≠ xy.2 then
1 / ((B.card : ℝ) * (B.card - 1)) else 0), ← Finset.sum_filter]
have hf : (C ×ˢ C).filter (fun xy => xy.1 ∈ B ∧ xy.2 ∈ B ∧ xy.1 ≠ xy.2) =
(B ∩ C).offDiag := by
ext ⟨x,y⟩
simp only [Finset.mem_filter, Finset.mem_product, Finset.mem_offDiag, Finset.mem_inter]
tauto
rw [hf, Finset.sum_const, nsmul_eq_mul, Finset.offDiag_card, ← Nat.mul_sub_one]
by_cases hb : (B ∩ C).card = 0
· simp [hb]
· rw [Nat.cast_mul, Nat.cast_sub (by omega), Nat.cast_one]
ring
omit [Fintype P] in
lemma sum_outside_cell (B C : Finset P) :
(∑ y ∈ C, if y ∈ B then (0 : ℝ) else 1) =
(C.card : ℝ) - (B ∩ C).card := by
have he : ∀ y, (if y ∈ B then (0 : ℝ) else 1) =
if y ∉ B then 1 else 0 := by intro y; split_ifs <;> rfl
simp_rw [he]
rw [← Finset.sum_filter]
rw [show C.filter (fun y => y ∉ B) = C \ B by ext y; simp]
simp only [Finset.sum_const, nsmul_eq_mul, mul_one, Finset.card_sdiff,
Nat.cast_sub (Finset.card_le_card Finset.inter_subset_right)]
lemma mixedCell_formula (B C : Finset P) (hB : 2 ≤ B.card) :
mixedCell B C = (B.card : ℝ) / Fintype.card P * pairCell B C +
cellProb B C / Fintype.card P * ((C.card : ℝ) - (B ∩ C).card) := by
unfold mixedCell
simp_rw [mixedProb_decompose B hB, Finset.sum_add_distrib, ← Finset.mul_sum,
sum_outside_cell B C, ← Finset.sum_mul, ← Finset.sum_div, sum_prob_cell B C]
rfl
omit [Fintype P] in
lemma cellProb_nonneg (B C : Finset P) : 0 ≤ cellProb B C := by
unfold cellProb
positivity
omit [Fintype P] in
lemma cellProb_le_one (B C : Finset P) : cellProb B C ≤ 1 := by
unfold cellProb
apply div_le_one_of_le₀
· exact_mod_cast Finset.card_le_card (Finset.inter_subset_left (s₂ := C))
· positivity
omit [Fintype P] in
lemma pairCell_nonneg (B C : Finset P) : 0 ≤ pairCell B C := by
unfold pairCell pairProb
apply Finset.sum_nonneg
intro x _
apply Finset.sum_nonneg
intro y _
split_ifs with h
· have : 2 ≤ B.card := Finset.one_lt_card.mpr ⟨x,h.1,y,h.2.1,h.2.2⟩
have : (2 : ℝ) ≤ B.card := by exact_mod_cast this
have : 0 ≤ (B.card : ℝ) - 1 := by linarith
positivity
· rfl
private lemma pair_fraction (k b : ℝ) (hk : k ≠ 0) (hk1 : k - 1 ≠ 0) :
b * (b-1) / (k*(k-1)) = (b/k)^2 - (b/k)*(1-b/k)/(k-1) := by
field_simp
ring
omit [Fintype P] in
lemma pairCell_centered (B C : Finset P) (hB : 2 ≤ B.card) :
pairCell B C = (cellProb B C)^2 - cellProb B C * (1-cellProb B C) /
((B.card : ℝ) - 1) := by
have hk : (B.card : ℝ) ≠ 0 := by exact_mod_cast (by omega : B.card ≠ 0)
have hk1 : (B.card : ℝ) - 1 ≠ 0 := by
have : (2 : ℝ) ≤ B.card := by exact_mod_cast hB
linarith
rw [pairCell_formula, cellProb, pair_fraction _ _ hk hk1]
lemma mixedCell_centered (B C : Finset P) (hB : 2 ≤ B.card) :
mixedCell B C = cellProb Finset.univ C * cellProb B C -
(B.card : ℝ) / Fintype.card P *
(cellProb B C * (1-cellProb B C) / ((B.card : ℝ)-1)) := by
have hk : (B.card : ℝ) ≠ 0 := by exact_mod_cast (by omega : B.card ≠ 0)
rw [mixedCell_formula B C hB, pairCell_centered B C hB]
simp only [cellProb, Finset.univ_inter, Finset.card_univ]
field_simp
ring
lemma mixedCell_le_product (B C : Finset P) (hB : 2 ≤ B.card) :
mixedCell B C ≤ cellProb Finset.univ C * cellProb B C := by
rw [mixedCell_centered B C hB]
have hp := cellProb_nonneg B C
have hp1 := cellProb_le_one B C
have hk : (2 : ℝ) ≤ B.card := by exact_mod_cast hB
have hk0 : 0 ≤ (B.card : ℝ) - 1 := by linarith
have hp10 : 0 ≤ 1-cellProb B C := sub_nonneg.mpr hp1
have hh : 0 ≤ (B.card : ℝ) / Fintype.card P *
(cellProb B C * (1-cellProb B C) / ((B.card : ℝ)-1)) := by positivity
linarith
lemma signedCell_formula (B C : Finset P) (hB : 2 ≤ B.card) :
(∑ x ∈ C, ∑ y ∈ C, signedPair B x y) =
(cellProb B C - cellProb Finset.univ C)^2 +
(2 * (B.card : ℝ) / Fintype.card P - 1) *
(cellProb B C * (1-cellProb B C) / ((B.card : ℝ)-1)) -
cellProb Finset.univ C * (1-cellProb Finset.univ C) /
((Fintype.card P : ℝ)-1) := by
have hP : 2 ≤ (Finset.univ : Finset P).card := ambient_card_ge_two B hB
simp_rw [signedPair, Finset.sum_add_distrib, Finset.sum_sub_distrib, ← Finset.mul_sum]
change pairCell B C - 2 * mixedCell B C + pairCell Finset.univ C = _
rw [pairCell_centered B C hB, mixedCell_centered B C hB,
pairCell_centered Finset.univ C hP]
simp only [Finset.card_univ]
ring
private lemma pair_fraction_bounds (n m : ℝ) (hm : 2 ≤ m) (hmn : m ≤ n) :
(1/2) * (m/n)^2 ≤ m*(m-1)/(n*(n-1)) ∧
m*(m-1)/(n*(n-1)) ≤ (m/n)^2 := by
have hn : 0 < n := by linarith
have hn1 : 0 < n-1 := by linarith
have hmn0 : 0 ≤ m/n := div_nonneg (by linarith) hn.le
have hlow : m/(2*n) ≤ (m-1)/(n-1) := by
apply (div_le_div_iff₀ (by positivity) hn1).mpr
nlinarith [mul_nonneg hn.le (show 0 ≤ m-2 by linarith)]
have hupp : (m-1)/(n-1) ≤ m/n := by
apply (div_le_div_iff₀ hn1 hn).mpr
nlinarith
have he : m*(m-1)/(n*(n-1)) = (m/n)*((m-1)/(n-1)) := by
field_simp
rw [he]
constructor
· calc
(1/2) * (m/n)^2 = (m/n)*(m/(2*n)) := by ring
_ ≤ _ := mul_le_mul_of_nonneg_left hlow hmn0
· simpa only [sq] using mul_le_mul_of_nonneg_left hupp hmn0
lemma uniform_pair_comparison (C : Finset P) (hC : 2 ≤ C.card) :
(1/2) * (cellProb Finset.univ C)^2 ≤ pairCell Finset.univ C ∧
pairCell Finset.univ C ≤ (cellProb Finset.univ C)^2 := by
rw [pairCell_formula]
simp only [cellProb, Finset.univ_inter, Finset.card_univ]
apply pair_fraction_bounds
· exact_mod_cast hC
· exact_mod_cast Finset.card_le_univ C
omit [Fintype P] in
lemma fiber_pair_lower (B C : Finset P) (hB : 2 ≤ B.card) :
(1/2) * (if 2 / (B.card : ℝ) ≤ cellProb B C then (cellProb B C)^2 else 0) ≤
pairCell B C := by
split_ifs with hp
· have hk : 0 < (B.card : ℝ) := by exact_mod_cast (by omega : 0 < B.card)
have hb : (2 : ℝ) ≤ (B ∩ C).card :=
(div_le_div_iff_of_pos_right hk).mp hp
rw [pairCell_formula, cellProb]
exact (pair_fraction_bounds _ _ hb
(by exact_mod_cast Finset.card_le_card (Finset.inter_subset_left (s₂ := C)))).1
· simpa only [mul_zero] using pairCell_nonneg B C
omit [Fintype P] in
lemma singleton_pairCell (B C : Finset P) (hC : C.card ≤ 1) : pairCell B C = 0 := by
unfold pairCell
apply Finset.sum_eq_zero
intro x hx
apply Finset.sum_eq_zero
intro y hy
have : x = y := Finset.card_le_one.mp hC x hx y hy
subst y
exact pairProb_diag B x
lemma singleton_mixedCell (B C : Finset P) (hC : C.card ≤ 1) : mixedCell B C = 0 := by
unfold mixedCell
apply Finset.sum_eq_zero
intro x hx
apply Finset.sum_eq_zero
intro y hy
have : x = y := Finset.card_le_one.mp hC x hx y hy
subst y
exact mixedProb_diag B x
omit [Fintype P] in
lemma singleton_fiber_term (B C : Finset P) (hB : 2 ≤ B.card) (hC : C.card ≤ 1) :
(if 2 / (B.card : ℝ) ≤ cellProb B C then (cellProb B C)^2 else 0) = 0 := by
have hk : 0 < (B.card : ℝ) := by exact_mod_cast (by omega : 0 < B.card)
have hi : (B ∩ C).card ≤ 1 := (Finset.card_le_card Finset.inter_subset_right).trans hC
have hiR : ((B ∩ C).card : ℝ) < 2 := by exact_mod_cast (by omega : (B ∩ C).card < 2)
have hp : cellProb B C < 2 / (B.card : ℝ) :=
(div_lt_div_iff_of_pos_right hk).mpr hiR
simp only [not_le.mpr hp, reduceIte]
def signedCell (B C : Finset P) : ℝ := pairCell B C - 2 * mixedCell B C +
pairCell Finset.univ C
lemma signedCell_eq (B C : Finset P) :
signedCell B C = ∑ x ∈ C, ∑ y ∈ C, signedPair B x y := by
simp only [signedCell, pairCell, mixedCell, signedPair,
Finset.sum_add_distrib, Finset.sum_sub_distrib, Finset.mul_sum]
lemma singleton_signedCell (B C : Finset P) (hC : C.card ≤ 1) : signedCell B C = 0 := by
simp [signedCell, singleton_pairCell _ _ hC, singleton_mixedCell _ _ hC]
private lemma correction_bound (p k ε : ℝ) (hp : 0 ≤ p) (hp1 : p ≤ 1)
(hk : 0 < k-1) (he : 1/(k-1) ≤ ε) :
0 ≤ p*(1-p)/(k-1) ∧ p*(1-p)/(k-1) ≤ ε*p := by
have hε : 0 ≤ ε := (by positivity : 0 ≤ 1/(k-1)).trans he
constructor
· exact div_nonneg (mul_nonneg hp (sub_nonneg.mpr hp1)) hk.le
· calc
p*(1-p)/(k-1) ≤ p/(k-1) := by
apply div_le_div_of_nonneg_right _ hk.le
nlinarith [sq_nonneg p]
_ = p * (1/(k-1)) := by ring
_ ≤ p*ε := mul_le_mul_of_nonneg_left he hp
_ = _ := mul_comm _ _
/-- The finite large-cell estimate before converting a to pair mass. -/
lemma signedCell_lower (B C : Finset P) (hB : 2 ≤ B.card) (ε : ℝ)
(hk : 1 / ((B.card : ℝ)-1) ≤ ε)
(hn : 1 / ((Fintype.card P : ℝ)-1) ≤ ε) :
(cellProb B C - cellProb Finset.univ C)^2 -
ε * (cellProb B C + cellProb Finset.univ C) ≤ signedCell B C := by
have hkr : (2 : ℝ) ≤ B.card := by exact_mod_cast hB
have hnr : (2 : ℝ) ≤ Fintype.card P := by exact_mod_cast ambient_card_ge_two B hB
have hp := correction_bound (cellProb B C) (B.card : ℝ) ε
(cellProb_nonneg B C) (cellProb_le_one B C) (by linarith) hk
have ha := correction_bound (cellProb Finset.univ C) (Fintype.card P : ℝ) ε
(cellProb_nonneg _ C) (cellProb_le_one _ C) (by linarith) hn
rw [signedCell_eq, signedCell_formula B C hB]
have hc : 0 ≤ 2 * (B.card : ℝ) / Fintype.card P := by positivity
nlinarith [mul_nonneg hc hp.1]
section Family
variable {I : Type u2} [Fintype I]
variable (w : I → ℝ) (B : I → Finset P)
lemma mean_cell_bound (C : Finset P) (M : ℝ)
(hdom : ∀ x, (∑ i, w i * prob (B i) x) ≤ M * prob Finset.univ x) :
(∑ i, w i * cellProb (B i) C) ≤ M * cellProb Finset.univ C := by
simp_rw [← sum_prob_cell, Finset.mul_sum]
rw [Finset.sum_comm]
exact Finset.sum_le_sum fun x _ => hdom x
lemma family_large_raw (C : Finset P) (M ε : ℝ)
(hw : ∀ i, 0 ≤ w i) (hW : (∑ i, w i) ≤ 1) (hε : 0 ≤ ε)
(hB : ∀ i, 2 ≤ (B i).card)
(hk : ∀ i, 1 / (((B i).card : ℝ)-1) ≤ ε)
(hn : 1 / ((Fintype.card P : ℝ)-1) ≤ ε)
(hmean : (∑ i, w i * cellProb (B i) C) ≤ M * cellProb Finset.univ C) :
(∑ i, w i * (cellProb (B i) C - cellProb Finset.univ C)^2) -
ε*(M+1)*cellProb Finset.univ C ≤ (∑ i, w i * signedCell (B i) C) := by
let a := cellProb Finset.univ C
have ha : 0 ≤ a := cellProb_nonneg _ _
have hc : (∑ i, w i * cellProb (B i) C) + (∑ i, w i)*a ≤ (M+1)*a := by
have := mul_le_mul_of_nonneg_right hW ha
dsimp [a] at *
linarith
calc
_ ≤ (∑ i, w i * (cellProb (B i) C - a)^2) -
ε*((∑ i, w i * cellProb (B i) C)+(∑ i, w i)*a) := by
have := mul_le_mul_of_nonneg_left hc hε
dsimp [a] at *
nlinarith
_ = ∑ i, w i * ((cellProb (B i) C - a)^2 - ε*(cellProb (B i) C+a)) := by
simp only [mul_add, Finset.mul_sum, Finset.sum_mul]
rw [sub_add_eq_sub_sub, ← Finset.sum_sub_distrib, ← Finset.sum_sub_distrib]
apply Finset.sum_congr rfl
intro i _
ring
_ ≤ _ := Finset.sum_le_sum fun i _ => mul_le_mul_of_nonneg_left
(signedCell_lower (B i) C (hB i) ε (hk i) hn) (hw i)
lemma family_large (C : Finset P) (M ε τ : ℝ)
(hw : ∀ i, 0 ≤ w i) (hW : (∑ i, w i) ≤ 1) (hM : 0 ≤ M) (hε : 0 ≤ ε)
(hτ : 0 < τ) (hC : 2 ≤ C.card) (ha : τ ≤ cellProb Finset.univ C)
(hB : ∀ i, 2 ≤ (B i).card)
(hk : ∀ i, 1 / (((B i).card : ℝ)-1) ≤ ε)
(hn : 1 / ((Fintype.card P : ℝ)-1) ≤ ε)
(hmean : (∑ i, w i * cellProb (B i) C) ≤ M * cellProb Finset.univ C) :
(∑ i, w i * (cellProb (B i) C - cellProb Finset.univ C)^2) -
(2*ε*(M+1)/τ)*pairCell Finset.univ C ≤ (∑ i, w i * signedCell (B i) C) := by
have hcomp := (uniform_pair_comparison C hC).1
have ha0 := cellProb_nonneg (Finset.univ : Finset P) C
have hmass : cellProb Finset.univ C ≤ 2*pairCell Finset.univ C/τ := by
apply (le_div_iff₀ hτ).mpr
nlinarith [mul_le_mul_of_nonneg_right ha ha0]
have herr := mul_le_mul_of_nonneg_left hmass (show 0 ≤ ε*(M+1) by positivity)
have h := family_large_raw w B C M ε hw hW hε hB hk hn hmean
have he : ε*(M+1)*(2*pairCell Finset.univ C/τ) =
(2*ε*(M+1)/τ)*pairCell Finset.univ C := by ring
rw [he] at herr
linarith
lemma family_small (C : Finset P) (M : ℝ)
(hw : ∀ i, 0 ≤ w i) (hM : 0 ≤ M) (hC : 2 ≤ C.card)
(hB : ∀ i, 2 ≤ (B i).card)
(hmean : (∑ i, w i * cellProb (B i) C) ≤ M * cellProb Finset.univ C) :
(1/2) * (∑ i, w i * (if 2 / ((B i).card : ℝ) ≤ cellProb (B i) C then
(cellProb (B i) C)^2 else 0)) - 4*M*pairCell Finset.univ C ≤
(∑ i, w i * signedCell (B i) C) := by
let a := cellProb Finset.univ C
have ha0 : 0 ≤ a := cellProb_nonneg _ _
have hp0 := pairCell_nonneg (Finset.univ : Finset P) C
have hc := (uniform_pair_comparison C hC).1
have hterm (i : I) :
(1/2)*(if 2 / ((B i).card : ℝ) ≤ cellProb (B i) C then
(cellProb (B i) C)^2 else 0) - 2*a*cellProb (B i) C ≤ signedCell (B i) C := by
have h₁ := fiber_pair_lower (B i) C (hB i)
have h₂ := mixedCell_le_product (B i) C (hB i)
dsimp [signedCell, a] at *
linarith
have hs := Finset.sum_le_sum (s := Finset.univ) (fun i _ =>
mul_le_mul_of_nonneg_left (hterm i) (hw i))
have he : (∑ i, w i * ((1/2)*(if 2 / ((B i).card : ℝ) ≤ cellProb (B i) C then
(cellProb (B i) C)^2 else 0) - 2*a*cellProb (B i) C)) =
(1/2)*(∑ i, w i * (if 2 / ((B i).card : ℝ) ≤ cellProb (B i) C then
(cellProb (B i) C)^2 else 0)) - 2*a*(∑ i, w i * cellProb (B i) C) := by
rw [Finset.mul_sum, Finset.mul_sum, ← Finset.sum_sub_distrib]
apply Finset.sum_congr rfl
intro i _
ring
rw [he] at hs
have hmean' := mul_le_mul_of_nonneg_left hmean (show 0 ≤ 2*a by positivity)
have hcomp := mul_le_mul_of_nonneg_left hc (show 0 ≤ 4*M by positivity)
dsimp [a] at *
nlinarith
end Family
/-- Zero pair overlap is precisely an empty or singleton occurrence. -/
lemma zero_uniform_pair_iff (C : Finset P) :
pairCell Finset.univ C = 0 ↔ C.card ≤ 1 := by
refine ⟨?_, singleton_pairCell _ _⟩
intro h
by_contra! hc
have hc2 : 2 ≤ C.card := hc
have hn : 0 < (Fintype.card P : ℝ) := by
exact_mod_cast (show 0 < Fintype.card P by have := Finset.card_le_univ C; omega)
have hm : 0 < (C.card : ℝ) := by exact_mod_cast (by omega : 0 < C.card)
have ha : 0 < cellProb Finset.univ C := by
simpa only [cellProb, Finset.univ_inter, Finset.card_univ] using div_pos hm hn
have hh := (uniform_pair_comparison C hc2).1
rw [h] at hh
have : 0 < (1/2 : ℝ)*(cellProb Finset.univ C)^2 := by positivity
linarith
section CellIntegral
variable {Ω : Type u3} [MeasurableSpace Ω]
-- A finite set of vertex labels is discrete. No condition is imposed on the
-- underlying cell-occurrence measure, which may have infinite singleton tails.
local instance : MeasurableSpace (Finset P) := ⊤
local instance : DiscreteMeasurableSpace (Finset P) := ⟨fun _ => trivial⟩
private lemma finite_weighted_bound {T : Type u4} [Fintype T]
(f q : T → ℝ) (hq : ∀ t, 0 ≤ q t) (hf : ∀ t, q t = 0 → f t = 0) :
∃ K : ℝ, ∀ t, |f t| ≤ K*q t := by
classical
refine ⟨∑ t, |f t / q t|, ?_⟩
intro t
by_cases ht : q t = 0
· simp [ht, hf t ht]
· calc
|f t| = |f t / q t| * q t := by
rw [abs_div, abs_of_nonneg (hq t), div_mul_cancel₀ _ ht]
_ ≤ _ := mul_le_mul_of_nonneg_right
(Finset.single_le_sum (s := Finset.univ) (f := fun t => |f t / q t|)
(fun _ _ => abs_nonneg _) (Finset.mem_univ t)) (hq t)
/-- The only integrability input needed for any fixed finite cell function
vanishing on singletons is integrability of the off-diagonal pair mass. -/
lemma integrable_cell_function (C : Ω → Finset P) (μ : Measure Ω)
(hC : Measurable C) (hq : Integrable (fun ω => pairCell Finset.univ (C ω)) μ)
(f : Finset P → ℝ) (hf : ∀ D, D.card ≤ 1 → f D = 0) :
Integrable (fun ω => f (C ω)) μ := by
obtain ⟨K,hK⟩ := finite_weighted_bound f (pairCell Finset.univ)
(pairCell_nonneg _) (fun D hd => hf D ((zero_uniform_pair_iff D).mp hd))
apply (hq.const_mul K).mono' ((measurable_of_finite f).comp hC).aestronglyMeasurable
exact Filter.Eventually.of_forall fun ω => by simpa only [Real.norm_eq_abs, Function.comp_apply] using hK (C ω)
def offDiagonalCell (C : Finset P) (x y : P) : ℝ :=
if x ≠ y ∧ x ∈ C ∧ y ∈ C then 1 else 0
omit [Fintype P] in
lemma offDiagonalCell_singleton (C : Finset P) (x y : P) (hC : C.card ≤ 1) :
offDiagonalCell C x y = 0 := by
unfold offDiagonalCell
split_ifs with h
· exact False.elim (h.1 (Finset.card_le_one.mp hC x h.2.1 y h.2.2))
· rfl
def overlap (C : Ω → Finset P) (μ : Measure Ω) (x y : P) : ℝ :=
∫ ω, offDiagonalCell (C ω) x y ∂μ
lemma cell_sum_eq (H : P → P → ℝ) (hdiag : ∀ x, H x x = 0) (C : Finset P) :
(∑ x ∈ C, ∑ y ∈ C, H x y) = ∑ x, ∑ y, H x y * offDiagonalCell C x y := by
have he (x y : P) : H x y * offDiagonalCell C x y =
if x ∈ C then if y ∈ C then H x y else 0 else 0 := by
by_cases hx : x ∈ C <;> by_cases hy : y ∈ C <;> by_cases hxy : x = y
all_goals simp_all [offDiagonalCell]
simp_rw [he]
simp
lemma integral_signedCell (C : Ω → Finset P) (μ : Measure Ω)
(hC : Measurable C) (hq : Integrable (fun ω => pairCell Finset.univ (C ω)) μ)
(B : Finset P) :
(∫ ω, signedCell B (C ω) ∂μ) = ∑ x, ∑ y, signedPair B x y * overlap C μ x y := by
have hi (x y : P) : Integrable (fun ω => signedPair B x y * offDiagonalCell (C ω) x y) μ :=
(integrable_cell_function C μ hC hq (fun D => offDiagonalCell D x y)
(fun D hD => offDiagonalCell_singleton D x y hD)).const_mul _
calc
_ = ∫ ω, ∑ x, ∑ y, signedPair B x y * offDiagonalCell (C ω) x y ∂μ := by
apply integral_congr_ae
exact Filter.Eventually.of_forall fun ω => by
change signedCell B (C ω) = _
rw [signedCell_eq, cell_sum_eq _ (signedPair_diag B)]
_ = ∑ x, ∑ y, ∫ ω, signedPair B x y * offDiagonalCell (C ω) x y ∂μ := by
rw [integral_finsetSum _ (fun x _ => integrable_finsetSum _ (fun y _ => hi x y))]
apply Finset.sum_congr rfl
intro x _
exact integral_finsetSum _ (fun y _ => hi x y)
_ = _ := by simp only [overlap, integral_const_mul]
lemma integrated_cancel (C : Ω → Finset P) (μ : Measure Ω)
(hC : Measurable C) (hq : Integrable (fun ω => pairCell Finset.univ (C ω)) μ)
(b : ℝ) (S : P → ℝ)
(hL : ∀ x y, x ≠ y → overlap C μ x y = b + S x + S y)
(B : Finset P) (hB : 2 ≤ B.card) :
(∫ ω, signedCell B (C ω) ∂μ) = 0 := by
rw [integral_signedCell C μ hC hq]
exact variance_cancel B hB _ b S hL
section Quantitative
variable {I : Type u5} [Fintype I]
def varianceCell (w : I → ℝ) (B : I → Finset P) (T : ℝ) (D : Finset P) : ℝ :=
if T < D.card then
∑ i, w i * (cellProb (B i) D - cellProb Finset.univ D)^2
else (1/2) * ∑ i, w i *
(if 2 / ((B i).card : ℝ) ≤ cellProb (B i) D then (cellProb (B i) D)^2 else 0)
lemma varianceCell_singleton (w : I → ℝ) (B : I → Finset P) (T : ℝ)
(hT : 1 ≤ T) (hB : ∀ i, 2 ≤ (B i).card) (D : Finset P) (hD : D.card ≤ 1) :
varianceCell w B T D = 0 := by
have hd : (D.card : ℝ) ≤ T := (by exact_mod_cast hD : (D.card : ℝ) ≤ 1).trans hT
simp [varianceCell, not_lt.mpr hd, singleton_fiber_term _ _ (hB _) hD]
lemma varianceCell_bound (w : I → ℝ) (B : I → Finset P) (T M ε τ : ℝ)
(hw : ∀ i, 0 ≤ w i) (hW : (∑ i, w i) ≤ 1)
(hT : 1 ≤ T) (hM : 0 ≤ M) (hε : 0 ≤ ε) (hτ : 0 < τ)
(hscale : τ * Fintype.card P ≤ T)
(hB : ∀ i, 2 ≤ (B i).card)
(hk : ∀ i, 1 / (((B i).card : ℝ)-1) ≤ ε)
(hn : 1 / ((Fintype.card P : ℝ)-1) ≤ ε)
(hdom : ∀ x, (∑ i, w i * prob (B i) x) ≤ M * prob Finset.univ x)
(D : Finset P) :
varianceCell w B T D ≤ (∑ i, w i * signedCell (B i) D) +
(2*ε*(M+1)/τ)*pairCell Finset.univ D +
4*M*(if (D.card : ℝ) ≤ T then pairCell Finset.univ D else 0) := by
have hmean := mean_cell_bound w B D M hdom
have herr : 0 ≤ (2*ε*(M+1)/τ)*pairCell Finset.univ D := by
exact mul_nonneg (div_nonneg (mul_nonneg (mul_nonneg (by norm_num) hε)
(by linarith)) hτ.le) (pairCell_nonneg _ _)
by_cases hD : T < (D.card : ℝ)
· have hd2 : 2 ≤ D.card := by
have : (1 : ℝ) < D.card := hT.trans_lt hD
exact_mod_cast (show 1 < D.card by exact_mod_cast this)
have hnp : 0 < (Fintype.card P : ℝ) := by
exact_mod_cast (show 0 < Fintype.card P by have := Finset.card_le_univ D; omega)
have ha : τ ≤ cellProb Finset.univ D := by
simp only [cellProb, Finset.univ_inter, Finset.card_univ]
exact (le_div_iff₀ hnp).mpr (hscale.trans hD.le)
have hh := family_large w B D M ε τ hw hW hM hε hτ hd2 ha hB hk hn hmean
simp only [varianceCell, hD, reduceIte, not_le.mpr hD, mul_zero, add_zero]
linarith
· simp only [varianceCell, hD, reduceIte, not_lt.mp hD]
by_cases hd2 : 2 ≤ D.card
· have hh := family_small w B D M hw hM hd2 hB hmean
linarith
· have hd1 : D.card ≤ 1 := by omega
simp [singleton_fiber_term _ _ (hB _) hd1, singleton_signedCell _ _ hd1,
singleton_pairCell _ _ hd1]
/-- The integrated off-diagonal variance estimate before specializing the
threshold and denominator errors to powers of n. The pair overlap may
have infinite singleton tails; no diagonal integral is used. -/
theorem integrated_variance (C : Ω → Finset P) (μ : Measure Ω)
(hC : Measurable C) (hq : Integrable (fun ω => pairCell Finset.univ (C ω)) μ)
(b : ℝ) (S : P → ℝ)
(hL : ∀ x y, x ≠ y → overlap C μ x y = b + S x + S y)
(w : I → ℝ) (B : I → Finset P) (T M ε τ : ℝ)
(hw : ∀ i, 0 ≤ w i) (hW : (∑ i, w i) ≤ 1)
(hT : 1 ≤ T) (hM : 0 ≤ M) (hε : 0 ≤ ε) (hτ : 0 < τ)
(hscale : τ * Fintype.card P ≤ T)
(hB : ∀ i, 2 ≤ (B i).card)
(hk : ∀ i, 1 / (((B i).card : ℝ)-1) ≤ ε)
(hn : 1 / ((Fintype.card P : ℝ)-1) ≤ ε)
(hdom : ∀ x, (∑ i, w i * prob (B i) x) ≤ M * prob Finset.univ x) :
(∫ ω, varianceCell w B T (C ω) ∂μ) ≤
(2*ε*(M+1)/τ)*(∫ ω, pairCell Finset.univ (C ω) ∂μ) +
4*M*(∫ ω, if ((C ω).card : ℝ) ≤ T then pairCell Finset.univ (C ω) else 0 ∂μ) := by
have hv : Integrable (fun ω => varianceCell w B T (C ω)) μ :=
integrable_cell_function C μ hC hq _ (varianceCell_singleton w B T hT hB)
have hs (i : I) : Integrable (fun ω => signedCell (B i) (C ω)) μ :=
integrable_cell_function C μ hC hq _ (singleton_signedCell _)
have hsmall : Integrable (fun ω =>
if ((C ω).card : ℝ) ≤ T then pairCell Finset.univ (C ω) else 0) μ := by
apply integrable_cell_function C μ hC hq
(fun D => if (D.card : ℝ) ≤ T then pairCell Finset.univ D else 0)
intro D hD
simp [singleton_pairCell _ _ hD]
have hsum : Integrable (fun ω => ∑ i, w i * signedCell (B i) (C ω)) μ :=
integrable_finsetSum _ fun i _ => (hs i).const_mul _
have hzero : (∫ ω, ∑ i, w i * signedCell (B i) (C ω) ∂μ) = 0 := by
rw [integral_finsetSum _ fun i _ => (hs i).const_mul _]
simp only [integral_const_mul,
integrated_cancel C μ hC hq b S hL _ (hB _), mul_zero, Finset.sum_const_zero]
have hh := integral_mono hv
((hsum.add (hq.const_mul _)).add (hsmall.const_mul _))
(fun ω => varianceCell_bound w B T M ε τ hw hW hT hM hε hτ hscale hB hk hn hdom (C ω))
simp only [Pi.add_apply] at hh
have h₁ := integral_add (hsum.add (hq.const_mul (2*ε*(M+1)/τ))) (hsmall.const_mul (4*M))
have h₂ := integral_add hsum (hq.const_mul (2*ε*(M+1)/τ))
simp only [Pi.add_apply] at h₁ h₂
rw [h₁, h₂, hzero, zero_add, integral_const_mul, integral_const_mul] at hh
exact hh
end Quantitative
end CellIntegral
end WeakPinned.Variance
end
end
end
end
end
end
end OAI
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