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import OAI.Probability.LogConcave.JetEstimates.ReindexedMatrix
namespace OAI
section
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators ENNReal
lemma spatial_contract_allSplit {S T : Type} [Fintype S] [Fintype T]
[Nonempty S] [Nonempty T] {d : ℕ}
(F : (S ⊕ Unit → Fin d) → Point d → ℝ)
(G : (T ⊕ Unit → Fin d) → Point d → ℝ)
(hF : ∀c,PolySmooth (F c)) (hG : ∀c,PolySmooth (G c)) (j : ℕ) (y : Point d) :
TensorEnergy.AllSplitBound
(spatialTensor (fun a x => TensorEnergy.singleContract (fun c => F c x) (fun c => G c x) a)
(List.finRange j) y)
(∑s∈(Finset.univ : Finset (Fin j)).powerset,
spatialEnvelope F s.card y*spatialEnvelope G (j-s.card) y) := by
have ht := spatialTensor_singleContract F G (fun c => (hF c).smooth) (fun c => (hG c).smooth)
(List.finRange j) (List.nodup_finRange j) y
have ht' : spatialTensor (fun a x => TensorEnergy.singleContract (fun c => F c x) (fun c => G c x) a)
(List.finRange j) y=(fun c => ∑s∈(Finset.univ : Finset (Fin j)).powerset,
spatialContractTerm (fun k => k∈s) F G (List.finRange j) y c) := by
funext c
convert ht c using 1
· congr 1
· ext s
simp only [Finset.mem_powerset,Finset.subset_univ,true_iff]
intro k _
simp
· funext s
congr 1
rw [ht']
apply TensorEnergy.AllSplitBound.sum
· intro s _; exact mul_nonneg (spatialEnvelope_nonneg _ _ _) (spatialEnvelope_nonneg _ _ _)
· intro s _
have hfs := spatialTensor_allSplit_envelope F (fun c => (hF c).smooth)
(selectList (fun k => k∈s) (List.finRange j))
(selectList_nodup _ (List.nodup_finRange _)) (selectList_full _ (by simp)) y
have hgs := spatialTensor_allSplit_envelope G (fun c => (hG c).smooth)
(selectList (fun k => k∉s) (List.finRange j))
(selectList_nodup _ (List.nodup_finRange _)) (selectList_full _ (by simp)) y
simpa only [Fintype.card_coe,Fintype.card_subtype_compl,Fintype.card_fin] using
spatialContractTerm_allSplit (fun k => k∈s) hfs hgs
lemma spatialEnvelope_contract {S T : Type} [Fintype S] [Fintype T]
[Nonempty S] [Nonempty T] {d : ℕ}
(F : (S ⊕ Unit → Fin d) → Point d → ℝ)
(G : (T ⊕ Unit → Fin d) → Point d → ℝ)
(hF : ∀c,PolySmooth (F c)) (hG : ∀c,PolySmooth (G c)) (j : ℕ) (y : Point d) :
spatialEnvelope (fun a x => TensorEnergy.singleContract (fun c => F c x) (fun c => G c x) a) j y ≤
(2:ℝ)^(j+Fintype.card S+Fintype.card T)*
∑s∈(Finset.univ : Finset (Fin j)).powerset,
spatialEnvelope F s.card y*spatialEnvelope G (j-s.card) y := by
have hh := TensorEnergy.splitEnvelope_le_pow
(Finset.sum_nonneg (fun s _ => mul_nonneg (spatialEnvelope_nonneg _ _ _) (spatialEnvelope_nonneg _ _ _)))
(spatial_contract_allSplit F G hF hG j y)
simpa only [spatialEnvelope,Fintype.card_sum,Fintype.card_fin,Nat.add_assoc] using hh
theorem spatialEnvelope_contract_moment {S T : Type} [Fintype S] [Fintype T]
[Nonempty S] [Nonempty T] {d : ℕ} (μ : Measure (Point d))
(F : (S ⊕ Unit → Fin d) → Point d → ℝ)
(G : (T ⊕ Unit → Fin d) → Point d → ℝ)
(hF : ∀c,PolySmooth (F c)) (hG : ∀c,PolySmooth (G c))
(j n : ℕ) (hn : 0<n) (A B : ℕ → ℝ≥0∞)
(hA : ∀e≤j,(∫⁻x,ENNReal.ofReal (spatialEnvelope F e x)^(2*n) ∂μ)≤(A e)^(2*n))
(hB : ∀e≤j,(∫⁻x,ENNReal.ofReal (spatialEnvelope G e x)^(2*n) ∂μ)≤(B e)^(2*n)) :
(∫⁻x,ENNReal.ofReal (spatialEnvelope
(fun a y => TensorEnergy.singleContract (fun c => F c y) (fun c => G c y) a) j x)^n ∂μ)≤
((2:ℝ≥0∞)^(j+Fintype.card S+Fintype.card T)*
∑s∈(Finset.univ : Finset (Fin j)).powerset,A s.card*B (j-s.card))^n := by
let U : Finset (Fin j) → Point d → ℝ := fun s x =>
spatialEnvelope F s.card x*spatialEnvelope G (j-s.card) x
let P := (Finset.univ : Finset (Fin j)).powerset
have hu (s : Finset (Fin j)) (x : Point d) : 0≤U s x :=
mul_nonneg (spatialEnvelope_nonneg _ _ _) (spatialEnvelope_nonneg _ _ _)
have hm (s : Finset (Fin j)) : AEStronglyMeasurable (U s) μ :=
((spatialEnvelope_measurable F hF _).mul (spatialEnvelope_measurable G hG _)).aestronglyMeasurable
have hp (s : Finset (Fin j)) (_ : s∈P) : (∫⁻x,ENNReal.ofReal (U s x)^n ∂μ)≤
(A s.card*B (j-s.card))^n := by
have hs : s.card≤j := (Finset.card_le_univ s).trans_eq (Fintype.card_fin j)
exact natural_moment_mul (spatialEnvelope_measurable F hF _).aestronglyMeasurable
(spatialEnvelope_measurable G hG _).aestronglyMeasurable
(spatialEnvelope_nonneg F _) (spatialEnvelope_nonneg G _) n _ _
(hA s.card hs) (hB (j-s.card) (Nat.sub_le _ _))
have hh := natural_moment_const_mul
(fun x => Finset.sum_nonneg (fun s _ => hu s x)) n
(by positivity : (0:ℝ)≤2^(j+Fintype.card S+Fintype.card T)) _
(natural_moment_sum_finset P U (fun s _ => hm s) (fun s _ => hu s) hn
(fun s => A s.card*B (j-s.card)) hp)
apply (lintegral_mono (fun x => pow_le_pow_left' (ENNReal.ofReal_le_ofReal
(spatialEnvelope_contract F G hF hG j x)) n)).trans
simpa only [ENNReal.ofReal_pow (by norm_num : (0:ℝ)≤2),ENNReal.ofReal_ofNat] using hh
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators ENNReal
def analyticBase (d j n : ℕ) : ℝ := (n:ℝ)+j+Real.log ((d:ℝ)+1)+1
lemma analyticBase_one_le (d j n : ℕ) : 1≤analyticBase d j n := by
have := Real.log_nonneg (show (1:ℝ)≤(d:ℝ)+1 by linarith [Nat.cast_nonneg (α:=ℝ) d])
dsimp [analyticBase]; linarith [Nat.cast_nonneg (α:=ℝ) j,Nat.cast_nonneg (α:=ℝ) n]
lemma analyticBase_nat_le (d j n : ℕ) : (n:ℝ)≤analyticBase d j n ∧ (j:ℝ)+1≤analyticBase d j n := by
have := Real.log_nonneg (show (1:ℝ)≤(d:ℝ)+1 by linarith [Nat.cast_nonneg (α:=ℝ) d])
dsimp [analyticBase]; constructor <;> linarith [Nat.cast_nonneg (α:=ℝ) j,Nat.cast_nonneg (α:=ℝ) n]
lemma analyticBase_double {d j n e : ℕ} (he : e≤j) :
analyticBase d e (2*n)≤2*analyticBase d j n := by
have := Real.log_nonneg (show (1:ℝ)≤(d:ℝ)+1 by linarith [Nat.cast_nonneg (α:=ℝ) d])
have he' : (e:ℝ)≤j := by exact_mod_cast he
simp only [analyticBase,Nat.cast_mul,Nat.cast_ofNat]
nlinarith [Nat.cast_nonneg (α:=ℝ) n,Nat.cast_nonneg (α:=ℝ) j]
lemma analyticBase_mono {d j n e m : ℕ} (he : e≤j) (hm : m≤n) :
analyticBase d e m≤analyticBase d j n := by
have he' : (e:ℝ)≤j := by exact_mod_cast he
have hm' : (m:ℝ)≤n := by exact_mod_cast hm
dsimp [analyticBase]; linarith
lemma traceMomentOrder_budget {d j c n : ℕ} (hc : 1≤c) (hn : 2≤n) :
(traceMomentOrder d j c n:ℝ)≤(c:ℝ)*(analyticBase d j n)^2 := by
have ht := traceMomentOrder_polynomial (d:=d) (j:=j)
(by exact_mod_cast hc : (1:ℝ)≤c) (by exact_mod_cast hn : (2:ℝ)≤n)
apply ht.trans
apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg c)
apply pow_le_pow_left₀
· have := Real.log_nonneg (show (1:ℝ)≤(d:ℝ)+1 by linarith [Nat.cast_nonneg (α:=ℝ) d])
positivity
· dsimp [analyticBase]; linarith
def TameAt {S : Type} [Fintype S] {d : ℕ} (μ : Measure (Point d))
(F : (S → Fin d) → Point d → ℝ) (k C : ℕ) (R : ℝ≥0∞) : Prop :=
∀j n,2≤n → (∫⁻x,ENNReal.ofReal (spatialEnvelope F j x)^n ∂μ)≤
(((C:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n))^(C*(j+1))*R^(k+j))^n
lemma TameAt.with_base {S : Type} [Fintype S] {d : ℕ} {μ : Measure (Point d)}
{F : (S → Fin d) → Point d → ℝ} {k C : ℕ} {R : ℝ≥0∞}
(h : TameAt μ F k C R) (j n : ℕ) (hn : 2≤n) (D : ℝ≥0∞)
(hD : (C:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n)≤D) :
(∫⁻x,ENNReal.ofReal (spatialEnvelope F j x)^n ∂μ)≤(D^(C*(j+1))*R^(k+j))^n :=
(h j n hn).trans (pow_le_pow_left' (mul_le_mul' (pow_le_pow_left' hD _) le_rfl) _)
lemma TameAt.constant_mono {S : Type} [Fintype S] {d : ℕ} {μ : Measure (Point d)}
{F : (S → Fin d) → Point d → ℝ} {k C D : ℕ} {R : ℝ≥0∞}
(h : TameAt μ F k C R) (hC : 1≤C) (hCD : C≤D) : TameAt μ F k D R := by
intro j n hn
have hp : (1:ℝ≥0∞)≤(D:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n) :=
one_le_mul (by exact_mod_cast hC.trans hCD) (by simpa only [ENNReal.ofReal_one] using ENNReal.ofReal_le_ofReal (analyticBase_one_le d j n))
apply (h.with_base j n hn ((D:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n)) (mul_le_mul' (by exact_mod_cast hCD) le_rfl)).trans
exact pow_le_pow_left' (mul_le_mul' (pow_le_pow_right₀ hp (Nat.mul_le_mul_right _ hCD)) le_rfl) _
lemma ofReal_base_one_le (d j n : ℕ) : (1:ℝ≥0∞)≤ENNReal.ofReal (analyticBase d j n) := by
simpa only [ENNReal.ofReal_one] using ENNReal.ofReal_le_ofReal (analyticBase_one_le d j n)
structure TameScore {d : ℕ} (H : Point d → ℝ) (R : ℝ≥0∞) where
bound : ℕ → ℝ
nonneg : ∀e,0≤bound e
hessian : ∀e y,TensorEnergy.AllSplitBound
(CycleTrace.scorePosition H (EuclideanSpace.basisFun (Fin d) ℝ) e y) (bound e)
spatial : ∀e,0<e → ∀y,TensorEnergy.AllSplitBound
(spatialTensor (scoreField H) (List.finRange e) y) (bound e)
budget : ∀e,ENNReal.ofReal (bound e)≤(40*((e:ℝ≥0∞)+3))^(16*(e+1))*R^e
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators ENNReal
lemma subset_sum_le_common {j : ℕ} {f : Finset (Fin j) → ℝ≥0∞} {B : ℝ≥0∞}
(h : ∀s : Finset (Fin j),f s≤B) :
(∑s∈(Finset.univ : Finset (Fin j)).powerset,f s)≤(2:ℝ≥0∞)^j*B := by
have hh := Finset.sum_le_sum (s:=(Finset.univ : Finset (Fin j)).powerset) (fun s _ => h s)
simpa only [Finset.sum_const,Finset.card_powerset,Finset.card_univ,Fintype.card_fin,
nsmul_eq_mul,Nat.cast_pow,Nat.cast_ofNat] using hh
lemma profile_base_double {d j n e C D : ℕ} (he : e≤j) (hC : 2*C≤D) :
(C:ℝ≥0∞)*ENNReal.ofReal (analyticBase d e (2*n))≤
(D:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n) := by
have hh := ENNReal.ofReal_le_ofReal (analyticBase_double (d:=d) (n:=n) he)
rw [ENNReal.ofReal_mul (by norm_num),ENNReal.ofReal_ofNat] at hh
calc
_ ≤ (C:ℝ≥0∞)*(2*ENNReal.ofReal (analyticBase d j n)) := mul_le_mul' le_rfl hh
_ = (2*(C:ℝ≥0∞))*ENNReal.ofReal (analyticBase d j n) := by ring
_ ≤ _ := mul_le_mul' (by exact_mod_cast hC) le_rfl
theorem TameAt.contract {S T : Type} [Fintype S] [Fintype T] [Nonempty S] [Nonempty T]
{d : ℕ} (μ : Measure (Point d))
(F : (S ⊕ Unit → Fin d) → Point d → ℝ)
(G : (T ⊕ Unit → Fin d) → Point d → ℝ)
(hF : ∀c,PolySmooth (F c)) (hG : ∀c,PolySmooth (G c))
{k l C E : ℕ} {R : ℝ≥0∞} (hC : 20≤C) (hE : 20≤E)
(hf : TameAt μ F k C R) (hg : TameAt μ G l E R) :
TameAt μ (fun a y => TensorEnergy.singleContract (fun c => F c y) (fun c => G c y) a)
(k+l) (4*(C+E+Fintype.card S+Fintype.card T+1)) R := by
intro j n hn
let q := 4*(C+E+Fintype.card S+Fintype.card T+1)
let D : ℝ≥0∞ := (q:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n)
have hq : C+E+Fintype.card S+Fintype.card T+2≤q := by dsimp [q]; omega
have hD2 : 2≤D := by
have hq2 : 2≤q := by omega
simpa only [mul_one] using mul_le_mul' (show (2:ℝ≥0∞)≤q by exact_mod_cast hq2) (ofReal_base_one_le d j n)
have hD : 1≤D := (by norm_num : (1:ℝ≥0∞)≤2).trans hD2
let A : ℕ → ℝ≥0∞ := fun e => D^(C*(e+1))*R^(k+e)
let B : ℕ → ℝ≥0∞ := fun e => D^(E*(e+1))*R^(l+e)
have ha (e : ℕ) (he : e≤j) :
(∫⁻x,ENNReal.ofReal (spatialEnvelope F e x)^(2*n) ∂μ)≤(A e)^(2*n) :=
hf.with_base e (2*n) (by omega) D (profile_base_double he (by dsimp [q]; omega))
have hb (e : ℕ) (he : e≤j) :
(∫⁻x,ENNReal.ofReal (spatialEnvelope G e x)^(2*n) ∂μ)≤(B e)^(2*n) :=
hg.with_base e (2*n) (by omega) D (profile_base_double he (by dsimp [q]; omega))
have hsum : (∑s∈(Finset.univ : Finset (Fin j)).powerset,A s.card*B (j-s.card))≤
(2:ℝ≥0∞)^j*(D^((C+E)*(j+1))*R^(k+l+j)) := by
apply subset_sum_le_common
intro s
have hs : s.card≤j := (Finset.card_le_univ s).trans_eq (Fintype.card_fin j)
have he : C*(s.card+1)+E*(j-s.card+1)≤(C+E)*(j+1) := by
simpa only [Nat.add_mul] using Nat.add_le_add
(Nat.mul_le_mul_left C (by omega : s.card+1≤j+1))
(Nat.mul_le_mul_left E (by omega : j-s.card+1≤j+1))
dsimp [A,B]
rw [mul_mul_mul_comm,←pow_add,←pow_add,show k+s.card+(l+(j-s.card))=k+l+j from by omega]
exact mul_le_mul' (pow_le_pow_right₀ hD he) le_rfl
have htotal : (2:ℝ≥0∞)^(j+Fintype.card S+Fintype.card T)*
∑s∈(Finset.univ : Finset (Fin j)).powerset,A s.card*B (j-s.card)≤
D^(q*(j+1))*R^(k+l+j) := by
calc
_ ≤ D^(j+Fintype.card S+Fintype.card T)*
(D^j*(D^((C+E)*(j+1))*R^(k+l+j))) :=
mul_le_mul' (pow_le_pow_left' hD2 _) (hsum.trans (mul_le_mul' (pow_le_pow_left' hD2 _) le_rfl))
_ = D^(j+Fintype.card S+Fintype.card T+j+(C+E)*(j+1))*R^(k+l+j) := by rw [pow_add,pow_add]; ring
_ ≤ _ := by
apply mul_le_mul' _ le_rfl
apply pow_le_pow_right₀ hD
have he : j+Fintype.card S+Fintype.card T+j≤(Fintype.card S+Fintype.card T+2)*(j+1) := by nlinarith
have hh := Nat.mul_le_mul_right (j+1) hq
nlinarith
exact (spatialEnvelope_contract_moment μ F G hF hG j n (by omega) A B ha hb).trans
(pow_le_pow_left' htotal n)
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators ENNReal
def adjointConstant (C s : ℕ) : ℕ := 100*C*(s+2)
lemma adjointConstant_bounds {C s : ℕ} (hC : 20≤C) :
C*(4*(s+1)+1)≤adjointConstant C s ∧
80*(s+1)+120≤adjointConstant C s ∧
18*(s+1)+3≤adjointConstant C s ∧
4*C+2*s+5≤adjointConstant C s ∧ 120≤adjointConstant C s := by
have hCs := Nat.mul_le_mul_right s hC
dsimp [adjointConstant]
constructor
· nlinarith
constructor
· nlinarith
constructor
· nlinarith
constructor <;> nlinarith
lemma adjoint_base_budget {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n)
(e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) :
(C:ℝ)*analyticBase d (j+e) (2*traceMomentOrder d j (s+1) n)≤
((adjointConstant C s:ℝ)*analyticBase d j n)^2 := by
let b := analyticBase d j n
let t := traceMomentOrder d j (s+1) n
let q := adjointConstant C s
have hb : 1≤b := analyticBase_one_le _ _ _
have hb2 : b≤b^2 := by nlinarith
have ht : (t:ℝ)≤((s:ℝ)+1)*b^2 := by
simpa only [Nat.cast_add,Nat.cast_one] using traceMomentOrder_budget (d:=d) (j:=j)
(c:=s+1) (n:=n) (by omega) hn
have he' : (e:ℝ)≤2*(t:ℝ) := by
have he0 : e≤2*t := he
exact_mod_cast he0
have hj : (j:ℝ)+Real.log ((d:ℝ)+1)+1≤b := by
dsimp [b,analyticBase]; linarith [Nat.cast_nonneg (α:=ℝ) n]
have hp : analyticBase d (j+e) (2*t)≤(4*((s:ℝ)+1)+1)*b^2 := by
simp only [analyticBase,Nat.cast_mul,Nat.cast_ofNat,Nat.cast_add]
nlinarith
have hq1 : (1:ℝ)≤q := by
have := (adjointConstant_bounds (s:=s) hC).2.2.2.2
dsimp [q]; exact_mod_cast (by omega : 1≤adjointConstant C s)
have hcoef : (C:ℝ)*(4*((s:ℝ)+1)+1)≤q := by
exact_mod_cast (adjointConstant_bounds (s:=s) hC).1
calc
_ ≤ (C:ℝ)*((4*((s:ℝ)+1)+1)*b^2) := mul_le_mul_of_nonneg_left hp (Nat.cast_nonneg C)
_ = ((C:ℝ)*(4*((s:ℝ)+1)+1))*b^2 := by ring
_ ≤ (q:ℝ)*b^2 := mul_le_mul_of_nonneg_right hcoef (sq_nonneg b)
_ ≤ (q:ℝ)^2*b^2 := mul_le_mul_of_nonneg_right (by nlinarith) (sq_nonneg b)
_ = _ := by ring
lemma adjoint_score_budget {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n)
(e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) :
40*((e:ℝ)+3)≤((adjointConstant C s:ℝ)*analyticBase d j n)^2 := by
let b := analyticBase d j n
let t := traceMomentOrder d j (s+1) n
let q := adjointConstant C s
have hb : 1≤b := analyticBase_one_le _ _ _
have hb2 : 1≤b^2 := by nlinarith
have ht : (t:ℝ)≤((s:ℝ)+1)*b^2 := by
simpa only [Nat.cast_add,Nat.cast_one] using traceMomentOrder_budget (d:=d) (j:=j)
(c:=s+1) (n:=n) (by omega) hn
have he' : (e:ℝ)≤2*(t:ℝ) := by
have he0 : e≤2*t := he
exact_mod_cast he0
have hcoef : 80*((s:ℝ)+1)+120≤q := by exact_mod_cast (adjointConstant_bounds (s:=s) hC).2.1
have hq1 : (1:ℝ)≤q := by nlinarith [Nat.cast_nonneg (α:=ℝ) s]
calc
_ ≤ (80*((s:ℝ)+1)+120)*b^2 := by nlinarith
_ ≤ (q:ℝ)*b^2 := mul_le_mul_of_nonneg_right hcoef (sq_nonneg b)
_ ≤ (q:ℝ)^2*b^2 := mul_le_mul_of_nonneg_right (by nlinarith) (sq_nonneg b)
_ = _ := by ring
lemma adjoint_trace_prefactor {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n) :
(6*(traceMomentOrder d j (s+1) n:ℝ)+1)*Real.exp (1/2)≤
((adjointConstant C s:ℝ)*analyticBase d j n)^2 := by
let b := analyticBase d j n
let t := traceMomentOrder d j (s+1) n
let q := adjointConstant C s
have hb : 1≤b := analyticBase_one_le _ _ _
have hb2 : 1≤b^2 := by nlinarith
have ht : (t:ℝ)≤((s:ℝ)+1)*b^2 := by
simpa only [Nat.cast_add,Nat.cast_one] using traceMomentOrder_budget (d:=d) (j:=j)
(c:=s+1) (n:=n) (by omega) hn
have hcoef : 18*((s:ℝ)+1)+3≤q := by exact_mod_cast (adjointConstant_bounds (s:=s) hC).2.2.1
have hq1 : (1:ℝ)≤q := by nlinarith [Nat.cast_nonneg (α:=ℝ) s]
have he : Real.exp (1/2)≤3 := (Real.exp_le_exp.mpr (by norm_num : (1:ℝ)/2≤1)).trans Real.exp_one_lt_three.le
calc
_ ≤ (6*(t:ℝ)+1)*3 := mul_le_mul_of_nonneg_left he (by positivity)
_ ≤ (18*((s:ℝ)+1)+3)*b^2 := by nlinarith
_ ≤ (q:ℝ)*b^2 := mul_le_mul_of_nonneg_right hcoef (sq_nonneg b)
_ ≤ (q:ℝ)^2*b^2 := mul_le_mul_of_nonneg_right (by nlinarith) (sq_nonneg b)
_ = _ := by ring
lemma natural_moment_add {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} {f g : Ω → ℝ}
(hf : AEStronglyMeasurable f μ) (hg : AEStronglyMeasurable g μ)
(hf0 : ∀x,0≤f x) (hg0 : ∀x,0≤g x) {n : ℕ} (hn : 0<n) (A B : ℝ≥0∞)
(hA : (∫⁻x,ENNReal.ofReal (f x)^n ∂μ)≤A^n)
(hB : (∫⁻x,ENNReal.ofReal (g x)^n ∂μ)≤B^n) :
(∫⁻x,ENNReal.ofReal (f x+g x)^n ∂μ)≤(A+B)^n := by
apply (norm_le_iff_natural_moment (fun x => add_nonneg (hf0 x) (hg0 x)) hn _).mp
exact (eLpNorm'_add_le hf hg (by exact_mod_cast hn : (1:ℝ)≤n)).trans
(add_le_add ((norm_le_iff_natural_moment hf0 hn _).mpr hA)
((norm_le_iff_natural_moment hg0 hn _).mpr hB))
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators
lemma scoreField_arbitrary_allSplit {d : ℕ} {H : Point d → ℝ}
(hH : ContDiff ℝ (⊤:ℕ∞) H)
{K : Type} [Fintype K] (l : List K) (hl : l.Nodup) (hall : ∀k,k∈l) (y : Point d)
(M : ℝ) (hM : TensorEnergy.AllSplitBound
(spatialTensor (scoreField H) (List.finRange (Fintype.card K)) y) M) :
TensorEnergy.AllSplitBound (spatialTensor (scoreField H) l y) M := by
let e := (Fintype.equivFin K).symm
have hp : ((List.finRange (Fintype.card K)).map e).Perm l :=
fullList_perm ((List.nodup_finRange _).map e.injective) hl
(fun k => by simp only [List.mem_map]; exact ⟨e.symm k,by simp,e.apply_symm_apply k⟩) hall
have hh := spatialTensor_allSplit_relabel (scoreField H) (fun _ => directional_smooth hH _)
(Equiv.refl _) e (List.finRange (Fintype.card K)) l hp y M hM
simpa only [Function.comp_def,Equiv.refl_apply] using hh
def scoreContractSlots (K S : Type) : K ⊕ (Empty ⊕ S) ≃ K ⊕ S :=
(Equiv.refl K).sumCongr (Equiv.emptySum Empty S)
def adjointCommutator {K S : Type} {d : ℕ}
(H : Point d → ℝ) (F : (S ⊕ Unit → Fin d) → Point d → ℝ) (l : List K)
(y : Point d) (c : K ⊕ S → Fin d) : ℝ :=
∑s∈l.toFinset.powerset.erase ∅,
spatialContractTerm (fun k => k∈s) (scoreField H) F l y (c ∘ scoreContractSlots K S)
lemma spatialTensor_adjoint_sum {K S : Type} {d : ℕ}
{H : Point d → ℝ} (hH : PolySmooth H)
(F : (S ⊕ Unit → Fin d) → Point d → ℝ) (hF : ∀c,PolySmooth (F c))
(l : List K) (hl : l.Nodup) (y : Point d) :
spatialTensor (fun a => tensorAdjoint H (EuclideanSpace.basisFun (Fin d) ℝ)
(fun z => F (Sum.elim a (fun _ => z)))) l y =
fun c => spatialAdjointLeading H F l y c+adjointCommutator H F l y c := by
funext c
rw [spatialTensor_adjoint hH F hF l hl y c]
congr 1
unfold adjointCommutator
apply Finset.sum_congr rfl
intro s _
rw [spatialContractTerm_eq]
apply Finset.sum_congr rfl
intro z _
congr 1
lemma adjointCommutator_allSplit {K S : Type} [Fintype K] [Fintype S] [Nonempty S]
{d : ℕ} {H : Point d → ℝ} (hH : ContDiff ℝ (⊤:ℕ∞) H)
(F : (S ⊕ Unit → Fin d) → Point d → ℝ) (hF : ∀c,ContDiff ℝ (⊤:ℕ∞) (F c))
(l : List K) (hl : l.Nodup) (hall : ∀k,k∈l) (y : Point d)
(M : ℕ → ℝ) (hM0 : ∀e,0≤M e)
(hM : ∀e,0<e → TensorEnergy.AllSplitBound (spatialTensor (scoreField H) (List.finRange e) y) (M e)) :
TensorEnergy.AllSplitBound (adjointCommutator H F l y)
(∑s∈l.toFinset.powerset.erase ∅, M s.card*spatialEnvelope F (Fintype.card K-s.card) y) := by
apply TensorEnergy.AllSplitBound.sum
· intro s _; exact mul_nonneg (hM0 _) (spatialEnvelope_nonneg _ _ _)
· intro s hs
have hs0 : s.Nonempty := Finset.nonempty_iff_ne_empty.mpr (Finset.mem_erase.mp hs).1
let : Nonempty {k // k∈s} := ⟨⟨hs0.choose,hs0.choose_spec⟩⟩
have hh := scoreField_arbitrary_allSplit hH
(selectList (fun k => k∈s) l) (selectList_nodup _ hl) (selectList_full _ hall) y _
(hM (Fintype.card {k // k∈s}) Fintype.card_pos)
have hf := spatialTensor_allSplit_envelope F hF
(selectList (fun k => k∉s) l) (selectList_nodup _ hl) (selectList_full _ hall) y
have hb := (spatialContractTerm_allSplit_nonempty (fun k => k∈s) hh hf).reindex
(scoreContractSlots K S)
simpa only [Fintype.card_coe,Fintype.card_subtype_compl] using hb
lemma spatialEnvelope_adjoint {S : Type} [Fintype S] [Nonempty S] {d : ℕ}
{H : Point d → ℝ} (hH : PolySmooth H)
(F : (S ⊕ Unit → Fin d) → Point d → ℝ) (hF : ∀c,PolySmooth (F c)) (j : ℕ) (y : Point d)
(M : ℕ → ℝ) (hM0 : ∀e,0≤M e)
(hM : ∀e,0<e → TensorEnergy.AllSplitBound (spatialTensor (scoreField H) (List.finRange e) y) (M e)) :
spatialEnvelope (fun a => tensorAdjoint H (EuclideanSpace.basisFun (Fin d) ℝ)
(fun z => F (Sum.elim a (fun _ => z)))) j y≤
(2:ℝ)^(j+Fintype.card S)*(TensorEnergy.splitEnvelope (spatialAdjointLeading H F (List.finRange j) y)+
∑s∈(Finset.univ : Finset (Fin j)).powerset,M s.card*spatialEnvelope F (j-s.card) y) := by
have hh := (TensorEnergy.allSplitBound_envelope (spatialAdjointLeading H F (List.finRange j) y)).add
(adjointCommutator_allSplit hH.smooth F (fun c => (hF c).smooth) (List.finRange j)
(List.nodup_finRange _) (by simp) y M hM0 hM)
(TensorEnergy.splitEnvelope_nonneg _)
(Finset.sum_nonneg (fun s _ => mul_nonneg (hM0 _) (spatialEnvelope_nonneg _ _ _)))
rw [←spatialTensor_adjoint_sum hH F hF _ (List.nodup_finRange _) y] at hh
have hb := TensorEnergy.splitEnvelope_le_pow
(add_nonneg (TensorEnergy.splitEnvelope_nonneg _) (Finset.sum_nonneg (fun s _ =>
mul_nonneg (hM0 _) (spatialEnvelope_nonneg _ _ _)))) hh
simp only [Fintype.card_sum,Fintype.card_fin] at hb
apply hb.trans
apply mul_le_mul_of_nonneg_left _ (by positivity)
apply add_le_add le_rfl
apply Finset.sum_le_sum_of_subset_of_nonneg
· intro s _; exact Finset.mem_powerset.mpr (Finset.subset_univ _)
· intro s _ _; exact mul_nonneg (hM0 _) (spatialEnvelope_nonneg _ _ _)
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators ENNReal NNReal
lemma adjoint_base_enn {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n)
(e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) :
(C:ℝ≥0∞)*ENNReal.ofReal (analyticBase d (j+e) (2*traceMomentOrder d j (s+1) n))≤
((adjointConstant C s:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n))^2 := by
have hh := ENNReal.ofReal_le_ofReal (adjoint_base_budget hC hn e he)
simpa only [ENNReal.ofReal_mul (Nat.cast_nonneg _),ENNReal.ofReal_natCast,
ENNReal.ofReal_pow (mul_nonneg (Nat.cast_nonneg _) (le_trans zero_le_one (analyticBase_one_le _ _ _)))] using hh
lemma adjoint_score_enn {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n)
(e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) :
40*((e:ℝ≥0∞)+3)≤((adjointConstant C s:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n))^2 := by
have hh := ENNReal.ofReal_le_ofReal (adjoint_score_budget hC hn e he)
simpa only [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤40),ENNReal.ofReal_ofNat,
ENNReal.ofReal_add (Nat.cast_nonneg _) (by norm_num : (0:ℝ)≤3),ENNReal.ofReal_natCast,
ENNReal.ofReal_pow (mul_nonneg (Nat.cast_nonneg _) (le_trans zero_le_one (analyticBase_one_le _ _ _))),
ENNReal.ofReal_mul (Nat.cast_nonneg _)] using hh
lemma adjoint_trace_enn {d j n C s : ℕ} (hC : 20≤C) (hn : 2≤n) :
(3*(2*traceMomentOrder d j (s+1) n)+1:ℝ≥0∞)*ENNReal.ofReal (Real.exp (1/2))≤
((adjointConstant C s:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n))^2 := by
have hh := ENNReal.ofReal_le_ofReal (adjoint_trace_prefactor (d:=d) (j:=j) (s:=s) hC hn)
simp only [ENNReal.ofReal_mul (by positivity : (0:ℝ)≤6*(traceMomentOrder d j (s+1) n:ℝ)+1),
ENNReal.ofReal_add (by positivity : (0:ℝ)≤6*(traceMomentOrder d j (s+1) n:ℝ)) (by norm_num : (0:ℝ)≤1),
ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤6),ENNReal.ofReal_ofNat,ENNReal.ofReal_one,
ENNReal.ofReal_natCast,
ENNReal.ofReal_pow (mul_nonneg (Nat.cast_nonneg _) (le_trans zero_le_one (analyticBase_one_le _ _ _))),
ENNReal.ofReal_mul (Nat.cast_nonneg _)] at hh
convert hh using 1; ring
theorem TameAt.adjoint {S : Type} [Fintype S] [Nonempty S] {d : ℕ}
{H : Point d → ℝ} {K : ℝ≥0} (hH : PolySmooth H)
(ht : HasGaussianLowerTail H) (hK : LipschitzWith K (gradient H))
[IsProbabilityMeasure (gibbs H)]
(F : (S ⊕ Unit → Fin d) → Point d → ℝ) (hF : ∀c,PolySmooth (F c))
{k C : ℕ} {R : ℝ≥0∞} (hd : 1≤d) (hC : 20≤C) (hR : 1≤R) (hRf : R≠⊤)
(hscore : TameScore H R) (hf : TameAt (gibbs H) F k C R) :
TameAt (gibbs H) (fun a => tensorAdjoint H (EuclideanSpace.basisFun (Fin d) ℝ)
(fun z => F (Sum.elim a (fun _ => z)))) (k+1) (adjointConstant C (Fintype.card S)) R := by
intro j n hn
let s := Fintype.card S
let q := adjointConstant C s
let D : ℝ≥0∞ := (q:ℝ≥0∞)*ENNReal.ofReal (analyticBase d j n)
let A : ℝ≥0∞ := D^(2*C)
have hq120 : 120≤q := (adjointConstant_bounds (s:=s) hC).2.2.2.2
have hCq : C≤q := by dsimp [q,adjointConstant]; nlinarith
have hD2 : 2≤D := by
simpa only [mul_one] using mul_le_mul' (show (2:ℝ≥0∞)≤q by exact_mod_cast (by omega : 2≤q)) (ofReal_base_one_le d j n)
have hD : 1≤D := (by norm_num : (1:ℝ≥0∞)≤2).trans hD2
have hDf : D≠⊤ := by dsimp [D]; finiteness
have hA : 1≤A := one_le_pow₀ hD
have hAf : A≠⊤ := ENNReal.pow_ne_top hDf
let B : ℝ≥0∞ := D^((4*C+s+3)*(j+1))*R^(k+j+1)
have hp (e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) :
(∫⁻x,ENNReal.ofReal (spatialEnvelope F (j+e) x)^(2*traceMomentOrder d j (s+1) n) ∂gibbs H)≤
(A^(j+e+1)*R^(k+j+e))^(2*traceMomentOrder d j (s+1) n) := by
have ht0 := (traceMomentOrder_bounds (d:=d) (j:=j)
(by have := Nat.cast_nonneg (α:=ℝ) s; linarith : (1:ℝ)≤(s:ℝ)+1) (by exact_mod_cast hn : (2:ℝ)≤n)).1
have hh := hf.with_base (j+e) _ (by omega) (D^2) (adjoint_base_enn hC hn e he)
simpa only [A,←pow_mul,Nat.mul_assoc,Nat.mul_comm,Nat.mul_left_comm,Nat.add_assoc] using hh
have hh (e : ℕ) (he : e≤2*traceMomentOrder d j (s+1) n) (x : Point d) :
ENNReal.ofReal (hscore.bound e)≤A^(e+1)*R^e := by
apply (hscore.budget e).trans
apply mul_le_mul' _ le_rfl
apply (pow_le_pow_left' (adjoint_score_enn hC hn e he) _).trans
simp only [A,←pow_mul]
apply pow_le_pow_right₀ hD
have := Nat.mul_le_mul_right (e+1) (by omega : 32≤2*C)
nlinarith
have hl : (∫⁻x,ENNReal.ofReal (TensorEnergy.splitEnvelope (spatialAdjointLeading H F (List.finRange j) x))^n ∂gibbs H)≤B^n := by
apply (spatialAdjoint_envelope_moment hH ht hK F hF (fun e _ => hscore.bound e)
(fun e _ => hscore.nonneg e) hscore.hessian j k n hd hn A R hA hR hAf hRf hp hh).trans
apply pow_le_pow_left'
calc
_ ≤ D^(j+s)*(D^2*A^(2*(j+1))*R^(k+j+1)) :=
mul_le_mul' (pow_le_pow_left' hD2 _) (mul_le_mul' (mul_le_mul' (adjoint_trace_enn hC hn) le_rfl) le_rfl)
_ = D^(j+s+2+4*C*(j+1))*R^(k+j+1) := by dsimp [A]; rw [←pow_mul]; ring_nf
_ ≤ B := by
apply mul_le_mul' _ le_rfl
apply pow_le_pow_right₀ hD
nlinarith
let U : Finset (Fin j) → Point d → ℝ := fun a x => hscore.bound a.card*spatialEnvelope F (j-a.card) x
let P := (Finset.univ : Finset (Fin j)).powerset
let E : ℝ≥0∞ := D^(2*C*(j+1))*R^(k+j+1)
have hu0 (a : Finset (Fin j)) (x : Point d) : 0≤U a x :=
mul_nonneg (hscore.nonneg _) (spatialEnvelope_nonneg _ _ _)
have hum (a : Finset (Fin j)) : AEStronglyMeasurable (U a) (gibbs H) :=
((spatialEnvelope_measurable F hF _).const_mul _).aestronglyMeasurable
have hsbase (e : ℕ) (he : e≤j) : 40*((e:ℝ≥0∞)+3)≤D := by
have he' : (e:ℝ)≤j := by exact_mod_cast he
have hb := (analyticBase_nat_le d j n).2
have hb0 : 0≤analyticBase d j n := (zero_le_one.trans (analyticBase_one_le _ _ _))
have hq' : (120:ℝ)≤q := by exact_mod_cast hq120
have hb' : 40*((e:ℝ)+3)≤(q:ℝ)*analyticBase d j n := by nlinarith
have hb'' := ENNReal.ofReal_le_ofReal hb'
simpa only [ENNReal.ofReal_mul (by norm_num : (0:ℝ)≤40),ENNReal.ofReal_ofNat,
ENNReal.ofReal_add (Nat.cast_nonneg _) (by norm_num : (0:ℝ)≤3),ENNReal.ofReal_natCast,
ENNReal.ofReal_mul (Nat.cast_nonneg _)] using hb''
have hup (a : Finset (Fin j)) : (∫⁻x,ENNReal.ofReal (U a x)^n ∂gibbs H)≤E^n := by
have ha : a.card≤j := (Finset.card_le_univ a).trans_eq (Fintype.card_fin j)
have hm := hf.with_base (j-a.card) n hn D (mul_le_mul' (by exact_mod_cast hCq)
(ENNReal.ofReal_le_ofReal (analyticBase_mono (Nat.sub_le _ _) le_rfl)))
have hh := natural_moment_const_mul (spatialEnvelope_nonneg F _) n (hscore.nonneg a.card) _ hm
apply hh.trans
apply pow_le_pow_left'
calc
_ ≤ (D^(16*(a.card+1))*R^a.card)*(D^(C*(j-a.card+1))*R^(k+(j-a.card))) :=
mul_le_mul' ((hscore.budget a.card).trans (mul_le_mul' (pow_le_pow_left' (hsbase a.card ha) _) le_rfl)) le_rfl
_ = D^(16*(a.card+1)+C*(j-a.card+1))*R^(k+j) := by
rw [mul_mul_mul_comm,←pow_add,←pow_add,show a.card+(k+(j-a.card))=k+j from by omega]
_ ≤ E := by
apply mul_le_mul' _ (pow_le_pow_right₀ hR (by omega))
apply pow_le_pow_right₀ hD
have h16 := Nat.mul_le_mul_right (a.card+1) (by omega : 16≤C)
have he := Nat.sub_add_cancel ha
nlinarith
have hsum : (∫⁻x,ENNReal.ofReal (∑a∈P,U a x)^n ∂gibbs H)≤((2:ℝ≥0∞)^j*E)^n := by
have hm := natural_moment_sum_finset P U (fun a _ => hum a) (fun a _ => hu0 a) (by omega) (fun _ => E) (fun a _ => hup a)
apply hm.trans
apply pow_le_pow_left'
exact subset_sum_le_common (fun _ => le_rfl)
have hsB : (2:ℝ≥0∞)^j*E≤B := by
calc
_ ≤ D^j*E := mul_le_mul' (pow_le_pow_left' hD2 _) le_rfl
_ = D^(j+2*C*(j+1))*R^(k+j+1) := by dsimp [E]; rw [pow_add]; ring
_ ≤ B := by
apply mul_le_mul' _ le_rfl
apply pow_le_pow_right₀ hD
nlinarith
have hlm : AEStronglyMeasurable (fun x => TensorEnergy.splitEnvelope (spatialAdjointLeading H F (List.finRange j) x)) (gibbs H) :=
(TensorEnergy.measurable_splitEnvelope _ (fun c => (spatialAdjoint_polySmooth hH F hF _ c).smooth.continuous.measurable)).aestronglyMeasurable
have hsm : AEStronglyMeasurable (fun x => ∑a∈P,U a x) (gibbs H) := by
have he : (fun x => ∑a∈P,U a x)=∑a∈P,U a := by ext x; simp
rw [he]
exact Finset.aestronglyMeasurable_sum P (fun a _ => hum a)
have hsum0 (x : Point d) : 0≤∑a∈P,U a x := Finset.sum_nonneg (fun a _ => hu0 a x)
have hcomb := natural_moment_add hlm hsm (fun _ => TensorEnergy.splitEnvelope_nonneg _) hsum0
(by omega : 0<n) B B hl (hsum.trans (pow_le_pow_left' hsB n))
have hscale := natural_moment_const_mul (fun x => add_nonneg (TensorEnergy.splitEnvelope_nonneg _) (hsum0 x))
n (by positivity : (0:ℝ)≤2^(j+s)) _ hcomb
apply (lintegral_mono (fun x => pow_le_pow_left' (ENNReal.ofReal_le_ofReal
(spatialEnvelope_adjoint hH F hF j x hscore.bound hscore.nonneg (fun e he => hscore.spatial e he x))) n)).trans
apply hscale.trans
apply pow_le_pow_left'
simp only [ENNReal.ofReal_pow (by norm_num : (0:ℝ)≤2),ENNReal.ofReal_ofNat]
calc
_ = (2:ℝ≥0∞)^(j+s)*(2*B) := by rw [two_mul]
_ ≤ D^(j+s)*(D*B) := mul_le_mul' (pow_le_pow_left' hD2 _) (mul_le_mul' hD2 le_rfl)
_ = D^(j+s+1+(4*C+s+3)*(j+1))*R^(k+j+1) := by dsimp [B]; rw [pow_add,pow_add]; ring
_ ≤ D^(q*(j+1))*R^((k+1)+j) := by
rw [show k+1+j=k+j+1 by omega]
apply mul_le_mul' _ le_rfl
apply pow_le_pow_right₀ hD
have hq := (adjointConstant_bounds (s:=s) hC).2.2.2.1
have hh := Nat.mul_le_mul_right (j+1) hq
dsimp [q] at *
nlinarith
end LogConcaveSampling
end
end
end
end OAI
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