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| import OAI.Probability.ThorpShuffle.Main | |
| namespace OAI | |
| noncomputable section | |
| open scoped BigOperators | |
| open Filter | |
| namespace Revealed | |
| open Thorp | |
| open scoped Classical | |
| def outside (d : ℕ) : Position d → Position (d + 1) := fun x => Fin.cons true x | |
| def freeLabel (d : ℕ) : Position d → Position (d + 1) := fun x => Fin.cons false x | |
| lemma freeLabel_injective (d : ℕ) : Function.Injective (freeLabel d) := by | |
| intro x y h | |
| exact congrArg Fin.tail h | |
| def imageRank {α β : Type*} [Fintype α] [LinearOrder β] | |
| (f : α → β) (hf : Function.Injective f) : α ≃ Fin (Fintype.card α) := by | |
| classical | |
| let e := Equiv.ofInjective f hf | |
| exact e.trans (Fintype.orderIsoFinOfCardEq (Set.range f) | |
| (Fintype.card_congr e).symm).toEquiv.symm | |
| def freeRank (d : ℕ) (g : State (d + 1)) : Position d ≃ Fin (2 ^ d) := | |
| (imageRank (fun x => toLex (g (freeLabel d x))) | |
| (by intro x y h; exact congrArg Fin.tail (g.injective h))).trans | |
| (finCongr (by simp [Position])) | |
| def layoutPath (d : ℕ) (g₀ : State d) : | |
| (t : ℕ) → History d t → Fin (t + 1) → State d | |
| | 0, _ => fun _ => g₀ | |
| | t + 1, ω => Fin.snoc (layoutPath d g₀ t (Fin.init ω)) (run d (t + 1) ω * g₀) | |
| abbrev Environment (d t : ℕ) := Fin (t + 1) → Position d → Position (d + 1) | |
| def outsidePaths (d t : ℕ) (g₀ : State (d + 1)) | |
| (ω : History (d + 1) t) : Environment d t := | |
| fun s x => layoutPath (d + 1) g₀ t ω s (outside d x) | |
| def slotPermutation (d t : ℕ) (g₀ : State (d + 1)) | |
| (ω : History (d + 1) t) : Equiv.Perm (Fin (2 ^ d)) := | |
| (freeRank d g₀).symm.trans (freeRank d (run (d + 1) t ω * g₀)) | |
| def environmentMass (d t : ℕ) (g₀ : State (d + 1)) : Environment d t → ℝ := | |
| fairMass (outsidePaths d t g₀) | |
| def conditionalLaw (d t : ℕ) (g₀ : State (d + 1)) | |
| (e : Environment d t) (g : Equiv.Perm (Fin (2 ^ d))) : ℝ := | |
| fairMass (fun ω : History (d + 1) t => | |
| (outsidePaths d t g₀ ω, slotPermutation d t g₀ ω)) (e, g) / | |
| environmentMass d t g₀ e | |
| def expectedTV (d t : ℕ) (g₀ : State (d + 1)) : ℝ := | |
| ∑ e, environmentMass d t g₀ e * | |
| tv (conditionalLaw d t g₀ e) | |
| (fun _ => 1 / (Nat.factorial (2 ^ d) : ℝ)) | |
| def worstConditionalTV (d t : ℕ) : ℝ := | |
| Finset.univ.sup' Finset.univ_nonempty (expectedTV d t) | |
| def twoHalfL : ℕ := 2 ^ 23 | |
| def twoHalfP : ℝ := 1 - 1 / (((2 : ℕ) : ℝ) * (twoHalfL : ℝ)) | |
| def twoHalfC : ℝ := | |
| -(1 / ((8 : ℕ) : ℝ)) * | |
| Real.logb ((2 : ℕ) : ℝ) ((3 + twoHalfP) / ((4 : ℕ) : ℝ)) | |
| def twoHalfB : ℕ := ⌈((10 : ℕ) : ℝ) / twoHalfC⌉₊ | |
| end Revealed | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| def exposedPath {ι : Type*} (d : ℕ) (e : ι → Position d) : | |
| (t : ℕ) → History d t → Fin (t + 1) → ι → Position d | |
| | 0, _ => fun _ => e | |
| | t + 1, ω => Fin.snoc (exposedPath d e t (Fin.init ω)) (run d (t + 1) ω ∘ e) | |
| @[simp] lemma exposedPath_last {ι : Type*} (d t : ℕ) (e : ι → Position d) | |
| (ω : History d t) : exposedPath d e t ω (Fin.last t) = run d t ω ∘ e := by | |
| cases t with | |
| | zero => simp [exposedPath, run_zero] | |
| | succ t => exact Fin.snoc_last _ _ | |
| @[simp] lemma exposedPath_snoc {ι : Type*} (d t : ℕ) (e : ι → Position d) | |
| (ω : History d t) (c : Coins d) : | |
| exposedPath d e (t + 1) (Fin.snoc ω c) = | |
| Fin.snoc (exposedPath d e t ω) ((step d c * run d t ω) ∘ e) := by | |
| simp only [exposedPath, Fin.init_snoc, run_snoc] | |
| theorem flow_path_joint_identity {ι : Type*} (d : ℕ) (v : RawState (d + 1)) | |
| (e : ι → Position (d + 1)) (he : ∀ i, v.free (e i) = false) | |
| (t : ℕ) (f : (Fin (t + 1) → ι → Position (d + 1)) → Position (d + 1) → ℝ) : | |
| mean (fun ω : History (d + 1) t => | |
| ∑ x, v.weight x * f (exposedPath (d + 1) e t ω) (run (d + 1) t ω x)) = | |
| mean (fun ω : History (d + 1) t => | |
| ∑ y, (rawIterate d v t ω).weight y * f (exposedPath (d + 1) e t ω) y) := by | |
| induction t with | |
| | zero => simp only [run_zero, rawIterate]; rfl | |
| | succ t ih => | |
| let F (p : Fin (t + 1) → ι → Position (d + 1)) (x : Position (d + 1)) : ℝ := | |
| mean (fun c : Coins (d + 1) => | |
| f (Fin.snoc p ((step (d + 1) c) ∘ p (Fin.last t))) (step (d + 1) c x)) | |
| have hleft : | |
| mean (fun ω : History (d + 1) (t + 1) => | |
| ∑ x, v.weight x * f (exposedPath (d + 1) e (t + 1) ω) | |
| (run (d + 1) (t + 1) ω x)) = | |
| mean (fun ω : History (d + 1) t => | |
| ∑ x, v.weight x * F (exposedPath (d + 1) e t ω) (run (d + 1) t ω x)) := by | |
| rw [mean_history_succ] | |
| apply mean_congr | |
| intro ω | |
| simp only [run_snoc, exposedPath_snoc] | |
| rw [mean_sum] | |
| simp_rw [mean_const_mul] | |
| simp only [F, exposedPath_last] | |
| rfl | |
| have hright : | |
| mean (fun ω : History (d + 1) (t + 1) => | |
| ∑ y, (rawIterate d v (t + 1) ω).weight y * | |
| f (exposedPath (d + 1) e (t + 1) ω) y) = | |
| mean (fun ω : History (d + 1) t => | |
| ∑ y, (rawIterate d v t ω).weight y * F (exposedPath (d + 1) e t ω) y) := by | |
| rw [mean_history_succ] | |
| apply mean_congr | |
| intro ω | |
| simp only [exposedPath_snoc, rawIterate_snoc] | |
| change mean (fun c : Position d → Bool => | |
| ∑ y, physicalFlow d (rawIterate d v t ω).free (rawIterate d v t ω).weight c y * | |
| f (Fin.snoc (exposedPath (d + 1) e t ω) | |
| ((step (d + 1) c) ∘ ((run (d + 1) t ω) ∘ e))) y) = _ | |
| rw [physicalFlow_joint d (rawIterate d v t ω).free (rawIterate d v t ω).weight | |
| ((run (d + 1) t ω) ∘ e) (by | |
| intro i | |
| simp only [Function.comp_apply, rawIterate_free, Equiv.symm_apply_apply] | |
| exact he i) (fun e' y => f (Fin.snoc (exposedPath (d + 1) e t ω) e') y)] | |
| rw [mean_sum] | |
| simp_rw [mean_const_mul] | |
| simp only [F, exposedPath_last] | |
| rfl | |
| exact hleft.trans ((ih F).trans hright.symm) | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| theorem halfDensity_after_step_sixteen (d : ℕ) (v : RawState (d + 1)) | |
| (c : Coins (d + 1)) (h : Bool) | |
| (hm : Fintype.card (Position (d + 1)) ≤ 16 * freeCount v.free) | |
| (hc : freeCount v.free ≤ 4 * pairHalfCount (v.free ∘ (splitPosition d).symm) c h) : | |
| (1 / 32 : ℝ) ≤ startHalfDensity d (rawNext d v c) h := by | |
| unfold startHalfDensity | |
| rw [halfCount_after_step] | |
| have hn : Fintype.card (Position (d + 1)) = 2 * Fintype.card (Position d) := by | |
| simp [Fintype.card_pi, Fintype.card_bool, Fintype.card_fin, pow_succ, Nat.mul_comm] | |
| rw [hn] at hm | |
| have hm' : (2 : ℝ) * Fintype.card (Position d) ≤ 16 * (freeCount v.free : ℝ) := by | |
| exact_mod_cast hm | |
| have hc' : (freeCount v.free : ℝ) ≤ | |
| 4 * (pairHalfCount (v.free ∘ (splitPosition d).symm) c h : ℝ) := by exact_mod_cast hc | |
| apply (le_div_iff₀ (by exact_mod_cast Fintype.card_pos (α := Position d))).mpr | |
| nlinarith | |
| theorem expectedNoise_dimension_sixteen (d : ℕ) (v : CenteredState (d + 2)) | |
| (hm : Fintype.card (Position (d + 2)) ≤ 16 * freeCount v.free) : | |
| expectedNoise (d + 1) v (d + 2) ≤ (31 / 32 : ℝ) * expectedEnergy (d + 1) v (d + 2) + | |
| 2 * (9 / 10 : ℝ) ^ freeCount v.free := by | |
| let B := v.free ∘ (splitPosition (d + 1)).symm | |
| let bad (c : Coins (d + 2)) : Prop := | |
| 4 * pairHalfCount B c false < pairFreeCount B ∨ | |
| 4 * pairHalfCount B c true < pairFreeCount B | |
| have hlocal (c : Coins (d + 2)) : | |
| expectedNoise (d + 1) (nextState (d + 1) v c) (d + 1) ≤ | |
| (31 / 32 : ℝ) * expectedEnergy (d + 1) (nextState (d + 1) v c) (d + 1) + | |
| (if bad c then 1 else 0) := by | |
| by_cases hc : bad c | |
| · rw [ite_eq_left hc] | |
| have hle := expectedNoise_le_energy (d + 1) (nextState (d + 1) v c) (d + 1) | |
| have hone := expectedEnergy_le_one (d + 1) (nextState (d + 1) v c) (d + 1) | |
| linarith | |
| · rw [ite_eq_right hc, add_zero] | |
| have hb (h : Bool) : (1 / 32 : ℝ) ≤ | |
| startHalfDensity (d + 1) (nextState (d + 1) v c).raw h := by | |
| apply halfDensity_after_step_sixteen (d + 1) v.raw c h hm | |
| have hf : ¬ 4 * pairHalfCount B c false < freeCount v.free := by | |
| simpa only [B, pairFreeCount_physical] using not_or.mp hc |>.1 | |
| have ht : ¬ 4 * pairHalfCount B c true < freeCount v.free := by | |
| simpa only [B, pairFreeCount_physical] using not_or.mp hc |>.2 | |
| change freeCount v.free ≤ 4 * pairHalfCount B c h | |
| cases h | |
| · exact Nat.le_of_not_gt hf | |
| · exact Nat.le_of_not_gt ht | |
| convert noise_bound_balanced_state d (nextState (d + 1) v c) (1 / 32) hb using 1; norm_num | |
| have hmean := mean_le_mean hlocal | |
| rw [mean_add, mean_const_mul, ← expectedNoise_first, ← expectedEnergy_first] at hmean | |
| have hbad := pair_both_half_balance B | |
| have hbad' : mean (fun c : Coins (d + 2) => if bad c then (1 : ℝ) else 0) ≤ | |
| 2 * (9 / 10 : ℝ) ^ freeCount v.free := by | |
| change mean (fun c : Position (d + 1) → Bool => if bad c then (1 : ℝ) else 0) ≤ _ | |
| simpa only [bad, B, pairFreeCount_physical] using hbad | |
| exact hmean.trans (add_le_add (le_refl _) hbad') | |
| theorem expectedNoise_bound_sixteen (d : ℕ) (v : CenteredState (d + 2)) | |
| (hm : Fintype.card (Position (d + 2)) ≤ 16 * freeCount v.free) | |
| (s : ℕ) (hs : d + 2 ≤ s) : | |
| expectedNoise (d + 1) v s ≤ (31 / 32 : ℝ) * expectedEnergy (d + 1) v s + | |
| 2 * (9 / 10 : ℝ) ^ freeCount v.free := by | |
| obtain ⟨a, rfl⟩ := Nat.exists_eq_add_of_le hs | |
| rw [Nat.add_comm (d + 2) a, expectedNoise_add, expectedEnergy_add] | |
| have he := mean_le_mean (fun ω : History (d + 2) a => | |
| expectedNoise_dimension_sixteen d (iterateState (d + 1) v a ω) | |
| (by simpa only [iterateState_freeCount] using hm)) | |
| simpa only [iterateState_freeCount, mean_add, mean_const_mul, mean_const] using he | |
| lemma sixteen_density_geometric_choice : (63 / 64 : ℝ) ^ 398 ≤ (1 / 2 : ℝ) ^ 8 := by | |
| have h : (63 / 64 : ℝ) ^ 199 ≤ 1 / 16 := by norm_num | |
| calc | |
| _ = ((63 / 64 : ℝ) ^ 199) ^ 2 := by rw [← pow_mul] | |
| _ ≤ (1 / 16 : ℝ) ^ 2 := pow_le_pow_left₀ (by positivity) h 2 | |
| _ = _ := by norm_num | |
| theorem expectedEnergy_decay_sixteen (d : ℕ) (v : CenteredState (d + 2)) | |
| (hm : Fintype.card (Position (d + 2)) ≤ 16 * freeCount v.free) (t : ℕ) : | |
| expectedEnergy (d + 1) v t ≤ | |
| (63 / 64 : ℝ) ^ t / (63 / 64 : ℝ) ^ (2 * (d + 2)) + | |
| 64 * (9 / 10 : ℝ) ^ freeCount v.free := by | |
| have he := scalar_decay (d + 2) (expectedEnergy (d + 1) v) | |
| (expectedNoise (d + 1) v) (1 / 32) (63 / 64) | |
| (2 * (9 / 10 : ℝ) ^ freeCount v.free) | |
| (by norm_num) (by norm_num) (by norm_num) (by norm_num) | |
| (by norm_num) (by positivity) (expectedEnergy_le_one (d + 1) v) | |
| (expectedEnergy_recurrence (d + 1) v) | |
| (by intro s hs; convert expectedNoise_bound_sixteen d v hm s hs using 1; norm_num) t | |
| convert he using 1; ring | |
| theorem expectedEnergy_400 (d : ℕ) (v : CenteredState (d + 2)) | |
| (hm : Fintype.card (Position (d + 2)) ≤ 16 * freeCount v.free) : | |
| expectedEnergy (d + 1) v (400 * (d + 2)) ≤ | |
| (1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ freeCount v.free := by | |
| have he := expectedEnergy_decay_sixteen d v hm (400 * (d + 2)) | |
| have hp : (63 / 64 : ℝ) ^ (400 * (d + 2)) / (63 / 64 : ℝ) ^ (2 * (d + 2)) = | |
| (63 / 64 : ℝ) ^ (398 * (d + 2)) := by | |
| have hn : 400 * (d + 2) = 398 * (d + 2) + 2 * (d + 2) := by omega | |
| rw [hn, pow_add, mul_div_cancel_right₀ _ (by positivity)] | |
| rw [hp] at he | |
| have hpow := pow_le_pow_left₀ (by positivity : (0 : ℝ) ≤ (63 / 64) ^ 398) | |
| sixteen_density_geometric_choice (d + 2) | |
| rw [← pow_mul, ← pow_mul] at hpow | |
| exact he.trans (add_le_add hpow (le_refl _)) | |
| theorem centeredPoint_energy_400 (d : ℕ) (B : Position (d + 2) → Bool) | |
| (tag : Position (d + 2)) (ht : B tag = true) | |
| (hm : Fintype.card (Position (d + 2)) ≤ 16 * freeCount B) : | |
| expectedEnergy (d + 1) (initialState (d + 2) B tag ht) (400 * (d + 2)) ≤ | |
| (1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ freeCount B := | |
| expectedEnergy_400 d _ hm | |
| end Thorp.Conditional | |
| namespace Thorp.Fourier | |
| open scoped Classical InnerProductSpace | |
| variable {G H : Type} [Group G] [Fintype G] [Group H] [Fintype H] | |
| def realProduct : (n : ℕ) → (Fin n → G → ℝ) → G → ℝ | |
| | 0, _ => fun g => if g = 1 then 1 else 0 | |
| | n + 1, ν => realConv (ν (Fin.last n)) (realProduct n (Fin.init ν)) | |
| lemma realProduct_nonneg (n : ℕ) (ν : Fin n → G → ℝ) (hν : ∀ i g, 0 ≤ ν i g) : | |
| ∀ g, 0 ≤ realProduct n ν g := by | |
| induction n with | |
| | zero => intro g; simp only [realProduct]; split_ifs <;> norm_num | |
| | succ n ih => exact realConv_nonneg _ _ (hν _) (ih _ (fun i => hν i.castSucc)) | |
| lemma realProduct_sum (n : ℕ) (ν : Fin n → G → ℝ) (hν : ∀ i, ∑ g, ν i g = 1) : | |
| ∑ g, realProduct n ν g = 1 := by | |
| induction n with | |
| | zero => simp [realProduct] | |
| | succ n ih => rw [realProduct, realConv_sum, hν, ih (Fin.init ν) (fun i => hν i.castSucc), mul_one] | |
| lemma realConv_character (χ : G →* ℂ) (μ ν : G → ℝ) : | |
| (∑ g, (realConv μ ν g : ℂ) * χ g) = | |
| (∑ g, (μ g : ℂ) * χ g) * (∑ g, (ν g : ℂ) * χ g) := by | |
| simp only [realConv, Complex.ofReal_sum, Complex.ofReal_mul, Finset.sum_mul] | |
| rw [Finset.sum_comm] | |
| apply Finset.sum_congr rfl | |
| intro h _ | |
| rw [Finset.mul_sum] | |
| have he := Equiv.sum_comp (Equiv.mulLeft h) | |
| (fun g => (μ h : ℂ) * (ν (h⁻¹ * g) : ℂ) * χ g) | |
| change (∑ g, (μ h : ℂ) * (ν (h⁻¹ * (h * g)) : ℂ) * χ (h * g)) = _ at he | |
| simp only [inv_mul_cancel_left, map_mul] at he | |
| rw [← he] | |
| apply Finset.sum_congr rfl | |
| intro g _ | |
| ring | |
| lemma realProduct_character_bound (χ : G →* ℂ) (n : ℕ) (ν : Fin n → G → ℝ) | |
| (η : ℝ) (hη : 0 ≤ η) (hb : ∀ i, ‖∑ g, (ν i g : ℂ) * χ g‖ ≤ η) : | |
| ‖∑ g, (realProduct n ν g : ℂ) * χ g‖ ≤ η ^ n := by | |
| induction n with | |
| | zero => simp [realProduct, apply_ite (fun x : ℝ => (x : ℂ)), ite_mul] | |
| | succ n ih => | |
| rw [realProduct, realConv_character, norm_mul, pow_succ'] | |
| exact mul_le_mul (hb _) (ih _ (fun i => hb i.castSucc)) (norm_nonneg _) hη | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] [finiteDimensional_ℂ_E : FiniteDimensional ℂ E] | |
| lemma realProduct_transform_norm (ρ : Representation ℂ G E) (n : ℕ) | |
| (ν : Fin n → G → ℝ) (R : ℝ) (hR : 0 ≤ R) | |
| (hν : ∀ i v, ‖integrated ρ (fun g => (ν i g : ℂ)) v‖ ^ 2 ≤ R * ‖v‖ ^ 2) | |
| (v : E) : | |
| ‖integrated ρ (fun g => (realProduct n ν g : ℂ)) v‖ ^ 2 ≤ R ^ n * ‖v‖ ^ 2 := by | |
| let retained_finiteDimensional_ℂ_E := finiteDimensional_ℂ_E | |
| induction n with | |
| | zero => | |
| have he : (fun g : G => (realProduct 0 ν g : ℂ)) = delta := by | |
| funext g; simp only [realProduct, delta]; split_ifs <;> norm_num | |
| rw [he, integrated_delta] | |
| simp | |
| | succ n ih => | |
| rw [realProduct, integrated_realConv, Module.End.mul_apply, pow_succ' R n, mul_assoc] | |
| exact (hν (Fin.last n) _).trans (mul_le_mul_of_nonneg_left (ih (Fin.init ν) (fun i => hν i.castSucc)) hR) | |
| lemma realProduct_hsSq (ρ : Representation ℂ G E) (n : ℕ) | |
| (ν : Fin n → G → ℝ) (R : ℝ) (hR : 0 ≤ R) | |
| (hν : ∀ i v, ‖integrated ρ (fun g => (ν i g : ℂ)) v‖ ^ 2 ≤ R * ‖v‖ ^ 2) : | |
| hsSq (integrated ρ (fun g => (realProduct n ν g : ℂ))) ≤ | |
| (Module.finrank ℂ E : ℝ) * R ^ n := by | |
| unfold hsSq | |
| calc | |
| _ ≤ ∑ i, R ^ n * ‖stdOrthonormalBasis ℂ E i‖ ^ 2 := | |
| Finset.sum_le_sum (fun i _ => realProduct_transform_norm ρ n ν R hR hν _) | |
| _ = _ := by simp [(stdOrthonormalBasis ℂ E).norm_eq_one, mul_comm] | |
| lemma Family.eight_sequence_transform_bound (F : Family H) (ρ : Representation ℂ G E) | |
| [Representation.IsIrreducible ρ] | |
| (hu : ∀ g x y, ⟪ρ g x, ρ g y⟫_ℂ = ⟪x, y⟫_ℂ) | |
| (hd : 0 < Module.finrank ℂ E) (ψ : (Fin 8 → H) →* G) | |
| (ν : Fin 8 → G → ℝ) (B : ℝ) | |
| (hν : ∀ j g, 0 ≤ ν j g) (h1 : ∀ j, ∑ g, ν j g = 1) (hB : 0 ≤ B) | |
| (hcoset : ∀ j i g, ∑ h, ν j (g * ψ (Pi.mulSingle i h)) ≤ | |
| B * (Fintype.card H : ℝ) / Fintype.card G) : | |
| (Module.finrank ℂ E : ℝ) * hsSq (integrated ρ (fun g => (realProduct 8 ν g : ℂ))) ≤ | |
| (8 * B * F.reciprocalSum)^8 * ((Module.finrank ℂ E : ℝ)^2)⁻¹ := by | |
| let S : ℝ := ∑ b ∈ Finset.univ.filter (fun b => F.degree b ^ 8 ≤ Module.finrank ℂ E), (F.degree b : ℝ)^2 | |
| let R : ℝ := 8 * B * S / Module.finrank ℂ E | |
| have hD : (0 : ℝ) < Module.finrank ℂ E := by exact_mod_cast hd | |
| have hR : 0 ≤ R := by dsimp [R, S]; positivity | |
| have hA (j : Fin 8) (v : E) : ‖integrated ρ (fun g => (ν j g : ℂ)) v‖ ^ 2 ≤ R * ‖v‖ ^ 2 := by | |
| simpa only [R, S, Fintype.card_fin, Nat.cast_ofNat] using | |
| F.integrated_norm_sq ρ hu (Nat.ne_of_gt hd) ψ (ν j) B (hν j) (h1 j) hB (by | |
| intro i g | |
| convert hcoset j i g using 1 | |
| apply Finset.sum_congr rfl | |
| intro h _ | |
| congr 4 | |
| exact Subsingleton.elim _ _) v | |
| calc | |
| _ ≤ (Module.finrank ℂ E : ℝ) * ((Module.finrank ℂ E : ℝ) * R^8) := | |
| mul_le_mul_of_nonneg_left (realProduct_hsSq ρ 8 ν R hR hA) hD.le | |
| _ = (Module.finrank ℂ E : ℝ)^2 * R^8 := by ring | |
| _ ≤ _ := eight_degree_bound _ hD B S F.reciprocalSum (F.low_degree_sq _) | |
| end Thorp.Fourier | |
| namespace Thorp.Fourier | |
| variable {G : Type} [Group G] [Fintype G] | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℂ E] | |
| lemma centered_probability_trivial (ρ : Representation ℂ G E) (hρ : ∀ g v, ρ g v = v) | |
| (ν : G → ℝ) (h1 : ∑ g, ν g = 1) : | |
| integrated ρ (fun g => ((ν g - (Fintype.card G : ℝ)⁻¹ : ℝ) : ℂ)) = 0 := by | |
| rw [integrated_real_sub] | |
| have htr (g : G) (v : E) : ρ g v = (1 : ℂ) • v := by simpa using hρ g v | |
| rw [integrated_scalar ρ (fun _ => 1) htr, integrated_scalar ρ (fun _ => 1) htr] | |
| simp only [mul_one, ← Complex.ofReal_sum, h1, Complex.ofReal_one, | |
| Finset.sum_const, Finset.card_univ, nsmul_eq_mul] | |
| simp [Complex.ofReal_inv, Complex.ofReal_natCast, Fintype.card_ne_zero] | |
| lemma centered_probability_character (ρ : Representation ℂ G E) (χ : G → ℂ) | |
| (hρ : ∀ g v, ρ g v = χ g • v) (hχ : ∑ g, χ g = 0) (ν : G → ℝ) : | |
| integrated ρ (fun g => ((ν g - (Fintype.card G : ℝ)⁻¹ : ℝ) : ℂ)) = | |
| (∑ g, (ν g : ℂ) * χ g) • LinearMap.id := by | |
| rw [integrated_real_sub, integrated_scalar ρ χ hρ, integrated_scalar ρ χ hρ] | |
| simp only [← Finset.mul_sum, hχ, mul_zero, zero_smul, sub_zero] | |
| end Thorp.Fourier | |
| namespace Thorp.Specht | |
| open scoped Classical | |
| open Thorp.Fourier | |
| variable {α β : Type} [Fintype α] [Fintype β] [DecidableEq α] [DecidableEq β] [Nontrivial α] | |
| theorem permutation_eight_sequence_bound (hn : 16 ≤ Fintype.card α) | |
| (ψ : (Fin 8 → Equiv.Perm β) →* Equiv.Perm α) (ν : Fin 8 → Equiv.Perm α → ℝ) (B : ℝ) | |
| (hν : ∀ j g, 0 ≤ ν j g) (h1 : ∀ j, ∑ g, ν j g = 1) (hB : 0 ≤ B) | |
| (hcoset : ∀ j i g, ∑ h, ν j (g * ψ (Pi.mulSingle i h)) ≤ | |
| B * (Fintype.card (Equiv.Perm β) : ℝ) / Fintype.card (Equiv.Perm α)) : | |
| (∑ g, |realProduct 8 ν g - (Fintype.card (Equiv.Perm α) : ℝ)⁻¹|)^2 ≤ | |
| 2 * ‖∑ g, (realProduct 8 ν g : ℂ) * complexSign g‖^2 + | |
| (8 * B * (permutationFamily β).reciprocalSum)^8 * exceptionalReciprocalSum (Fintype.card α) := by | |
| let F := permutationFamily α | |
| let H := permutationFamily β | |
| let bias : ℝ := ‖∑ g, (realProduct 8 ν g : ℂ) * complexSign g‖^2 | |
| let K : ℝ := (8 * B * H.reciprocalSum)^8 | |
| let f : Equiv.Perm α → ℝ := fun g => realProduct 8 ν g - (Fintype.card (Equiv.Perm α) : ℝ)⁻¹ | |
| have hp (p : F.Index) : | |
| (F.degree p : ℝ) * hsSq (integrated (F.rep p) (fun g => (f g : ℂ))) ≤ | |
| if defect p = 0 then bias else K * inverseDegree p := by | |
| by_cases hz : defect p = 0 | |
| · rw [ite_eq_left hz] | |
| obtain ⟨hd, htr | hsign⟩ := permutation_exceptional_action (α:=α) p hz | |
| · have hh := centered_probability_trivial (F.rep p) htr (realProduct 8 ν) (realProduct_sum _ _ h1) | |
| change integrated (F.rep p) (fun g => (f g : ℂ)) = 0 at hh | |
| rw [hh] | |
| simp only [hsSq, LinearMap.zero_apply, norm_zero, zero_pow (by decide : 2 ≠ 0), | |
| Finset.sum_const_zero, mul_zero] | |
| exact pow_nonneg (norm_nonneg _) _ | |
| · have hh := centered_probability_character (F.rep p) complexSign hsign (complexSign_sum (α:=α)) (realProduct 8 ν) | |
| change integrated (F.rep p) (fun g => (f g : ℂ)) = _ at hh | |
| rw [hh, hsSq_scalar] | |
| change (F.degree p : ℝ) * ((F.degree p : ℝ) * ‖∑ g, (realProduct 8 ν g : ℂ) * complexSign g‖^2) ≤ bias | |
| rw [show F.degree p = 1 from hd] | |
| simp only [Nat.cast_one, one_mul] | |
| exact le_rfl | |
| · rw [ite_eq_right hz] | |
| have hgt : 1 < Module.finrank ℂ (F.Space p) := degree_gt_one p hn (Nat.pos_of_ne_zero hz) | |
| have hu := integrated_uniform_real (F.rep p) hgt | |
| have he : integrated (F.rep p) (fun g => (f g : ℂ)) = | |
| integrated (F.rep p) (fun g => (realProduct 8 ν g : ℂ)) := by | |
| rw [show (fun g => (f g : ℂ)) = (fun g => ((realProduct 8 ν g - (Fintype.card (Equiv.Perm α) : ℝ)⁻¹ : ℝ) : ℂ)) from rfl, | |
| integrated_real_sub, hu, sub_zero] | |
| rw [he] | |
| exact H.eight_sequence_transform_bound (F.rep p) (F.unitary p) (by omega) ψ ν B hν h1 hB hcoset | |
| have hs : (∑ p : NShape (Fintype.card α), if defect p = 0 then bias else K * inverseDegree p) = | |
| (Fintype.card {p : NShape (Fintype.card α) // defect p = 0} : ℝ) * bias + | |
| K * exceptionalReciprocalSum (Fintype.card α) := by | |
| rw [show (Fintype.card {p : NShape (Fintype.card α) // defect p = 0} : ℝ) * bias = | |
| ∑ p : NShape (Fintype.card α), if defect p = 0 then bias else 0 by rw [← Finset.sum_filter]; simp [Fintype.card_subtype], | |
| exceptionalReciprocalSum, Finset.mul_sum, ← Finset.sum_add_distrib] | |
| apply Finset.sum_congr rfl | |
| intro p _ | |
| by_cases hz : defect p = 0 | |
| · simp only [hz, lt_self_iff_false, ↓reduceIte, mul_zero, add_zero] | |
| · simp only [hz, Nat.pos_of_ne_zero hz, ↓reduceIte, zero_add] | |
| have hc : (Fintype.card {p : NShape (Fintype.card α) // defect p = 0} : ℝ) ≤ 2 := by | |
| exact_mod_cast exceptional_count (Fintype.card α) | |
| calc | |
| _ ≤ ∑ p, (F.degree p : ℝ) * hsSq (integrated (F.rep p) (fun g => (f g : ℂ))) := F.l1_sq_le_parseval f | |
| _ ≤ ∑ p : NShape (Fintype.card α), if defect p = 0 then bias else K * inverseDegree p := | |
| Finset.sum_le_sum (fun p _ => hp p) | |
| _ = _ := hs | |
| _ ≤ _ := add_le_add (mul_le_mul_of_nonneg_right hc (pow_nonneg (norm_nonneg _) _)) le_rfl | |
| end Thorp.Specht | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| theorem tagged_path_deviation_identity {ι : Type*} (d : ℕ) | |
| (B : Position (d + 1) → Bool) (tag : Position (d + 1)) (ht : B tag = true) | |
| (e : ι → Position (d + 1)) (he : ∀ i, B (e i) = false) | |
| (t : ℕ) (f : (Fin (t + 1) → ι → Position (d + 1)) → Position (d + 1) → ℝ) : | |
| mean (fun ω : History (d + 1) t => | |
| f (exposedPath (d + 1) e t ω) (run (d + 1) t ω tag) - | |
| (1 / (freeCount B : ℝ)) * | |
| (∑ y, if B ((run (d + 1) t ω).symm y) then f (exposedPath (d + 1) e t ω) y else 0)) = | |
| mean (fun ω : History (d + 1) t => | |
| ∑ y, (iterateState d (initialState (d + 1) B tag ht) t ω).weight y * | |
| f (exposedPath (d + 1) e t ω) y) := by | |
| have hh := flow_path_joint_identity d (initialState (d + 1) B tag ht).raw e he t f | |
| simp_rw [← iterateState_raw] at hh | |
| change (mean (fun ω : History (d + 1) t => ∑ x, | |
| (initialState (d + 1) B tag ht).weight x * f (exposedPath (d + 1) e t ω) (run (d + 1) t ω x))) = _ at hh | |
| change _ = mean (fun ω : History (d + 1) t => ∑ y, | |
| (iterateState d (initialState (d + 1) B tag ht) t ω).raw.weight y * f (exposedPath (d + 1) e t ω) y) | |
| rw [← hh] | |
| apply mean_congr | |
| intro ω | |
| change _ = ∑ x, centeredPoint B tag x * f (exposedPath (d + 1) e t ω) (run (d + 1) t ω x) | |
| rw [centeredPoint_test] | |
| congr 2 | |
| simpa only [Equiv.symm_apply_apply] using | |
| (Equiv.sum_comp (run (d + 1) t ω) | |
| (fun y => if B ((run (d + 1) t ω).symm y) then f (exposedPath (d + 1) e t ω) y else 0)).symm | |
| theorem tagged_path_deviation_bound {ι : Type*} (d : ℕ) | |
| (B : Position (d + 1) → Bool) (tag : Position (d + 1)) (ht : B tag = true) | |
| (e : ι → Position (d + 1)) (he : ∀ i, B (e i) = false) | |
| (t : ℕ) (f : (Fin (t + 1) → ι → Position (d + 1)) → Position (d + 1) → ℝ) | |
| (hf : ∀ e' y, |f e' y| ≤ 1) : | |
| |mean (fun ω : History (d + 1) t => | |
| f (exposedPath (d + 1) e t ω) (run (d + 1) t ω tag) - | |
| (1 / (freeCount B : ℝ)) * | |
| (∑ y, if B ((run (d + 1) t ω).symm y) then f (exposedPath (d + 1) e t ω) y else 0))| ≤ | |
| Real.sqrt ((Fintype.card (Position (d + 1)) : ℝ) * | |
| expectedEnergy d (initialState (d + 1) B tag ht) t) := by | |
| rw [tagged_path_deviation_identity d B tag ht e he] | |
| exact mean_weighted_test_le _ _ (fun ω y => hf _ y) | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| def avoid {ι α : Type*} (e : ι → α) : α → Bool := fun x => decide (∀ i, e i ≠ x) | |
| @[simp] lemma avoid_exposed {ι α : Type*} (e : ι → α) (i : ι) : | |
| avoid e (e i) = false := by simp [avoid] | |
| lemma avoid_perm {ι α : Type*} (e : ι → α) (g : Equiv.Perm α) (x : α) : | |
| avoid (g ∘ e) x = avoid e (g.symm x) := by | |
| simp [avoid, ← g.eq_symm_apply] | |
| lemma avoid_equiv_left {ι α β : Type*} (L : Sum ι α ≃ β) {k : ℕ} | |
| (e : Fin k → α) (i : ι) : | |
| avoid (Sum.elim (fun j => L (.inl j)) (fun j => L (.inr (e j)))) (L (.inl i)) = false := by | |
| exact avoid_exposed (Sum.elim (fun j => L (.inl j)) (fun j => L (.inr (e j)))) (Sum.inl i) | |
| lemma avoid_equiv_right {ι α β : Type*} [DecidableEq α] (L : Sum ι α ≃ β) {k : ℕ} | |
| (e : Fin k → α) (a : α) : | |
| avoid (Sum.elim (fun j => L (.inl j)) (fun j => L (.inr (e j)))) (L (.inr a)) = freeOf e a := by | |
| simp [avoid, freeOf, Sum.forall] | |
| lemma freeCount_avoid_equiv {ι α β : Type*} [Fintype ι] [Fintype α] [Fintype β] | |
| [DecidableEq α] (L : Sum ι α ≃ β) {k : ℕ} (e : Fin k → α) : | |
| freeCount (avoid (Sum.elim (fun i => L (.inl i)) (fun j => L (.inr (e j))))) = | |
| freeCount (freeOf e) := by | |
| apply Nat.cast_injective (R := ℝ) | |
| rw [← sum_free_indicator, ← sum_free_indicator] | |
| rw [← Equiv.sum_comp L] | |
| simp only [Fintype.sum_sum_type, avoid_equiv_left, Bool.false_eq_true, ↓reduceIte, | |
| Finset.sum_const_zero, avoid_equiv_right, zero_add] | |
| def pathComplete {ι α : Type*} [Fintype α] {t k : ℕ} | |
| (f : (Fin (t + 1) → ι → α) → (Fin (k + 1) → α) → ℝ) | |
| (p : Fin (t + 1) → ι → α) (z : Fin k → α) : ℝ := | |
| let B := avoid (Sum.elim (p (Fin.last t)) z) | |
| (1 / (freeCount B : ℝ)) * ∑ y, if B y then f p (Fin.snoc z y) else 0 | |
| lemma pathComplete_bound {ι α : Type*} [Fintype α] {t k : ℕ} | |
| (f : (Fin (t + 1) → ι → α) → (Fin (k + 1) → α) → ℝ) | |
| (hf : ∀ p z, |f p z| ≤ 1) (p : Fin (t + 1) → ι → α) (z : Fin k → α) : | |
| |pathComplete f p z| ≤ 1 := by | |
| let B := avoid (Sum.elim (p (Fin.last t)) z) | |
| change |(1 / (freeCount B : ℝ)) * ∑ y, if B y then f p (Fin.snoc z y) else 0| ≤ 1 | |
| rw [abs_mul, abs_of_nonneg (by positivity : (0 : ℝ) ≤ 1 / (freeCount B : ℝ))] | |
| have hs : |∑ y, if B y then f p (Fin.snoc z y) else 0| ≤ freeCount B := by | |
| calc | |
| _ ≤ ∑ y, |if B y then f p (Fin.snoc z y) else 0| := Finset.abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ y, if B y then (1 : ℝ) else 0 := Finset.sum_le_sum (fun y _ => by | |
| cases h : B y <;> simp only [Bool.false_eq_true, ↓reduceIte, abs_zero, | |
| le_refl] ; exact hf _ _) | |
| _ = _ := sum_free_indicator _ | |
| have hh := mul_le_mul_of_nonneg_left hs (by positivity : (0 : ℝ) ≤ 1 / (freeCount B : ℝ)) | |
| by_cases hz : freeCount B = 0 | |
| · simp [hz] | |
| · have hn : (freeCount B : ℝ) ≠ 0 := by exact_mod_cast hz | |
| simpa [hn] using hh | |
| lemma exposedPath_comp {ι κ : Type*} (d : ℕ) (e : ι → Position d) (a : κ → ι) | |
| (t : ℕ) (ω : History d t) : | |
| (fun s => exposedPath d e t ω s ∘ a) = exposedPath d (e ∘ a) t ω := by | |
| induction t with | |
| | zero => rfl | |
| | succ t ih => | |
| funext s j | |
| refine Fin.lastCases ?_ (fun i => ?_) s | |
| · simp [exposedPath, Function.comp_def] | |
| · simpa only [exposedPath, Fin.snoc_castSucc, Function.comp_apply] using | |
| congrFun (congrFun (ih (Fin.init ω)) i) j | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| lemma pathComplete_equiv {ι α β : Type*} [Fintype ι] [Fintype α] [Fintype β] | |
| [DecidableEq α] (L : Sum ι α ≃ β) {t k : ℕ} | |
| (f : (Fin (t + 1) → ι → β) → (Fin (k + 1) → β) → ℝ) | |
| (p : Fin (t + 1) → ι → β) (hp : p (Fin.last t) = fun i => L (.inl i)) | |
| (e : Fin k → α) : | |
| pathComplete f p (fun j => L (.inr (e j))) = | |
| (1 / (freeCount (freeOf e) : ℝ)) * | |
| ∑ a, if freeOf e a then f p (Fin.snoc (fun j => L (.inr (e j))) (L (.inr a))) else 0 := by | |
| unfold pathComplete | |
| dsimp only | |
| rw [hp, freeCount_avoid_equiv] | |
| congr 1 | |
| rw [← Equiv.sum_comp L] | |
| simp only [Fintype.sum_sum_type, avoid_equiv_left, Bool.false_eq_true, ↓reduceIte, | |
| Finset.sum_const_zero, avoid_equiv_right, zero_add] | |
| lemma uniform_path_completion {ι α β : Type*} [Fintype ι] [Fintype α] [Fintype β] | |
| [DecidableEq α] (L : Sum ι α ≃ β) {t k : ℕ} | |
| (f : (Fin (t + 1) → ι → β) → (Fin (k + 1) → β) → ℝ) | |
| (p : Fin (t + 1) → ι → β) (hp : p (Fin.last t) = fun i => L (.inl i)) | |
| (e : Fin k → α) (tag : α) (ht : freeOf e tag = true) : | |
| mean (fun σ : Equiv.Perm α => | |
| f p (Fin.snoc (fun j => L (.inr (σ (e j)))) (L (.inr (σ tag))))) = | |
| mean (fun σ : Equiv.Perm α => pathComplete f p (fun j => L (.inr (σ (e j))))) := by | |
| have hh := uniform_tagged_completion e tag ht | |
| (fun z y => f p (Fin.snoc (fun j => L (.inr (z j))) (L (.inr y)))) | |
| refine hh.trans ?_ | |
| apply mean_congr | |
| intro σ | |
| simpa only [freeCount_perm, Function.comp_apply] using | |
| (pathComplete_equiv L f p hp (σ ∘ e)).symm | |
| def splitPath {ι α : Type*} {d : ℕ} (L : Sum ι α ≃ Position d) | |
| (t : ℕ) (ω : History d t) : Fin (t + 1) → ι → Position d := | |
| exposedPath d (fun i => L (.inl i)) t ω | |
| def splitTuple {ι α : Type*} {d k : ℕ} (L : Sum ι α ≃ Position d) | |
| (t : ℕ) (ω : History d t) (e : Fin k → α) : Fin k → Position d := | |
| fun j => run d t ω (L (.inr (e j))) | |
| lemma splitTuple_snoc {ι α : Type*} {d k : ℕ} (L : Sum ι α ≃ Position d) | |
| (t : ℕ) (ω : History d t) (e : Fin k → α) (a : α) : | |
| splitTuple L t ω (Fin.snoc e a) = Fin.snoc (splitTuple L t ω e) (run d t ω (L (.inr a))) := by | |
| funext j | |
| refine Fin.lastCases ?_ (fun i => ?_) j <;> simp [splitTuple] | |
| lemma splitPath_last {ι α : Type*} {d : ℕ} (L : Sum ι α ≃ Position d) | |
| (t : ℕ) (ω : History d t) : | |
| splitPath L t ω (Fin.last t) = fun i => run d t ω (L (.inl i)) := exposedPath_last _ _ _ _ | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| lemma splitPath_completion_error {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] | |
| (d : ℕ) (L : Sum ι α ≃ Position (d + 1)) {k : ℕ} (e : Fin k → α) | |
| (tag : α) (ht : freeOf e tag = true) (t : ℕ) | |
| (f : (Fin (t + 1) → ι → Position (d + 1)) → (Fin (k + 1) → Position (d + 1)) → ℝ) | |
| (hf : ∀ p z, |f p z| ≤ 1) : | |
| |mean (fun ω : History (d + 1) t => f (splitPath L t ω) (splitTuple L t ω (Fin.snoc e tag))) - | |
| mean (fun ω : History (d + 1) t => pathComplete f (splitPath L t ω) (splitTuple L t ω e))| ≤ | |
| Real.sqrt ((Fintype.card (Position (d + 1)) : ℝ) * | |
| expectedEnergy d (initialState (d + 1) | |
| (avoid (Sum.elim (fun i => L (.inl i)) (fun j => L (.inr (e j))))) (L (.inr tag)) | |
| (by rwa [avoid_equiv_right])) t) := by | |
| let z : Sum ι (Fin k) → Position (d + 1) := | |
| Sum.elim (fun i => L (.inl i)) (fun j => L (.inr (e j))) | |
| let B := avoid z | |
| let F (p : Fin (t + 1) → Sum ι (Fin k) → Position (d + 1)) (y : Position (d + 1)) := | |
| f (fun s i => p s (.inl i)) (Fin.snoc (fun j => p (Fin.last t) (.inr j)) y) | |
| have hh := tagged_path_deviation_bound d B (L (.inr tag)) | |
| (by exact (avoid_equiv_right L e tag).trans ht) z (avoid_exposed z) t F | |
| (fun p y => hf _ _) | |
| have ho (ω : History (d + 1) t) : | |
| (fun s i => exposedPath (d + 1) z t ω s (.inl i)) = splitPath L t ω := | |
| exposedPath_comp (d + 1) z Sum.inl t ω | |
| have he (ω : History (d + 1) t) : | |
| (fun j => exposedPath (d + 1) z t ω (Fin.last t) (.inr j)) = splitTuple L t ω e := by | |
| rw [exposedPath_last] | |
| rfl | |
| have hF (ω : History (d + 1) t) (y : Position (d + 1)) : | |
| F (exposedPath (d + 1) z t ω) y = f (splitPath L t ω) (Fin.snoc (splitTuple L t ω e) y) := by | |
| change f _ _ = _ | |
| rw [ho, he] | |
| have hB (ω : History (d + 1) t) (y : Position (d + 1)) : | |
| B ((run (d + 1) t ω).symm y) = | |
| avoid (Sum.elim (splitPath L t ω (Fin.last t)) (splitTuple L t ω e)) y := by | |
| rw [splitPath_last] | |
| have hz : Sum.elim (fun i => run (d + 1) t ω (L (.inl i))) (splitTuple L t ω e) = | |
| (run (d + 1) t ω) ∘ z := by | |
| funext i | |
| cases i <;> rfl | |
| rw [hz] | |
| exact (avoid_perm z (run (d + 1) t ω) y).symm | |
| have hcount (ω : History (d + 1) t) : | |
| freeCount (avoid (Sum.elim (splitPath L t ω (Fin.last t)) (splitTuple L t ω e))) = freeCount B := by | |
| rw [splitPath_last] | |
| change freeCount (avoid (Sum.elim (fun i => (L.trans (run (d + 1) t ω)) (.inl i)) | |
| (fun j => (L.trans (run (d + 1) t ω)) (.inr (e j))))) = _ | |
| rw [freeCount_avoid_equiv, show freeCount B = freeCount (freeOf e) from freeCount_avoid_equiv L e] | |
| simp_rw [hF, hB] at hh | |
| rw [← mean_sub] | |
| convert hh using 1 | |
| congr 1 | |
| apply mean_congr | |
| intro ω | |
| rw [splitTuple_snoc] | |
| congr 1 | |
| exact congrArg (fun n : ℕ => (1 / (n : ℝ)) * | |
| ∑ y, if avoid (Sum.elim (splitPath L t ω (Fin.last t)) (splitTuple L t ω e)) y then | |
| f (splitPath L t ω) (Fin.snoc (splitTuple L t ω e) y) else 0) (hcount ω) | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| lemma uniform_splitTuple_completion {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] | |
| {d : ℕ} (L : Sum ι α ≃ Position d) {k : ℕ} (e : Fin (k + 1) → α) | |
| (he : Function.Injective e) (t : ℕ) (ω : History d t) | |
| (f : (Fin (t + 1) → ι → Position d) → (Fin (k + 1) → Position d) → ℝ) : | |
| mean (fun σ : Equiv.Perm α => f (splitPath L t ω) (splitTuple L t ω (σ ∘ e))) = | |
| mean (fun σ : Equiv.Perm α => pathComplete f (splitPath L t ω) (splitTuple L t ω (σ ∘ Fin.init e))) := by | |
| have ht : freeOf (Fin.init e) (e (Fin.last k)) = true := by | |
| apply (freeOf_true _ _).mpr | |
| intro i hi | |
| exact Fin.castSucc_ne_last i (he hi) | |
| have hh := uniform_path_completion (L.trans (run d t ω)) f (splitPath L t ω) | |
| (splitPath_last L t ω) (Fin.init e) (e (Fin.last k)) ht | |
| convert hh using 1 | |
| · apply mean_congr | |
| intro σ | |
| congr 1 | |
| funext j | |
| refine Fin.lastCases ?_ (fun i => ?_) j <;> simp [splitTuple, Fin.init_def] | |
| · rfl | |
| theorem splitTuple_test_400 {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] | |
| (d m : ℕ) (hm : Fintype.card (Position (d + 2)) ≤ 16 * m) | |
| (L : Sum ι α ≃ Position (d + 2)) (k : ℕ) (hk : k + m ≤ Fintype.card α) | |
| (e : Fin k → α) (he : Function.Injective e) | |
| (f : (Fin (400 * (d + 2) + 1) → ι → Position (d + 2)) → (Fin k → Position (d + 2)) → ℝ) | |
| (hf : ∀ p z, |f p z| ≤ 1) : | |
| |mean (fun ω : History (d + 2) (400 * (d + 2)) => | |
| f (splitPath L _ ω) (splitTuple L _ ω e)) - | |
| mean (fun ω : History (d + 2) (400 * (d + 2)) => | |
| mean (fun σ : Equiv.Perm α => f (splitPath L _ ω) (splitTuple L _ ω (σ ∘ e))))| ≤ | |
| (k : ℝ) * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m)) := by | |
| induction k with | |
| | zero => | |
| have hz (ω : History (d + 2) (400 * (d + 2))) (σ : Equiv.Perm α) : | |
| splitTuple L _ ω (σ ∘ e) = splitTuple L _ ω e := Subsingleton.elim _ _ | |
| simp_rw [hz, mean_const] | |
| simp | |
| | succ k ih => | |
| have he0 : Function.Injective (Fin.init e) := by | |
| intro i j hij | |
| exact Fin.castSucc_inj.mp (he hij) | |
| have ht : freeOf (Fin.init e) (e (Fin.last k)) = true := by | |
| apply (freeOf_true _ _).mpr | |
| intro i hi | |
| exact Fin.castSucc_ne_last i (he hi) | |
| let B := avoid (Sum.elim (fun i => L (.inl i)) (fun j => L (.inr (Fin.init e j)))) | |
| have htag : B (L (.inr (e (Fin.last k)))) = true := (avoid_equiv_right _ _ _).trans ht | |
| have hcount : m ≤ freeCount B := by | |
| rw [show freeCount B = freeCount (freeOf (Fin.init e)) from freeCount_avoid_equiv L (Fin.init e), | |
| freeCount_freeOf _ he0] | |
| omega | |
| have henergy := centeredPoint_energy_400 d B (L (.inr (e (Fin.last k)))) htag (by omega) | |
| have hpower : (9 / 10 : ℝ) ^ freeCount B ≤ (9 / 10 : ℝ) ^ m := | |
| pow_le_pow_of_le_one (by norm_num) (by norm_num) hcount | |
| have hz := splitPath_completion_error (d + 1) L (Fin.init e) (e (Fin.last k)) ht | |
| (400 * (d + 2)) f hf | |
| rw [Fin.snoc_init_self] at hz | |
| have hestimate : | |
| Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| expectedEnergy (d + 1) (initialState (d + 2) B (L (.inr (e (Fin.last k)))) htag) | |
| (400 * (d + 2))) ≤ | |
| Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m)) := by | |
| apply Real.sqrt_le_sqrt | |
| apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg _) | |
| exact henergy.trans (by linarith) | |
| have hnext := ih (by omega) (Fin.init e) he0 (pathComplete f) (pathComplete_bound f hf) | |
| simp_rw [uniform_splitTuple_completion L e he _ _ f] | |
| have htri := abs_sub_le | |
| (mean (fun ω : History (d + 2) (400 * (d + 2)) => f (splitPath L _ ω) (splitTuple L _ ω e))) | |
| (mean (fun ω : History (d + 2) (400 * (d + 2)) => pathComplete f (splitPath L _ ω) (splitTuple L _ ω (Fin.init e)))) | |
| (mean (fun ω : History (d + 2) (400 * (d + 2)) => | |
| mean (fun σ : Equiv.Perm α => pathComplete f (splitPath L _ ω) (splitTuple L _ ω (σ ∘ Fin.init e))))) | |
| have hz' := hz.trans hestimate | |
| push_cast | |
| nlinarith | |
| end Thorp.Conditional | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| theorem splitTuple_joint_tv_400 {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] | |
| (d m : ℕ) (hm : Fintype.card (Position (d + 2)) ≤ 16 * m) | |
| (L : Sum ι α ≃ Position (d + 2)) (k : ℕ) (hk : k + m ≤ Fintype.card α) | |
| (e : Fin k → α) (he : Function.Injective e) : | |
| tv (fairMass (fun ω : History (d + 2) (400 * (d + 2)) => | |
| (splitPath L _ ω, splitTuple L _ ω e))) | |
| (fairMass (fun a : History (d + 2) (400 * (d + 2)) × Equiv.Perm α => | |
| (splitPath L _ a.1, splitTuple L _ a.1 (a.2 ∘ e)))) ≤ | |
| (k : ℝ) / 2 * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m)) := by | |
| have hh := fairMass_tv_le_of_test | |
| (fun ω : History (d + 2) (400 * (d + 2)) => (splitPath L _ ω, splitTuple L _ ω e)) | |
| (fun a : History (d + 2) (400 * (d + 2)) × Equiv.Perm α => | |
| (splitPath L _ a.1, splitTuple L _ a.1 (a.2 ∘ e))) | |
| ((k : ℝ) * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m))) (by | |
| intro f hf | |
| rw [mean_prod] | |
| exact splitTuple_test_400 d m hm L k hk e he (fun p z => f (p, z)) (fun p z => hf _)) | |
| convert hh using 1 ; first | rfl | ring | |
| end Thorp.Conditional | |
| namespace Revealed.Split | |
| open scoped Classical | |
| variable {ι α β : Type*} | |
| lemma perm_preserves_right (g : Equiv.Perm (Sum ι α)) | |
| (hg : ∀ i, g (.inl i) = .inl i) (a : α) : ∃ b, g (.inr a) = .inr b := by | |
| cases h : g (.inr a) with | |
| | inl i => | |
| have hh := g.injective (h.trans (hg i).symm) | |
| exact False.elim (Sum.inr_ne_inl hh) | |
| | inr b => exact ⟨b, rfl⟩ | |
| def rightPart (g : Equiv.Perm (Sum ι α)) (hg : ∀ i, g (.inl i) = .inl i) : Equiv.Perm α := | |
| Equiv.ofBijective (fun a => (perm_preserves_right g hg a).choose) (by | |
| constructor | |
| · intro a b h | |
| apply Sum.inr_injective | |
| apply g.injective | |
| rw [(perm_preserves_right g hg a).choose_spec, | |
| (perm_preserves_right g hg b).choose_spec] | |
| exact congrArg Sum.inr h | |
| · intro b | |
| obtain ⟨x, hx⟩ := g.surjective (.inr b) | |
| cases x with | |
| | inl i => rw [hg i] at hx; exact False.elim (Sum.inl_ne_inr hx) | |
| | inr a => | |
| refine ⟨a, ?_⟩ | |
| apply Sum.inr_injective | |
| exact (perm_preserves_right g hg a).choose_spec.symm.trans hx) | |
| lemma rightPart_spec (g : Equiv.Perm (Sum ι α)) (hg : ∀ i, g (.inl i) = .inl i) (a : α) : | |
| g (.inr a) = .inr (rightPart g hg a) := (perm_preserves_right g hg a).choose_spec | |
| def relative (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) : Equiv.Perm α := | |
| rightPart (L.trans M.symm) (fun i => by simp only [Equiv.trans_apply, h, Equiv.symm_apply_apply]) | |
| lemma relative_spec (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) (a : α) : | |
| M (.inr (relative L M h a)) = L (.inr a) := by | |
| have hh := rightPart_spec (L.trans M.symm) (fun i => by simp only [Equiv.trans_apply, h, Equiv.symm_apply_apply]) a | |
| exact (congrArg M hh).symm.trans (M.apply_symm_apply _) | |
| lemma relative_self (L : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = L (.inl i)) : relative L L h = 1 := by | |
| ext a | |
| apply Sum.inr_injective | |
| apply L.injective | |
| exact relative_spec L L h a | |
| lemma relative_unique (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) | |
| (g : Equiv.Perm α) (hg : ∀ a, M (.inr (g a)) = L (.inr a)) : relative L M h = g := by | |
| ext a | |
| apply Sum.inr_injective | |
| apply M.injective | |
| exact (relative_spec L M h a).trans (hg a).symm | |
| lemma relative_factor (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) : | |
| (Equiv.sumCongr (Equiv.refl ι) (relative L M h)).trans M = L := by | |
| ext x | |
| cases x with | |
| | inl i => exact (h i).symm | |
| | inr a => exact relative_spec L M h a | |
| lemma relative_pre (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) (g : Equiv.Perm α) : | |
| relative ((Equiv.sumCongr (Equiv.refl ι) g).trans L) M h = relative L M h * g := by | |
| apply relative_unique | |
| intro a | |
| exact relative_spec L M h (g a) | |
| lemma relative_post (L M : Sum ι α ≃ β) (h : ∀ i, L (.inl i) = M (.inl i)) (W : Equiv.Perm β) : | |
| relative (L.trans W) (M.trans W) (fun i => congrArg W (h i)) = relative L M h := by | |
| apply relative_unique | |
| intro a | |
| exact congrArg W (relative_spec L M h a) | |
| abbrev Outside (ι α β : Type*) := {o : ι → β // ∃ L : Sum ι α ≃ β, ∀ i, L (.inl i) = o i} | |
| def outside (L : Sum ι α ≃ β) : Outside ι α β := ⟨fun i => L (.inl i), ⟨L, fun _ => rfl⟩⟩ | |
| def sectionFrame (o : Outside ι α β) : Sum ι α ≃ β := o.property.choose | |
| lemma sectionFrame_spec (o : Outside ι α β) (i : ι) : sectionFrame o (.inl i) = o.val i := | |
| o.property.choose_spec i | |
| @[simp] lemma outside_sectionFrame (o : Outside ι α β) : outside (sectionFrame o) = o := by | |
| apply Subtype.ext | |
| funext i | |
| exact sectionFrame_spec o i | |
| @[simp] lemma outside_pre (L : Sum ι α ≃ β) (g : Equiv.Perm α) : | |
| outside ((Equiv.sumCongr (Equiv.refl ι) g).trans L) = outside L := by | |
| rfl | |
| def assignment (L : Sum ι α ≃ β) : Equiv.Perm α := | |
| relative L (sectionFrame (outside L)) (fun i => (sectionFrame_spec (outside L) i).symm) | |
| lemma assignment_factor (L : Sum ι α ≃ β) : | |
| (Equiv.sumCongr (Equiv.refl ι) (assignment L)).trans (sectionFrame (outside L)) = L := | |
| relative_factor _ _ _ | |
| @[simp] lemma assignment_sectionFrame (o : Outside ι α β) : assignment (sectionFrame o) = 1 := by | |
| unfold assignment | |
| simp only [outside_sectionFrame] | |
| exact relative_self _ _ | |
| lemma assignment_pre (L : Sum ι α ≃ β) (g : Equiv.Perm α) : | |
| assignment ((Equiv.sumCongr (Equiv.refl ι) g).trans L) = assignment L * g := by | |
| unfold assignment | |
| exact relative_pre _ _ _ _ | |
| def nextOutside (o : Outside ι α β) (W : Equiv.Perm β) : Outside ι α β := | |
| outside ((sectionFrame o).trans W) | |
| def increment (o : Outside ι α β) (W : Equiv.Perm β) : Equiv.Perm α := | |
| assignment ((sectionFrame o).trans W) | |
| lemma outside_post (L : Sum ι α ≃ β) (W : Equiv.Perm β) : | |
| outside (L.trans W) = nextOutside (outside L) W := by | |
| apply Subtype.ext | |
| funext i | |
| exact congrArg W (sectionFrame_spec (outside L) i).symm | |
| lemma assignment_post (L : Sum ι α ≃ β) (W : Equiv.Perm β) : | |
| assignment (L.trans W) = increment (outside L) W * assignment L := by | |
| conv_lhs => rw [← assignment_factor L] | |
| rw [Equiv.trans_assoc, assignment_pre] | |
| rfl | |
| end Revealed.Split | |
| namespace Revealed.Split | |
| open scoped Classical | |
| variable {ι α β : Type*} | |
| def frameFor (fallback : Sum ι α ≃ β) (o : ι → β) : Sum ι α ≃ β := | |
| if h : ∃ L : Sum ι α ≃ β, ∀ i, L (.inl i) = o i then sectionFrame ⟨o, h⟩ else fallback | |
| @[simp] lemma frameFor_outside (fallback L : Sum ι α ≃ β) : | |
| frameFor fallback (outside L).val = sectionFrame (outside L) := by | |
| unfold frameFor | |
| rw [dite_eq_left (outside L).property] | |
| def indexRight [Nonempty α] (L : Sum ι α ≃ β) (x : β) : α := | |
| match L.symm x with | .inl _ => Classical.arbitrary α | .inr a => a | |
| @[simp] lemma indexRight_apply [Nonempty α] (L : Sum ι α ≃ β) (a : α) : | |
| indexRight L (L (.inr a)) = a := by simp [indexRight] | |
| lemma indexRight_assignment [Nonempty α] (L : Sum ι α ≃ β) (a : α) : | |
| indexRight (sectionFrame (outside L)) (L (.inr a)) = assignment L a := by | |
| rw [← relative_spec L (sectionFrame (outside L)) (fun i => (sectionFrame_spec (outside L) i).symm) a] | |
| exact indexRight_apply _ _ | |
| lemma indexRight_tuple [Nonempty α] {k : ℕ} (L : Sum ι α ≃ β) | |
| (W : Equiv.Perm β) (a : Fin k → α) : | |
| (fun j => indexRight (frameFor L (fun i => W (L (.inl i)))) (W (L (.inr (a j))))) = | |
| assignment (L.trans W) ∘ a := by | |
| funext j | |
| have hframe := frameFor_outside L (L.trans W) | |
| dsimp only [outside, Equiv.trans_apply] at hframe | |
| rw [hframe] | |
| exact indexRight_assignment (L.trans W) (a j) | |
| end Revealed.Split | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| open Revealed.Split | |
| lemma mean_perm_comp {α Z : Type*} [Fintype α] [DecidableEq α] (ρ : Equiv.Perm α) | |
| (e : Z → α) (f : (Z → α) → ℝ) : | |
| mean (fun σ : Equiv.Perm α => f (ρ ∘ (σ ∘ e))) = | |
| mean (fun σ : Equiv.Perm α => f (σ ∘ e)) := | |
| mean_equiv (Equiv.mulLeft ρ) (fun σ : Equiv.Perm α => f (σ ∘ e)) | |
| theorem assignmentTuple_test_400 {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] [Nonempty α] | |
| (d m : ℕ) (hm : Fintype.card (Position (d + 2)) ≤ 16 * m) | |
| (L : Sum ι α ≃ Position (d + 2)) (k : ℕ) (hk : k + m ≤ Fintype.card α) | |
| (e : Fin k → α) (he : Function.Injective e) | |
| (f : (Fin (400 * (d + 2) + 1) → ι → Position (d + 2)) → (Fin k → α) → ℝ) | |
| (hf : ∀ p z, |f p z| ≤ 1) : | |
| |mean (fun ω : History (d + 2) (400 * (d + 2)) => | |
| f (splitPath L _ ω) ((assignment (L.trans (run (d + 2) _ ω))) ∘ e)) - | |
| mean (fun ω : History (d + 2) (400 * (d + 2)) => | |
| mean (fun σ : Equiv.Perm α => f (splitPath L _ ω) (σ ∘ e)))| ≤ | |
| (k : ℝ) * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m)) := by | |
| let T := 400 * (d + 2) | |
| let F (p : Fin (T + 1) → ι → Position (d + 2)) (z : Fin k → Position (d + 2)) : ℝ := | |
| f p (fun j => indexRight (frameFor L (p (Fin.last T))) (z j)) | |
| have hh := splitTuple_test_400 d m hm L k hk e he F (fun p z => hf _ _) | |
| have hF (ω : History (d + 2) T) (a : Fin k → α) : | |
| F (splitPath L T ω) (splitTuple L T ω a) = | |
| f (splitPath L T ω) (assignment (L.trans (run (d + 2) T ω)) ∘ a) := by | |
| dsimp only [F, splitTuple] | |
| rw [splitPath_last, indexRight_tuple] | |
| dsimp only [T] at hF | |
| simp_rw [hF] at hh | |
| have hu (ω : History (d + 2) T) : | |
| mean (fun σ : Equiv.Perm α => f (splitPath L T ω) | |
| (assignment (L.trans (run (d + 2) T ω)) ∘ (σ ∘ e))) = | |
| mean (fun σ : Equiv.Perm α => f (splitPath L T ω) (σ ∘ e)) := | |
| mean_perm_comp (assignment (L.trans (run (d + 2) T ω))) e (f (splitPath L T ω)) | |
| dsimp only [T] at hu | |
| simp_rw [hu] at hh | |
| exact hh | |
| end Thorp.Conditional | |
| namespace Revealed.Disintegration | |
| open scoped Classical | |
| open Thorp | |
| variable {E G : Type*} [fintype_E : Fintype E] [Fintype G] [nonempty_G : Nonempty G] | |
| def marginal (μ : E × G → ℝ) (e : E) : ℝ := ∑ g, μ (e, g) | |
| def conditional (μ : E × G → ℝ) (e : E) (g : G) : ℝ := | |
| if marginal μ e = 0 then (Fintype.card G : ℝ)⁻¹ else μ (e, g) / marginal μ e | |
| lemma marginal_nonneg (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (e : E) : | |
| 0 ≤ marginal μ e := by | |
| let retained_fintype_E := fintype_E | |
| let retained_nonempty_G := nonempty_G | |
| exact Finset.sum_nonneg (fun g _ => hμ (e, g)) | |
| lemma point_le_marginal (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (e : E) (g : G) : | |
| μ (e, g) ≤ marginal μ e := by | |
| let retained_fintype_E := fintype_E | |
| let retained_nonempty_G := nonempty_G | |
| exact Finset.single_le_sum (fun x _ => hμ (e, x)) (Finset.mem_univ g) | |
| lemma conditional_nonneg (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (e : E) (g : G) : | |
| 0 ≤ conditional μ e g := by | |
| unfold conditional | |
| split_ifs | |
| · positivity | |
| · exact div_nonneg (hμ _) (marginal_nonneg μ hμ e) | |
| lemma conditional_sum (μ : E × G → ℝ) (e : E) : ∑ g, conditional μ e g = 1 := by | |
| let retained_fintype_E := fintype_E | |
| by_cases h : marginal μ e = 0 | |
| · simp only [conditional, ite_eq_left h, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] | |
| exact mul_inv_cancel₀ (by exact_mod_cast Fintype.card_ne_zero) | |
| · simp only [conditional, ite_eq_right h, ← Finset.sum_div] | |
| exact div_self h | |
| lemma marginal_mul_conditional (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (e : E) (g : G) : | |
| marginal μ e * conditional μ e g = μ (e, g) := by | |
| unfold conditional | |
| split_ifs with h | |
| · have hz : μ (e, g) = 0 := le_antisymm ((point_le_marginal μ hμ e g).trans h.le) (hμ _) | |
| rw [h, hz, zero_mul] | |
| · exact mul_div_cancel₀ _ h | |
| lemma marginal_sum (μ : E × G → ℝ) : ∑ e, marginal μ e = ∑ x, μ x := by | |
| let retained_nonempty_G := nonempty_G | |
| simp only [marginal, Fintype.sum_prod_type] | |
| lemma marginal_fairMass {Ω : Type*} [Fintype Ω] (a : Ω → E) (b : Ω → G) : | |
| marginal (fairMass (fun ω => (a ω, b ω))) = fairMass a := by | |
| let retained_fintype_E := fintype_E | |
| let retained_nonempty_G := nonempty_G | |
| funext e | |
| unfold marginal fairMass | |
| rw [← Finset.sum_div, Finset.sum_comm] | |
| congr 1 | |
| apply Finset.sum_congr rfl | |
| intro ω _ | |
| simp [Prod.mk.injEq, ite_and] | |
| lemma fairMass_prod {Ω Ω' X Y : Type*} [Fintype Ω] [Fintype Ω'] | |
| (a : Ω → X) (b : Ω' → Y) (x : X) (y : Y) : | |
| fairMass (fun z : Ω × Ω' => (a z.1, b z.2)) (x, y) = fairMass a x * fairMass b y := by | |
| unfold fairMass | |
| simp only [Fintype.card_prod, Nat.cast_mul, Fintype.sum_prod_type, Prod.mk.injEq] | |
| rw [div_mul_div_comm, Finset.sum_mul] | |
| congr 1 | |
| apply Finset.sum_congr rfl | |
| intro ω _ | |
| rw [Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro ω' _ | |
| split_ifs <;> simp_all | |
| lemma tv_joint_scaled {Y : Type*} [Fintype Y] (p : E → ℝ) (hp : ∀ e, 0 ≤ p e) | |
| (μ ν : E → Y → ℝ) : | |
| tv (fun a : E × Y => p a.1 * μ a.1 a.2) (fun a => p a.1 * ν a.1 a.2) = | |
| ∑ e, p e * tv (μ e) (ν e) := by | |
| simp only [tv, Fintype.sum_prod_type, ← mul_sub, abs_mul, abs_of_nonneg (hp _), | |
| ← Finset.mul_sum] | |
| rw [Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro e _ | |
| ring | |
| lemma average_tv_eq (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (ν : E → G → ℝ) : | |
| (∑ e, marginal μ e * tv (conditional μ e) (ν e)) = | |
| tv μ (fun a : E × G => marginal μ a.1 * ν a.1 a.2) := by | |
| rw [← tv_joint_scaled (marginal μ) (marginal_nonneg μ hμ)] | |
| congr 1 | |
| funext a | |
| exact marginal_mul_conditional μ hμ a.1 a.2 | |
| end Revealed.Disintegration | |
| namespace Revealed.Disintegration | |
| open scoped Classical | |
| open Thorp | |
| variable {E G Y : Type*} [fintype_E : Fintype E] [Fintype G] [fintype_Y : Fintype Y] [nonempty_G : Nonempty G] | |
| lemma push_preserve_first (μ : E × G → ℝ) (f : G → Y) (e : E) (y : Y) : | |
| Trim.push μ (fun a => (a.1, f a.2)) (e, y) = ∑ g, if f g = y then μ (e, g) else 0 := by | |
| let retained_fintype_Y := fintype_Y | |
| let retained_nonempty_G := nonempty_G | |
| simp only [Trim.push, Fintype.sum_prod_type, Prod.mk.injEq, ite_and] | |
| simp | |
| lemma marginal_mul_push (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (f : G → Y) (e : E) (y : Y) : | |
| marginal μ e * Trim.push (conditional μ e) f y = ∑ g, if f g = y then μ (e, g) else 0 := by | |
| let retained_fintype_Y := fintype_Y | |
| rw [Trim.push, Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro g _ | |
| split_ifs | |
| · exact marginal_mul_conditional μ hμ e g | |
| · exact mul_zero _ | |
| lemma projection_tv_eq (μ : E × G → ℝ) (hμ : ∀ x, 0 ≤ μ x) (f : G → Y) (u : G → ℝ) : | |
| (∑ e, marginal μ e * tv (Trim.push (conditional μ e) f) (Trim.push u f)) = | |
| tv (Trim.push μ (fun a => (a.1, f a.2))) | |
| (fun a : E × Y => marginal μ a.1 * Trim.push u f a.2) := by | |
| rw [← tv_joint_scaled (marginal μ) (marginal_nonneg μ hμ)] | |
| congr 1 | |
| funext a | |
| rw [push_preserve_first, marginal_mul_push μ hμ] | |
| lemma conditional_projection_le_of_test {Ω : Type*} [Fintype Ω] | |
| (a : Ω → E) (b : Ω → G) (r : G → Y) (C : ℝ) | |
| (h : ∀ f : E × Y → ℝ, (∀ z, |f z| ≤ 1) → | |
| |Conditional.mean (fun ω => f (a ω, r (b ω))) - | |
| Conditional.mean (fun ω => Conditional.mean (fun g : G => f (a ω, r g)))| ≤ C) : | |
| (∑ e, marginal (fairMass (fun ω => (a ω, b ω))) e * | |
| tv (Trim.push (conditional (fairMass (fun ω => (a ω, b ω))) e) r) (fairMass r)) ≤ C / 2 := by | |
| have hh := Conditional.fairMass_tv_le_of_test | |
| (fun ω : Ω => (a ω, r (b ω))) (fun z : Ω × G => (a z.1, r z.2)) C (by | |
| intro f hf | |
| rw [Conditional.mean_prod] | |
| exact h f hf) | |
| have hu : Trim.push (fun _ : G => (Fintype.card G : ℝ)⁻¹) r = fairMass r := by | |
| rw [Trim.uniform_eq_fairMass_id, Trim.push_fairMass] | |
| rfl | |
| have hp := projection_tv_eq (fairMass (fun ω => (a ω, b ω))) (fairMass_nonneg _) r | |
| (fun _ : G => (Fintype.card G : ℝ)⁻¹) | |
| rw [hu] at hp | |
| rw [hp, Trim.push_fairMass, marginal_fairMass] | |
| simp_rw [← fairMass_prod a r] | |
| exact hh | |
| end Revealed.Disintegration | |
| namespace Thorp.Conditional | |
| open scoped Classical | |
| open Revealed.Split Revealed.Disintegration | |
| def frameJoint {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] {d : ℕ} | |
| (L : Sum ι α ≃ Position d) (t : ℕ) : | |
| (Fin (t + 1) → ι → Position d) × Equiv.Perm α → ℝ := | |
| fairMass (fun ω : History d t => (splitPath L t ω, assignment (L.trans (run d t ω)))) | |
| def frameKernel {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] {d : ℕ} | |
| (L : Sum ι α ≃ Position d) (t : ℕ) : | |
| (Fin (t + 1) → ι → Position d) → Equiv.Perm α → ℝ := conditional (frameJoint L t) | |
| lemma frameJoint_nonneg {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] {d : ℕ} | |
| (L : Sum ι α ≃ Position d) (t : ℕ) (x) : 0 ≤ frameJoint L t x := fairMass_nonneg _ _ | |
| lemma frameKernel_nonneg {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] {d : ℕ} | |
| (L : Sum ι α ≃ Position d) (t : ℕ) (p g) : 0 ≤ frameKernel L t p g := | |
| conditional_nonneg _ (frameJoint_nonneg L t) p g | |
| lemma frameKernel_sum {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] {d : ℕ} | |
| (L : Sum ι α ≃ Position d) (t : ℕ) (p) : ∑ g, frameKernel L t p g = 1 := | |
| conditional_sum _ p | |
| lemma frameKernel_tuple_bound {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] | |
| [Nonempty α] {d t k : ℕ} (L : Sum ι α ≃ Position d) (e : Fin k → α) (C : ℝ) | |
| (h : ∀ (f : (Fin (t + 1) → ι → Position d) → (Fin k → α) → ℝ), | |
| (∀ p z, |f p z| ≤ 1) → | |
| |mean (fun ω : History d t => f (splitPath L t ω) (assignment (L.trans (run d t ω)) ∘ e)) - | |
| mean (fun ω : History d t => mean (fun g : Equiv.Perm α => f (splitPath L t ω) (g ∘ e)))| ≤ C) : | |
| (∑ p, marginal (frameJoint L t) p * | |
| tv (Trim.push (frameKernel L t p) (fun g : Equiv.Perm α => g ∘ e)) | |
| (fairMass (fun g : Equiv.Perm α => g ∘ e))) ≤ C / 2 := by | |
| exact conditional_projection_le_of_test | |
| (fun ω : History d t => splitPath L t ω) | |
| (fun ω : History d t => assignment (L.trans (run d t ω))) | |
| (fun g : Equiv.Perm α => g ∘ e) C (fun f hf => h (fun p z => f (p,z)) (fun p z => hf _)) | |
| theorem frameKernel_marginal_400 {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] [Nonempty α] | |
| (d m : ℕ) (hm : Fintype.card (Position (d + 2)) ≤ 16 * m) | |
| (L : Sum ι α ≃ Position (d + 2)) (k : ℕ) (hk : k + m ≤ Fintype.card α) | |
| (e : Fin k → α) (he : Function.Injective e) : | |
| (∑ p, marginal (frameJoint L (400 * (d + 2))) p * | |
| tv (Trim.push (frameKernel L (400 * (d + 2)) p) (fun g : Equiv.Perm α => g ∘ e)) | |
| (fairMass (fun g : Equiv.Perm α => g ∘ e))) ≤ | |
| (k : ℝ) / 2 * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m)) := by | |
| have hh := frameKernel_tuple_bound L e | |
| ((k : ℝ) * Real.sqrt ((Fintype.card (Position (d + 2)) : ℝ) * | |
| ((1 / 2 : ℝ) ^ (8 * (d + 2)) + 64 * (9 / 10 : ℝ) ^ m))) | |
| (assignmentTuple_test_400 d m hm L k hk e he) | |
| exact hh.trans_eq (by ring) | |
| end Thorp.Conditional | |
| end | |
| end OAI | |