openAI-math-dataset / lean /OAI /Geometry /PinnedDistances /PartitionIntegrals.lean
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import OAI.Geometry.PinnedDistances.GridBounds
namespace OAI
universe u1 u2 u3 u4 u5 u6 u7 u8 u9 u10
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory
namespace WeakPinned.Hierarchy.Depth
variable {P : Type u1} [Fintype P] [DecidableEq P]
variable (d : Depth P)
lemma sum_by_cells (r : ℝ) (f : P → ℝ) :
(∑ C ∈ d.cells r, ∑ x∈C, f x)=∑ x,f x := by
have hh (x : P) : (∑ C ∈ d.cells r, if x∈C then f x else 0)=f x := by
rw [Finset.sum_eq_single (d.cell r x)]
· simp [d.share_refl]
· intro C hC hne
rw [ite_eq_right]
exact fun hx => hne (d.cell_of_mem hC hx)
· simp
calc
_ = ∑ C ∈ d.cells r, ∑ x, if x∈C then f x else 0 := by simp
_ = ∑ x, ∑ C ∈ d.cells r, if x∈C then f x else 0 := Finset.sum_comm
_ = _ := by simp_rw [hh]
lemma sum_cell_value (r : ℝ) (p : P → ℝ) (v : Finset P → ℝ) :
(∑ x,p x*v (d.cell r x))=∑ C∈d.cells r, v C*(∑ x∈C,p x) := by
rw [← d.sum_by_cells r (fun x => p x*v (d.cell r x))]
apply Finset.sum_congr rfl
intro C hC
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro x hx
rw [← d.cell_of_mem hC hx]
ring
end WeakPinned.Hierarchy.Depth
namespace WeakPinned.Bounded
open Hierarchy Variance
variable {P : Type u2} [Fintype P] [DecidableEq P]
omit [DecidableEq P] in
lemma weighted_test_bound (p f g : P → ℝ) (hp : ∀ x,0 ≤ p x) (h1 : ∑ x,p x=1)
(η : ℝ) (hfg : ∀ x,|f x-g x| ≤ η) :
|(∑ x,p x*f x)-(∑ x,p x*g x)| ≤ η := by
rw [← Finset.sum_sub_distrib]
calc
_ ≤ ∑ x, |p x*f x-p x*g x| := Finset.abs_sum_le_sum_abs _ _
_ = ∑ x,p x*|f x-g x| := by simp_rw [← mul_sub,abs_mul,abs_of_nonneg (hp _)]
_ ≤ ∑ x,p x*η := Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (hfg x) (hp x))
_ = η := by rw [← Finset.sum_mul,h1,one_mul]
lemma partition_test_bound (d : Depth P) (r : ℝ) (p a f : P → ℝ)
(hp : ∀ x,0 ≤ p x) (ha : ∀ x,0 ≤ a x) (hp1 : ∑ x,p x=1) (ha1 : ∑ x,a x=1)
(A : Finset (Finset P)) (hA : A⊆d.cells r) (v : Finset P → ℝ) (η H : ℝ)
(hf : ∀ x,|f x-v (d.cell r x)| ≤ η)
(hv : ∀ C∈d.cells r, |v C| ≤ if C∈A then H else 0) :
|(∑ x,p x*f x)-(∑ x,a x*f x)| ≤
2*η+H*(∑ C∈A, |(∑ x∈C,p x)-(∑ x∈C,a x)|) := by
have hpa : |(∑ x,p x*v (d.cell r x))-(∑ x,a x*v (d.cell r x))| ≤
H*(∑ C∈A,|(∑ x∈C,p x)-(∑ x∈C,a x)|) := by
rw [d.sum_cell_value,d.sum_cell_value,← Finset.sum_sub_distrib]
calc
_ ≤ ∑ C∈d.cells r, |v C*(∑ x∈C,p x)-v C*(∑ x∈C,a x)| := Finset.abs_sum_le_sum_abs _ _
_ ≤ ∑ C∈d.cells r, if C∈A then H*|(∑ x∈C,p x)-(∑ x∈C,a x)| else 0 := by
apply Finset.sum_le_sum
intro C hC
rw [← mul_sub,abs_mul]
simpa only [ite_mul,zero_mul] using mul_le_mul_of_nonneg_right (hv C hC) (abs_nonneg _)
_ = _ := by rw [Finset.sum_ite_mem,Finset.inter_eq_right.mpr hA,Finset.mul_sum]
have h₁ := weighted_test_bound p f (fun x => v (d.cell r x)) hp hp1 η hf
have h₂ := weighted_test_bound a f (fun x => v (d.cell r x)) ha ha1 η hf
have hh := abs_add_three ((∑ x,p x*f x)-(∑ x,p x*v (d.cell r x)))
((∑ x,p x*v (d.cell r x))-(∑ x,a x*v (d.cell r x)))
((∑ x,a x*v (d.cell r x))-(∑ x,a x*f x))
rw [abs_sub_comm (∑ x,a x*v (d.cell r x))] at hh
convert le_trans hh (by linarith : _ ≤ 2*η+H*(∑ C∈A, |(∑ x∈C,p x)-(∑ x∈C,a x)|)) using 1
congr 1
ring
lemma cellProb_compl (B C : Finset P) (hB : B.Nonempty) :
cellProb B Cᶜ=1-cellProb B C := by
rw [← sum_prob_cell,← sum_prob_cell,← sum_prob B hB]
have hh := Finset.sum_compl_add_sum C (prob B)
linarith
variable {I : Type u3} [Fintype I]
def meanCellDiscrep (w : I → ℝ) (B : I → Finset P) (C : Finset P) : ℝ :=
∑ i,w i*|cellProb (B i) C-cellProb Finset.univ C|
lemma meanCellDiscrep_nonneg (w : I → ℝ) (B : I → Finset P) (hw : ∀ i,0 ≤ w i) (C : Finset P) :
0 ≤ meanCellDiscrep w B C := Finset.sum_nonneg (fun i _ => mul_nonneg (hw i) (abs_nonneg _))
lemma meanCellDiscrep_compl (w : I → ℝ) (B : I → Finset P) (hB : ∀ i,(B i).Nonempty)
(hn : 0<Fintype.card P) (C : Finset P) :
meanCellDiscrep w B Cᶜ=meanCellDiscrep w B C := by
unfold meanCellDiscrep
apply Finset.sum_congr rfl
intro i _
rw [cellProb_compl _ _ (hB i),cellProb_compl _ _ (Finset.univ_nonempty_iff.mpr (Fintype.card_pos_iff.mp hn)),
sub_sub_sub_cancel_left,abs_sub_comm]
lemma meanCellDiscrep_small (w : I → ℝ) (B : I → Finset P) (M : ℝ)
(hw : ∀ i,0 ≤ w i) (hW : ∑ i,w i ≤ 1)
(hdom : ∀ x,(∑ i,w i*prob (B i) x) ≤ M*prob Finset.univ x) (C : Finset P) :
meanCellDiscrep w B C ≤ (M+1)*cellProb Finset.univ C := by
have hmean := mean_cell_bound w B C M hdom
calc
_ ≤ ∑ i,w i*(cellProb (B i) C+cellProb Finset.univ C) := by
apply Finset.sum_le_sum
intro i _
exact mul_le_mul_of_nonneg_left (abs_sub_le_iff.mpr ⟨by linarith [cellProb_nonneg (Finset.univ : Finset P) C],by linarith [cellProb_nonneg (B i) C]⟩) (hw i)
_ = (∑ i,w i*cellProb (B i) C)+(∑ i,w i)*cellProb Finset.univ C := by simp [mul_add,Finset.sum_add_distrib,Finset.sum_mul]
_ ≤ (M+1)*cellProb Finset.univ C := by nlinarith [mul_le_mul_of_nonneg_right hW (cellProb_nonneg (Finset.univ : Finset P) C)]
lemma meanCellDiscrep_young (w : I → ℝ) (B : I → Finset P) (M T δ : ℝ)
(hw : ∀ i,0 ≤ w i) (hW : ∑ i,w i ≤ 1) (hM : 0 ≤ M) (hT : 0 ≤ T) (hδ : 0<δ)
(hdom : ∀ x,(∑ i,w i*prob (B i) x) ≤ M*prob Finset.univ x)
(C : Finset P) :
meanCellDiscrep w B C ≤ varianceCell w B T C/δ+δ+(M+1)*T/Fintype.card P := by
by_cases hC : T<(C.card:ℝ)
· have hy (t : ℝ) : |t| ≤ t^2/δ+δ := by
have hh : |t| *δ ≤ t^2+δ*δ := by nlinarith [sq_nonneg (|t| -δ),sq_abs t]
calc
|t| = (|t| *δ)/δ := by field_simp
_ ≤ (t^2+δ*δ)/δ := div_le_div_of_nonneg_right hh hδ.le
_ = _ := by field_simp
have hh : meanCellDiscrep w B C ≤ varianceCell w B T C/δ+δ := by
rw [varianceCell,ite_eq_left hC]
calc
_ ≤ ∑ i,w i*((cellProb (B i) C-cellProb Finset.univ C)^2/δ+δ) :=
Finset.sum_le_sum (fun i _ => mul_le_mul_of_nonneg_left (hy _) (hw i))
_ = (∑ i,w i*(cellProb (B i) C-cellProb Finset.univ C)^2)/δ+(∑ i,w i)*δ := by
simp only [mul_add,← mul_div_assoc,Finset.sum_add_distrib,← Finset.sum_div,← Finset.sum_mul]
_ ≤ _ := by nlinarith [mul_le_mul_of_nonneg_right hW hδ.le]
exact hh.trans (le_add_of_nonneg_right (by positivity))
· have hh := meanCellDiscrep_small w B M hw hW hdom C
have hc : cellProb (Finset.univ : Finset P) C ≤ T/Fintype.card P := by
simp only [cellProb,Finset.univ_inter,Finset.card_univ]
exact div_le_div_of_nonneg_right (le_of_not_gt hC) (by positivity)
have hv := varianceCell_nonneg w B T hw C
have hm := mul_le_mul_of_nonneg_left hc (show 0 ≤ M+1 by linarith)
rw [← mul_div_assoc] at hm
linarith [div_nonneg hv hδ.le]
end WeakPinned.Bounded
end
end
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory
namespace WeakPinned.Hierarchy.Depth
variable {P : Type u4} [Fintype P] [DecidableEq P]
variable (d : Depth P)
def transformCell (C : Finset P) : Finset P := if Fintype.card P<2*C.card then Cᶜ else C
lemma sum_transformCell (r : ℝ) (f : Finset P → ℝ) :
(∑ C∈d.cells r,f (transformCell C))=d.sumCells f r := by
classical
simp only [sumCells,transformed,Multiset.map_add,Multiset.sum_add,Multiset.map_map,
Function.comp_def,transformCell]
simp_rw [apply_ite f]
rw [Finset.sum_ite]
change (∑ C∈(d.cells r).filter (fun C => Fintype.card P<2*C.card),f Cᶜ)+
(∑ C∈(d.cells r).filter (fun C => ¬Fintype.card P<2*C.card),f C) =
(∑ C∈(d.cells r).filter (fun C => ¬Fintype.card P<2*C.card),f C)+
(∑ C∈(d.cells r).filter (fun C => Fintype.card P<2*C.card),f Cᶜ)
ring
end WeakPinned.Hierarchy.Depth
namespace WeakPinned.Bounded
open Hierarchy Variance
variable {P : Type u5} {I : Type u6} [Fintype P] [DecidableEq P] [Fintype I]
lemma meanCellDiscrep_transform (w : I → ℝ) (B : I → Finset P) (hB : ∀ i,(B i).Nonempty)
(hn : 0<Fintype.card P) (C : Finset P) :
meanCellDiscrep w B (Depth.transformCell C)=meanCellDiscrep w B C := by
unfold Depth.transformCell
split_ifs
· exact meanCellDiscrep_compl w B hB hn C
· rfl
lemma active_meanDiscrep_bound (d : Depth P) (r : ℝ) (A : Finset (Finset P))
(N M T δ : ℝ) (w : I → ℝ) (B : I → Finset P)
(hn : 0<Fintype.card P) (hA : A⊆d.cells r) (hN : (A.card:ℝ) ≤ N)
(hw : ∀ i,0 ≤ w i) (hW : ∑ i,w i ≤ 1) (hB : ∀ i,(B i).Nonempty)
(hM : 0 ≤ M) (hT : 0 ≤ T) (hδ : 0<δ)
(hdom : ∀ x,(∑ i,w i*prob (B i) x) ≤ M*prob Finset.univ x) :
(∑ C∈A,meanCellDiscrep w B C) ≤
d.sumCells (varianceCell w B T) r/δ+N*(δ+(M+1)*T/Fintype.card P) := by
have hv (C) : 0 ≤ varianceCell w B T C := varianceCell_nonneg w B T hw C
calc
_ = ∑ C∈A,meanCellDiscrep w B (Depth.transformCell C) := by
simp_rw [meanCellDiscrep_transform w B hB hn]
_ ≤ ∑ C∈A,(varianceCell w B T (Depth.transformCell C)/δ+(δ+(M+1)*T/Fintype.card P)) := by
apply Finset.sum_le_sum
intro C _
simpa only [add_assoc] using meanCellDiscrep_young w B M T δ hw hW hM hT hδ hdom (Depth.transformCell C)
_ = (∑ C∈A,varianceCell w B T (Depth.transformCell C))/δ+
(A.card:ℝ)*(δ+(M+1)*T/Fintype.card P) := by
simp [Finset.sum_add_distrib,Finset.sum_div]
ring
_ ≤ (∑ C∈d.cells r,varianceCell w B T (Depth.transformCell C))/δ+
N*(δ+(M+1)*T/Fintype.card P) := by
apply add_le_add
· exact div_le_div_of_nonneg_right (Finset.sum_le_sum_of_subset_of_nonneg hA (fun C _ _ => hv _)) hδ.le
· apply mul_le_mul_of_nonneg_right hN
positivity
_ = _ := by rw [d.sum_transformCell]
def testDiscrep (w : I → ℝ) (B : I → Finset P) (f : P → ℝ) : ℝ :=
∑ i,w i*|(∑ x,prob (B i) x*f x)-(∑ x,prob Finset.univ x*f x)|
lemma testDiscrep_nonneg (w : I → ℝ) (B : I → Finset P) (f : P → ℝ) (hw : ∀ i,0 ≤ w i) :
0 ≤ testDiscrep w B f := Finset.sum_nonneg (fun i _ => mul_nonneg (hw i) (abs_nonneg _))
lemma family_partition_test_bound (d : Depth P) (r : ℝ) (A : Finset (Finset P))
(N M T δ η H : ℝ) (w : I → ℝ) (B : I → Finset P)
(hn : 0<Fintype.card P) (hA : A⊆d.cells r) (hN : (A.card:ℝ) ≤ N)
(hw : ∀ i,0 ≤ w i) (hW : ∑ i,w i ≤ 1) (hB : ∀ i,(B i).Nonempty)
(hM : 0 ≤ M) (hT : 0 ≤ T) (hδ : 0<δ) (hη : 0 ≤ η) (hH : 0 ≤ H)
(hdom : ∀ x,(∑ i,w i*prob (B i) x) ≤ M*prob Finset.univ x)
(f : P → ℝ) (v : Finset P → ℝ)
(hf : ∀ x,|f x-v (d.cell r x)| ≤ η)
(hv : ∀ C∈d.cells r,|v C| ≤ if C∈A then H else 0) :
testDiscrep w B f ≤ 2*η+H*(d.sumCells (varianceCell w B T) r/δ+
N*(δ+(M+1)*T/Fintype.card P)) := by
have hp (S : Finset P) (x : P) : 0 ≤ prob S x := by unfold prob; split_ifs <;> positivity
have hh (i : I) := partition_test_bound d r (prob (B i)) (prob Finset.univ) f
(hp _) (hp _) (sum_prob _ (hB i))
(sum_prob _ (Finset.univ_nonempty_iff.mpr (Fintype.card_pos_iff.mp hn))) A hA v η H hf hv
simp only [sum_prob_cell] at hh
have hmean := active_meanDiscrep_bound d r A N M T δ w B hn hA hN hw hW hB hM hT hδ hdom
calc
_ ≤ ∑ i,w i*(2*η+H*(∑ C∈A,|cellProb (B i) C-cellProb Finset.univ C|)) :=
Finset.sum_le_sum (fun i _ => mul_le_mul_of_nonneg_left (hh i) (hw i))
_ = (∑ i,w i)*(2*η)+H*(∑ C∈A,meanCellDiscrep w B C) := by
simp only [mul_add,Finset.sum_add_distrib,← Finset.sum_mul]
congr 1
simp only [meanCellDiscrep,Finset.mul_sum]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro C _
apply Finset.sum_congr rfl
intro i _
ring
_ ≤ _ := add_le_add (by simpa only [one_mul] using mul_le_mul_of_nonneg_right hW (show 0≤2*η by positivity))
(mul_le_mul_of_nonneg_left hmean hH)
end WeakPinned.Bounded
end
end
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory
namespace WeakPinned.Bounded
open Hierarchy
variable {P : Type u7} [Fintype P] [DecidableEq P]
lemma grid_test_data (d : Depth P) (u : P → ℂ) (ω : Grid.FullSample) (r m : ℝ) (b : ℂ)
(hn : 0<Fintype.card P)
(hshare : ∀ x y,d.share r x y ↔ Grid.label ω r (u x)=Grid.label ω r (u y))
(R L η H ε : ℝ) (M : ℕ) (hR : 0≤R) (hL : 0<L)
(hside : L ≤ Grid.side ω r m) (hupper : Grid.side ω r m ≤ ε)
(hM : 2*R/L+1≤M)
(f : ℂ → ℝ) (hbound : ∀ z,|f z|≤H)
(hcont : ∀ z w,‖z-w‖<2*ε → |f z-f w|≤η)
(hout : ∀ z,R<‖z‖ → |f z|≤η) :
∃ A : Finset (Finset P), ∃ v : Finset P → ℝ,
A⊆d.cells r ∧ A.card≤(2*M+1)^2 ∧
(∀ x,|f ((Real.exp m:ℂ)*u x+b)-v (d.cell r x)|≤η) ∧
(∀ C∈d.cells r,|v C|≤ if C∈A then H else 0) := by
classical
let : Nonempty P := Fintype.card_pos_iff.mp hn
let D : Finset P := Finset.univ.filter (fun x => ‖(Real.exp m:ℂ)*u x+b‖≤R)
let A := D.image (d.cell r)
let rep (C : Finset P) : P := if h : C∈A then (Finset.mem_image.mp h).choose else Classical.arbitrary P
have hr (C : Finset P) (hC : C∈A) : rep C∈D ∧ d.cell r (rep C)=C := by
simpa only [rep,dite_eq_left hC] using (Finset.mem_image.mp hC).choose_spec
have hAc : A⊆d.cells r := Finset.image_subset_image (Finset.filter_subset _ _)
have hcount : A.card≤(2*M+1)^2 := by
apply le_trans (Finset.card_le_card_of_injOn (fun C => Grid.label ω r (u (rep C)))
(t:=D.image (fun x => Grid.label ω r (u x))) ?_ ?_)
· apply Grid.card_labels_bound D u ω r m b R L M hR hL hside hM
intro x hx
exact (Finset.mem_filter.mp hx).2
· intro C hC
exact Finset.mem_image.mpr ⟨rep C,(hr C hC).1,rfl⟩
· intro C hC E hE he
rw [← (hr C hC).2,← (hr E hE).2]
exact d.cell_eq_of_share ((hshare _ _).mpr he)
let v (C : Finset P) := if C∈A then f ((Real.exp m:ℂ)*u (rep C)+b) else 0
refine ⟨A,v,hAc,hcount,?_,?_⟩
· intro x
by_cases hx : d.cell r x∈A
· simp only [v,ite_eq_left hx]
apply hcont
have he : d.share r x (rep (d.cell r x)) := by
rw [← d.mem_cell]
have hmem := d.self_mem_cell r (rep (d.cell r x))
rwa [(hr _ hx).2] at hmem
have hd := Grid.label_diameter (m:=m) ((hshare _ _).mp he)
have heq : ((Real.exp m:ℂ)*u x+b)-((Real.exp m:ℂ)*u (rep (d.cell r x))+b)=
(Real.exp m:ℂ)*u x-(Real.exp m:ℂ)*u (rep (d.cell r x)) := by ring
rw [heq]
exact hd.trans_le (by linarith)
· simp only [v,ite_eq_right hx,sub_zero]
apply hout
by_contra hh
have hxD : x∈D := Finset.mem_filter.mpr ⟨Finset.mem_univ x,le_of_not_gt hh⟩
exact hx (Finset.mem_image.mpr ⟨x,hxD,rfl⟩)
· intro C _
by_cases hC : C∈A
· simpa only [v,ite_eq_left hC] using hbound ((Real.exp m:ℂ)*u (rep C)+b)
· simp only [v,ite_eq_right hC,abs_zero,le_refl]
end WeakPinned.Bounded
end
end
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory
namespace WeakPinned.Bounded
lemma le_unit_integral (g : ℝ → ℝ) (hg : Integrable g) (hg0 : ∀ r,0≤g r)
(t D a b : ℝ) (hb : 0≤b) (h : ∀ r∈Set.Icc t (t+1), D≤a+b*g r) :
D≤a+b*(∫ r,g r) := by
have hi (c : ℝ) : IntegrableOn (fun _ : ℝ => c) (Set.Icc t (t+1)) :=
integrableOn_const isCompact_Icc.measure_lt_top.ne
have hv : (volume (Set.Icc t (t+1))).toReal=1 := by simp [Real.volume_Icc]
have hc (c : ℝ) : (∫ r in Set.Icc t (t+1),c)=c := by
rw [integral_const]
simp only [Measure.real,Measure.restrict_apply_univ,hv,one_smul]
have hh := setIntegral_mono_on (hi D) ((hi a).add (hg.integrableOn.const_mul b)) measurableSet_Icc h
simp only [Pi.add_apply] at hh
rw [integral_add (hi a) (hg.integrableOn.const_mul b),hc D,hc a,integral_const_mul] at hh
exact hh.trans (add_le_add le_rfl (mul_le_mul_of_nonneg_left
(setIntegral_le_integral hg (ae_of_all _ hg0)) hb))
end WeakPinned.Bounded
namespace WeakPinned.Grid
lemma side_unit_bounds (ω : FullSample) (m ε r : ℝ) (hε : 0<ε)
(hr : r∈Set.Icc (m-Real.log ε) (m-Real.log ε+1)) :
ε/(2*Real.exp 1) ≤ side ω r m ∧ side ω r m ≤ ε := by
have he : Real.exp (Real.log ε-1)/2=ε/(2*Real.exp 1) := by
rw [Real.exp_sub,Real.exp_log hε]
ring
constructor
· rw [← he]
exact (div_le_div_of_nonneg_right (Real.exp_le_exp.mpr (by linarith [hr.2])) (by norm_num)).trans
(side_bounds ω r m).1.le
· exact (side_bounds ω r m).2.trans (by rw [← Real.exp_log hε]; exact Real.exp_le_exp.mpr (by linarith [hr.1]))
end WeakPinned.Grid
end
end
section
noncomputable section
open scoped BigOperators Topology
open Filter MeasureTheory
namespace WeakPinned.Bounded
open Hierarchy Variance Global NumberField
variable {P : Type u8} {I : Type u9} [Fintype P] [DecidableEq P] [Fintype I]
lemma grid_test_integrated (d : Depth P) (u : P → ℂ) (ω : Grid.FullSample) (m : ℝ) (b : ℂ)
(hn : 2≤ Fintype.card P)
(hshare : ∀ r x y,d.share r x y ↔ Grid.label ω r (u x)=Grid.label ω r (u y))
(R ε η H M T δ : ℝ) (N : ℕ) (hR : 0≤ R) (hε : 0<ε)
(hN : 2*R/(ε/(2*Real.exp 1))+1≤ N)
(hη : 0≤ η) (hH : 0≤ H) (hM : 0≤ M) (hT : 1≤ T) (hδ : 0<δ)
(w : I → ℝ) (B : I → Finset P)
(hw : ∀ i,0≤ w i) (hW : ∑ i,w i≤ 1) (hB : ∀ i,2≤ (B i).card)
(hdom : ∀ x, (∑ i,w i*prob (B i) x)≤ M*prob Finset.univ x)
(f : ℂ → ℝ) (hbound : ∀ z,|f z|≤ H)
(hcont : ∀ z z',‖z-z'‖<2*ε → |f z-f z'|≤ η)
(hout : ∀ z,R<‖z‖ → |f z|≤ η) :
testDiscrep w B (fun x => f ((Real.exp m:ℂ)*u x+b)) ≤
2*η+H*(weightedIntegral d.mass (varianceCell w B T)/δ+
((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P)) := by
have hq (C) : 0≤ varianceCell w B T C := varianceCell_nonneg w B T hw C
have hi := d.integrable_sumCells hn _ (varianceCell_singleton w B T hT hB)
have hsum (r) : 0≤ d.sumCells (varianceCell w B T) r := by
rw [d.sumCells_count]
exact Finset.sum_nonneg (fun C _ => mul_nonneg (d.count_nonneg r C) (hq C))
let a := 2*η+H*((((2*N+1)^2:ℕ):ℝ)*(δ+(M+1)*T/Fintype.card P))
have hh := le_unit_integral _ hi hsum (m-Real.log ε)
(testDiscrep w B (fun x => f ((Real.exp m:ℂ)*u x+b))) a (H/δ) (by positivity) ?_
· rw [d.integral_sumCells hn _ (varianceCell_singleton w B T hT hB)] at hh
convert hh using 1; simp only [a,weightedIntegral]; ring
· intro r hr
have hs := Grid.side_unit_bounds ω m ε r hε hr
obtain ⟨A,v,hA,hAc,hf,hv⟩ := grid_test_data d u ω r m b (by omega) (hshare r)
R (ε/(2*Real.exp 1)) η H ε N hR (by positivity) hs.1 hs.2 hN f hbound hcont hout
have h := family_partition_test_bound d r A (((2*N+1)^2:ℕ):ℝ) M T δ η H w B
(by omega) hA (by exact_mod_cast hAc) hw hW
(fun i => Finset.card_pos.mp (by have := hB i; omega)) hM (by linarith) hδ hη hH hdom _ v hf hv
convert h using 1; simp only [a]; ring
variable {K : Type u10} [Field K] [NumberField K]
omit [NumberField K] in
lemma arch_test_bound (Z₁ Z₂ : P → K) (h₁ : Function.Injective Z₁) (h₂ : Function.Injective Z₂)
(v : InfinitePlace K) (m : ℝ) (b : ℂ) (hn : 2≤ Fintype.card P)
(R ε η H M T δ : ℝ) (N : ℕ) (hR : 0≤ R) (hε : 0<ε)
(hN : 2*R/(ε/(2*Real.exp 1))+1≤ N)
(hη : 0≤ η) (hH : 0≤ H) (hM : 0≤ M) (hT : 1≤ T) (hδ : 0<δ)
(w : I → ℝ) (B : I → Finset P)
(hw : ∀ i,0≤ w i) (hW : ∑ i,w i≤ 1) (hB : ∀ i,2≤ (B i).card)
(hdom : ∀ x, (∑ i,w i*prob (B i) x)≤ M*prob Finset.univ x)
(f : ℂ → ℝ) (hbound : ∀ z,|f z|≤ H)
(hcont : ∀ z z',‖z-z'‖<2*ε → |f z-f z'|≤ η)
(hout : ∀ z,R<‖z‖ → |f z|≤ η) :
testDiscrep w B (fun x => f ((Real.exp m:ℂ)*v.embedding (Z₁ x)+b)) ≤
2*η+H*(archMean Z₁ Z₂ (massEval (varianceCell w B T)) v/δ+
((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P)) := by
let D := testDiscrep w B (fun x => f ((Real.exp m:ℂ)*v.embedding (Z₁ x)+b))
let a := 2*η+H*((((2*N+1)^2:ℕ):ℝ)*(δ+(M+1)*T/Fintype.card P))
let q := varianceCell w B T
have hq (C) : 0≤ q C := varianceCell_nonneg w B T hw C
have hi := integrable_massEval Z₁ Z₂ h₁ h₂ hn q v
have hh : ∀ᵐ ω ∂ Grid.fullLaw,D≤ a+(H/δ)*massEval q (arch Z₁ v ω) (arch Z₂ v ω) := by
filter_upwards [arch_label_ae Z₁ h₁ v] with ω hω
have hh := grid_test_integrated (arch Z₁ v ω) (fun x => v.embedding (Z₁ x)) ω m b hn hω
R ε η H M T δ N hR hε hN hη hH hM hT hδ w B hw hW hB hdom f hbound hcont hout
have hmass : weightedIntegral (arch Z₁ v ω).mass q≤ massEval q (arch Z₁ v ω) (arch Z₂ v ω) := by
apply le_add_of_nonneg_right
exact Finset.sum_nonneg (fun C _ => mul_nonneg ((arch Z₂ v ω).mass_nonneg C) (hq C))
have he : 2*η+H*(weightedIntegral (arch Z₁ v ω).mass q/δ+
((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P))=a+(H/δ)*weightedIntegral (arch Z₁ v ω).mass q := by
simp only [a]; ring
rw [show varianceCell w B T=q from rfl,he] at hh
exact hh.trans (add_le_add le_rfl (mul_le_mul_of_nonneg_left hmass (by positivity)))
have hh' := integral_mono_ae (integrable_const D) ((integrable_const a).add (hi.const_mul (H/δ))) hh
simp only [Pi.add_apply] at hh'
rw [integral_add (integrable_const a) (hi.const_mul (H/δ)),integral_const_mul] at hh'
simp only [integral_const,probReal_univ,one_smul] at hh'
calc
_ ≤ a+(H/δ)*archMean Z₁ Z₂ (massEval q) v := hh'
_ = _ := by dsimp only [a,q]; ring
end WeakPinned.Bounded
end
end
end OAI