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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 | |