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| import OAI.Geometry.PinnedDistances.CutApproximation | |
| namespace OAI | |
| universe u1 | |
| section | |
| noncomputable section | |
| open NumberField | |
| open scoped BigOperators | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped Topology | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped Topology ENNReal | |
| noncomputable section | |
| open MeasureTheory NumberField | |
| open scoped BigOperators | |
| noncomputable section | |
| open scoped BigOperators | |
| open MeasureTheory | |
| noncomputable section | |
| open Filter | |
| open scoped Topology | |
| noncomputable section | |
| open scoped BigOperators | |
| noncomputable section | |
| open Filter | |
| open scoped Topology | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped BigOperators | |
| noncomputable section | |
| /- Finite tree transport by laminar-cut telescoping, without optimal-coupling selection. -/ | |
| noncomputable section | |
| open scoped BigOperators | |
| namespace WeakPinned.Cuts | |
| variable {P : Type u1} [Fintype P] [DecidableEq P] | |
| def Laminar (s : Finset (Finset P)) : Prop := | |
| ∀ A ∈ s, ∀ B ∈ s, A ⊆ B ∨ B ⊆ A ∨ Disjoint A B | |
| def value (s : Finset (Finset P)) (d : Finset P → ℝ) (a : ℝ) (x : P) : ℝ := | |
| a + ∑ C ∈ s, if x ∈ C then d C else 0 | |
| def mass (b : P → ℝ) (C : Finset P) : ℝ := ∑ x ∈ C, b x | |
| omit [Fintype P] in | |
| lemma laminar_erase {s : Finset (Finset P)} (hs : Laminar s) (C : Finset P) : Laminar (s.erase C) := | |
| fun _ hA _ hB => hs _ (Finset.mem_of_mem_erase hA) _ (Finset.mem_of_mem_erase hB) | |
| omit [Fintype P] in | |
| lemma minimal_constant {s : Finset (Finset P)} (hs : Laminar s) | |
| (C : Finset P) (hC : C ∈ s) (hmin : ∀ D ∈ s, C.card ≤ D.card) | |
| (d : Finset P → ℝ) (a : ℝ) : | |
| ∀ x ∈ C, value (s.erase C) d a x = a+∑ D ∈ s.erase C, if C ⊆ D then d D else 0 := by | |
| intro x hx | |
| unfold value | |
| congr 1 | |
| apply Finset.sum_congr rfl | |
| intro D hD | |
| have hDs := Finset.mem_of_mem_erase hD | |
| have hDC : D ≠ C := (Finset.mem_erase.mp hD).1 | |
| have hnot : ¬D ⊆ C := by | |
| intro hh | |
| exact hDC (Finset.eq_of_subset_of_card_le hh (hmin D hDs)) | |
| by_cases hCD : C ⊆ D | |
| · simp [hCD,hCD hx] | |
| · have hd : Disjoint C D := (hs C hC D hDs).resolve_left hCD |>.resolve_left hnot | |
| have hxD : x ∉ D := fun hxD => Finset.disjoint_left.mp hd hx hxD | |
| simp [hCD,hxD] | |
| omit [Fintype P] in | |
| lemma value_erase {s : Finset (Finset P)} (C : Finset P) (hC : C ∈ s) | |
| (d : Finset P → ℝ) (a : ℝ) (x : P) : | |
| value s d a x = value (s.erase C) d a x + (if x ∈ C then d C else 0) := by | |
| unfold value | |
| rw [← Finset.add_sum_erase _ _ hC] | |
| ring | |
| /-- Dual tree transport with completely explicit cut cost. The signed measure | |
| b has total mass zero. Neither nonnegativity nor coupling existence is needed. -/ | |
| lemma signed_lipschitz_bound (s : Finset (Finset P)) (hs : Laminar s) | |
| (b : P → ℝ) (hb : ∑ x, b x=0) (d : Finset P → ℝ) (a : ℝ) | |
| (g : ℝ → ℝ) (hg : ∀ u v, |g u-g v| ≤ |u-v|) : | |
| |∑ x, b x*g (value s d a x)| ≤ ∑ C ∈ s, |d C| * |mass b C| := by | |
| induction s using Finset.strongInductionOn with | |
| | _ s ih => | |
| by_cases hsn : s.Nonempty | |
| · obtain ⟨C,hC,hmin⟩ := Finset.exists_min_image s Finset.card hsn | |
| let q := a+∑ D ∈ s.erase C, if C ⊆ D then d D else 0 | |
| let Δ := g (q+d C)-g q | |
| have hΔ : |Δ| ≤ |d C| := by | |
| simpa only [Δ,add_sub_cancel_left] using hg (q+d C) q | |
| have he (x : P) : g (value s d a x) = | |
| g (value (s.erase C) d a x)+(if x ∈ C then Δ else 0) := by | |
| rw [value_erase C hC] | |
| by_cases hx : x ∈ C | |
| · rw [ite_eq_left hx,ite_eq_left hx,minimal_constant hs C hC hmin d a x hx] | |
| dsimp only [Δ,q] | |
| ring | |
| · simp [hx] | |
| have hi := ih (s.erase C) (Finset.erase_ssubset hC) (laminar_erase hs C) | |
| have he' : (∑ x, b x*g (value s d a x)) = | |
| (∑ x, b x*g (value (s.erase C) d a x))+Δ*mass b C := by | |
| simp_rw [he,mul_add,Finset.sum_add_distrib] | |
| congr 1 | |
| simp only [mul_ite,mul_zero,mass,Finset.mul_sum] | |
| simp only [← Finset.sum_filter,Finset.filter_mem_eq_inter,Finset.univ_inter] | |
| exact Finset.sum_congr rfl (fun x _ => by ring) | |
| rw [he',← Finset.add_sum_erase _ _ hC] | |
| calc | |
| _ ≤ |∑ x, b x*g (value (s.erase C) d a x)|+|Δ*mass b C| := abs_add_le _ _ | |
| _ ≤ (∑ D ∈ s.erase C, |d D| * |mass b D|)+|d C| * |mass b C| := by | |
| apply add_le_add hi | |
| rw [abs_mul] | |
| exact mul_le_mul_of_nonneg_right hΔ (abs_nonneg _) | |
| _ = _ := by ring | |
| · have hs0 := Finset.not_nonempty_iff_eq_empty.mp hsn | |
| simp only [hs0,value,Finset.sum_empty,add_zero,← Finset.sum_mul,hb,zero_mul,abs_zero,le_refl] | |
| def ind (C : Finset P) (x : P) : ℝ := if x ∈ C then 1 else 0 | |
| def distance (s : Finset (Finset P)) (l : Finset P → ℝ) (x y : P) : ℝ := | |
| ∑ C ∈ s, l C*|ind C x-ind C y| | |
| def rootDistance (s : Finset (Finset P)) (l : Finset P → ℝ) (y : P) : ℝ := | |
| ∑ C ∈ s, l C*ind C y | |
| def coeff (l : Finset P → ℝ) (y : P) (C : Finset P) : ℝ := | |
| if y ∈ C then -l C else l C | |
| def cost (s : Finset (Finset P)) (l : Finset P → ℝ) (p q : P → ℝ) : ℝ := | |
| ∑ C ∈ s, l C*|mass p C-mass q C| | |
| omit [Fintype P] in | |
| lemma distance_symm (s : Finset (Finset P)) (l : Finset P → ℝ) (x y : P) : | |
| distance s l x y=distance s l y x := by | |
| simp only [distance,abs_sub_comm] | |
| omit [Fintype P] in | |
| lemma distance_nonneg (s : Finset (Finset P)) (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) | |
| (x y : P) : 0 ≤ distance s l x y := | |
| Finset.sum_nonneg (fun C hC => mul_nonneg (hl C hC) (abs_nonneg _)) | |
| omit [Fintype P] in | |
| lemma distance_as_value (s : Finset (Finset P)) (l : Finset P → ℝ) (x y : P) : | |
| distance s l x y=value s (coeff l y) (rootDistance s l y) x := by | |
| simp only [distance,value,rootDistance,← Finset.sum_add_distrib] | |
| apply Finset.sum_congr rfl | |
| intro C _ | |
| by_cases hx : x ∈ C <;> by_cases hy : y ∈ C <;> simp [ind,coeff,hx,hy] | |
| omit [Fintype P] in | |
| lemma abs_coeff (l : Finset P → ℝ) (y : P) (C : Finset P) (hC : 0 ≤ l C) : | |
| |coeff l y C|=l C := by | |
| unfold coeff | |
| split_ifs <;> simp [abs_of_nonneg hC] | |
| lemma function_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (p q : P → ℝ) | |
| (hpq : ∑ x, p x=∑ x, q x) (y : P) (g : ℝ → ℝ) | |
| (hg : ∀ u v, |g u-g v| ≤ |u-v|) : | |
| |(∑ x, p x*g (distance s l x y))-(∑ x, q x*g (distance s l x y))| ≤ cost s l p q := by | |
| have hb : (∑ x, (p x-q x))=0 := by rw [Finset.sum_sub_distrib,hpq,sub_self] | |
| have hh := signed_lipschitz_bound s hs (fun x => p x-q x) hb (coeff l y) (rootDistance s l y) g hg | |
| simp only [← distance_as_value,sub_mul,Finset.sum_sub_distrib,mass] at hh | |
| simp only [cost,mass] | |
| convert hh using 1 | |
| exact Finset.sum_congr rfl (fun C hC => by rw [abs_coeff l y C (hl C hC)]) | |
| lemma first_fluctuation_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (p q : P → ℝ) | |
| (hpq : ∑ x, p x=∑ x, q x) (x' y : P) : | |
| |(∑ x, p x*|distance s l x y-distance s l x' y|)- | |
| (∑ x, q x*|distance s l x y-distance s l x' y|)| ≤ cost s l p q := by | |
| apply function_transfer s hs l hl p q hpq y (fun u => |u-distance s l x' y|) | |
| intro u v | |
| simpa only [sub_sub_sub_cancel_right] using abs_abs_sub_abs_le_abs_sub (u-distance s l x' y) (v-distance s l x' y) | |
| omit [Fintype P] in | |
| lemma value_sub (s : Finset (Finset P)) (d e : Finset P → ℝ) (a b : ℝ) (x : P) : | |
| value s d a x-value s e b x=value s (fun C => d C-e C) (a-b) x := by | |
| simp only [value] | |
| have he : (∑ C ∈ s, if x ∈ C then d C-e C else 0) = | |
| (∑ C ∈ s, if x ∈ C then d C else 0)-(∑ C ∈ s, if x ∈ C then e C else 0) := by | |
| rw [← Finset.sum_sub_distrib] | |
| exact Finset.sum_congr rfl (fun C _ => by split_ifs <;> ring) | |
| rw [he] | |
| ring | |
| lemma last_fluctuation_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (p q : P → ℝ) | |
| (hpq : ∑ x, p x=∑ x, q x) (x x' : P) : | |
| |(∑ y, p y*|distance s l x y-distance s l x' y|)- | |
| (∑ y, q y*|distance s l x y-distance s l x' y|)| ≤ 2*cost s l p q := by | |
| have hb : (∑ y, (p y-q y))=0 := by rw [Finset.sum_sub_distrib,hpq,sub_self] | |
| have hh := signed_lipschitz_bound s hs (fun y => p y-q y) hb | |
| (fun C => coeff l x C-coeff l x' C) (rootDistance s l x-rootDistance s l x') abs abs_abs_sub_abs_le_abs_sub | |
| have he (y : P) : value s (fun C => coeff l x C-coeff l x' C) (rootDistance s l x-rootDistance s l x') y = | |
| distance s l x y-distance s l x' y := by | |
| rw [← value_sub,← distance_as_value,← distance_as_value,distance_symm s l y x,distance_symm s l y x'] | |
| simp only [he,sub_mul,Finset.sum_sub_distrib,mass] at hh | |
| refine hh.trans ?_ | |
| simp only [cost,mass,Finset.mul_sum] | |
| apply Finset.sum_le_sum | |
| intro C hC | |
| have hc : |coeff l x C-coeff l x' C| ≤ 2*l C := by | |
| calc | |
| _ ≤ |coeff l x C|+|coeff l x' C| := abs_sub _ _ | |
| _ = _ := by rw [abs_coeff l x C (hl C hC),abs_coeff l x' C (hl C hC)]; ring | |
| calc | |
| _ ≤ (2*l C)*|∑ y ∈ C, p y-∑ y ∈ C, q y| := mul_le_mul_of_nonneg_right hc (abs_nonneg _) | |
| _ = _ := by ring | |
| omit [Fintype P] [DecidableEq P] in | |
| lemma mass_nonneg (p : P → ℝ) (hp : ∀ x, 0 ≤ p x) (C : Finset P) : 0 ≤ mass p C := | |
| Finset.sum_nonneg (fun x _ => hp x) | |
| lemma expected_cut (p : P → ℝ) (hp : ∑ x, p x=1) (C : Finset P) (y : P) : | |
| (∑ x, p x*|ind C x-ind C y|) = if y ∈ C then 1-mass p C else mass p C := by | |
| by_cases hy : y ∈ C | |
| · have he (x : P) : p x*|ind C x-ind C y|=p x-(if x ∈ C then p x else 0) := by | |
| by_cases hx : x ∈ C <;> simp [ind,hx,hy] | |
| simp_rw [he] | |
| simp only [Finset.sum_sub_distrib,hp,← Finset.sum_filter, | |
| Finset.filter_mem_eq_inter,Finset.univ_inter,ite_eq_left hy,mass] | |
| · have he (x : P) : p x*|ind C x-ind C y|=if x ∈ C then p x else 0 := by | |
| by_cases hx : x ∈ C <;> simp [ind,hx,hy] | |
| simp_rw [he] | |
| simp only [← Finset.sum_filter,Finset.filter_mem_eq_inter,Finset.univ_inter,ite_eq_right hy,mass] | |
| lemma expected_distance_ge (s : Finset (Finset P)) (l : Finset P → ℝ) | |
| (hl : ∀ C ∈ s, 0 ≤ l C) (p : P → ℝ) (hp : ∑ x, p x=1) (η : ℝ) | |
| (hbal : ∀ C ∈ s, 0 < l C → η ≤ mass p C ∧ η ≤ 1-mass p C) (y : P) : | |
| η*(∑ C ∈ s, l C) ≤ ∑ x, p x*distance s l x y := by | |
| simp only [distance,Finset.mul_sum] | |
| rw [Finset.sum_comm] | |
| apply Finset.sum_le_sum | |
| intro C hC | |
| have he : (∑ x, p x*(l C*|ind C x-ind C y|)) = | |
| l C*(∑ x, p x*|ind C x-ind C y|) := by | |
| rw [Finset.mul_sum] | |
| exact Finset.sum_congr rfl (fun x _ => by ring) | |
| rw [he,expected_cut p hp] | |
| by_cases hpos : 0 < l C | |
| · rcases hbal C hC hpos with ⟨h1,h2⟩ | |
| have hh : η ≤ if y ∈ C then 1-mass p C else mass p C := by split_ifs <;> assumption | |
| simpa [mul_comm] using mul_le_mul_of_nonneg_left hh (hl C hC) | |
| · have hz : l C=0 := le_antisymm (le_of_not_gt hpos) (hl C hC) | |
| simp [hz] | |
| omit [Fintype P] in | |
| lemma exists_zero_cell (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) | |
| (hn : (s.filter (fun C => 0 < l C)).Nonempty) : | |
| ∃ C ∈ s, 0 < l C ∧ ∀ x ∈ C, ∀ y ∈ C, distance s l x y=0 := by | |
| obtain ⟨C,hC,hmin⟩ := Finset.exists_min_image (s.filter (fun C => 0 < l C)) Finset.card hn | |
| rcases Finset.mem_filter.mp hC with ⟨hCs,hCl⟩ | |
| refine ⟨C,hCs,hCl,?_⟩ | |
| intro x hx y hy | |
| unfold distance | |
| apply Finset.sum_eq_zero | |
| intro D hD | |
| by_cases hd : 0 < l D | |
| · have hcD : C.card ≤ D.card := hmin D (Finset.mem_filter.mpr ⟨hD,hd⟩) | |
| rcases hs C hCs D hD with hCD | hDC | hdis | |
| · simp [ind,hCD hx,hCD hy] | |
| · have he : C=D := (Finset.eq_of_subset_of_card_le hDC hcD).symm | |
| simp [ind,← he,hx,hy] | |
| · have hxD : x ∉ D := fun h => Finset.disjoint_left.mp hdis hx h | |
| have hyD : y ∉ D := fun h => Finset.disjoint_left.mp hdis hy h | |
| simp [ind,hxD,hyD] | |
| · have hz : l D=0 := le_antisymm (le_of_not_gt hd) (hl D hD) | |
| simp [hz] | |
| /-- A minimal positive cut collapses a set of mass at least η to a single | |
| pseudometric point. This gives a direct fluctuation bound without | |
| constructing a tree graph. -/ | |
| lemma fluctuation_lower (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (p : P → ℝ) | |
| (hp0 : ∀ x, 0 ≤ p x) (hp : ∑ x, p x=1) (η : ℝ) (hη : 0 ≤ η) | |
| (hbal : ∀ C ∈ s, 0 < l C → η ≤ mass p C ∧ η ≤ 1-mass p C) : | |
| η^3*(∑ C ∈ s, l C) ≤ | |
| ∑ y, p y*∑ x', p x'*∑ x, p x*|distance s l x y-distance s l x' y| := by | |
| let L := ∑ C ∈ s, l C | |
| have hL : 0 ≤ L := Finset.sum_nonneg hl | |
| have hf0 (y x' : P) : 0 ≤ ∑ x, p x*|distance s l x y-distance s l x' y| := | |
| Finset.sum_nonneg (fun x _ => mul_nonneg (hp0 x) (abs_nonneg _)) | |
| by_cases hn : (s.filter (fun C => 0 < l C)).Nonempty | |
| · obtain ⟨C,hC,hCl,hzero⟩ := exists_zero_cell s hs l hl hn | |
| have hm : η ≤ mass p C := (hbal C hC hCl).1 | |
| have hc0 := mass_nonneg p hp0 C | |
| have hy (y : P) (hy : y ∈ C) : mass p C*(η*L) ≤ | |
| ∑ x', p x'*∑ x, p x*|distance s l x y-distance s l x' y| := by | |
| calc | |
| _ = ∑ x' ∈ C, p x'*(η*L) := by simp only [mass,Finset.sum_mul] | |
| _ ≤ ∑ x' ∈ C, p x'*∑ x, p x*|distance s l x y-distance s l x' y| := by | |
| apply Finset.sum_le_sum | |
| intro x' hx' | |
| apply mul_le_mul_of_nonneg_left _ (hp0 x') | |
| simp only [hzero x' hx' y hy,sub_zero,abs_of_nonneg (distance_nonneg s l hl _ _)] | |
| exact expected_distance_ge s l hl p hp η hbal y | |
| _ ≤ _ := Finset.sum_le_sum_of_subset_of_nonneg (Finset.subset_univ C) | |
| (fun x' _ _ => mul_nonneg (hp0 x') (hf0 y x')) | |
| calc | |
| _ ≤ mass p C*(mass p C*(η*L)) := by | |
| have hsq : η*η ≤ mass p C*mass p C := mul_le_mul hm hm hη hc0 | |
| have hmL := mul_le_mul_of_nonneg_right hsq (mul_nonneg hη hL) | |
| dsimp only [L] at hmL | |
| nlinarith only [hmL] | |
| _ = ∑ y ∈ C, p y*(mass p C*(η*L)) := by simp only [mass,Finset.sum_mul] | |
| _ ≤ ∑ y ∈ C, p y*∑ x', p x'*∑ x, p x*|distance s l x y-distance s l x' y| := | |
| Finset.sum_le_sum (fun y hyC => mul_le_mul_of_nonneg_left (hy y hyC) (hp0 y)) | |
| _ ≤ _ := Finset.sum_le_sum_of_subset_of_nonneg (Finset.subset_univ C) | |
| (fun y _ _ => mul_nonneg (hp0 y) (Finset.sum_nonneg (fun x' _ => mul_nonneg (hp0 x') (hf0 y x')))) | |
| · have hz : ∑ C ∈ s, l C=0 := by | |
| apply Finset.sum_eq_zero | |
| intro C hC | |
| have hnot : ¬0 < l C := fun hc => hn ⟨C,Finset.mem_filter.mpr ⟨hC,hc⟩⟩ | |
| exact le_antisymm (le_of_not_gt hnot) (hl C hC) | |
| rw [hz,mul_zero] | |
| exact Finset.sum_nonneg (fun y _ => mul_nonneg (hp0 y) | |
| (Finset.sum_nonneg (fun x' _ => mul_nonneg (hp0 x') (hf0 y x')))) | |
| omit [Fintype P] [DecidableEq P] in | |
| lemma cost_symm (s : Finset (Finset P)) (l : Finset P → ℝ) (p q : P → ℝ) : | |
| cost s l p q=cost s l q p := by simp only [cost,abs_sub_comm] | |
| def fluctuation (s : Finset (Finset P)) (l : Finset P → ℝ) (x x' y : P) : ℝ := | |
| |distance s l x y-distance s l x' y| | |
| def doubleMean (s : Finset (Finset P)) (l : Finset P → ℝ) (p : P → ℝ) (y : P) : ℝ := | |
| ∑ x', p x'*∑ x, p x*fluctuation s l x x' y | |
| omit [Fintype P] in | |
| lemma fluctuation_symm (s : Finset (Finset P)) (l : Finset P → ℝ) (x x' y : P) : | |
| fluctuation s l x x' y=fluctuation s l x' x y := abs_sub_comm _ _ | |
| lemma sum_le_add_of_abs {a b c : ℝ} (h : |a-b| ≤ c) : a ≤ b+c := | |
| by have := (abs_le.mp h).2; linarith | |
| lemma doubleMean_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (p q : P → ℝ) | |
| (hp0 : ∀ x, 0 ≤ p x) (hq0 : ∀ x, 0 ≤ q x) | |
| (hp : ∑ x, p x=1) (hq : ∑ x, q x=1) (y : P) : | |
| doubleMean s l p y ≤ doubleMean s l q y+2*cost s l p q := by | |
| have h1 (x' : P) : (∑ x, p x*fluctuation s l x x' y) ≤ | |
| (∑ x, q x*fluctuation s l x x' y)+cost s l p q := | |
| sum_le_add_of_abs (first_fluctuation_transfer s hs l hl p q (hp.trans hq.symm) x' y) | |
| have h2 (x : P) : (∑ x', p x'*fluctuation s l x x' y) ≤ | |
| (∑ x', q x'*fluctuation s l x x' y)+cost s l p q := by | |
| simpa only [fluctuation,abs_sub_comm] using | |
| sum_le_add_of_abs (first_fluctuation_transfer s hs l hl p q (hp.trans hq.symm) x y) | |
| calc | |
| _ ≤ ∑ x', p x'*((∑ x, q x*fluctuation s l x x' y)+cost s l p q) := | |
| Finset.sum_le_sum (fun x' _ => mul_le_mul_of_nonneg_left (h1 x') (hp0 x')) | |
| _ = (∑ x, q x*∑ x', p x'*fluctuation s l x x' y)+cost s l p q := by | |
| simp only [mul_add,Finset.sum_add_distrib,← Finset.sum_mul,hp,one_mul] | |
| congr 1 | |
| simp only [Finset.mul_sum] | |
| rw [Finset.sum_comm] | |
| exact Finset.sum_congr rfl (fun x _ => Finset.sum_congr rfl (fun x' _ => by ring)) | |
| _ ≤ (∑ x, q x*((∑ x', q x'*fluctuation s l x x' y)+cost s l p q))+cost s l p q := by | |
| exact add_le_add (Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (h2 x) (hq0 x))) le_rfl | |
| _ = doubleMean s l q y+2*cost s l p q := by | |
| simp only [doubleMean,mul_add,Finset.sum_add_distrib,← Finset.sum_mul,hq,one_mul] | |
| rw [show (∑ x, q x*∑ x', q x'*fluctuation s l x x' y) = | |
| ∑ x, q x*∑ x', q x'*fluctuation s l x' x y from by simp_rw [fluctuation_symm s l _ _ y]] | |
| ring | |
| lemma doubleMean_fiber (s : Finset (Finset P)) (l : Finset P → ℝ) (p : P → ℝ) | |
| (hp0 : ∀ x, 0 ≤ p x) (hp : ∑ x, p x=1) (y : P) (R : ℝ) : | |
| doubleMean s l p y ≤ 2*∑ x, p x*|distance s l x y-R| := by | |
| have ht (x x' : P) : fluctuation s l x x' y ≤ | |
| |distance s l x y-R|+|distance s l x' y-R| := by | |
| simpa only [fluctuation,abs_sub_comm (R : ℝ)] using abs_sub_le (distance s l x y) R (distance s l x' y) | |
| calc | |
| _ ≤ ∑ x', p x'*∑ x, p x*(|distance s l x y-R|+|distance s l x' y-R|) := by | |
| apply Finset.sum_le_sum | |
| intro x' _ | |
| apply mul_le_mul_of_nonneg_left _ (hp0 x') | |
| exact Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (ht x x') (hp0 x)) | |
| _ = _ := by | |
| simp only [mul_add,Finset.sum_add_distrib,← Finset.sum_mul,hp,one_mul] | |
| ring | |
| lemma last_doubleMean_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (a p q : P → ℝ) | |
| (ha0 : ∀ x, 0 ≤ a x) (ha : ∑ x, a x=1) (hpq : ∑ x, p x=∑ x, q x) : | |
| (∑ y, p y*doubleMean s l a y) ≤ | |
| (∑ y, q y*doubleMean s l a y)+2*cost s l p q := by | |
| have ht (x x' : P) : (∑ y, p y*fluctuation s l x x' y) ≤ | |
| (∑ y, q y*fluctuation s l x x' y)+2*cost s l p q := | |
| sum_le_add_of_abs (last_fluctuation_transfer s hs l hl p q hpq x x') | |
| have he (b : P → ℝ) : (∑ y, b y*doubleMean s l a y) = | |
| ∑ x', a x'*∑ x, a x*∑ y, b y*fluctuation s l x x' y := by | |
| simp only [doubleMean,Finset.mul_sum] | |
| rw [Finset.sum_comm] | |
| apply Finset.sum_congr rfl | |
| intro x' _ | |
| rw [Finset.sum_comm] | |
| apply Finset.sum_congr rfl | |
| intro x _ | |
| exact Finset.sum_congr rfl (fun y _ => by ring) | |
| rw [he p,he q] | |
| calc | |
| _ ≤ ∑ x', a x'*∑ x, a x*((∑ y, q y*fluctuation s l x x' y)+2*cost s l p q) := by | |
| apply Finset.sum_le_sum | |
| intro x' _ | |
| apply mul_le_mul_of_nonneg_left _ (ha0 x') | |
| exact Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (ht x x') (ha0 x)) | |
| _ = _ := by simp only [mul_add,Finset.sum_add_distrib,← Finset.sum_mul,ha,one_mul] | |
| /-- Finite transport to independent sampling with explicit cut costs. -/ | |
| lemma iid_transfer (s : Finset (Finset P)) (hs : Laminar s) | |
| (l : Finset P → ℝ) (hl : ∀ C ∈ s, 0 ≤ l C) (a t : P → ℝ) (ρ : P → P → ℝ) | |
| (ha0 : ∀ x, 0 ≤ a x) (ht0 : ∀ y, 0 ≤ t y) (hρ0 : ∀ y x, 0 ≤ ρ y x) | |
| (ha : ∑ x, a x=1) (ht : ∑ y, t y=1) (hρ : ∀ y, ∑ x, ρ y x=1) (R : P → ℝ) : | |
| (∑ y, a y*doubleMean s l a y) ≤ | |
| 2*(∑ y, t y*∑ x, ρ y x*|distance s l x y-R y|)+ | |
| 2*(∑ y, t y*cost s l (ρ y) a)+2*cost s l t a := by | |
| have hlast := last_doubleMean_transfer s hs l hl a a t ha0 ha (ha.trans ht.symm) | |
| rw [cost_symm s l a t] at hlast | |
| have hy (y : P) : doubleMean s l a y ≤ | |
| 2*(∑ x, ρ y x*|distance s l x y-R y|)+2*cost s l (ρ y) a := by | |
| have h1 := doubleMean_transfer s hs l hl a (ρ y) ha0 (hρ0 y) ha (hρ y) y | |
| rw [cost_symm s l a (ρ y)] at h1 | |
| exact h1.trans (add_le_add (doubleMean_fiber s l (ρ y) (hρ0 y) (hρ y) y (R y)) le_rfl) | |
| have hsum := Finset.sum_le_sum (s := Finset.univ) (fun y _ => mul_le_mul_of_nonneg_left (hy y) (ht0 y)) | |
| have he : (∑ y, t y*(2*(∑ x, ρ y x*|distance s l x y-R y|)+2*cost s l (ρ y) a)) = | |
| 2*(∑ y, t y*∑ x, ρ y x*|distance s l x y-R y|)+2*(∑ y, t y*cost s l (ρ y) a) := by | |
| simp only [mul_add,Finset.sum_add_distrib] | |
| rw [Finset.mul_sum,Finset.mul_sum] | |
| congr 1 <;> exact Finset.sum_congr rfl (fun y _ => by ring) | |
| rw [he] at hsum | |
| linarith | |
| end WeakPinned.Cuts | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end OAI | |