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| import Mathlib | |
| import OAI.Probability.Contingency.AcceptedChain | |
| namespace OAI | |
| /-! Dense Weight Bounds. -/ | |
| noncomputable section | |
| open scoped BigOperators | |
| open scoped BigOperators | |
| namespace Contingency.Dense.BinProblem | |
| noncomputable section | |
| open Contingency.Grid Contingency.Interpolation Contingency.FiniteChain | |
| variable {a c q K : ℕ} (D : BinProblem a c q K) | |
| theorem corner_penalty_bound (hK : (K:ℝ)=4*D.d^8) (v : Vertex q K) : | |
| penalty (fun i => (D.R i:ℝ)) (fun j => (D.P j:ℝ)) D.widths (D.d^8) D.d | |
| (fun s => realCorner v (D.e.symm s)) ≤ 4*D.d := by | |
| have hd : 0<D.d := by linarith [D.hd] | |
| have hr (i) : 0<(D.R i:ℝ) := by exact_mod_cast D.hR i | |
| have hp (j) : 0<(D.P j:ℝ) := by exact_mod_cast D.hP j | |
| have heq : (∑ i,(D.R i:ℝ))=∑ j,(D.P j:ℝ) := by exact_mod_cast D.heq | |
| have hw (i j) : 0<D.widths i j := by | |
| change (0:ℝ)<D.w (D.e.symm (i,j)) | |
| exact_mod_cast D.hw (D.e.symm (i,j)) | |
| obtain ⟨u,hu⟩ := interior_point D.d hd _ _ D.widths hr hp heq D.ha D.hc hw | |
| have hu0 (i j) : 0 ≤ normalized (fun i => (D.R i:ℝ)) (fun j => (D.P j:ℝ)) D.widths u i j := | |
| (by positivity : (0:ℝ)≤1/(2*D.d)).trans (hu i j) | |
| have hb := polytope_bounded _ _ D.widths (D.d^8) (by positivity) hr hp heq D.widthlo u hu0 | |
| have hnorm : ‖(fun s => realCorner v (D.e.symm s))-u‖ ≤ K := by | |
| apply (pi_norm_le_iff_of_nonneg (Nat.cast_nonneg K)).mpr | |
| intro s | |
| have hv0 : (0:ℝ)≤realCorner v (D.e.symm s) := Nat.cast_nonneg _ | |
| have hvK : realCorner v (D.e.symm s) ≤ K := by | |
| change ((v (D.e.symm s)).val:ℝ)≤K | |
| exact_mod_cast (v (D.e.symm s)).isLt.le | |
| have hbu := hb s | |
| have hhalf : 2*D.d^8 ≤ (K:ℝ) := by rw [hK]; nlinarith [show 0≤D.d^8 by positivity] | |
| simp only [Pi.sub_apply,Real.norm_eq_abs] | |
| rw [abs_le] | |
| constructor <;> linarith [hbu.1,hbu.2] | |
| have hz : penalty (fun i => (D.R i:ℝ)) (fun j => (D.P j:ℝ)) D.widths (D.d^8) D.d u=0 := | |
| penalty_zero_of_slack _ _ _ _ _ _ (fun i j => | |
| (div_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr hd.le) (show 0≤D.d^8 by positivity)).trans (hu0 i j)) | |
| have hdiff := penalty_difference (fun i => (D.R i:ℝ)) (fun j => (D.P j:ℝ)) D.widths (D.d^8) D.d | |
| (D.d/D.d^8*‖(fun s => realCorner v (D.e.symm s))-u‖) (by positivity) | |
| (fun s => realCorner v (D.e.symm s)) u | |
| (fun i j => normalized_lipschitz _ _ _ _ _ (by positivity) D.dim hr hp | |
| (fun i => by exact_mod_cast D.hRmax i) (fun j => by exact_mod_cast D.hPmax j) | |
| (fun i j => (hw i j).le) D.widthhi _ _ i j) | |
| rw [hz,sub_zero,abs_of_nonneg (penalty_nonneg _ _ _ _ _ _)] at hdiff | |
| calc | |
| _ ≤ _ := hdiff | |
| _ ≤ D.d/D.d^8*K := mul_le_mul_of_nonneg_left hnorm (by positivity) | |
| _ = 4*D.d := by rw [hK]; field_simp | |
| theorem weight_upper (v : Vertex q K) : D.weight v ≤ 1 := by | |
| change (2:ℝ)^(-(⌊binExponent D.e _ _ D.widths D.d (realCorner v)⌋:ℝ))≤1 | |
| apply Real.rpow_le_one_of_one_le_of_nonpos (by norm_num) | |
| apply neg_nonpos.mpr | |
| exact_mod_cast Int.floor_nonneg.mpr (mul_nonneg (by positivity) (penalty_nonneg _ _ _ _ _ _)) | |
| theorem weight_lower (hK : (K:ℝ)=4*D.d^8) (v : Vertex q K) : | |
| (2:ℝ)^(-(4*D.d^5)) ≤ D.weight v := by | |
| change _≤(2:ℝ)^(-(⌊binExponent D.e _ _ D.widths D.d (realCorner v)⌋:ℝ)) | |
| apply Real.rpow_le_rpow_of_exponent_le (by norm_num) | |
| have hh := Int.floor_le (binExponent D.e (fun i => (D.R i:ℝ)) (fun j => (D.P j:ℝ)) D.widths D.d (realCorner v)) | |
| have hb := mul_le_mul_of_nonneg_left (D.corner_penalty_bound hK v) (show 0≤D.d^4 by positivity) | |
| unfold binExponent at hh ⊢ | |
| nlinarith only [hh,hb] | |
| theorem normalizer_upper : D.Z ≤ (K:ℝ)^q := by | |
| calc | |
| _ ≤ ∑ v : Vertex q K,(1:ℝ) := Finset.sum_le_sum fun v _ => D.weight_upper v | |
| _ = _ := by simp [Vertex] | |
| theorem stationary_lower (hK : (K:ℝ)=4*D.d^8) (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/(8*D.d)) | |
| (v : Vertex q K) : (2:ℝ)^(-(4*D.d^5))/(K:ℝ)^q ≤ (D.chain p hp0 hp).π v := by | |
| change _ ≤ D.weight v/D.Z | |
| exact div_le_div₀ (Real.rpow_nonneg (by norm_num) _) (D.weight_lower hK v) D.Zpos D.normalizer_upper | |
| end | |
| end Contingency.Dense.BinProblem | |
| open scoped BigOperators | |
| namespace Contingency.Dense.BinProblem | |
| noncomputable section | |
| open Contingency.Grid Contingency.FiniteChain | |
| variable {a c q K : ℕ} (D : BinProblem a c q K) | |
| def inverseGap : ℝ := 2/D.kappa^2 | |
| theorem inverseGap_eq (hK : (K:ℝ)=4*D.d^8) : D.inverseGap=320000000000*D.d^20 := by | |
| have hd : D.d≠0 := by linarith [D.hd] | |
| unfold inverseGap kappa | |
| rw [hK] | |
| field_simp | |
| ring | |
| theorem inverseGap_bounds (hd : 14 ≤ D.d) (hK : (K:ℝ)=4*D.d^8) : | |
| 1 ≤ D.inverseGap ∧ D.inverseGap ≤ D.d^32 := by | |
| rw [D.inverseGap_eq hK] | |
| have h1 : 1 ≤ D.d^20 := one_le_pow₀ (by linarith) | |
| have h12 : 320000000000 ≤ D.d^12 := by | |
| have hh := pow_le_pow_left₀ (by norm_num : (0:ℝ)≤14) hd 12 | |
| norm_num at hh | |
| linarith only [hh] | |
| constructor | |
| · linarith only [h1] | |
| · have hh := mul_le_mul_of_nonneg_right h12 (show 0 ≤ D.d^20 by positivity) | |
| calc | |
| _ ≤ D.d^12*D.d^20 := hh | |
| _ = _ := by ring | |
| theorem log_stationary_bound (hd : 14 ≤ D.d) (hK : (K:ℝ)=4*D.d^8) : | |
| 4*D.d^5*Real.log 2+(q:ℝ)*Real.log K ≤ 4*D.d^5 := by | |
| have hd0 : 0<D.d := by linarith | |
| have h2 : Real.log 2 ≤ (3:ℝ)/4 := by linarith only [Real.log_two_lt_d9] | |
| have hK0 : (0:ℝ)<K := by exact_mod_cast D.Kpos | |
| have hK1 : (1:ℝ)≤K := by exact_mod_cast D.Kpos | |
| have hlogK : Real.log K=2*Real.log 2+8*Real.log D.d := by | |
| rw [hK,Real.log_mul (by norm_num) (by positivity),Real.log_pow] | |
| have hh : Real.log (4:ℝ)=2*Real.log 2 := by | |
| have he : (4:ℝ)=2^2 := by norm_num | |
| rw [he,Real.log_pow] | |
| norm_num | |
| rw [hh] | |
| norm_num | |
| have hlogd : Real.log D.d ≤ D.d := (Real.log_le_sub_one_of_pos hd0).trans (by linarith) | |
| have hlog : Real.log K ≤ 2+8*D.d := by rw [hlogK]; linarith | |
| have hq := mul_le_mul_of_nonneg_right D.hq (Real.log_nonneg hK1) | |
| have hh := mul_le_mul_of_nonneg_left hlog hd0.le | |
| have hc : 4*D.d^5*Real.log 2 ≤ 3*D.d^5 := by | |
| have hh := mul_le_mul_of_nonneg_left h2 (show 0≤4*D.d^5 by positivity) | |
| nlinarith only [hh] | |
| have h3 : 10 ≤ D.d^3 := by | |
| have hh := pow_le_pow_left₀ (by norm_num : (0:ℝ)≤14) hd 3 | |
| norm_num at hh | |
| linarith only [hh] | |
| have hd1 : D.d ≤ D.d^2 := by nlinarith | |
| have hsmall : 2*D.d+8*D.d^2 ≤ D.d^5 := by | |
| have hh := mul_le_mul_of_nonneg_right h3 (sq_nonneg D.d) | |
| nlinarith only [hh,hd1] | |
| nlinarith only [hc,hq,hh,hsmall] | |
| theorem prefactor_bound (hd : 14 ≤ D.d) (hK : (K:ℝ)=4*D.d^8) : | |
| ((2:ℝ)^(-(4*D.d^5))/(K:ℝ)^q)⁻¹ ≤ Real.exp (4*D.d^5) := by | |
| have hK0 : (0:ℝ)<K := by exact_mod_cast D.Kpos | |
| have he : ((2:ℝ)^(-(4*D.d^5))/(K:ℝ)^q)⁻¹= | |
| Real.exp (4*D.d^5*Real.log 2+(q:ℝ)*Real.log K) := by | |
| rw [inv_div,Real.rpow_def_of_pos (by norm_num),div_eq_mul_inv,← Real.exp_neg] | |
| rw [show (K:ℝ)^q=Real.exp ((q:ℝ)*Real.log K) from by rw [Real.exp_nat_mul,Real.exp_log hK0]] | |
| rw [← Real.exp_add] | |
| congr 1 | |
| ring | |
| rw [he] | |
| exact Real.exp_le_exp.mpr (D.log_stationary_bound hd hK) | |
| theorem scheduled_mixing (hd : 14 ≤ D.d) (hK : (K:ℝ)=4*D.d^8) | |
| (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/(8*D.d)) (hplo : 1/(16*D.d) ≤ p) | |
| (h t : ℕ) (hh : 1 ≤ h) (ht : (t:ℝ)=D.d^50*((h:ℝ)+1)^2) (v : Vertex q K) : | |
| (D.chain p hp0 hp).tv t v ≤ (2:ℝ)^(-4*((h:ℝ)+D.d)) := by | |
| have hd0 : 0<D.d := by linarith | |
| have hg := D.inverseGap_bounds hd hK | |
| have hk0 : 0<D.inverseGap := by linarith [hg.1] | |
| have hmix := (D.chain p hp0 hp).mixing_bound_min D.inverseGap hg.1 | |
| (D.chain_poincare p hp0 hp hplo) ((2:ℝ)^(-(4*D.d^5))/(K:ℝ)^q) | |
| (div_pos (Real.rpow_pos_of_pos (by norm_num) _) (pow_pos (by exact_mod_cast D.Kpos) _)) | |
| (D.stationary_lower hK p hp0 hp) t v | |
| have hpref := mul_le_mul_of_nonneg_right (D.prefactor_bound hd hK) (Real.exp_pos (-(t:ℝ)/D.inverseGap)).le | |
| have htime : D.d^18*((h:ℝ)+1)^2 ≤ (t:ℝ)/D.inverseGap := by | |
| apply (le_div_iff₀ hk0).mpr | |
| calc | |
| _ ≤ D.d^18*((h:ℝ)+1)^2*D.d^32 := by gcongr; exact hg.2 | |
| _ = _ := by rw [ht]; ring | |
| have h18 : 4*D.d^5 ≤ D.d^18 := by | |
| have hh := pow_le_pow_left₀ (by norm_num : (0:ℝ)≤14) hd 13 | |
| have hh' : 4 ≤ D.d^13 := by norm_num at hh; linarith only [hh] | |
| have hm := mul_le_mul_of_nonneg_right hh' (show 0≤D.d^5 by positivity) | |
| simpa only [← pow_add] using hm | |
| have h5 : D.d+1 ≤ D.d^5 := by | |
| have hh := pow_le_pow_left₀ (by norm_num : (0:ℝ)≤14) hd 4 | |
| have hh' : 2 ≤ D.d^4 := by norm_num at hh; linarith only [hh] | |
| have hm := mul_le_mul_of_nonneg_right hh' hd0.le | |
| nlinarith only [hm,hd] | |
| have hh1 : (1:ℝ)≤h := by exact_mod_cast hh | |
| have hx : (h:ℝ)+D.d ≤ D.d^5*(h:ℝ)*((h:ℝ)+2) := by | |
| have hm := mul_le_mul_of_nonneg_right h5 (by positivity : 0≤(h:ℝ)) | |
| have hm2 : (h:ℝ)+D.d ≤ (D.d+1)*(h:ℝ) := by nlinarith | |
| have hm3 : D.d^5*(h:ℝ) ≤ D.d^5*(h:ℝ)*((h:ℝ)+2) := by nlinarith [show 0≤D.d^5*(h:ℝ) by positivity] | |
| exact hm2.trans (hm.trans hm3) | |
| have hlog2 : Real.log 2 ≤ 1 := by linarith only [Real.log_two_lt_d9] | |
| have hfinal : 4*((h:ℝ)+D.d)*Real.log 2 ≤ (t:ℝ)/D.inverseGap-4*D.d^5 := by | |
| have hm := mul_le_mul_of_nonneg_right h18 (sq_nonneg ((h:ℝ)+1)) | |
| have hl := mul_le_mul_of_nonneg_left hlog2 (show 0≤4*((h:ℝ)+D.d) by positivity) | |
| nlinarith only [htime,hm,hx,hl] | |
| apply hmix.trans (hpref.trans _) | |
| rw [← Real.exp_add,Real.rpow_def_of_pos (by norm_num)] | |
| apply Real.exp_le_exp.mpr | |
| rw [neg_div] | |
| nlinarith only [hfinal] | |
| end | |
| end Contingency.Dense.BinProblem | |
| open scoped BigOperators | |
| namespace Contingency.FiniteChain.Chain | |
| noncomputable section | |
| variable {V : Type*} [Fintype V] (C : Chain V) | |
| def invariant : Law V := ⟨C.π,fun x => (C.positive x).le,C.normalized⟩ | |
| def transition (x : V) : Law V := ⟨C.P x,C.nonneg x,C.stochastic x⟩ | |
| def walk (x : V) : ℕ → Law V | |
| | 0 => Law.pure x | |
| | n+1 => (walk x n).bind C.transition | |
| theorem walk_mass [DecidableEq V] (x y : V) (n : ℕ) : | |
| (C.walk x n).mass y=C.law n x y := by | |
| induction n generalizing y with | |
| | zero => by_cases h : x=y <;> simp [walk,Law.pure,law,h] | |
| | succ n ih => | |
| simp only [walk,Law.bind,transition,law] | |
| apply Finset.sum_congr rfl; intro z _ | |
| rw [ih] | |
| theorem walk_tv [DecidableEq V] (x : V) (n : ℕ) : | |
| (C.walk x n).tv C.invariant=C.tv n x := by | |
| simp only [Law.tv,walk_mass,invariant,tv] | |
| end | |
| end Contingency.FiniteChain.Chain | |
| open scoped BigOperators | |
| namespace Contingency.Dense.BinProblem | |
| noncomputable section | |
| open Contingency.Grid Contingency.FiniteChain | |
| variable {a c q K : ℕ} (D : BinProblem a c q K) | |
| local instance tableFintype (R : Fin (a+1) → ℕ) (P : Fin (c+1) → ℕ) : Fintype (Tables R P) := Fintype.ofFinite _ | |
| local instance tableNonempty : Nonempty (Tables D.R D.P) := tables_nonempty D.R D.P D.heq | |
| local instance offsetNonempty : Nonempty (Offsets D.w) := ⟨fun i => ⟨0,D.hw i⟩⟩ | |
| def idealSamples : Law (Sample (K:=K) D.w) := ⟨D.sampleMass,D.sampleMass_nonneg,D.sampleMass_total⟩ | |
| def decode (s : Sample (K:=K) D.w) : Option (Tables D.R D.P) := by | |
| classical | |
| exact if hs : D.good s then some ((acceptedEquiv D.e D.w D.hw D.heq D.bound) ⟨s,hs⟩) else none | |
| theorem decode_eq_some (s : Sample (K:=K) D.w) (X : Tables D.R D.P) : | |
| D.decode s=some X ↔ s=D.tableSample X := by | |
| classical | |
| unfold decode | |
| split_ifs with hs | |
| · rw [Option.some.injEq] | |
| constructor | |
| · intro h | |
| have hh := congrArg (acceptedEquiv D.e D.w D.hw D.heq D.bound).symm h | |
| rw [Equiv.symm_apply_apply] at hh | |
| exact congrArg Subtype.val hh | |
| · intro h | |
| subst s | |
| exact (acceptedEquiv D.e D.w D.hw D.heq D.bound).apply_symm_apply X | |
| · simp only [false_iff] | |
| intro h | |
| subst s | |
| exact hs (encodeSample_accepted D.e D.w D.hw D.bound X) | |
| def idealTrial : Law (Option (Tables D.R D.P)) := D.idealSamples.map D.decode | |
| theorem idealTrial_some (X : Tables D.R D.P) : | |
| D.idealTrial.mass (some X)=D.sampleMass (D.tableSample X) := by | |
| classical | |
| simp only [idealTrial,Law.map,Law.bind,Law.pure,mul_ite,mul_one,mul_zero,D.decode_eq_some] | |
| simp [idealSamples] | |
| theorem idealTrial_none : D.idealTrial.mass none=1-D.success := by | |
| have ht := D.idealTrial.total | |
| rw [Fintype.sum_option] at ht | |
| have he : (∑ X : Tables D.R D.P,D.idealTrial.mass (some X))=D.success := by | |
| simp only [D.idealTrial_some,D.table_mass,Finset.sum_const,Finset.card_univ,nsmul_eq_mul,D.success_eq_card] | |
| rw [Nat.card_eq_fintype_card] | |
| ring | |
| rw [he] at ht | |
| linarith | |
| theorem idealTrial_uniform (X : Tables D.R D.P) : | |
| D.idealTrial.mass (some X)=(1-D.idealTrial.mass none)*(Law.uniform (Tables D.R D.P)).mass X := by | |
| rw [D.idealTrial_some,D.idealTrial_none] | |
| have h := D.conditional_uniform X | |
| have hs : D.success≠0 := ne_of_gt (lt_of_lt_of_le (by norm_num) D.success_lower) | |
| rw [div_eq_iff hs] at h | |
| simp only [Law.uniform,Nat.card_eq_fintype_card] at h ⊢ | |
| linarith | |
| def implementedOffsets (h d : ℕ) : Law (Offsets D.w) := | |
| Law.pi (fun i => (offsetLaw (D.w i) (D.hw i) (Nat.clog 2 (D.w i+1)+4*(h+d))).toLaw) | |
| def uniformOffsets : Law (Offsets D.w) := | |
| Law.pi (fun i => @Law.uniform (Fin (D.w i)) inferInstance ⟨⟨0,D.hw i⟩⟩) | |
| theorem offset_tv (h d : ℕ) : | |
| (D.implementedOffsets h d).tv D.uniformOffsets ≤ (q:ℝ)*(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) := by | |
| apply (Law.tv_pi _ _).trans | |
| calc | |
| _ ≤ ∑ _ : Fin q,(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) := | |
| Finset.sum_le_sum fun i _ => rounded_offset_accuracy (D.w i) h d (D.hw i) | |
| _ = _ := by simp | |
| theorem uniformOffsets_mass (β : Offsets D.w) : D.uniformOffsets.mass β=1/(D.offsetCount:ℝ) := by | |
| simp only [uniformOffsets,Law.pi,Law.uniform,Fintype.card_fin,one_div] | |
| have he : (∏ i,(D.w i:ℝ))=(D.offsetCount:ℝ) := by | |
| simp only [offsetCount,Offsets] | |
| rw [Fintype.card_pi,Nat.cast_prod] | |
| simp only [Fintype.card_fin] | |
| rw [Finset.prod_inv_distrib,he] | |
| theorem idealSamples_prod (p : ℝ) (hp0 : 0≤p) (hp : p≤1/(8*D.d)) : | |
| D.idealSamples=(D.chain p hp0 hp).invariant.prod D.uniformOffsets := by | |
| apply Law.ext; funext s | |
| simp only [idealSamples,sampleMass,Law.prod,D.uniformOffsets_mass,Chain.invariant,chain, | |
| AcceptedData.chain,Grid.metropolis,AcceptedData.total] | |
| change D.weight s.1/(D.Z*D.offsetCount)=D.weight s.1/D.Z*(1/D.offsetCount) | |
| ring | |
| def implementedTrial (p : ℝ) (hp0 : 0≤p) (hp : p≤1/(8*D.d)) (h d t : ℕ) : Law (Option (Tables D.R D.P)) := | |
| (((D.chain p hp0 hp).walk (fun _ => ⟨0,D.Kpos⟩) t).prod (D.implementedOffsets h d)).map D.decode | |
| end | |
| end Contingency.Dense.BinProblem | |
| open scoped BigOperators | |
| namespace Contingency.Dense.BinProblem | |
| noncomputable section | |
| open Contingency.Grid Contingency.FiniteChain | |
| variable {a c q K : ℕ} (D : BinProblem a c q K) | |
| attribute [local instance] tableFintype tableNonempty | |
| theorem implementedTrial_tv (d : ℕ) (hd : 14≤d) (hD : D.d=d) (hK : (K:ℝ)=4*D.d^8) | |
| (p : ℝ) (hp0 : 0≤p) (hp : p≤1/(8*D.d)) (hplo : 1/(16*D.d)≤p) | |
| (h : ℕ) (hh : 1≤h) : | |
| (D.implementedTrial p hp0 hp h d (d^50*(h+1)^2)).tv D.idealTrial ≤ | |
| (1+(d:ℝ))*(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) := by | |
| have he : (2:ℝ)^(-4*((h:ℝ)+D.d))=(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) := by | |
| rw [← Real.rpow_intCast] | |
| push_cast | |
| rw [hD] | |
| congr 1 | |
| ring | |
| have hc := D.scheduled_mixing (by rw [hD]; exact_mod_cast hd) hK p hp0 hp hplo h | |
| (d^50*(h+1)^2) hh (by rw [hD]; push_cast; rfl) (fun _ => ⟨0,D.Kpos⟩) | |
| rw [he,← Chain.walk_tv] at hc | |
| have ho := D.offset_tv h d | |
| have hf := Law.tv_prod ((D.chain p hp0 hp).walk (fun _ => ⟨0,D.Kpos⟩) (d^50*(h+1)^2)) | |
| (D.chain p hp0 hp).invariant (D.implementedOffsets h d) D.uniformOffsets | |
| have hm := Law.tv_map D.decode | |
| (((D.chain p hp0 hp).walk (fun _ => ⟨0,D.Kpos⟩) (d^50*(h+1)^2)).prod (D.implementedOffsets h d)) | |
| ((D.chain p hp0 hp).invariant.prod D.uniformOffsets) | |
| rw [← D.idealSamples_prod] at hm hf | |
| have hq : (q:ℝ)≤d := by simpa only [hD] using D.hq | |
| change (D.implementedTrial p hp0 hp h d (d^50*(h+1)^2)).tv D.idealTrial ≤ _ at hm | |
| apply (hm.trans hf).trans | |
| have hq' := mul_le_mul_of_nonneg_right hq (by positivity : (0:ℝ)≤(2:ℝ)^(-((4*(h+d):ℕ):ℤ))) | |
| nlinarith only [hc,ho,hq'] | |
| end | |
| end Contingency.Dense.BinProblem | |
| open scoped BigOperators | |
| namespace Contingency | |
| theorem square_le_two_pow (d : ℕ) (hd : 4≤d) : d^2≤2^d := by | |
| obtain ⟨n,rfl⟩ := Nat.exists_eq_add_of_le hd | |
| induction n with | |
| | zero => norm_num | |
| | succ n ih => | |
| have h : (4+n+1)^2≤2*(4+n)^2 := by nlinarith | |
| calc | |
| (4+(n+1))^2 = (4+n+1)^2 := by congr 1 | |
| _ ≤ 2*(4+n)^2 := h | |
| _ ≤ 2*2^(4+n) := Nat.mul_le_mul_left 2 (ih (by omega)) | |
| _ = 2^(4+(n+1)) := by rw [show 4+(n+1)=4+n+1 by omega,pow_succ]; omega | |
| theorem dense_schedule_offset (d h : ℕ) (hd : 14≤d) : | |
| ((d^4*(h+1):ℕ):ℝ)*(1+(d:ℝ))*(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) ≤ | |
| (2:ℝ)^(-((h+2:ℕ):ℤ)) := by | |
| have hd4 : d^4≤2^(2*d) := by | |
| calc | |
| d^4 = (d^2)^2 := by ring | |
| _ ≤ (2^d)^2 := Nat.pow_le_pow_left (square_le_two_pow d (by omega)) 2 | |
| _ = 2^(2*d) := by rw [← pow_mul]; congr 1; omega | |
| have hh : h+1≤2^h := Nat.lt_two_pow_self (n:=h) | |
| have hdp : d+1≤2^d := Nat.lt_two_pow_self (n:=d) | |
| have hn : d^4*(h+1)*(d+1)≤2^(h+3*d) := by | |
| calc | |
| _ ≤ 2^(2*d)*2^h*2^d := Nat.mul_le_mul (Nat.mul_le_mul hd4 hh) hdp | |
| _ = _ := by rw [← pow_add,← pow_add]; congr 1; omega | |
| have hmul : d^4*(h+1)*(d+1)*2^(h+2)≤2^(4*(h+d)) := by | |
| calc | |
| _ ≤ 2^(h+3*d)*2^(h+2) := Nat.mul_le_mul_right _ hn | |
| _ = 2^((h+3*d)+(h+2)) := by rw [← pow_add] | |
| _ ≤ _ := Nat.pow_le_pow_right (by decide) (by omega) | |
| have hr : (((d^4*(h+1):ℕ):ℝ)*(1+(d:ℝ)))*(2:ℝ)^(h+2)≤(2:ℝ)^(4*(h+d)) := by | |
| have hc : ((d^4*(h+1)*(d+1):ℕ):ℝ)*(2:ℝ)^(h+2)≤(2:ℝ)^(4*(h+d)) := by exact_mod_cast hmul | |
| push_cast at hc ⊢ | |
| nlinarith only [hc] | |
| rw [zpow_neg,zpow_natCast,zpow_neg,zpow_natCast] | |
| rw [← div_eq_mul_inv,inv_eq_one_div] | |
| apply (div_le_div_iff₀ (by positivity) (by positivity)).mpr | |
| simpa only [one_mul] using hr | |
| theorem dense_schedule_failure (d h : ℕ) (hd : 14≤d) : | |
| (63/64:ℝ)^(d^4*(h+1)) ≤ (2:ℝ)^(-((h+2:ℕ):ℤ)) := by | |
| have hd4 : 128≤d^4 := by | |
| have hh := Nat.pow_le_pow_left hd 4 | |
| norm_num at hh | |
| omega | |
| have hJ : 64*(h+2)≤d^4*(h+1) := by nlinarith | |
| calc | |
| _ ≤ (63/64:ℝ)^(64*(h+2)) := pow_le_pow_of_le_one (by norm_num) (by norm_num) hJ | |
| _ = ((63/64:ℝ)^64)^(h+2) := by rw [pow_mul] | |
| _ ≤ (1/2:ℝ)^(h+2) := pow_le_pow_left₀ (by positivity) (by norm_num) (h+2) | |
| _ = _ := by rw [one_div,inv_pow,zpow_neg,zpow_natCast] | |
| theorem dense_schedule_total (d h : ℕ) (hd : 14≤d) : | |
| (63/64:ℝ)^(d^4*(h+1))+((d^4*(h+1):ℕ):ℝ)*(1+(d:ℝ))*(2:ℝ)^(-((4*(h+d):ℕ):ℤ)) ≤ | |
| (2:ℝ)^(-(h:ℤ)) := by | |
| have hf := dense_schedule_failure d h hd | |
| have ho := dense_schedule_offset d h hd | |
| have he : (2:ℝ)^(-((h+2:ℕ):ℤ))=(2:ℝ)^(-(h:ℤ))/4 := by | |
| rw [zpow_neg,zpow_natCast,zpow_neg,zpow_natCast,pow_add] | |
| norm_num | |
| ring | |
| rw [he] at hf ho | |
| have hn : (0:ℝ)≤(2:ℝ)^(-(h:ℤ)) := by positivity | |
| linarith | |
| end Contingency | |
| open scoped BigOperators | |
| namespace Contingency.Dense.BinProblem | |
| noncomputable section | |
| open Contingency.Grid | |
| variable {a c q K : ℕ} (D : BinProblem a c q K) | |
| attribute [local instance] tableFintype tableNonempty | |
| def draw (p : ℝ) (hp0 : 0≤p) (hp : p≤1/(8*D.d)) (h d : ℕ) | |
| (fallback : Tables D.R D.P) : Law (Tables D.R D.P) := | |
| Law.first (D.implementedTrial p hp0 hp h d (d^50*(h+1)^2)) fallback (d^4*(h+1)) | |
| theorem draw_tv (d : ℕ) (hd : 14≤d) (hD : D.d=d) (hK : (K:ℝ)=4*D.d^8) | |
| (p : ℝ) (hp0 : 0≤p) (hp : p≤1/(8*D.d)) (hplo : 1/(16*D.d)≤p) | |
| (h : ℕ) (hh : 1≤h) (fallback : Tables D.R D.P) : | |
| (D.draw p hp0 hp h d fallback).tv (Law.uniform (Tables D.R D.P)) ≤ (2:ℝ)^(-(h:ℤ)) := by | |
| have ht := D.implementedTrial_tv d hd hD hK p hp0 hp hplo h hh | |
| have hfirst := Law.first_tv (D.implementedTrial p hp0 hp h d (d^50*(h+1)^2)) D.idealTrial fallback (d^4*(h+1)) | |
| have hideal := Law.first_ideal_tv D.idealTrial fallback (Law.uniform (Tables D.R D.P)) D.idealTrial_uniform (d^4*(h+1)) | |
| have hfail : D.idealTrial.mass none≤63/64 := by rw [D.idealTrial_none]; linarith [D.success_lower] | |
| have hf := pow_le_pow_left₀ (D.idealTrial.nonneg none) hfail (d^4*(h+1)) | |
| have hm := mul_le_mul_of_nonneg_left ht (Nat.cast_nonneg (d^4*(h+1))) | |
| have htri := Law.tv_triangle (D.draw p hp0 hp h d fallback) | |
| (Law.first D.idealTrial fallback (d^4*(h+1))) (Law.uniform (Tables D.R D.P)) | |
| change (D.draw p hp0 hp h d fallback).tv (Law.first D.idealTrial fallback (d^4*(h+1)))≤_ at hfirst | |
| have htot := dense_schedule_total d h hd | |
| nlinarith only [hfirst,hideal,hf,hm,htri,htot] | |
| end | |
| end Contingency.Dense.BinProblem | |
| open scoped BigOperators | |
| namespace Contingency | |
| noncomputable section | |
| def acceptCount (B ex ey : ℕ) : ℕ := 2^(B-(ey-ex)) | |
| theorem acceptCount_le (B ex ey : ℕ) : acceptCount B ex ey≤2^B := | |
| Nat.pow_le_pow_right (by decide) (Nat.sub_le _ _) | |
| def acceptCoin (B ex ey : ℕ) : DyadicLaw Bool where | |
| bits := B | |
| count b := if b then acceptCount B ex ey else 2^B-acceptCount B ex ey | |
| total := by | |
| simp only [Fintype.sum_bool,Bool.false_eq_true,ite_false,ite_true] | |
| have := acceptCount_le B ex ey | |
| omega | |
| theorem acceptCoin_true (B ex ey : ℕ) : | |
| (acceptCoin B ex ey).toLaw.mass true=(acceptCount B ex ey:ℝ)/(2:ℝ)^B := rfl | |
| theorem acceptCount_ratio (B ex ey : ℕ) (hey : ey≤B) : | |
| (acceptCount B ex ey:ℝ)/(2:ℝ)^B=min (1/(2:ℝ)^ex) (1/(2:ℝ)^ey)/(1/(2:ℝ)^ex) := by | |
| have he : ey-ex≤B := le_trans (Nat.sub_le _ _) hey | |
| have hp : (2:ℝ)^B=(2:ℝ)^(B-(ey-ex))*(2:ℝ)^(ey-ex) := by | |
| rw [← pow_add,Nat.sub_add_cancel he] | |
| simp only [acceptCount,Nat.cast_pow,Nat.cast_ofNat] | |
| rw [hp] | |
| rcases le_total ex ey with h|h | |
| · have hm : 1/(2:ℝ)^ey≤1/(2:ℝ)^ex := | |
| one_div_le_one_div_of_le (by positivity) (pow_le_pow_right₀ (by norm_num) h) | |
| rw [min_eq_right hm] | |
| have hq : (2:ℝ)^ey=(2:ℝ)^ex*(2:ℝ)^(ey-ex) := by rw [← pow_add,Nat.add_sub_of_le h] | |
| rw [hq] | |
| field_simp | |
| · have hm : 1/(2:ℝ)^ex≤1/(2:ℝ)^ey := | |
| one_div_le_one_div_of_le (by positivity) (pow_le_pow_right₀ (by norm_num) h) | |
| rw [min_eq_left hm,Nat.sub_eq_zero_of_le h] | |
| simp | |
| namespace Law | |
| variable {α : Type*} [Fintype α] [DecidableEq α] | |
| def accept (proposal : Law α) (coin : α → Law Bool) (x : α) : Law α := | |
| proposal.bind (fun y => (coin y).map (fun b => if b then y else x)) | |
| theorem accept_offdiag (proposal : Law α) (coin : α → Law Bool) (x y : α) (h : x≠y) : | |
| (proposal.accept coin x).mass y=proposal.mass y*(coin y).mass true := by | |
| simp only [accept,bind,map,pure,Fintype.sum_bool,Bool.false_eq_true,ite_false,ite_true] | |
| simp [h] | |
| theorem ext_offdiag (p r : Law α) (x : α) (h : ∀ y,x≠y → p.mass y=r.mass y) : p=r := by | |
| apply Law.ext; funext y | |
| by_cases he : x=y | |
| · subst y | |
| have hp := Finset.sum_erase_add Finset.univ p.mass (Finset.mem_univ x) | |
| have hr := Finset.sum_erase_add Finset.univ r.mass (Finset.mem_univ x) | |
| have hs : (∑ y∈Finset.univ.erase x,p.mass y)=∑ y∈Finset.univ.erase x,r.mass y := | |
| Finset.sum_congr rfl fun y hy => h y (Ne.symm (Finset.mem_erase.mp hy).1) | |
| rw [p.total] at hp | |
| rw [r.total] at hr | |
| linarith | |
| · exact h y he | |
| end Law | |
| namespace DyadicLaw | |
| variable {α : Type*} [Fintype α] [DecidableEq α] | |
| def accept (proposal : DyadicLaw α) (e : α → ℕ) (B : ℕ) (x : α) : DyadicLaw α := | |
| proposal.bind (fun y => (acceptCoin B (e x) (e y)).map (fun b => if b then y else x)) B | |
| (fun y => by rw [map_bits]; rfl) | |
| theorem toLaw_accept (proposal : DyadicLaw α) (e : α → ℕ) (B : ℕ) (x : α) : | |
| (proposal.accept e B x).toLaw=proposal.toLaw.accept (fun y => (acceptCoin B (e x) (e y)).toLaw) x := by | |
| unfold accept | |
| rw [toLaw_bind] | |
| simp only [toLaw_map,Law.accept] | |
| end DyadicLaw | |
| end | |
| end Contingency | |
| open scoped BigOperators | |
| namespace Contingency | |
| noncomputable section | |
| namespace DyadicLaw | |
| variable {α : Type*} [Fintype α] [DecidableEq α] | |
| def neighborProposal (E : α → α → Prop) [DecidableRel E] (x : α) (R : ℕ) | |
| (_hirr : ¬E x x) (hb : (Finset.univ.filter (E x)).card≤2^R) : DyadicLaw α where | |
| bits := R | |
| count y := (if x=y then 2^R-(Finset.univ.filter (E x)).card else 0)+(if E x y then 1 else 0) | |
| total := by | |
| rw [Finset.sum_add_distrib] | |
| have hs : (∑ y : α, if E x y then (1:ℕ) else 0) = (Finset.univ.filter (E x)).card := by | |
| rw [← Finset.sum_filter] | |
| simp | |
| rw [hs] | |
| simp only [Finset.sum_ite_eq,Finset.mem_univ,ite_true] | |
| omega | |
| theorem neighborProposal_offdiag (E : α → α → Prop) [DecidableRel E] (x : α) (R : ℕ) | |
| (hirr : ¬E x x) (hb : (Finset.univ.filter (E x)).card≤2^R) (y : α) (h : x≠y) : | |
| (neighborProposal E x R hirr hb).toLaw.mass y=(if E x y then 1 else 0)/(2:ℝ)^R := by | |
| simp [neighborProposal,toLaw,h] | |
| theorem accepted_neighbor_kernel (E : α → α → Prop) [DecidableRel E] | |
| (e : α → ℕ) (B R : ℕ) (he : ∀ y,e y≤B) (x : α) | |
| (hirr : ¬E x x) (hb : (Finset.univ.filter (E x)).card≤2^R) | |
| (P : Law α) (hP : ∀ y,x≠y → P.mass y= | |
| (1/(2:ℝ)^R)*(if E x y then min (1/(2:ℝ)^e x) (1/(2:ℝ)^e y) else 0)/(1/(2:ℝ)^e x)) : | |
| ((neighborProposal E x R hirr hb).accept e B x).toLaw=P := by | |
| rw [toLaw_accept] | |
| apply Law.ext_offdiag _ _ x | |
| intro y hxy | |
| rw [Law.accept_offdiag _ _ _ _ hxy,neighborProposal_offdiag _ _ _ _ _ _ hxy, | |
| acceptCoin_true,acceptCount_ratio _ _ _ (he y),hP y hxy] | |
| by_cases h : E x y <;> simp [h] | |
| ring | |
| end DyadicLaw | |
| end | |
| end Contingency | |
| namespace Contingency | |
| noncomputable section | |
| def proposalRate (M : ℕ) : ℝ := 1/(2:ℝ)^Nat.clog 2 M | |
| theorem proposalRate_bounds (M : ℕ) (hM : 1<M) : | |
| 1/(2*(M:ℝ)) ≤ proposalRate M ∧ proposalRate M ≤ 1/(M:ℝ) := by | |
| have hM0 : (0:ℝ)<M := by exact_mod_cast (by omega : 0<M) | |
| have hge : M≤2^Nat.clog 2 M := Nat.le_pow_clog (by norm_num) M | |
| have hlog : 0<Nat.clog 2 M := by | |
| by_contra hn | |
| have hh : Nat.clog 2 M=0 := by omega | |
| rw [hh,pow_zero] at hge | |
| omega | |
| have hlt := Nat.pow_pred_clog_lt_self (by norm_num : 1<2) hM | |
| change 2^(Nat.clog 2 M-1)<M at hlt | |
| have he : 2^Nat.clog 2 M = 2*2^(Nat.clog 2 M-1) := by | |
| conv_lhs => rw [show Nat.clog 2 M=Nat.clog 2 M-1+1 by omega,pow_succ] | |
| exact Nat.mul_comm _ _ | |
| have hle : 2^Nat.clog 2 M ≤ 2*M := by rw [he]; omega | |
| unfold proposalRate | |
| constructor | |
| · apply one_div_le_one_div_of_le (by positivity) | |
| exact_mod_cast hle | |
| · apply one_div_le_one_div_of_le hM0 | |
| exact_mod_cast hge | |
| theorem binProposal_bounds (d : ℕ) (hd : 1≤d) : | |
| 1/(16*(d:ℝ)) ≤ proposalRate (8*d) ∧ proposalRate (8*d) ≤ 1/(8*(d:ℝ)) := by | |
| have hh := proposalRate_bounds (8*d) (by omega) | |
| push_cast at hh | |
| simpa only [show (2:ℝ)*(8*d)=16*d by ring] using hh | |
| theorem smallProposal_bounds (d : ℕ) (hd : 1≤d) : | |
| 1/(64*(d:ℝ)^2) ≤ proposalRate (32*d^2) ∧ proposalRate (32*d^2) ≤ 1/(32*(d:ℝ)^2) := by | |
| have hd2 : 1≤d^2 := one_le_pow₀ hd | |
| have hh := proposalRate_bounds (32*d^2) (by omega) | |
| push_cast at hh | |
| simpa only [show (2:ℝ)*(32*(d:ℝ)^2)=64*(d:ℝ)^2 by ring] using hh | |
| end | |
| end Contingency | |
| end | |
| end OAI | |