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| import Mathlib | |
| import OAI.Probability.Contingency.Signature | |
| namespace OAI | |
| /-! Transport. -/ | |
| noncomputable section | |
| open scoped BigOperators | |
| open QuadraticMap | |
| open scoped BigOperators | |
| open QuadraticMap | |
| namespace Contingency | |
| section FutureSquare | |
| variable {V : Type*} [AddCommGroup V] [Module ℝ V] [FiniteDimensional ℝ V] | |
| omit [FiniteDimensional ℝ V] in | |
| theorem pair_mixed_telescope (D : ℕ) (S : ℕ → V →ₗ[ℝ] ℝ) (sD : S D = 0) | |
| (h : V) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (D+1), pairPrevious S j h * g j) = | |
| ∑ j ∈ Finset.range (D+1), S j h * g (j+1) := by | |
| rw [Finset.sum_range_succ', Finset.sum_range_succ] | |
| simp [pairPrevious, sD] | |
| omit [FiniteDimensional ℝ V] in | |
| theorem future_square_sequence (D : ℕ) (u : ℕ → ℝ) | |
| (S : ℕ → V →ₗ[ℝ] ℝ) (Q : ℕ → QuadraticForm ℝ V) | |
| (u0 : u 0 = 0) (uD : u D = 0) (uNext : u (D+1) = 0) (sD : S D = 0) | |
| (h : V) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (D+1), | |
| pairForm (Q j) (pairPrevious S j) (S j) | |
| (u (j-1)) (u j) (u (j+1)) (h,g j,-g (j+1))) - | |
| (∑ j ∈ Finset.range (D+1), Q j h) = | |
| ∑ j ∈ Finset.range (D+1), u j * (g (j+1) - g j)^2 := by | |
| have hm := pair_mixed_telescope D S sD h g | |
| have hp : (∑ j ∈ Finset.range (D+1), u (j-1) * g j ^ 2) = | |
| ∑ j ∈ Finset.range (D+1), u j * g (j+1)^2 := by | |
| rw [Finset.sum_range_succ', Finset.sum_range_succ] | |
| simp [u0,uD] | |
| have hn : (∑ j ∈ Finset.range (D+1), u (j+1) * g (j+1)^2) = | |
| ∑ j ∈ Finset.range (D+1), u j * g j^2 := by | |
| have hw := Finset.sum_range_succ' (fun j => u j * g j^2) (D+1) | |
| rw [Finset.sum_range_succ, uNext, u0] at hw | |
| simpa using hw.symm | |
| simp only [pairForm_apply] | |
| have he (j : ℕ) : | |
| Q j h + 2 * (pairPrevious S j) h * g j + 2 * S j h * -g (j+1) + | |
| u (j-1) * g j^2 + 2 * u j * g j * -g (j+1) + u (j+1) * (-g (j+1))^2 = | |
| Q j h + 2 * ((pairPrevious S j) h * g j) - 2 * (S j h * g (j+1)) + | |
| u (j-1) * g j^2 - 2 * (u j * g j * g (j+1)) + u (j+1) * g (j+1)^2 := by ring | |
| simp_rw [he] | |
| simp only [Finset.sum_add_distrib, Finset.sum_sub_distrib, ← Finset.mul_sum, hm, hp, hn] | |
| symm | |
| calc | |
| _ = ∑ j ∈ Finset.range (D+1), | |
| (u j * g (j+1)^2 - 2 * (u j * g j * g (j+1)) + u j * g j^2) := by | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| ring | |
| _ = _ := by simp only [Finset.sum_add_distrib, Finset.sum_sub_distrib, | |
| ← Finset.mul_sum]; ring | |
| omit [FiniteDimensional ℝ V] in | |
| theorem future_square_nonneg (D : ℕ) (u : ℕ → ℝ) | |
| (S : ℕ → V →ₗ[ℝ] ℝ) (Q : ℕ → QuadraticForm ℝ V) | |
| (hu : ∀ j, 0 ≤ u j) (u0 : u 0 = 0) (uD : u D = 0) | |
| (uNext : u (D+1) = 0) (sD : S D = 0) (h : V) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (D+1), Q j h) ≤ | |
| ∑ j ∈ Finset.range (D+1), pairForm (Q j) (pairPrevious S j) (S j) | |
| (u (j-1)) (u j) (u (j+1)) (h,g j,-g (j+1)) := by | |
| have he := future_square_sequence D u S Q u0 uD uNext sD h g | |
| have hn : 0 ≤ ∑ j ∈ Finset.range (D+1), u j * (g (j+1)-g j)^2 := by | |
| exact Finset.sum_nonneg (fun j _ => mul_nonneg (hu j) (sq_nonneg _)) | |
| linarith | |
| end FutureSquare | |
| section ActualFuture | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| omit [DecidableEq ι] in | |
| theorem PositiveSlice.nonneg {f : (ι → ℤ) → ℝ} {B : ι → ℤ} {T : ℤ} | |
| (hf : PositiveSlice f B T) (p : ι → ℤ) : 0 ≤ f p := by | |
| by_cases h : InBox B p ∧ (∑ i, p i) = T | |
| · exact (hf.1 p h.1 h.2).le | |
| · rw [hf.2 p h] | |
| theorem actual_future_square (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) (C T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B C C) T) (p : ι → ℤ) (D : ℕ) | |
| (h : ι → ℝ) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (D+1), | |
| matrixForm (twoRemoval f (pairAssembly p (j:ℤ) ((D:ℤ)-j))) | |
| (pairAssembly h (g j) (-g (j+1)))) - | |
| matrixForm (twoRemoval (balancedMarginal f D) p) h = | |
| ∑ j ∈ Finset.range (D+1), pairU f p D j * (g (j+1)-g j)^2 := by | |
| have hb (j : ℕ) := congrArg (fun Q : QuadraticForm ℝ ((ι → ℝ) × ℝ × ℝ) => | |
| Q (h,g j,-g (j+1))) (pair_block_identity f B C T hf p D j) | |
| have hp : matrixForm (twoRemoval (balancedMarginal f D) p) = | |
| ∑ j ∈ Finset.range (D+1), pairQ f p D j := | |
| matrixForm_sum (Finset.range (D+1)) | |
| (fun j i k => f (pairAssembly (removePair p i k) (j:ℤ) ((D:ℤ)-j))) | |
| simp only [QuadraticMap.comp_apply, pairAssemblyLinear, LinearMap.coe_mk, | |
| AddHom.coe_mk] at hb | |
| simp only [hb, hp, sum_apply] | |
| exact future_square_sequence D (pairU f p D) (pairS f p D) (pairQ f p D) | |
| (pairU_zero f B C T hf p D 0 (Or.inl rfl)) | |
| (pairU_zero f B C T hf p D D (Or.inr le_rfl)) | |
| (pairU_zero f B C T hf p D (D+1) (Or.inr (by omega))) | |
| (pairS_top f B C T hf p D) h g | |
| theorem actual_future_monotone (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) (C T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B C C) T) (p : ι → ℤ) (D : ℕ) | |
| (h : ι → ℝ) (g : ℕ → ℝ) : | |
| matrixForm (twoRemoval (balancedMarginal f D) p) h ≤ | |
| ∑ j ∈ Finset.range (D+1), | |
| matrixForm (twoRemoval f (pairAssembly p (j:ℤ) ((D:ℤ)-j))) | |
| (pairAssembly h (g j) (-g (j+1))) := by | |
| have he := actual_future_square f B C T hf p D h g | |
| have hn : 0 ≤ ∑ j ∈ Finset.range (D+1), pairU f p D j * (g (j+1)-g j)^2 := | |
| Finset.sum_nonneg fun j _ => mul_nonneg (hf.nonneg _) (sq_nonneg _) | |
| linarith | |
| noncomputable def raisedMarginal (f : (ι ⊕ Bool → ℤ) → ℝ) (C : ℕ) (p : ι → ℤ) : ℝ := | |
| ∑ j : Fin C, ((j.val+1:ℕ):ℝ) * ((C-j.val:ℕ):ℝ) * | |
| f (pairAssembly p ((j.val+1:ℕ):ℤ) ((C-j.val:ℕ):ℤ)) | |
| omit [DecidableEq ι] in | |
| theorem raisedMarginal_positive (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) | |
| (C : ℕ) (hC : 0 < C) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) : | |
| PositiveSlice (raisedMarginal f C) B (T-(C+1:ℕ)) := by | |
| constructor | |
| · intro p hp ht | |
| apply Finset.sum_pos | |
| · intro j _ | |
| have hj : j.val < C := j.isLt | |
| apply mul_pos | |
| · apply mul_pos <;> exact_mod_cast (by omega : 0 < _) | |
| · apply hf.1 | |
| · rw [pairAssembly_inBox] | |
| exact ⟨hp, by omega, by omega⟩ | |
| · rw [pairAssembly_sum] | |
| omega | |
| · exact ⟨⟨0,hC⟩, Finset.mem_univ _⟩ | |
| · intro p hp | |
| apply Finset.sum_eq_zero | |
| intro j _ | |
| have hj : j.val < C := j.isLt | |
| have hz : f (pairAssembly p ((j.val+1:ℕ):ℤ) ((C-j.val:ℕ):ℤ)) = 0 := by | |
| apply hf.2 | |
| rintro ⟨hb, ht⟩ | |
| rw [pairAssembly_inBox] at hb | |
| rw [pairAssembly_sum] at ht | |
| exact hp ⟨hb.1, by omega⟩ | |
| simp only [hz, mul_zero] | |
| end ActualFuture | |
| section BalancedStep | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| noncomputable def holeFunctional (f : (ι → ℤ) → ℝ) (p : ι → ℤ) (h : ι → ℝ) : ℝ := | |
| ∑ i, f (removeOne p i) * h i | |
| noncomputable def holePotential (f : (ι → ℤ) → ℝ) (p : ι → ℤ) (h : ι → ℝ) : ℝ := | |
| ∑ i, f (removeOne p i) * h i ^ 2 | |
| omit [Fintype ι] in | |
| theorem removeOne_pair_old (p : ι → ℤ) (a b : ℤ) (i : ι) : | |
| removeOne (pairAssembly p a b) (Sum.inl i) = pairAssembly (removeOne p i) a b := by | |
| funext j | |
| rcases j with j | b' | |
| · simp [removeOne, pairAssembly] | |
| · cases b' <;> simp [removeOne, pairAssembly] | |
| omit [Fintype ι] in | |
| theorem removeOne_pair_first (p : ι → ℤ) (a b : ℤ) : | |
| removeOne (pairAssembly p a b) (Sum.inr true) = pairAssembly p (a-1) b := by | |
| funext j | |
| rcases j with j | b' | |
| · simp [removeOne, pairAssembly] | |
| · cases b' <;> simp [removeOne, pairAssembly] | |
| omit [Fintype ι] in | |
| theorem removeOne_pair_second (p : ι → ℤ) (a b : ℤ) : | |
| removeOne (pairAssembly p a b) (Sum.inr false) = pairAssembly p a (b-1) := by | |
| funext j | |
| rcases j with j | b' | |
| · simp [removeOne, pairAssembly] | |
| · cases b' <;> simp [removeOne, pairAssembly] | |
| theorem holeFunctional_pair (f : (ι ⊕ Bool → ℤ) → ℝ) | |
| (p : ι → ℤ) (a b : ℤ) (h : ι → ℝ) (x y : ℝ) : | |
| holeFunctional f (pairAssembly p a b) (pairAssembly h x y) = | |
| (∑ i, f (pairAssembly (removeOne p i) a b) * h i) + | |
| f (pairAssembly p (a-1) b) * x + f (pairAssembly p a (b-1)) * y := by | |
| simp [holeFunctional, Fintype.sum_sum_type, | |
| removeOne_pair_old, removeOne_pair_first, removeOne_pair_second] | |
| ring | |
| theorem holePotential_pair (f : (ι ⊕ Bool → ℤ) → ℝ) | |
| (p : ι → ℤ) (a b : ℤ) (h : ι → ℝ) (x y : ℝ) : | |
| holePotential f (pairAssembly p a b) (pairAssembly h x y) = | |
| (∑ i, f (pairAssembly (removeOne p i) a b) * h i^2) + | |
| f (pairAssembly p (a-1) b) * x^2 + f (pairAssembly p a (b-1)) * y^2 := by | |
| simp [holePotential, Fintype.sum_sum_type, | |
| removeOne_pair_old, removeOne_pair_first, removeOne_pair_second] | |
| ring | |
| theorem holeFunctional_branch (f : (ι ⊕ Bool → ℤ) → ℝ) (p : ι → ℤ) (C j : ℕ) | |
| (h : ι → ℝ) (g : ℕ → ℝ) : | |
| holeFunctional f (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1))) = | |
| pairS f p (C+1) j h + pairU f p (C+1) j * g j - | |
| pairU f p (C+1) (j+1) * g (j+1) := by | |
| rw [holeFunctional_pair] | |
| simp only [pairS, columnLinear_apply, pairU, Nat.cast_add, Nat.cast_one] | |
| have he1 : (C:ℤ)+1-1-j = C-j := by ring | |
| have he2 : (C:ℤ)+1-1-(j+1) = C-j-1 := by ring | |
| have he3 : (j:ℤ)+1-1 = j := by ring | |
| simp only [he1,he2,he3] | |
| ring | |
| theorem parent_balance_sum (f : (ι ⊕ Bool → ℤ) → ℝ) (p : ι → ℤ) (C : ℕ) | |
| (h : ι → ℝ) : | |
| holeFunctional (balancedMarginal f C) p h = | |
| ∑ j ∈ Finset.range (C+1), pairS f p (C+1) j h := by | |
| simp only [holeFunctional, balancedMarginal, pairS, columnLinear_apply, | |
| Nat.cast_add, Nat.cast_one, Finset.sum_mul] | |
| simp only [add_sub_cancel_right] | |
| exact Finset.sum_comm | |
| theorem balanced_child (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) | |
| (C : ℕ) (_hC : 2 ≤ C) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) | |
| (p : ι → ℤ) (hp : InBox B p) (ht : (∑ i, p i) + (C+1:ℕ) = T+2) | |
| (h : ι → ℝ) (hbal : holeFunctional (balancedMarginal f C) p h = 0) | |
| (j : ℕ) (hj : j ≤ C) : | |
| let g := pairCumulative (C+1) (pairU f p (C+1)) (pairS f p (C+1)) h | |
| holeFunctional f (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1))) = 0 := by | |
| dsimp only | |
| rw [holeFunctional_branch] | |
| have hb : ∑ j ∈ Finset.range (C+1), pairS f p (C+1) j h = 0 := by | |
| rwa [parent_balance_sum] at hbal | |
| have hd := pairCumulative_difference (C+1) (pairU f p (C+1)) (pairS f p (C+1)) | |
| (pairU_positive f B C T hf p hp (C+1) (by omega) ht) h hb j (by omega) | |
| linarith | |
| theorem holePotential_branch (f : (ι ⊕ Bool → ℤ) → ℝ) (p : ι → ℤ) (C j : ℕ) | |
| (h : ι → ℝ) (g : ℕ → ℝ) : | |
| holePotential f (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1))) = | |
| (∑ i, f (pairAssembly (removeOne p i) (j:ℤ) ((C:ℤ)-j)) * h i^2) + | |
| pairU f p (C+1) j * g j^2 + pairU f p (C+1) (j+1) * g (j+1)^2 := by | |
| rw [holePotential_pair] | |
| simp only [pairU, Nat.cast_add, Nat.cast_one, neg_sq] | |
| congr 2 <;> congr 2 <;> ring_nf | |
| theorem child_potential_increment (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) (C : ℕ) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) | |
| (p : ι → ℤ) (h : ι → ℝ) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (C+1), holePotential f (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1)))) - holePotential (balancedMarginal f C) p h = | |
| 2 * ∑ j ∈ Finset.range (C+2), pairU f p (C+1) j * g j^2 := by | |
| have h0 := pairU_zero f B (C:ℤ) T hf p (C+1) 0 (Or.inl rfl) | |
| have htop := pairU_zero f B (C:ℤ) T hf p (C+1) (C+1) (Or.inr le_rfl) | |
| have hmain : (∑ j ∈ Finset.range (C+1), | |
| ∑ i, f (pairAssembly (removeOne p i) (j:ℤ) ((C:ℤ)-j)) * h i^2) = | |
| holePotential (balancedMarginal f C) p h := by | |
| simp only [holePotential, balancedMarginal, Finset.sum_mul] | |
| exact Finset.sum_comm | |
| have hn : (∑ j ∈ Finset.range (C+1), pairU f p (C+1) (j+1) * g (j+1)^2) = | |
| ∑ j ∈ Finset.range (C+2), pairU f p (C+1) j * g j^2 := by | |
| have hw := Finset.sum_range_succ' (fun j => pairU f p (C+1) j * g j^2) (C+1) | |
| simpa only [h0, zero_mul, add_zero] using hw.symm | |
| have hp' : (∑ j ∈ Finset.range (C+1), pairU f p (C+1) j * g j^2) = | |
| ∑ j ∈ Finset.range (C+2), pairU f p (C+1) j * g j^2 := by | |
| have hw := Finset.sum_range_succ (fun j => pairU f p (C+1) j * g j^2) (C+1) | |
| simpa only [htop, zero_mul, add_zero] using hw.symm | |
| simp only [holePotential_branch, Finset.sum_add_distrib, hmain, hn, hp'] | |
| ring | |
| theorem balanced_potential_bound (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) | |
| (C : ℕ) (hC : 2 ≤ C) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) | |
| (hs : HasSignature f (pairAssembly B (C:ℤ) C) T) | |
| (p : ι → ℤ) (hp : InBox B p) (ht : (∑ i, p i) + (C+1:ℕ) = T+2) | |
| (h : ι → ℝ) (hbal : holeFunctional (balancedMarginal f C) p h = 0) : | |
| let g := pairCumulative (C+1) (pairU f p (C+1)) (pairS f p (C+1)) h | |
| (∑ j ∈ Finset.range (C+1), holePotential f (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1)))) ≤ | |
| holePotential (balancedMarginal f C) p h - | |
| (∑ j ∈ Finset.range (C+2), ((j:ℝ) * (C+1-j)) • pairQ f p (C+1) j) h := by | |
| have hb : ∑ j ∈ Finset.range (C+1), pairS f p (C+1) j h = 0 := by | |
| rwa [parent_balance_sum] at hbal | |
| have hi := actual_pair_weighted f B C hC T hf hs p hp ht h hb | |
| have he := child_potential_increment f B C T hf p h | |
| (pairCumulative (C+1) (pairU f p (C+1)) (pairS f p (C+1)) h) | |
| dsimp | |
| linarith | |
| theorem branch_demand_conservation_endpoints (F : (ι ⊕ Bool → ℤ) → ℝ) | |
| (C : ℕ) (p : ι → ℤ) (h : ι → ℝ) (g : ℕ → ℝ) | |
| (h0 : pairU F p (C+1) 0 = 0) (hC : pairU F p (C+1) (C+1) = 0) : | |
| (∑ j ∈ Finset.range (C+1), | |
| holeFunctional F (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1)))) = | |
| holeFunctional (balancedMarginal F C) p h := by | |
| have ht : (∑ j ∈ Finset.range (C+1), pairU F p (C+1) j * g j) = | |
| ∑ j ∈ Finset.range (C+1), pairU F p (C+1) (j+1) * g (j+1) := by | |
| have hleft := Finset.sum_range_succ (fun j => pairU F p (C+1) j * g j) (C+1) | |
| have hright := Finset.sum_range_succ' (fun j => pairU F p (C+1) j * g j) (C+1) | |
| rw [hC, zero_mul, add_zero] at hleft | |
| rw [h0, zero_mul, add_zero] at hright | |
| exact hleft.symm.trans hright | |
| simp only [holeFunctional_branch, Finset.sum_sub_distrib, Finset.sum_add_distrib, | |
| ht, add_sub_cancel_right, parent_balance_sum] | |
| theorem branch_demand_conservation (f : (ι ⊕ Bool → ℤ) → ℝ) | |
| (B : ι → ℤ) (C : ℕ) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) | |
| (H : (ι ⊕ Bool → ℤ) → ℝ) (p : ι → ℤ) (h : ι → ℝ) (g : ℕ → ℝ) : | |
| (∑ j ∈ Finset.range (C+1), | |
| holeFunctional (fun x => f x * H x) (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1)))) = | |
| holeFunctional (balancedMarginal (fun x => f x * H x) C) p h := by | |
| let F := fun x => f x * H x | |
| have hz (j : ℕ) (hj : j = 0 ∨ C+1 ≤ j) : pairU F p (C+1) j = 0 := by | |
| change f _ * H _ = 0 | |
| change pairU f p (C+1) j * H _ = 0 | |
| rw [pairU_zero f B (C:ℤ) T hf p (C+1) j hj, zero_mul] | |
| have ht : (∑ j ∈ Finset.range (C+1), pairU F p (C+1) j * g j) = | |
| ∑ j ∈ Finset.range (C+1), pairU F p (C+1) (j+1) * g (j+1) := by | |
| have hleft := Finset.sum_range_succ (fun j => pairU F p (C+1) j * g j) (C+1) | |
| have hright := Finset.sum_range_succ' (fun j => pairU F p (C+1) j * g j) (C+1) | |
| rw [hz (C+1) (Or.inr le_rfl), zero_mul, add_zero] at hleft | |
| rw [hz 0 (Or.inl rfl), zero_mul, add_zero] at hright | |
| exact hleft.symm.trans hright | |
| change (∑ j ∈ Finset.range (C+1), | |
| holeFunctional F (pairAssembly p (j:ℤ) ((C:ℤ)-j)) | |
| (pairAssembly h (g j) (-g (j+1)))) = holeFunctional (balancedMarginal F C) p h | |
| simp only [holeFunctional_branch, Finset.sum_sub_distrib, Finset.sum_add_distrib, | |
| ht, add_sub_cancel_right, parent_balance_sum] | |
| end BalancedStep | |
| section Star | |
| variable {ι : Type*} [Fintype ι] | |
| theorem weighted_star_bound (s h H : ι → ℝ) (hs : ∀ i, 0 ≤ s i) | |
| (hbal : ∑ i, s i * h i = 0) (a : ℝ) : | |
| (∑ i, s i * h i * H i)^2 ≤ | |
| (∑ i, s i * h i^2) * (∑ i, s i * (H i-a)^2) := by | |
| have he : (∑ i, s i * h i * (H i-a)) = ∑ i, s i * h i * H i := by | |
| simp only [mul_sub, Finset.sum_sub_distrib, ← Finset.sum_mul, hbal, zero_mul, | |
| sub_zero] | |
| rw [← he] | |
| apply Finset.sum_sq_le_sum_mul_sum_of_sq_le_mul | |
| · intro i _ | |
| exact mul_nonneg (hs i) (sq_nonneg _) | |
| · intro i _ | |
| exact mul_nonneg (hs i) (sq_nonneg _) | |
| · intro i _ | |
| exact le_of_eq (by ring) | |
| end Star | |
| section WeightedKernel | |
| variable {ι : Type*} [Fintype ι] [DecidableEq ι] | |
| noncomputable def raisedFull (f : (ι ⊕ Bool → ℤ) → ℝ) (C : ℕ) (p : ι → ℤ) : ℝ := | |
| ∑ j ∈ Finset.range (C+2), (j:ℝ) * ((C:ℝ)+1-j) * | |
| f (pairAssembly p (j:ℤ) ((C:ℤ)+1-j)) | |
| omit [Fintype ι] [DecidableEq ι] in | |
| theorem raisedFull_eq (f : (ι ⊕ Bool → ℤ) → ℝ) (C : ℕ) : | |
| raisedFull f C = raisedMarginal f C := by | |
| funext p | |
| rw [raisedFull, Finset.sum_range_succ, Finset.sum_range_succ'] | |
| simp only [Nat.cast_add, Nat.cast_one, sub_self, mul_zero, | |
| zero_mul, Nat.cast_zero, sub_zero, add_zero] | |
| rw [raisedMarginal, ← Fin.sum_univ_eq_sum_range] | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| have hj : j.val ≤ C := Nat.le_of_lt j.isLt | |
| simp only [Nat.cast_add, Nat.cast_one, Nat.cast_sub hj] | |
| congr 2 <;> ring_nf | |
| omit [DecidableEq ι] in | |
| theorem raisedFull_positive (f : (ι ⊕ Bool → ℤ) → ℝ) (B : ι → ℤ) | |
| (C : ℕ) (hC : 0 < C) (T : ℤ) | |
| (hf : PositiveSlice f (pairAssembly B (C:ℤ) C) T) : | |
| PositiveSlice (raisedFull f C) B (T-(C+1:ℕ)) := by | |
| rw [raisedFull_eq] | |
| exact raisedMarginal_positive f B C hC T hf | |
| theorem matrixForm_raisedFull (f : (ι ⊕ Bool → ℤ) → ℝ) (C : ℕ) (p : ι → ℤ) : | |
| matrixForm (twoRemoval (raisedFull f C) p) = | |
| ∑ j ∈ Finset.range (C+2), ((j:ℝ) * (C+1-j)) • pairQ f p (C+1) j := by | |
| change matrixForm (fun i k => ∑ j ∈ Finset.range (C+2), | |
| (j:ℝ) * ((C:ℝ)+1-j) * f (pairAssembly (removePair p i k) (j:ℤ) ((C:ℤ)+1-j))) = _ | |
| rw [matrixForm_sum] | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| ext h | |
| simp only [matrixForm_apply, pairQ, twoRemoval, smul_apply, smul_eq_mul, | |
| Nat.cast_add, Nat.cast_one, Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| apply Finset.sum_congr rfl | |
| intro k _ | |
| ring | |
| theorem matrixForm_twoRemoval_add (f g : (ι → ℤ) → ℝ) (p : ι → ℤ) (h : ι → ℝ) : | |
| matrixForm (twoRemoval (fun x => f x + g x) p) h = | |
| matrixForm (twoRemoval f p) h + matrixForm (twoRemoval g p) h := by | |
| simp only [matrixForm_apply, twoRemoval, add_mul, Finset.sum_add_distrib] | |
| theorem matrixForm_zero (p : ι → ℤ) (h : ι → ℝ) : | |
| matrixForm (twoRemoval (fun _ => 0) p) h = 0 := by | |
| simp [matrixForm_apply, twoRemoval] | |
| omit [DecidableEq ι] in | |
| theorem PositiveSlice.add {f g : (ι → ℤ) → ℝ} {B : ι → ℤ} {T : ℤ} | |
| (hf : PositiveSlice f B T) (hg : PositiveSlice g B T) : | |
| PositiveSlice (fun x => f x + g x) B T := by | |
| constructor | |
| · intro p hp ht | |
| exact add_pos (hf.1 p hp ht) (hg.1 p hp ht) | |
| · intro p hp | |
| simp only [hf.2 p hp, hg.2 p hp, add_zero] | |
| end WeightedKernel | |
| end Contingency | |
| end | |
| end OAI | |