openAI-math-dataset / lean /OAI /Probability /FreeIsing /Gaussian /ComponentSignalAttenuation.lean
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Add lean source and binary files (part 121)
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import OAI.Probability.FreeIsing.Conditioning.ComponentInformation
import OAI.Probability.FreeIsing.Gaussian.StatisticSideSignalLoss
import OAI.Probability.FreeIsing.Posterior.Symmetry
namespace OAI
noncomputable section
open MeasureTheory
open scoped NNReal
namespace Problem367.ComponentSignalAttenuation
open PlantedSymmetry
def posteriorMean {d : ℕ} (μ : Measure (TreeVertex d → IsingSpin))
(c : Fin d) (t : ℝ≥0) :
((TreeVertex d → IsingSpin) × (TreeVertex d → ℝ)) → ℝ :=
(μ.prod (gaussianNoiseLaw (TreeVertex d) t))[
fun p => spinSign (p.1 ⟨[c], List.IsChain.singleton c⟩) |
PlantedInformation.observationSigma (componentIndexVertex (c := c)) t]
theorem measurable_posteriorMean {d : ℕ} (μ : Measure (TreeVertex d → IsingSpin))
(c : Fin d) (t : ℝ≥0) : Measurable (posteriorMean μ c t) :=
stronglyMeasurable_condExp.measurable.mono
(PlantedInformation.observationSigma_le _ _) le_rfl
theorem posteriorMean_abs_le_one {d : ℕ} (μ : Measure (TreeVertex d → IsingSpin))
(c : Fin d) (t : ℝ≥0) :
∀ᵐ p ∂μ.prod (gaussianNoiseLaw (TreeVertex d) t), |posteriorMean μ c t p| ≤ 1 := by
apply ae_bdd_abs_condExp_of_ae_bdd_abs
filter_upwards [] with p
cases h : p.1 (⟨[c], List.IsChain.singleton c⟩ : TreeVertex d) <;>
norm_num [spinSign, h]
theorem posteriorMean_flip_ae {d : ℕ} {theta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw theta μ)
(c : Fin d) (t : ℝ≥0) :
(posteriorMean μ c t) ∘ plantedFlipEquiv (TreeVertex d) =ᵐ[
μ.prod (gaussianNoiseLaw (TreeVertex d) t)] -posteriorMean μ c t := by
let := hμ.isProbabilityMeasure
let m := PlantedInformation.observationSigma (componentIndexVertex (c := c)) t
have hsmall : Measurable[m, m] (plantedFlipEquiv (TreeVertex d)) := by
apply measurable_comap_iff.mpr
have heq : (fun p i => observation t p (componentIndexVertex (c := c) i)) ∘
plantedFlipEquiv (TreeVertex d) =
fun p i => -observation t p (componentIndexVertex (c := c) i) := by
funext p i
exact congrFun (observation_flip t p) (componentIndexVertex i)
rw [heq]
exact (comap_measurable
(fun p i => observation t p (componentIndexVertex (c := c) i))).neg
have hnat := condExp_comp_measurePreserving_equiv
(PlantedInformation.observationSigma_le (componentIndexVertex (c := c)) t)
(plantedFlipEquiv (TreeVertex d))
(product_measurePreserving_flip hμ.flip_invariant
(gaussianNoiseLaw_map_neg (TreeVertex d) t)) hsmall hsmall
(integrable_plantedSpin (μ.prod (gaussianNoiseLaw (TreeVertex d) t))
⟨[c], List.IsChain.singleton c⟩)
have hodd : (fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) =>
spinSign (p.1 ⟨[c], List.IsChain.singleton c⟩)) ∘ plantedFlipEquiv (TreeVertex d) =
-(fun p : (TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) =>
spinSign (p.1 ⟨[c], List.IsChain.singleton c⟩)) := by
funext p
cases h : p.1 (⟨[c], List.IsChain.singleton c⟩ : TreeVertex d) <;>
simp [plantedFlipEquiv, flipConfig, IsingSpin.flip, spinSign, h]
rw [hodd] at hnat
exact hnat.trans (condExp_neg _ _)
def posteriorLaw {d : ℕ} (μ : Measure (TreeVertex d → IsingSpin))
(c : Fin d) (t : ℝ≥0) : Measure ℝ :=
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)).map (posteriorMean μ c t)
theorem posteriorLaw_probability {d : ℕ} {theta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw theta μ)
(c : Fin d) (t : ℝ≥0) : IsProbabilityMeasure (posteriorLaw μ c t) := by
let := hμ.isProbabilityMeasure
unfold posteriorLaw
infer_instance
theorem posteriorLaw_abs_le_one {d : ℕ} (μ : Measure (TreeVertex d → IsingSpin))
(c : Fin d) (t : ℝ≥0) : ∀ᵐ q ∂posteriorLaw μ c t, |q| ≤ 1 := by
exact (ae_map_iff (measurable_posteriorMean μ c t).aemeasurable
(measurableSet_le measurable_id.abs measurable_const)).mpr
(posteriorMean_abs_le_one μ c t)
theorem posteriorLaw_neg_invariant {d : ℕ} {theta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw theta μ)
(c : Fin d) (t : ℝ≥0) :
MeasurePreserving Neg.neg (posteriorLaw μ c t) (posteriorLaw μ c t) := by
let := hμ.isProbabilityMeasure
refine ⟨measurable_neg, ?_⟩
exact FactorTransport.map_invariant_of_ae_equivariant
(product_measurePreserving_flip hμ.flip_invariant
(gaussianNoiseLaw_map_neg (TreeVertex d) t)) measurable_neg
(measurable_posteriorMean μ c t) (posteriorMean_flip_ae hμ c t)
theorem posteriorLaw_information_lower {d : ℕ} {theta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw theta μ)
(hθ0 : -1 ≤ theta) (hθ1 : theta ≤ 1) (c : Fin d)
(hcritical : ((d - 1 : ℕ) : ℝ) * theta ^ 2 = 1)
{t : ℝ≥0} (ht : 0 < t) :
min (Real.sqrt (t : ℝ)) 1 / 5 ≤ ∫ q, q ^ 2 ∂posteriorLaw μ c t := by
have hmap := integral_map (μ := μ.prod (gaussianNoiseLaw (TreeVertex d) t))
(measurable_posteriorMean μ c t).aemeasurable
(measurable_id.pow_const 2).aestronglyMeasurable
simp only [id_eq] at hmap
rw [posteriorLaw, hmap]
exact hμ.component_critical_information_lower hθ0 hθ1 c hcritical ht
def lossCoefficient (theta : ℝ) : ℝ := min (sideSignalLossCoefficient theta / 5) (1 / 2)
theorem lossCoefficient_pos {theta : ℝ} (hθ0 : 0 < theta) (hθ1 : theta < 1) :
0 < lossCoefficient theta :=
lt_min (div_pos (sideSignalLossCoefficient_pos hθ0 hθ1) (by norm_num)) (by norm_num)
theorem lossCoefficient_le_half (theta : ℝ) : lossCoefficient theta ≤ 1 / 2 :=
min_le_right _ _
theorem integral_tilted_posteriorLaw_attenuation_le {d : ℕ} {theta eta : ℝ}
{μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw theta μ)
(hθ0 : 0 < theta) (hθ1 : theta < 1) (hη : |eta| ≤ 1) (c : Fin d)
(hcritical : ((d - 1 : ℕ) : ℝ) * theta ^ 2 = 1)
{t : ℝ≥0} (ht : 0 < t) (z : ℝ) :
(∫ q, responseAttenuation theta (z + statisticMessage theta q) ^ 2
∂linearSignalTilt (posteriorLaw μ c t) id (eta * theta)) ≤
1 - lossCoefficient theta * min (Real.sqrt (t : ℝ)) 1 := by
let := posteriorLaw_probability hμ c t
have h := integral_tilted_statistic_attenuation_le hθ0.le hθ1 hη
measurable_id (posteriorLaw_abs_le_one μ c t) (MeasurableEquiv.neg ℝ)
(posteriorLaw_neg_invariant hμ c t) (Filter.Eventually.of_forall (fun _ => rfl)) z
have hm := posteriorLaw_information_lower hμ (by linarith) hθ1.le c hcritical ht
have hc := sideSignalLossCoefficient_pos hθ0 hθ1
have hω : 0 ≤ min (Real.sqrt (t : ℝ)) 1 := le_min (Real.sqrt_nonneg _) zero_le_one
have hco := mul_le_mul_of_nonneg_right
(show lossCoefficient theta ≤ sideSignalLossCoefficient theta / 5 from min_le_left _ _) hω
have hmul := mul_le_mul_of_nonneg_left hm hc.le
simp only [id_eq] at h
nlinarith
end Problem367.ComponentSignalAttenuation
end
end OAI