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import OAI.Probability.FreeIsing.Posterior.GaussianEnergy
namespace OAI
noncomputable section
open scoped BigOperators NNReal
namespace Problem367.FinitePosterior
variable {S : Type*} [Fintype S] [Nonempty S]
omit [Nonempty S] in
lemma covariance_eq_centered_sum_entropy (energy signal a b : S → ℝ) (t : ℝ) :
mean energy signal (fun s => a s * b s) t -
mean energy signal a t * mean energy signal b t =
∑ s, (a s - mean energy signal a t) * b s * mass energy signal t s := by
simp only [sub_mul, Finset.sum_sub_distrib]
simp only [mul_assoc, ← Finset.mul_sum, ← mean_eq_sum_mass]
rw [mean_eq_sum_mass energy signal (fun s => a s * b s) t]
simp only [mul_assoc]
theorem abs_covariance_le_spin_variance_entropy (energy signal a b : S → ℝ) (t : ℝ)
(ha : ∀ s, a s = -1 ∨ a s = 1)
(han : ∃ s, a s = -1) (hap : ∃ s, a s = 1)
(hb : ∀ s, |b s| ≤ 1) :
|mean energy signal (fun s => a s * b s) t -
mean energy signal a t * mean energy signal b t| ≤
1 - mean energy signal a t ^ 2 := by
let m := mean energy signal a t
have hm := spin_mean_mem_Ioo energy signal a t ha han hap
have habs (s : S) : |a s - m| = 1 - a s * m := by
rcases ha s with hs | hs
· rw [hs, abs_of_neg (by dsimp [m]; linarith [hm.1])]
ring
· rw [hs, abs_of_pos (by dsimp [m]; linarith [hm.2])]
ring
rw [covariance_eq_centered_sum_entropy]
calc
|∑ s, (a s - mean energy signal a t) * b s * mass energy signal t s| ≤
∑ s, |(a s - m) * b s * mass energy signal t s| :=
Finset.abs_sum_le_sum_abs _ _
_ ≤ ∑ s, (1 - a s * m) * mass energy signal t s := by
apply Finset.sum_le_sum
intro s _
rw [abs_mul, abs_mul, abs_of_pos (mass_pos energy signal t s)]
calc
|a s - m| * |b s| * mass energy signal t s ≤
|a s - m| * 1 * mass energy signal t s := by
exact mul_le_mul_of_nonneg_right
(mul_le_mul_of_nonneg_left (hb s) (abs_nonneg _))
(mass_pos energy signal t s).le
_ = _ := by rw [habs]; ring
_ = 1 - mean energy signal a t ^ 2 := by
simp only [sub_mul, one_mul, Finset.sum_sub_distrib, sum_mass]
have heq (s : S) : a s * m * mass energy signal t s =
m * (a s * mass energy signal t s) := by ring
simp_rw [heq]
rw [← Finset.mul_sum, ← mean_eq_sum_mass]
dsimp [m]
ring
theorem abs_tiltResponse_le_one_entropy (energy signal observable : S → ℝ) (t : ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s, |signal s| ≤ 1) :
|tiltResponse energy signal observable t| ≤ 1 := by
have hden := spin_mean_variance_pos energy signal observable t hspin hneg hpos
rw [tiltResponse, abs_div, abs_of_pos hden, div_le_one hden]
exact abs_covariance_le_spin_variance_entropy energy signal observable signal t
hspin hneg hpos hsignal
variable {V : Type*} [Fintype V]
def fieldEntropy (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) : ℝ :=
-Real.log (1 - fieldMean energy spin observable x ^ 2)
def fieldEntropyGradient (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) (v : V) : ℝ :=
2 * fieldMean energy spin observable x * normalizedFieldCovariance energy spin observable x v
def fieldEntropyHessianDiagonal (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) (v : V) : ℝ :=
2 * (1 + fieldMean energy spin observable x ^ 2) *
normalizedFieldCovariance energy spin observable x v ^ 2 -
4 * fieldMean energy spin observable x * fieldMean energy spin (fun s => spin s v) x *
normalizedFieldCovariance energy spin observable x v
lemma fieldVariance_pos_entropy (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
0 < 1 - fieldMean energy spin observable x ^ 2 := by
have h := fieldMean_spin_mem_Ioo energy spin observable x hspin hneg hpos
nlinarith [h.1, h.2]
theorem abs_normalizedFieldCovariance_le_one_entropy (energy : S → ℝ)
(spin : S → V → ℝ) (observable : S → ℝ) (x : V → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s, |spin s v| ≤ 1) :
|normalizedFieldCovariance energy spin observable x v| ≤ 1 := by
rw [← tiltResponse_fieldEnergy_zero]
exact abs_tiltResponse_le_one_entropy _ _ _ _ hspin hneg hpos hsignal
theorem continuous_normalizedFieldCovariance_entropy (energy : S → ℝ)
(spin : S → V → ℝ) (observable : S → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
Continuous (fun x => normalizedFieldCovariance energy spin observable x v) := by
exact (continuous_fieldCovariance energy spin observable v).div
(continuous_const.sub ((continuous_fieldMean energy spin observable).pow 2))
(fun x => (fieldVariance_pos_entropy energy spin observable x hspin hneg hpos).ne')
theorem continuous_fieldEntropy (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
Continuous (fieldEntropy energy spin observable) := by
exact ((continuous_const.sub ((continuous_fieldMean energy spin observable).pow 2)).log
(fun x => (fieldVariance_pos_entropy energy spin observable x hspin hneg hpos).ne')).neg
theorem hasFDerivAt_fieldEntropy (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
HasFDerivAt (fieldEntropy energy spin observable)
(∑ v, fieldEntropyGradient energy spin observable x v •
(ContinuousLinearMap.proj v : (V → ℝ) →L[ℝ] ℝ)) x := by
have hden := (fieldVariance_pos_entropy energy spin observable x hspin hneg hpos).ne'
have hd := ((((hasFDerivAt_fieldMean energy spin observable x).pow 2).const_sub 1).log hden).neg
change HasFDerivAt (fieldEntropy energy spin observable) _ x at hd
apply hd.congr_fderiv
ext y
simp only [fieldMeanDerivative, fieldEntropyGradient, normalizedFieldCovariance,
Nat.reduceSub, pow_one, neg_apply,
sum_apply, smul_apply, ContinuousLinearMap.proj_apply, smul_eq_mul,
Finset.mul_sum]
ring_nf
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro v _
ring
theorem continuous_fieldEntropyGradient (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
Continuous (fun x => fieldEntropyGradient energy spin observable x v) :=
((continuous_fieldMean energy spin observable).const_mul 2).mul
(continuous_normalizedFieldCovariance_entropy energy spin observable v hspin hneg hpos)
theorem continuous_fieldEntropyHessianDiagonal (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
Continuous (fun x => fieldEntropyHessianDiagonal energy spin observable x v) := by
have hm := continuous_fieldMean energy spin observable
have hc := continuous_normalizedFieldCovariance_entropy energy spin observable v hspin hneg hpos
exact (((continuous_const.add (hm.pow 2)).const_mul 2).mul (hc.pow 2)).sub
((((hm.const_mul 4).mul (continuous_fieldMean energy spin (fun s => spin s v))).mul hc))
theorem abs_fieldEntropyGradient_le (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s, |spin s v| ≤ 1) :
|fieldEntropyGradient energy spin observable x v| ≤ 2 := by
have hm := abs_fieldMean_le energy spin observable x 1
(fun s => (abs_spin_eq_one observable hspin s).le)
have hc := abs_normalizedFieldCovariance_le_one_entropy energy spin observable x v
hspin hneg hpos hsignal
unfold fieldEntropyGradient
rw [abs_mul, abs_mul, abs_of_pos (by norm_num : (0 : ℝ) < 2)]
calc
2 * |fieldMean energy spin observable x| * |normalizedFieldCovariance energy spin observable x v|
≤ 2 * 1 * 1 := by gcongr
_ = 2 := by ring
theorem abs_fieldEntropyHessianDiagonal_le (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) (v : V)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s, |spin s v| ≤ 1) :
|fieldEntropyHessianDiagonal energy spin observable x v| ≤ 8 := by
have hm := abs_fieldMean_le energy spin observable x 1
(fun s => (abs_spin_eq_one observable hspin s).le)
have hn := abs_fieldMean_le energy spin (fun s => spin s v) x 1 hsignal
have hc := abs_normalizedFieldCovariance_le_one_entropy energy spin observable x v
hspin hneg hpos hsignal
have hm2 : fieldMean energy spin observable x ^ 2 ≤ 1 := by
exact (sq_le_one_iff_abs_le_one _).mpr hm
have hc2 : normalizedFieldCovariance energy spin observable x v ^ 2 ≤ 1 := by
exact (sq_le_one_iff_abs_le_one _).mpr hc
unfold fieldEntropyHessianDiagonal
calc
_ ≤ |2 * (1 + fieldMean energy spin observable x ^ 2) *
normalizedFieldCovariance energy spin observable x v ^ 2| +
|4 * fieldMean energy spin observable x * fieldMean energy spin (fun s => spin s v) x *
normalizedFieldCovariance energy spin observable x v| := by simpa only [sub_eq_add_neg, abs_neg] using abs_add_le (2 * (1 + fieldMean energy spin observable x ^ 2) * normalizedFieldCovariance energy spin observable x v ^ 2) (-(4 * fieldMean energy spin observable x * fieldMean energy spin (fun s => spin s v) x * normalizedFieldCovariance energy spin observable x v))
_ ≤ 2 * (1 + 1) * 1 + 4 * 1 * 1 * 1 := by
rw [abs_of_nonneg (by positivity : 0 ≤ 2 * (1 + fieldMean energy spin observable x ^ 2) *
normalizedFieldCovariance energy spin observable x v ^ 2)]
simp only [abs_mul]
rw [abs_of_pos (by norm_num : (0 : ℝ) < 4)]
gcongr
_ = 8 := by ring
section
variable [DecidableEq V]
omit [Nonempty S] in
lemma normalizedFieldCovariance_coordinate_tilt_entropy (energy : S → ℝ)
(spin : S → V → ℝ) (observable : S → ℝ) (x : V → ℝ) (v : V) (t : ℝ) :
normalizedFieldCovariance energy spin observable (fun u => x u + if u = v then t else 0) v =
tiltResponse (fieldEnergy energy spin x) (fun s => spin s v) observable t := by
simp only [normalizedFieldCovariance, fieldCovariance_coordinate_tilt,
fieldMean_coordinate_tilt, tiltResponse]
theorem hasDerivAt_fieldEntropyGradient_coordinate (energy : S → ℝ)
(spin : S → V → ℝ) (observable : S → ℝ) (x : V → ℝ) (v : V) (t : ℝ)
(hcoord : ∀ s, spin s v = -1 ∨ spin s v = 1)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
HasDerivAt (fun r => fieldEntropyGradient energy spin observable
(fun u => x u + if u = v then r else 0) v)
(fieldEntropyHessianDiagonal energy spin observable
(fun u => x u + if u = v then t else 0) v) t := by
have hd := ((hasDerivAt_mean_covariance (fieldEnergy energy spin x)
(fun s => spin s v) observable t).const_mul 2).mul
(hasDerivAt_tiltResponse (fieldEnergy energy spin x) (fun s => spin s v)
observable t hcoord hspin hneg hpos)
simp only [fieldEntropyGradient, fieldEntropyHessianDiagonal,
fieldMean_coordinate_tilt, normalizedFieldCovariance_coordinate_tilt_entropy]
change HasDerivAt (fun r => 2 * mean (fieldEnergy energy spin x)
(fun s => spin s v) observable r *
tiltResponse (fieldEnergy energy spin x) (fun s => spin s v) observable r) _ t at hd
apply hd.congr_deriv
have hden := (spin_mean_variance_pos (fieldEnergy energy spin x)
(fun s => spin s v) observable t hspin hneg hpos).ne'
unfold tiltResponse
field_simp [hden]
ring
theorem hasDerivAt_fieldEntropyGradient_update (energy : S → ℝ)
(spin : S → V → ℝ) (observable : S → ℝ) (x : V → ℝ) (v : V) (t : ℝ)
(hcoord : ∀ s, spin s v = -1 ∨ spin s v = 1)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
HasDerivAt (fun r => fieldEntropyGradient energy spin observable (Function.update x v r) v)
(fieldEntropyHessianDiagonal energy spin observable (Function.update x v t) v) t := by
simpa only [← update_eq_zero_shift] using
hasDerivAt_fieldEntropyGradient_coordinate energy spin observable
(Function.update x v 0) v t hcoord hspin hneg hpos
end
omit [Nonempty S] in
theorem fieldEntropy_generator_identity (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ) :
(∑ v, fieldEntropyGradient energy spin observable x v *
fieldMean energy spin (fun s => spin s v) x) +
(1 / 2 : ℝ) * ∑ v, fieldEntropyHessianDiagonal energy spin observable x v =
(1 + fieldMean energy spin observable x ^ 2) *
∑ v, normalizedFieldCovariance energy spin observable x v ^ 2 := by
rw [Finset.mul_sum, ← Finset.sum_add_distrib, Finset.mul_sum]
apply Finset.sum_congr rfl
intro v _
unfold fieldEntropyGradient fieldEntropyHessianDiagonal
ring
theorem fieldEntropy_eq_log_cosh (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
fieldEntropy energy spin observable x =
2 * Real.log (Real.cosh (fieldField energy spin observable x)) := by
have hm := fieldMean_spin_mem_Ioo energy spin observable x hspin hneg hpos
have hden := fieldVariance_pos_entropy energy spin observable x hspin hneg hpos
unfold fieldEntropy fieldField
rw [Real.cosh_artanh hm, Real.log_div one_ne_zero (Real.sqrt_ne_zero'.mpr hden),
Real.log_one, Real.log_sqrt hden.le]
ring
theorem fieldEntropy_nonneg (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
0 ≤ fieldEntropy energy spin observable x := by
apply neg_nonneg.mpr
exact Real.log_nonpos
(fieldVariance_pos_entropy energy spin observable x hspin hneg hpos).le
(sub_le_self _ (sq_nonneg _))
theorem fieldEntropy_le_abs_field (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1) :
fieldEntropy energy spin observable x ≤ 2 * |fieldField energy spin observable x| := by
rw [fieldEntropy_eq_log_cosh energy spin observable x hspin hneg hpos]
have hcosh (z : ℝ) : Real.cosh z ≤ Real.exp |z| := by
rw [Real.cosh_eq]
have hp := Real.exp_le_exp.mpr (le_abs_self z)
have hn := Real.exp_le_exp.mpr (neg_le_abs z)
linarith
have hlog := Real.log_le_log (Real.cosh_pos (fieldField energy spin observable x))
(hcosh (fieldField energy spin observable x))
rw [Real.log_exp] at hlog
linarith
theorem norm_fderiv_fieldEntropy_le (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ) (x : V → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s v, |spin s v| ≤ 1) :
‖fderiv ℝ (fieldEntropy energy spin observable) x‖ ≤ (Fintype.card V : ℝ) * 2 := by
rw [(hasFDerivAt_fieldEntropy energy spin observable x hspin hneg hpos).fderiv]
apply ContinuousLinearMap.opNorm_le_bound _ (by positivity)
intro y
simp only [sum_apply, smul_apply, ContinuousLinearMap.proj_apply, smul_eq_mul]
calc
‖∑ v, fieldEntropyGradient energy spin observable x v * y v‖ ≤
∑ v, ‖fieldEntropyGradient energy spin observable x v * y v‖ := norm_sum_le _ _
_ ≤ ∑ _v : V, 2 * ‖y‖ := by
apply Finset.sum_le_sum
intro v _
rw [norm_mul, Real.norm_eq_abs (fieldEntropyGradient energy spin observable x v)]
exact mul_le_mul
(abs_fieldEntropyGradient_le energy spin observable x v hspin hneg hpos (fun s => hsignal s v))
(norm_le_pi_norm y v) (norm_nonneg _) (by norm_num)
_ = _ := by simp [Finset.sum_const, nsmul_eq_mul, mul_assoc]
theorem lipschitzWith_fieldEntropy (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s v, |spin s v| ≤ 1) :
LipschitzWith ((Fintype.card V : ℝ≥0) * 2) (fieldEntropy energy spin observable) := by
apply lipschitzWith_of_nnnorm_fderiv_le
(fun x => (hasFDerivAt_fieldEntropy energy spin observable x hspin hneg hpos).differentiableAt)
intro x
exact_mod_cast norm_fderiv_fieldEntropy_le energy spin observable x hspin hneg hpos hsignal
open MeasureTheory
theorem integrable_fieldEntropy_comp {Ω : Type*} [MeasurableSpace Ω]
(μ : Measure Ω) [IsFiniteMeasure μ] (energy : S → ℝ) (spin : S → V → ℝ)
(observable : S → ℝ)
(hspin : ∀ s, observable s = -1 ∨ observable s = 1)
(hneg : ∃ s, observable s = -1) (hpos : ∃ s, observable s = 1)
(hsignal : ∀ s v, |spin s v| ≤ 1) {X : Ω → V → ℝ} (hX : Integrable X μ) :
Integrable (fun ω => fieldEntropy energy spin observable (X ω)) μ := by
have hL := lipschitzWith_fieldEntropy energy spin observable hspin hneg hpos hsignal
have hdom := (hX.norm.const_mul ((Fintype.card V : ℝ) * 2)).add
(integrable_const ‖fieldEntropy energy spin observable 0‖ : Integrable
(fun _ : Ω => ‖fieldEntropy energy spin observable 0‖) μ)
apply hdom.mono' (hL.continuous.comp_aestronglyMeasurable hX.aestronglyMeasurable)
filter_upwards [] with ω
have hb := hL.norm_sub_le (X ω) 0
simp only [sub_zero, NNReal.coe_mul, NNReal.coe_natCast, NNReal.coe_ofNat] at hb
calc
‖fieldEntropy energy spin observable (X ω)‖ ≤
‖fieldEntropy energy spin observable (X ω) - fieldEntropy energy spin observable 0‖ +
‖fieldEntropy energy spin observable 0‖ := norm_le_norm_sub_add _ _
_ ≤ _ := add_le_add hb le_rfl
end Problem367.FinitePosterior
end
end OAI