openAI-math-dataset / lean /OAI /Probability /FreeIsing /Ising /ConditionalCopyBounds.lean
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import OAI.Probability.FreeIsing.Conditioning.Copies
import OAI.Probability.FreeIsing.Ising.ObservationInnovation
import OAI.Probability.FreeIsing.Posterior.CopyBounds
import OAI.Probability.FreeIsing.Stochastic.ContinuousCopyBrownian
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Set
open scoped NNReal
namespace Problem367.IsingConditionalCopyBounds
open PlantedSymmetry IsingObservationInnovation WienerSampler
abbrev CopySpace (d : ℕ) := ContinuousCopyBrownian.Joint (ι := TreeVertex d)
def graphLaw {d : ℕ} (beta : ℝ) (μ : Measure (TreeVertex d → IsingSpin)) :
Measure (Paths d × Paths d) :=
(observationLaw μ).map (fun x => (innovationMap beta x, x))
instance graphLaw_isProbabilityMeasure {d : ℕ} (beta : ℝ)
(μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] :
IsProbabilityMeasure (graphLaw beta μ) := by
let : IsProbabilityMeasure (labelMeasure d) := by unfold labelMeasure; infer_instance
unfold graphLaw observationLaw
infer_instance
theorem hasLaw_observationLaw_eval {d : ℕ}
(μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (t : ℝ≥0) :
HasLaw (fun x : Paths d => fun i => x i t)
((μ.prod (gaussianNoiseLaw (TreeVertex d) t)).map (observation t))
(observationLaw μ) := by
let : IsProbabilityMeasure (labelMeasure d) := by
unfold labelMeasure
infer_instance
have hB (s : ℝ≥0) : Measurable (fun u : ℝ => sample u s) :=
measurable_sample_eval.comp (measurable_const.prodMk measurable_id)
let T : IsingInnovation.State d ℝ →
(TreeVertex d → IsingSpin) × (TreeVertex d → ℝ) :=
Prod.map id (fun u i => sample (u i) t)
have hT : MeasurePreserving T (μ.prod (labelMeasure d))
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)) :=
(MeasurePreserving.id μ).prod
(brownian_array_eval_measurePreserving (fun _ => uniform01)
(fun _ => sample_isBrownianReal.toIsPreBrownianReal) (fun _ => hB) t)
have heval : Measurable (fun x : Paths d => fun i => x i t) :=
Measurable.of_eval (fun i => (continuous_eval_const t).measurable.comp
(measurable_pi_apply i))
refine ⟨heval.aemeasurable, ?_⟩
rw [observationLaw, Measure.map_map heval measurable_uniformObservation]
have heq : (fun q : IsingInnovation.State d ℝ => fun i => uniformObservation q i t) =
observation t ∘ T := by
funext q i
change sample (q.2 i) t + (t : ℝ) * spinSign (q.1 i) =
(t : ℝ) * spinSign (q.1 i) + sample (q.2 i) t
ring
change (μ.prod (labelMeasure d)).map
(fun q : IsingInnovation.State d ℝ => fun i => uniformObservation q i t) = _
rw [heq, ← Measure.map_map (measurable_observation t) hT.measurable, hT.map_eq]
theorem progressive_leftObservation {d : ℕ} (v : TreeVertex d) :
IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration
(fun t (q : CopySpace d) => q.2.1 v t) := by
have had : StronglyAdapted ContinuousCopyBrownian.joinedFiltration
(fun t (q : CopySpace d) => q.2.1 v t) := by
intro t
change StronglyMeasurable[ContinuousCopyBrownian.pastSpace t]
(fun q : CopySpace d => q.2.1 v t)
have hh : Measurable[ContinuousCopyBrownian.pastSpace t]
(ContinuousCopyBrownian.history (ι := TreeVertex d) t) := comap_measurable _
have hm := (continuous_eval_const t).measurable.comp
((measurable_pi_apply v).comp
((measurable_fst.comp measurable_snd).comp hh))
simpa only [Function.comp_def, ContinuousCopyBrownian.history,
ContinuousObservationHistory.stoppedArray,
ContinuousObservationHistory.stoppedPath_apply, min_self] using hm.stronglyMeasurable
exact had.isStronglyProgressive_of_continuous (fun q => (q.2.1 v).continuous)
theorem progressive_rightObservation {d : ℕ} (v : TreeVertex d) :
IsStronglyProgressive ContinuousCopyBrownian.joinedFiltration
(fun t (q : CopySpace d) => q.2.2 v t) := by
have had : StronglyAdapted ContinuousCopyBrownian.joinedFiltration
(fun t (q : CopySpace d) => q.2.2 v t) := by
intro t
change StronglyMeasurable[ContinuousCopyBrownian.pastSpace t]
(fun q : CopySpace d => q.2.2 v t)
have hh : Measurable[ContinuousCopyBrownian.pastSpace t]
(ContinuousCopyBrownian.history (ι := TreeVertex d) t) := comap_measurable _
have hm := (continuous_eval_const t).measurable.comp
((measurable_pi_apply v).comp
((measurable_snd.comp measurable_snd).comp hh))
simpa only [Function.comp_def, ContinuousCopyBrownian.history,
ContinuousObservationHistory.stoppedArray,
ContinuousObservationHistory.stoppedPath_apply, min_self] using hm.stronglyMeasurable
exact had.isStronglyProgressive_of_continuous (fun q => (q.2.2 v).continuous)
def fieldDifference {d : ℕ} (beta : ℝ) (v : TreeVertex d) (t : ℝ≥0)
(q : CopySpace d) : ℝ :=
Real.artanh (posterior beta v t q.2.1) - Real.artanh (posterior beta v t q.2.2)
section Copies
variable {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
variable {rho : Measure (Paths d)} [IsProbabilityMeasure rho]
variable {eta : Kernel (Paths d) (Paths d)} [IsMarkovKernel eta]
theorem measurePreserving_observation_copies
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) :
MeasurePreserving (fun q : CopySpace d => q.2.1)
(rho ⊗ₘ (eta ×ₖ eta)) (observationLaw μ) ∧
MeasurePreserving (fun q : CopySpace d => q.2.2)
(rho ⊗ₘ (eta ×ₖ eta)) (observationLaw μ) := by
have hsecond : MeasurePreserving (Prod.snd : Paths d × Paths d → Paths d)
(rho ⊗ₘ eta) (observationLaw μ) := by
refine ⟨measurable_snd, ?_⟩
have hm : Measurable (fun x : Paths d => (innovationMap beta x, x)) :=
(measurable_innovationMap beta).prodMk measurable_id
rw [hjoint, graphLaw, Measure.map_map measurable_snd hm]
exact Measure.map_id
have hl := hsecond.comp (measurePreserving_conditionalCopy_fst rho eta)
have hr := hsecond.comp (measurePreserving_conditionalCopy_snd rho eta)
exact ⟨hl, hr⟩
theorem ae_innovationMap_copies (hjoint : rho ⊗ₘ eta = graphLaw beta μ) :
∀ᵐ q : CopySpace d ∂rho ⊗ₘ (eta ×ₖ eta),
innovationMap beta q.2.1 = q.1 ∧ innovationMap beta q.2.2 = q.1 := by
have hgraph : ∀ᵐ q : Paths d × Paths d ∂rho ⊗ₘ eta,
innovationMap beta q.2 = q.1 := by
rw [hjoint, graphLaw]
apply (ae_map_iff
((measurable_innovationMap beta).prodMk measurable_id).aemeasurable
(measurableSet_eq_fun
((measurable_innovationMap beta).comp measurable_snd) measurable_fst)).mpr
exact Filter.Eventually.of_forall (fun _ => rfl)
have hleft := (measurePreserving_conditionalCopy_fst rho eta).quasiMeasurePreserving.ae hgraph
have hright := (measurePreserving_conditionalCopy_snd rho eta).quasiMeasurePreserving.ae hgraph
filter_upwards [hleft, hright] with q hl hr
exact ⟨hl, hr⟩
theorem identDistrib_observation_copies
(hμ : HasFreeIsingLaw (Real.tanh beta) μ)
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) (t : ℝ≥0) :
IdentDistrib (fun q : CopySpace d => fun i => q.2.1 i t) (observation t)
(rho ⊗ₘ (eta ×ₖ eta)) (μ.prod (gaussianNoiseLaw (TreeVertex d) t)) ∧
IdentDistrib (fun q : CopySpace d => fun i => q.2.2 i t) (observation t)
(rho ⊗ₘ (eta ×ₖ eta)) (μ.prod (gaussianNoiseLaw (TreeVertex d) t)) := by
let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure
obtain ⟨hl, hr⟩ := measurePreserving_observation_copies hjoint
have heval := hasLaw_observationLaw_eval μ t
have hobs : HasLaw (observation t)
((μ.prod (gaussianNoiseLaw (TreeVertex d) t)).map (observation t))
(μ.prod (gaussianNoiseLaw (TreeVertex d) t)) :=
⟨(measurable_observation t).aemeasurable, rfl⟩
exact ⟨(heval.comp hl.hasLaw).identDistrib hobs,
(heval.comp hr.hasLaw).identDistrib hobs⟩
theorem ae_all_innovation_identities (hjoint : rho ⊗ₘ eta = graphLaw beta μ) :
∀ᵐ q : CopySpace d ∂rho ⊗ₘ (eta ×ₖ eta), ∀ v t,
q.2.1 v t = q.1 v t + nnrealTimePrimitive
(fun s (p : CopySpace d) => posterior beta v s p.2.1) t q ∧
q.2.2 v t = q.1 v t + nnrealTimePrimitive
(fun s (p : CopySpace d) => posterior beta v s p.2.2) t q := by
filter_upwards [ae_innovationMap_copies hjoint] with q hq
intro v t
have hl := congrArg (fun x : Paths d => x v t) hq.1
have hr := congrArg (fun x : Paths d => x v t) hq.2
change q.2.1 v t - nnrealTimePrimitive
(fun s (p : CopySpace d) => posterior beta v s p.2.1) t q = q.1 v t at hl
change q.2.2 v t - nnrealTimePrimitive
(fun s (p : CopySpace d) => posterior beta v s p.2.2) t q = q.1 v t at hr
constructor <;> linarith
theorem ae_initial_observation_eq (hjoint : rho ⊗ₘ eta = graphLaw beta μ) :
∀ᵐ q : CopySpace d ∂rho ⊗ₘ (eta ×ₖ eta),
(fun v => q.2.1 v 0) = (fun v => q.2.2 v 0) := by
filter_upwards [ae_all_innovation_identities hjoint] with q hq
funext v
have hl := (hq v 0).1
have hr := (hq v 0).2
simp only [nnrealTimePrimitive, NNReal.coe_zero,
intervalIntegral.integral_same, add_zero] at hl hr
exact hl.trans hr.symm
theorem ae_initial_fieldDifference_zero (hjoint : rho ⊗ₘ eta = graphLaw beta μ)
(v : TreeVertex d) :
fieldDifference beta v 0 =ᵐ[rho ⊗ₘ (eta ×ₖ eta)] 0 := by
filter_upwards [ae_initial_observation_eq hjoint] with q hq
simp only [fieldDifference, IsingObservationInnovation.posterior, Pi.zero_apply]
rw [hq, sub_self]
theorem initial_fieldDifference_secondMoment_zero
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) (v : TreeVertex d) :
(∫ q, (fieldDifference beta v 0 q) ^ 2 ∂rho ⊗ₘ (eta ×ₖ eta)) = 0 := by
have hzero := ae_initial_fieldDifference_zero hjoint v
have heq : (fun q => (fieldDifference beta v 0 q) ^ 2) =ᵐ[rho ⊗ₘ (eta ×ₖ eta)]
(fun _ => (0 : ℝ)) := hzero.mono (fun q hq => by simp [hq])
rw [integral_congr_ae heq, integral_zero]
theorem ae_fieldDifference_bound
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) (t : ℝ≥0) (v : TreeVertex d) :
∀ᵐ q ∂rho ⊗ₘ (eta ×ₖ eta),
|fieldDifference beta v t q| ≤ 2 * (t : ℝ) + 2 * (d : ℝ) * beta := by
obtain ⟨hl, hr⟩ := identDistrib_observation_copies hμ hjoint t
have hx := (ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).1)
have hx' := (ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).2)
simpa only [fieldDifference, IsingObservationInnovation.posterior] using
hμ.gibbsField_copy_bound_of_shared_innovation hbeta
progressive_leftObservation progressive_rightObservation t v hl hr hx hx'
theorem fieldDifference_secondMoment_bounds
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) (t : ℝ≥0) (v : TreeVertex d) :
MemLp (fieldDifference beta v t) 2 (rho ⊗ₘ (eta ×ₖ eta)) ∧
0 ≤ (∫ q, (fieldDifference beta v t q) ^ 2 ∂rho ⊗ₘ (eta ×ₖ eta)) ∧
(∫ q, (fieldDifference beta v t q) ^ 2 ∂rho ⊗ₘ (eta ×ₖ eta)) ≤
(2 * (t : ℝ) + 2 * (d : ℝ) * beta) ^ 2 := by
obtain ⟨hl, hr⟩ := identDistrib_observation_copies hμ hjoint t
have hx := (ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).1)
have hx' := (ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).2)
exact hμ.gibbsField_copy_secondMoment_bounds hbeta
progressive_leftObservation progressive_rightObservation t v hl hr hx hx'
theorem fieldDifference_joint_bounds
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(hjoint : rho ⊗ₘ eta = graphLaw beta μ) (T : ℝ≥0) (v : TreeVertex d) :
(∀ᵐ p ∂(volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (rho ⊗ₘ (eta ×ₖ eta)),
|fieldDifference beta v p.1.toNNReal p.2| ≤ 2 * (T : ℝ) + 2 * (d : ℝ) * beta) ∧
MemLp (fun p : ℝ × CopySpace d => fieldDifference beta v p.1.toNNReal p.2) 2
((volume.restrict (Ioc (0 : ℝ) (T : ℝ))).prod (rho ⊗ₘ (eta ×ₖ eta))) := by
have hlaws := identDistrib_observation_copies hμ hjoint
have hx (t : ℝ≥0) :=
(ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).1)
have hx' (t : ℝ≥0) :=
(ae_all_innovation_identities hjoint).mono (fun q hq => (hq v t).2)
simpa only [fieldDifference, IsingObservationInnovation.posterior] using
hμ.gibbsField_copy_joint_bounds hbeta progressive_leftObservation
progressive_rightObservation T v (fun t _ => (hlaws t).1)
(fun t _ => (hlaws t).2) (fun t _ => hx t) (fun t _ => hx' t)
end Copies
theorem canonical_fieldDifference_bound
{d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)}
(hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hbeta : 0 ≤ beta)
(t : ℝ≥0) (v : TreeVertex d) :
letI : IsProbabilityMeasure μ := hμ.isProbabilityMeasure
let R := graphLaw beta μ
∀ᵐ q ∂ R.fst ⊗ₘ (R.condKernel ×ₖ R.condKernel),
|fieldDifference beta v t q| ≤ 2 * (t : ℝ) + 2 * (d : ℝ) * beta := by
let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure
exact ae_fieldDifference_bound hμ hbeta
(Measure.disintegrate (graphLaw beta μ) (graphLaw beta μ).condKernel) t v
end Problem367.IsingConditionalCopyBounds
end
end OAI