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| import OAI.Probability.GaussianReplacement.ConditionalInfo | |
| namespace OAI | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped ENNReal NNReal RealInnerProductSpace Topology | |
| noncomputable section | |
| namespace CurrentProjection | |
| open InnerProductSpace | |
| open InformationTheory | |
| def CriticalComparisonMain : Prop := | |
| ∃ (K : ℝ) (d₀ : ℕ), 0 < K ∧ ∀ (d : ℕ), d₀ ≤ d → | |
| ∀ (W : Type) [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W], | |
| ∀ (P : Measure ((Sphere d×W)×Rows (d/10) d)) [IsProbabilityMeasure P], | |
| (P.map swapLast).fst = (uniformSphere d).prod (gaussianRows (d/10) d) → | |
| shannonEntropy (P.map swapLast).snd ≤ ENNReal.ofReal ((d:ℝ)^2) → | |
| exposedInformation (P.fst.prod (gaussianRows (d/10+(d/2-d/10)) d)) ≤ | |
| exposedInformation (alignedExperiment (r:=d/2-d/10) P) + ENNReal.ofReal (K*d) | |
| def criticalRadius (j : ℕ) : ℝ := 2 * (1/2:ℝ)^j | |
| lemma criticalRadius_pos (j : ℕ) : 0 < criticalRadius j := by | |
| unfold criticalRadius | |
| positivity | |
| lemma criticalRadius_le_two (j : ℕ) : criticalRadius j ≤ 2 := by | |
| unfold criticalRadius | |
| nlinarith [pow_le_one₀ (by norm_num : (0:ℝ) ≤ 1/2) (by norm_num : (1/2:ℝ) ≤ 1) (n:=j)] | |
| lemma criticalRadius_tendsto : Tendsto criticalRadius atTop (𝓝 0) := by | |
| change Tendsto (fun j => 2 * (1/2:ℝ)^j) atTop (𝓝 0) | |
| simpa only [mul_zero] using (tendsto_pow_atTop_nhds_zero_of_lt_one | |
| (by norm_num : (0:ℝ) ≤ 1/2) (by norm_num : (1/2:ℝ) < 1)).const_mul 2 | |
| def ballRatio {d : ℕ} (F : Measure (Sphere d)) (ℓ : ℕ) (s : Sphere d) (j : ℕ) : ℝ := | |
| (F {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius j}).toReal / criticalRadius j ^ ℓ | |
| lemma sphere_dist_le_two {d : ℕ} (s t : Sphere d) : dist (s:Vector d) (t:Vector d) ≤ 2 := by | |
| have hs : ‖(s:Vector d)‖ = 1 := by simp | |
| have ht : ‖(t:Vector d)‖ = 1 := by simp | |
| calc | |
| _ ≤ dist (s:Vector d) 0 + dist (0:Vector d) t := dist_triangle _ _ _ | |
| _ = 2 := by simp only [dist_zero_right,dist_zero_left,hs,ht]; norm_num | |
| lemma ballRatio_zero {d : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (ℓ : ℕ) (s : Sphere d) : ballRatio F ℓ s 0 = (2:ℝ)⁻¹ ^ ℓ := by | |
| have he : {x : Sphere d | dist (x:Vector d) (s:Vector d) ≤ criticalRadius 0} = univ := by | |
| ext x | |
| simp [criticalRadius, sphere_dist_le_two x s] | |
| unfold ballRatio | |
| rw [he] | |
| simp [criticalRadius,one_div] | |
| lemma ballRatio_nonneg {d : ℕ} (F : Measure (Sphere d)) (ℓ : ℕ) (s : Sphere d) (j : ℕ) : | |
| 0 ≤ ballRatio F ℓ s j := div_nonneg ENNReal.toReal_nonneg (pow_pos (criticalRadius_pos j) _).le | |
| lemma measurable_ballRatio {d : ℕ} (F : Measure (Sphere d)) [SFinite F] (ℓ j : ℕ) : | |
| Measurable (fun s => ballRatio F ℓ s j) := by | |
| have hm : MeasurableSet {p : Sphere d × Sphere d | | |
| dist (p.2:Vector d) (p.1:Vector d) ≤ criticalRadius j} := | |
| measurableSet_le (by fun_prop) measurable_const | |
| exact (measurable_measure_prodMk_left hm).ennreal_toReal.div_const _ | |
| lemma ballRatio_le_growth {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsFiniteMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ ≤ n) | |
| (s : Sphere d) (j : ℕ) : ballRatio F ℓ s j ≤ D * criticalRadius j^(n-ℓ) := by | |
| have hr := criticalRadius_pos j | |
| have hb : (F {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius j}).toReal ≤ | |
| D * criticalRadius j^n := by | |
| simpa only [ENNReal.toReal_ofReal (mul_nonneg hD (pow_nonneg hr.le _))] using | |
| ENNReal.toReal_mono ENNReal.ofReal_ne_top (hF s (criticalRadius j) hr) | |
| apply (div_le_iff₀ (pow_pos hr ℓ)).mpr | |
| calc | |
| _ ≤ D * criticalRadius j^n := hb | |
| _ = _ := by rw [mul_assoc, ← pow_add, Nat.sub_add_cancel hℓ] | |
| lemma ballRatio_tendsto_zero {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsFiniteMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| Tendsto (ballRatio F ℓ s) atTop (𝓝 0) := by | |
| have ht : Tendsto (fun j => D * criticalRadius j^(n-ℓ)) atTop (𝓝 0) := by | |
| simpa [Nat.ne_of_gt (Nat.sub_pos_of_lt hℓ)] using (criticalRadius_tendsto.pow (n-ℓ)).const_mul D | |
| exact squeeze_zero (ballRatio_nonneg F ℓ s) (ballRatio_le_growth F D hD hF hℓ.le s) ht | |
| lemma exists_max_of_tendsto_zero (f : ℕ → ℝ) (hf : Tendsto f atTop (𝓝 0)) | |
| (h0 : 0 < f 0) : ∃ j, ∀ i, f i ≤ f j := by | |
| obtain ⟨N,hN⟩ := eventually_atTop.mp (hf.eventually (gt_mem_nhds h0)) | |
| obtain ⟨j,hj,hmax⟩ := (Finset.range (N+1)).exists_max_image f (by simp) | |
| refine ⟨j,fun i => ?_⟩ | |
| by_cases hi : i < N+1 | |
| · exact hmax _ (Finset.mem_range.mpr hi) | |
| · exact (hN i (by omega)).le.trans (hmax 0 (by simp)) | |
| lemma ballRatio_has_max {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| ∃ j, ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j := by | |
| apply exists_max_of_tendsto_zero _ (ballRatio_tendsto_zero F D hD hF hℓ s) | |
| rw [ballRatio_zero] | |
| positivity | |
| def criticalIndex {d : ℕ} (F : Measure (Sphere d)) (ℓ : ℕ) (s : Sphere d) : ℕ := by | |
| classical | |
| exact if h : ∃ j, ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j then Nat.find h else 0 | |
| def criticalMass {d : ℕ} (F : Measure (Sphere d)) (ℓ : ℕ) (s : Sphere d) : ℝ := | |
| ballRatio F ℓ s (criticalIndex F ℓ s) | |
| def criticalLevel {d : ℕ} (F : Measure (Sphere d)) (ℓ : ℕ) (s : Sphere d) : ℤ := | |
| ⌈Real.log (criticalMass F ℓ s)⌉ | |
| lemma criticalIndex_max {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) (i : ℕ) : | |
| ballRatio F ℓ s i ≤ criticalMass F ℓ s := by | |
| classical | |
| have hm := ballRatio_has_max F D hD hF hℓ s | |
| simp only [criticalMass,criticalIndex,dite_eq_left hm] | |
| exact Nat.find_spec hm i | |
| lemma criticalIndex_least {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) | |
| (j : ℕ) (hj : ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j) : criticalIndex F ℓ s ≤ j := by | |
| classical | |
| have hm := ballRatio_has_max F D hD hF hℓ s | |
| simp only [criticalIndex,dite_eq_left hm] | |
| exact Nat.find_min' hm hj | |
| lemma measurable_criticalIndex {d : ℕ} (F : Measure (Sphere d)) [SFinite F] (ℓ : ℕ) : | |
| Measurable (criticalIndex F ℓ) := by | |
| classical | |
| have hp (j : ℕ) : MeasurableSet {s | ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j} := by | |
| simp only [Set.ofPred_forall] | |
| exact MeasurableSet.iInter (fun i => measurableSet_le (measurable_ballRatio F ℓ i) (measurable_ballRatio F ℓ j)) | |
| have he : MeasurableSet {s | ∃ j, ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j} := by | |
| simp only [Set.ofPred_exists] | |
| exact MeasurableSet.iUnion hp | |
| apply measurable_to_countable' | |
| intro j | |
| change MeasurableSet {s | criticalIndex F ℓ s = j} | |
| by_cases hj : j = 0 | |
| · subst j | |
| have hset : {s | criticalIndex F ℓ s = 0} = | |
| {s | ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s 0} ∪ | |
| {s | ¬ ∃ j, ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j} := by | |
| ext s | |
| simp only [criticalIndex,mem_ofPred_eq,mem_union] | |
| split_ifs with h | |
| · simp [Nat.find_eq_zero,h] | |
| · simp [h] | |
| rw [hset] | |
| exact (hp 0).union he.compl | |
| · have hset : {s | criticalIndex F ℓ s = j} = | |
| {s | ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s j} ∩ | |
| ⋂ k < j, {s | ¬ ∀ i, ballRatio F ℓ s i ≤ ballRatio F ℓ s k} := by | |
| ext s | |
| simp only [criticalIndex,mem_ofPred_eq,mem_inter_iff,mem_iInter] | |
| split_ifs with h | |
| · exact Nat.find_eq_iff h | |
| · simp only [eq_comm (a:=0),hj,false_iff,not_and] | |
| intro hs | |
| exact False.elim (h ⟨j,hs⟩) | |
| rw [hset] | |
| exact (hp j).inter (MeasurableSet.iInter (fun k => MeasurableSet.iInter (fun _ => (hp k).compl))) | |
| lemma measurable_criticalMass {d : ℕ} (F : Measure (Sphere d)) [SFinite F] (ℓ : ℕ) : | |
| Measurable (criticalMass F ℓ) := by | |
| have hm : Measurable (fun p : Sphere d × ℕ => ballRatio F ℓ p.1 p.2) := | |
| measurable_from_prod_countable_left (measurable_ballRatio F ℓ) | |
| have hpair : Measurable (fun s : Sphere d => (s,criticalIndex F ℓ s)) := | |
| measurable_id.prodMk (measurable_criticalIndex F ℓ) | |
| have hcomp := hm.comp hpair | |
| change Measurable (fun s => ballRatio F ℓ s (criticalIndex F ℓ s)) | |
| exact hcomp | |
| lemma measurable_criticalLevel {d : ℕ} (F : Measure (Sphere d)) [SFinite F] (ℓ : ℕ) : | |
| Measurable (criticalLevel F ℓ) := (measurable_criticalMass F ℓ).log.ceil | |
| lemma criticalMass_pos {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| 0 < criticalMass F ℓ s := by | |
| have hm := criticalIndex_max F D hD hF hℓ s 0 | |
| rw [ballRatio_zero] at hm | |
| exact lt_of_lt_of_le (by positivity) hm | |
| lemma criticalMass_log_bounds {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 < D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| -(ℓ:ℝ)*Real.log 2 ≤ Real.log (criticalMass F ℓ s) ∧ | |
| Real.log (criticalMass F ℓ s) ≤ Real.log D + (n-ℓ:ℕ)*Real.log 2 := by | |
| have hp := criticalMass_pos F D hD.le hF hℓ s | |
| constructor | |
| · have hm := criticalIndex_max F D hD.le hF hℓ s 0 | |
| rw [ballRatio_zero] at hm | |
| have h := Real.log_le_log (by positivity : (0:ℝ)<(2:ℝ)⁻¹^ℓ) hm | |
| simpa only [Real.log_pow,Real.log_inv,mul_neg,neg_mul] using h | |
| · have hg := ballRatio_le_growth F D hD.le hF hℓ.le s (criticalIndex F ℓ s) | |
| have hb : criticalMass F ℓ s ≤ D * 2^(n-ℓ) := hg.trans | |
| (mul_le_mul_of_nonneg_left (pow_le_pow_left₀ (criticalRadius_pos _).le (criticalRadius_le_two _) _) hD.le) | |
| simpa only [Real.log_mul hD.ne' (by positivity : (2:ℝ)^(n-ℓ) ≠ 0),Real.log_pow] using Real.log_le_log hp hb | |
| lemma criticalLevel_bounds {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 1 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| -(ℓ:ℝ) ≤ (criticalLevel F ℓ s : ℝ) ∧ | |
| (criticalLevel F ℓ s : ℝ) ≤ Real.log D + n + 1 := by | |
| obtain ⟨hlo,hup⟩ := criticalMass_log_bounds F D (lt_of_lt_of_le zero_lt_one hD) hF hℓ s | |
| have hc := Int.le_ceil (Real.log (criticalMass F ℓ s)) | |
| have hc' := Int.ceil_lt_add_one (Real.log (criticalMass F ℓ s)) | |
| have hl2 : Real.log 2 ≤ 1 := by linarith [Real.log_two_lt_d9] | |
| have hn : ((n-ℓ:ℕ):ℝ) ≤ n := by exact_mod_cast Nat.sub_le n ℓ | |
| change -(ℓ:ℝ) ≤ (⌈Real.log (criticalMass F ℓ s)⌉:ℝ) ∧ _ | |
| constructor | |
| · nlinarith [Nat.cast_nonneg (α:=ℝ) ℓ] | |
| · change (⌈Real.log (criticalMass F ℓ s)⌉:ℝ) ≤ _ | |
| nlinarith [Nat.cast_nonneg (α:=ℝ) (n-ℓ)] | |
| lemma criticalIndex_bound {d n ℓ : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 1 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (s : Sphere d) : | |
| (criticalIndex F ℓ s : ℝ) ≤ n + 1 + 2 * Real.log D := by | |
| have hp := criticalMass_pos F D (by linarith) hF hℓ s | |
| have hlo := (criticalMass_log_bounds F D (by linarith) hF hℓ s).1 | |
| have hg := ballRatio_le_growth F D (by linarith) hF hℓ.le s (criticalIndex F ℓ s) | |
| have hu := Real.log_le_log hp hg | |
| have hd0 : D ≠ 0 := by linarith | |
| have hj := criticalRadius_pos (criticalIndex F ℓ s) | |
| rw [Real.log_mul hd0 (pow_ne_zero _ hj.ne'),Real.log_pow] at hu | |
| have hr : Real.log (criticalRadius (criticalIndex F ℓ s)) = | |
| (1-(criticalIndex F ℓ s:ℝ))*Real.log 2 := by | |
| rw [criticalRadius,Real.log_mul (by norm_num) (by positivity),Real.log_pow] | |
| simp only [one_div, Real.log_inv] | |
| ring | |
| rw [hr] at hu | |
| have hj0 : 0 ≤ (criticalIndex F ℓ s:ℝ) := Nat.cast_nonneg _ | |
| have hn1 : (1:ℝ) ≤ (n-ℓ:ℕ) := by exact_mod_cast (Nat.sub_pos_of_lt hℓ) | |
| have hn : ((n-ℓ:ℕ):ℝ) = n - ℓ := by exact_mod_cast (Nat.cast_sub hℓ.le : ((n-ℓ:ℕ):ℝ) = n-ℓ) | |
| have hl2lo : (1/2:ℝ) ≤ Real.log 2 := by linarith [Real.log_two_gt_d9] | |
| have hl2hi : Real.log 2 ≤ 1 := by linarith [Real.log_two_lt_d9] | |
| have hlD := Real.log_nonneg hD | |
| have hh : (criticalIndex F ℓ s:ℝ) * ((n-ℓ:ℕ):ℝ) * Real.log 2 ≤ Real.log D + n*Real.log 2 := by | |
| nlinarith | |
| have ha : (criticalIndex F ℓ s:ℝ) * Real.log 2 ≤ | |
| (criticalIndex F ℓ s:ℝ) * ((n-ℓ:ℕ):ℝ) * Real.log 2 := by | |
| exact mul_le_mul_of_nonneg_right (by nlinarith) (by linarith) | |
| by_cases hjn : (criticalIndex F ℓ s:ℝ) ≤ n | |
| · linarith | |
| · have ht := mul_nonneg (show 0 ≤ (criticalIndex F ℓ s:ℝ)-n by linarith) | |
| (show 0 ≤ Real.log 2-1/2 by linarith) | |
| nlinarith | |
| def criticalClass {d : ℕ} (F : Measure (Sphere d)) (ℓ j : ℕ) (q : ℤ) : Set (Sphere d) := | |
| {s | criticalIndex F ℓ s = j ∧ criticalLevel F ℓ s = q} | |
| lemma measurableSet_criticalClass {d : ℕ} (F : Measure (Sphere d)) [SFinite F] | |
| (ℓ j : ℕ) (q : ℤ) : MeasurableSet (criticalClass F ℓ j q) := | |
| (measurableSet_eq_fun (measurable_criticalIndex F ℓ) measurable_const).inter | |
| (measurableSet_eq_fun (measurable_criticalLevel F ℓ) measurable_const) | |
| lemma criticalClass_mass_upper {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) | |
| {q : ℤ} {s : Sphere d} (hs : s ∈ criticalClass F ℓ j q) (i : ℕ) : | |
| F {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius i} ≤ | |
| ENNReal.ofReal (Real.exp q * criticalRadius i^ℓ) := by | |
| have hp := criticalMass_pos F D hD hF hℓ s | |
| have hq : Real.log (criticalMass F ℓ s) ≤ q := by | |
| have hh := Int.le_ceil (Real.log (criticalMass F ℓ s)) | |
| change Real.log (criticalMass F ℓ s) ≤ (criticalLevel F ℓ s:ℝ) at hh | |
| rwa [hs.2] at hh | |
| have hb := (criticalIndex_max F D hD hF hℓ s i).trans ((Real.log_le_iff_le_exp hp).mp hq) | |
| have hb' := (div_le_iff₀ (pow_pos (criticalRadius_pos i) ℓ)).mp hb | |
| rw [← ENNReal.ofReal_toReal (measure_ne_top F _)] | |
| exact ENNReal.ofReal_le_ofReal hb' | |
| lemma criticalClass_mass_lower {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) | |
| {q : ℤ} {s : Sphere d} (hs : s ∈ criticalClass F ℓ j q) : | |
| ENNReal.ofReal (Real.exp ((q:ℝ)-1) * criticalRadius j^ℓ) ≤ | |
| F {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius j} := by | |
| have hp := criticalMass_pos F D hD hF hℓ s | |
| have hq : (q:ℝ)-1 ≤ Real.log (criticalMass F ℓ s) := by | |
| have hh := Int.ceil_lt_add_one (Real.log (criticalMass F ℓ s)) | |
| change (criticalLevel F ℓ s:ℝ) < _ at hh | |
| rw [hs.2] at hh | |
| linarith | |
| have hb := (Real.le_log_iff_exp_le hp).mp hq | |
| unfold criticalMass at hb | |
| rw [hs.1] at hb | |
| have hb' := (le_div_iff₀ (pow_pos (criticalRadius_pos j) ℓ)).mp hb | |
| rw [← ENNReal.ofReal_toReal (measure_ne_top F _)] | |
| exact ENNReal.ofReal_le_ofReal hb' | |
| lemma exists_criticalRadius {t : ℝ} (ht : 0 < t) (ht1 : t ≤ 1) : | |
| ∃ j, 2*t ≤ criticalRadius j ∧ criticalRadius j ≤ 4*t := by | |
| obtain ⟨j,hlo,hhi⟩ := exists_nat_pow_near_of_lt_one ht ht1 | |
| (by norm_num : (0:ℝ) < 1/2) (by norm_num : (1/2:ℝ) < 1) | |
| refine ⟨j,?_,?_⟩ | |
| · unfold criticalRadius | |
| linarith | |
| · rw [pow_succ] at hlo | |
| unfold criticalRadius | |
| linarith | |
| lemma criticalClass_restrict_growth {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (q : ℤ) : | |
| LocalGrowth (F.restrict (criticalClass F ℓ j q)) ℓ ((4:ℝ)^ℓ * Real.exp q) := by | |
| intro z t ht | |
| let A := criticalClass F ℓ j q | |
| let b := {x : Sphere d | dist (x:Vector d) z ≤ t} | |
| have hB : MeasurableSet b := measurableSet_le (by fun_prop) measurable_const | |
| by_cases hzero : (F.restrict A) b = 0 | |
| · change (F.restrict A) b ≤ _ | |
| simp [hzero] | |
| have hm : F (b ∩ A) ≠ 0 := by rwa [Measure.restrict_apply hB] at hzero | |
| obtain ⟨s,hsb,hsA⟩ := nonempty_of_measure_ne_zero hm | |
| obtain ⟨i,hiB,hiR⟩ : ∃ i, b ⊆ {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius i} ∧ criticalRadius i ≤ 4*t := by | |
| by_cases ht1 : t ≤ 1 | |
| · obtain ⟨i,hlo,hhi⟩ := exists_criticalRadius ht ht1 | |
| refine ⟨i,?_,hhi⟩ | |
| intro x hx | |
| calc | |
| dist (x:Vector d) s ≤ dist (x:Vector d) z + dist z (s:Vector d) := dist_triangle _ _ _ | |
| _ ≤ t+t := add_le_add hx (by simpa only [b, Set.mem_ofPred_eq, dist_comm] using hsb) | |
| _ ≤ criticalRadius i := by linarith | |
| · refine ⟨0,fun x _ => ?_,?_⟩ | |
| · simpa [criticalRadius] using sphere_dist_le_two x s | |
| · simp only [criticalRadius,pow_zero,mul_one] | |
| linarith | |
| calc | |
| (F.restrict A) b ≤ F b := (Measure.restrict_le_self : F.restrict A ≤ F) b | |
| _ ≤ F {x | dist (x:Vector d) (s:Vector d) ≤ criticalRadius i} := measure_mono hiB | |
| _ ≤ ENNReal.ofReal (Real.exp q * criticalRadius i^ℓ) := | |
| criticalClass_mass_upper F D hD hF hℓ hsA i | |
| _ ≤ ENNReal.ofReal (((4:ℝ)^ℓ * Real.exp q) * t^ℓ) := by | |
| apply ENNReal.ofReal_le_ofReal | |
| calc | |
| _ ≤ Real.exp q * (4*t)^ℓ := mul_le_mul_of_nonneg_left | |
| (pow_le_pow_left₀ (criticalRadius_pos i).le hiR ℓ) (Real.exp_pos _).le | |
| _ = _ := by rw [mul_pow]; ring | |
| def criticalPosterior {d : ℕ} (F : Measure (Sphere d)) (ℓ j : ℕ) (q : ℤ) : Measure (Sphere d) := | |
| (F (criticalClass F ℓ j q))⁻¹ • F.restrict (criticalClass F ℓ j q) | |
| lemma criticalPosterior_growth {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (q : ℤ) | |
| (hη : 0 < F (criticalClass F ℓ j q)) : | |
| LocalGrowth (criticalPosterior F ℓ j q) ℓ | |
| ((4:ℝ)^ℓ * Real.exp q / (F (criticalClass F ℓ j q)).toReal) := by | |
| have hηt := measure_ne_top F (criticalClass F ℓ j q) | |
| have hηr : 0 < (F (criticalClass F ℓ j q)).toReal := ENNReal.toReal_pos hη.ne' hηt | |
| intro z t ht | |
| change (F (criticalClass F ℓ j q))⁻¹ * (F.restrict (criticalClass F ℓ j q)) _ ≤ _ | |
| apply (mul_le_mul' le_rfl (criticalClass_restrict_growth F D hD hF hℓ q z t ht)).trans_eq | |
| have hei : (F (criticalClass F ℓ j q))⁻¹ = | |
| ENNReal.ofReal (((F (criticalClass F ℓ j q)).toReal)⁻¹) := by | |
| rw [ENNReal.ofReal_inv_of_pos hηr, ENNReal.ofReal_toReal hηt] | |
| rw [hei, ← ENNReal.ofReal_mul (inv_nonneg.mpr hηr.le)] | |
| congr 1 | |
| ring | |
| lemma criticalClass_packing {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (q : ℤ) | |
| (s : Finset (Sphere d)) (hs : ∀ x ∈ s, x ∈ criticalClass F ℓ j q) | |
| (hsep : ∀ x ∈ s, ∀ y ∈ s, x ≠ y → 2 * criticalRadius j < dist x y) : | |
| (s.card:ℝ) ≤ Real.exp (1-(q:ℝ)) / criticalRadius j^ℓ := by | |
| let a := Real.exp ((q:ℝ)-1) * criticalRadius j^ℓ | |
| have ha : 0 < a := mul_pos (Real.exp_pos _) (pow_pos (criticalRadius_pos j) _) | |
| let b := fun x : Sphere d => {y : Sphere d | dist (y:Vector d) (x:Vector d) ≤ criticalRadius j} | |
| have hm (x : Sphere d) : MeasurableSet (b x) := measurableSet_le (by fun_prop) measurable_const | |
| have hd : (s:Set (Sphere d)).PairwiseDisjoint b := by | |
| intro x hx y hy hxy | |
| apply Set.disjoint_left.mpr | |
| intro z hzx hzy | |
| have hz : dist x y ≤ 2*criticalRadius j := by | |
| change dist (x:Vector d) (y:Vector d) ≤ 2*criticalRadius j | |
| calc | |
| _ ≤ dist (x:Vector d) (z:Vector d) + dist (z:Vector d) (y:Vector d) := dist_triangle _ _ _ | |
| _ ≤ criticalRadius j + criticalRadius j := add_le_add | |
| (by simpa only [b, Set.mem_ofPred_eq, dist_comm] using hzx) hzy | |
| _ = _ := by ring | |
| exact (hsep x hx y hy hxy).not_ge hz | |
| have hb : (s.card:ℝ≥0∞) * ENNReal.ofReal a ≤ 1 := by | |
| calc | |
| _ = ∑ x ∈ s, ENNReal.ofReal a := by simp | |
| _ ≤ ∑ x ∈ s, F (b x) := Finset.sum_le_sum (fun x hx => criticalClass_mass_lower F D hD hF hℓ (hs x hx)) | |
| _ = F (⋃ x ∈ s, b x) := (measure_biUnion_finset hd (fun x _ => hm x)).symm | |
| _ ≤ F Set.univ := measure_mono (Set.subset_univ _) | |
| _ = 1 := measure_univ | |
| have hr : (s.card:ℝ)*a ≤ 1 := by | |
| have hb' : ((s.card:ℝ≥0∞) * ENNReal.ofReal a).toReal ≤ 1 := | |
| ENNReal.toReal_le_of_le_ofReal (by norm_num : (0:ℝ) ≤ 1) (by simpa using hb) | |
| simpa only [ENNReal.toReal_mul,ENNReal.toReal_natCast,ENNReal.toReal_ofReal ha.le] using hb' | |
| have he : 1/a = Real.exp (1-(q:ℝ)) / criticalRadius j^ℓ := by | |
| dsimp only [a] | |
| rw [show (1-(q:ℝ)) = -((q:ℝ)-1) by ring, Real.exp_neg] | |
| field_simp [ne_of_gt (Real.exp_pos ((q:ℝ)-1)),ne_of_gt (pow_pos (criticalRadius_pos j) ℓ)] | |
| exact ((le_div_iff₀ ha).mpr hr).trans_eq he | |
| lemma criticalClass_cover {d n ℓ j : ℕ} (F : Measure (Sphere d)) [IsProbabilityMeasure F] | |
| (D : ℝ) (hD : 0 ≤ D) (hF : LocalGrowth F n D) (hℓ : ℓ < n) (q : ℤ) : | |
| ∃ s : Finset (Sphere d), (∀ x ∈ s, x ∈ criticalClass F ℓ j q) ∧ | |
| (s.card:ℝ) ≤ Real.exp (1-(q:ℝ)) / criticalRadius j^ℓ ∧ | |
| ∀ x ∈ criticalClass F ℓ j q, ∃ y ∈ s, dist x y ≤ 2*criticalRadius j := by | |
| let N := ⌊Real.exp (1-(q:ℝ)) / criticalRadius j^ℓ⌋₊ | |
| obtain ⟨s,hs,hsep,hcov⟩ := exists_net_of_finite_packing_bound (criticalClass F ℓ j q) | |
| (mul_nonneg (by norm_num) (criticalRadius_pos j).le) N | |
| (fun s hs hsep => Nat.le_floor (criticalClass_packing F D hD hF hℓ q s hs hsep)) | |
| exact ⟨s,hs,criticalClass_packing F D hD hF hℓ q s hs hsep,hcov⟩ | |
| end CurrentProjection | |
| end | |
| end OAI | |