openAI-math-dataset / lean /OAI /Probability /LogConcave /Sampling /CoordinateProjection.lean
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import Mathlib
import OAI.Probability.LogConcave.JetEstimates.Squared
import OAI.Probability.LogConcave.JetEstimates.Extend
namespace OAI
section
section
noncomputable section
namespace LogConcaveSampling
open Function
open scoped Classical BigOperators
open TensorEnergy
def coordinateProjection {d D : ℕ} (e : Fin d ↪ Fin D) : Point D →L[ℝ] Point d :=
(PiLp.continuousLinearEquiv 2 ℝ (fun _ : Fin d => ℝ)).symm.toContinuousLinearMap.comp
(ContinuousLinearMap.pi (fun i => PiLp.proj 2 (fun _ : Fin D => ℝ) (e i)))
@[simp] lemma coordinateProjection_apply {d D : ℕ} (e : Fin d ↪ Fin D)
(y : Point D) (i : Fin d) : coordinateProjection e y i=y (e i) := rfl
lemma coordinateProjection_basis_in {d D : ℕ} (e : Fin d ↪ Fin D) (i : Fin d) :
coordinateProjection e (EuclideanSpace.basisFun (Fin D) ℝ (e i))=
EuclideanSpace.basisFun (Fin d) ℝ i := by
ext j
simp only [coordinateProjection_apply,EuclideanSpace.basisFun_apply,PiLp.single_apply]
simp only [e.injective.eq_iff]
lemma coordinateProjection_basis_out {d D : ℕ} (e : Fin d ↪ Fin D) {i : Fin D}
(hi : i∉Set.range e) : coordinateProjection e (EuclideanSpace.basisFun (Fin D) ℝ i)=0 := by
ext j
simp only [coordinateProjection_apply,EuclideanSpace.basisFun_apply,PiLp.single_apply,PiLp.zero_apply]
exact ite_eq_right (fun h => hi ⟨j,h⟩)
lemma slotEmbedding_mem_range {S : Type*} {d D : ℕ} (e : S → Fin d ↪ Fin D) (c : S → Fin D) :
c∈Set.range (slotEmbedding e) ↔ ∀s,c s∈Set.range (e s) := by
constructor
· rintro ⟨a,rfl⟩ s
exact ⟨a s,rfl⟩
· intro h
choose a ha using h
exact ⟨a,funext ha⟩
namespace JetCalculus
lemma jet_eq_zero_of_direction {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
{S : Type*} (v : S → E) (l : List S) (f : E → ℝ) {s : S} (hs : s∈l) (hv : v s=0) :
jet v l f=fun _ => 0 := by
induction l with
| nil => simp at hs
| cons i l ih =>
rcases List.mem_cons.mp hs with rfl|hs
· simp only [jet,hv,dir_zero]
· rw [jet,ih hs]
funext x
simp [dir]
end JetCalculus
def arrayCoordinateLift {S : Type} {d D : ℕ} (e : Fin d ↪ Fin D)
(ι : S → Fin d ↪ Fin D) (F : (S → Fin d) → Point d → ℝ) :
(S → Fin D) → Point D → ℝ :=
fun c y => TensorEnergy.zeroExtend (slotEmbedding ι) (fun a => F a (coordinateProjection e y)) c
lemma arrayCoordinateLift_smooth {S : Type} {d D : ℕ} (e : Fin d ↪ Fin D)
(ι : S → Fin d ↪ Fin D) (F : (S → Fin d) → Point d → ℝ)
(hF : ∀c,ContDiff ℝ (⊤:ℕ∞) (F c)) (c : S → Fin D) :
ContDiff ℝ (⊤:ℕ∞) (arrayCoordinateLift e ι F c) := by
by_cases hc : c∈Set.range (slotEmbedding ι)
· obtain ⟨a,rfl⟩ := hc
change ContDiff ℝ (⊤:ℕ∞) (fun y => TensorEnergy.zeroExtend (slotEmbedding ι) (fun a => F a (coordinateProjection e y)) (slotEmbedding ι a))
simp only [zeroExtend_apply]
exact (hF a).comp (coordinateProjection e).contDiff
· have he : arrayCoordinateLift e ι F c=fun _ => 0 := by
funext y; exact zeroExtend_out _ _ hc
rw [he]; exact contDiff_const
lemma spatialTensor_coordinateLift {S J : Type} [Fintype J] {d D : ℕ}
(e : Fin d ↪ Fin D) (ι : S → Fin d ↪ Fin D) (F : (S → Fin d) → Point d → ℝ)
(hF : ∀c,ContDiff ℝ (⊤:ℕ∞) (F c)) (l : List J) (hl : ∀j,j∈l) (y : Point D) :
spatialTensor (arrayCoordinateLift e ι F) l y=
TensorEnergy.zeroExtend (slotEmbedding (Sum.elim (fun _ : J => e) ι))
(spatialTensor F l (coordinateProjection e y)) := by
funext c
by_cases hc : c∈Set.range (slotEmbedding (Sum.elim (fun _ : J => e) ι))
· obtain ⟨a,rfl⟩ := hc
rw [zeroExtend_apply]
unfold spatialTensor arrayCoordinateLift
have hc : (fun s => slotEmbedding (Sum.elim (fun _ : J => e) ι) a (.inr s))=
slotEmbedding ι (fun s => a (.inr s)) := rfl
rw [hc]
simp only [zeroExtend_apply,slotEmbedding_apply,Sum.elim_inl]
have hh := JetCalculus.jet_comp_affine (hF (fun s => a (.inr s))) (coordinateProjection e) 0
(fun j => EuclideanSpace.basisFun (Fin D) ℝ (e (a (.inl j)))) l
simp only [add_zero,coordinateProjection_basis_in] at hh
exact congrFun hh y
· rw [zeroExtend_out _ _ hc]
by_cases hs : (fun s => c (.inr s))∈Set.range (slotEmbedding ι)
· obtain ⟨a,ha⟩ := hs
have hj : ∃j : J,c (.inl j)∉Set.range e := by
by_contra! hj
apply hc
rw [slotEmbedding_mem_range]
rintro (j|s)
· exact hj j
· exact ⟨a s,congrFun ha s⟩
obtain ⟨j,hj⟩ := hj
unfold spatialTensor arrayCoordinateLift
rw [←ha]
simp only [zeroExtend_apply]
have hh := JetCalculus.jet_comp_affine (hF a) (coordinateProjection e) 0
(fun j => EuclideanSpace.basisFun (Fin D) ℝ (c (.inl j))) l
simp only [add_zero] at hh
rw [hh,JetCalculus.jet_eq_zero_of_direction _ l _ (hl j) (coordinateProjection_basis_out e hj)]
· have he : arrayCoordinateLift e ι F (fun s => c (.inr s))=fun _ => 0 := by
funext z; exact zeroExtend_out _ _ hs
change JetCalculus.jet _ l (arrayCoordinateLift e ι F _) y=0
rw [he,JetCalculus.jet_const]
split_ifs <;> rfl
lemma AllSplitBound.coordinateLift {S : Type} [Fintype S] {d D j : ℕ}
(e : Fin d ↪ Fin D) (ι : S → Fin d ↪ Fin D) (F : (S → Fin d) → Point d → ℝ)
(hF : ∀c,ContDiff ℝ (⊤:ℕ∞) (F c)) {M : ℝ}
(hb : ∀x,AllSplitBound (spatialTensor F (List.finRange j) x) M) (y : Point D) :
AllSplitBound (spatialTensor (arrayCoordinateLift e ι F) (List.finRange j) y) M := by
rw [spatialTensor_coordinateLift e ι F hF _ (fun k => List.mem_finRange k) y]
exact (hb _).zeroExtend _
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators
open TensorEnergy
lemma squared_zeroExtend {S : Type} [Fintype S] {d D : ℕ}
(e : (S → Fin d) ↪ (S → Fin D)) (F : (S → Fin d) → ℝ) :
squared (zeroExtend e F)=squared F := by
exact (congrArg (fun f : (S → Fin D) → ℝ => ∑c,f c) (zeroExtend_sq e F)).trans
(zeroExtend_sum e (fun a => (F a)^2))
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators RealInnerProductSpace
def productPointEquiv (d e : ℕ) : Point (d+e) ≃L[ℝ] Point d × Point e :=
EuclideanSpace.finAddEquivProd
lemma productPointEquiv_volume (d e : ℕ) :
MeasurePreserving (productPointEquiv d e) := by
have h₁ := (LinearIsometryEquiv.piLpCongrLeft 2 ℝ ℝ
(finSumFinEquiv.symm : Fin (d+e) ≃ Fin d ⊕ Fin e)).measurePreserving
have h₂ := (PiLp.sumPiLpEquivProdLpPiLp 2 (fun _ : Fin d ⊕ Fin e => ℝ)).measurePreserving
have h₃ := WithLp.volume_preserving_ofLp (Point d) (Point e)
exact h₃.comp (h₂.comp h₁)
lemma productPointEquiv_norm_sq {d e : ℕ} (y : Point (d+e)) :
‖y‖^2=‖(productPointEquiv d e y).1‖^2+‖(productPointEquiv d e y).2‖^2 := by
let T := LinearIsometryEquiv.piLpCongrLeft 2 ℝ ℝ
(finSumFinEquiv.symm : Fin (d+e) ≃ Fin d ⊕ Fin e)
have hh := PiLp.norm_sq_eq_of_L2 (fun _ : Fin d ⊕ Fin e => ℝ) (T y)
simp only [Real.norm_eq_abs,sq_abs,Fintype.sum_sum_type] at hh
rw [T.norm_map] at hh
simpa [productPointEquiv,T,EuclideanSpace.finAddEquivProd,EuclideanSpace.sumEquivProd,EuclideanSpace.real_norm_sq_eq] using hh
def productPotential {d e : ℕ} (H : Point d → ℝ) (G : Point e → ℝ)
(y : Point (d+e)) : ℝ := H (productPointEquiv d e y).1+G (productPointEquiv d e y).2
lemma productPotential_density {d e : ℕ} (H : Point d → ℝ) (G : Point e → ℝ)
(y : Point (d+e)) : gibbsDensity (productPotential H G) y=
gibbsDensity H (productPointEquiv d e y).1*gibbsDensity G (productPointEquiv d e y).2 := by
simp only [gibbsDensity,productPotential,neg_add,Real.exp_add,ENNReal.ofReal_mul (Real.exp_nonneg _)]
end LogConcaveSampling
end
end
end
end OAI