openAI-math-dataset / lean /OAI /Probability /LogConcave /Sampling /DirectionalBasisSum.lean
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import Mathlib
import OAI.Probability.LogConcave.JetEstimates.PolySmooth
import OAI.Probability.LogConcave.Sampling.NormalizedTensor
import OAI.Probability.LogConcave.JetEstimates.ContractLeftSplit
namespace OAI
section
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators RealInnerProductSpace
lemma directional_basis_sum {d : ℕ} (v : Point d) (f : Point d → ℝ) :
directional v f=fun x => ∑i : Fin d,
(EuclideanSpace.basisFun (Fin d) ℝ).repr v i *
directional (EuclideanSpace.basisFun (Fin d) ℝ i) f x := by
funext x
unfold directional
conv_lhs => arg 2; rw [←(EuclideanSpace.basisFun (Fin d) ℝ).sum_repr v]
simp only [map_sum,map_smul,smul_eq_mul]
lemma basis_jet_growth_all {d : ℕ} {f : Point d → ℝ}
(hf : ContDiff ℝ (⊤ : ℕ∞) f)
(hg : ∀l : List (Fin d),HasPolynomialGrowth
(JetCalculus.jet (EuclideanSpace.basisFun (Fin d) ℝ) l f))
(l : List (Point d)) : HasPolynomialGrowth (JetCalculus.jet id l f) := by
induction l generalizing f with
| nil => exact hg []
| cons v l ih =>
change HasPolynomialGrowth (directional v (JetCalculus.jet id l f))
rw [←jet_directional hf,directional_basis_sum,
JetCalculus.jet_sum Finset.univ (fun i _ =>
contDiff_const.mul (directional_smooth hf _))]
apply Appell.HasGrowth.sum
intro i _
rw [JetCalculus.jet_const_mul (directional_smooth hf _)]
apply Appell.HasGrowth.mul (growth_const _)
apply ih (directional_smooth hf _)
intro k
have hh := hg (k++[i])
have he : JetCalculus.jet (EuclideanSpace.basisFun (Fin d) ℝ) [i] f=
directional (EuclideanSpace.basisFun (Fin d) ℝ i) f := rfl
rw [JetCalculus.jet_append,he] at hh
exact hh
lemma PolySmooth.of_basis_growth {d : ℕ} {f : Point d → ℝ}
(hf : ContDiff ℝ (⊤ : ℕ∞) f)
(hg : ∀l : List (Fin d),HasPolynomialGrowth
(JetCalculus.jet (EuclideanSpace.basisFun (Fin d) ℝ) l f)) : PolySmooth f :=
⟨hf,basis_jet_growth_all hf hg⟩
lemma growth_of_bounded {d : ℕ} {f : Point d → ℝ} {B : ℝ}
(hB : 0≤B) (h : ∀x,|f x|≤B) : HasPolynomialGrowth f := by
refine ⟨B,hB,0,fun x => ?_⟩
simp only [pow_zero,Real.norm_eq_abs]
exact (h x).trans (by linarith)
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators NNReal RealInnerProductSpace
universe u
lemma normalizedTensor_spatial_allSplit {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0}
(hF : Primitive F lam) (x : Point d) {r ρ : ℝ} (hr : 0<r)
(hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hρ0 : 0≤ρ) (hρ1 : ρ<1)
(y : Point d) {S K : Type u} [Fintype S] [Fintype K]
(mask : S → Bool) (l : List S) (hlne : l≠[])
(hlN : l.Nodup) (hlall : ∀s,s∈l) (k : List K) (hkN : k.Nodup) (hkall : ∀i,i∈k) :
TensorEnergy.AllSplitBound (fun c : K ⊕ S → Fin d =>
JetCalculus.jet (fun i => EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inl i))) k
(fun y => normalizedTensor F x r ρ ((lam:ℝ)*r) y mask l (fun s => c (Sum.inr s))) y)
(normalizedTensorMajorant (Fintype.card K+Fintype.card S) (1-ρ^2)) := by
have hS : 0<Fintype.card S := by
rw [←list_length_full l hlN hlall]
exact List.length_pos_iff.mpr hlne
have he := normalizedTensor_spatial_jet hF x hr hlam hl hρ0 hρ1 y mask l hlne hS
k (list_length_full k hkN hkall)
simp_rw [he]
have hN : (k.map Sum.inl++l.map Sum.inr).Nodup := JetCalculus.nodup_sum_append hkN hlN
have hall : ∀t : K ⊕ S,t∈k.map Sum.inl++l.map Sum.inr := by
intro t
cases t <;> simp [hkall,hlall]
have hh := (normalizedTensor_allSplit hF x hr hlam hl hρ0 hρ1 y
(Sum.elim (fun _ => false) mask) (k.map Sum.inl++l.map Sum.inr) hN hall).const_mul
(ρ^(Fintype.card K))
simp only [Fintype.card_sum] at hh
apply hh.mono (mul_nonneg (pow_nonneg hρ0 _) (normalizedTensorMajorant_nonneg _ _))
exact mul_le_of_le_one_left (normalizedTensorMajorant_nonneg _ _)
(pow_le_one₀ hρ0 hρ1.le)
lemma normalizedTensor_polySmooth {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0}
(hF : Primitive F lam) (x : Point d) {r ρ : ℝ} (hr : 0<r)
(hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hρ0 : 0≤ρ) (hρ1 : ρ<1)
{S : Type} [Fintype S] (mask : S → Bool) (l : List S)
(hlN : l.Nodup) (hlall : ∀s,s∈l) (hS : 2≤Fintype.card S) (c : S → Fin d) :
PolySmooth (fun y => normalizedTensor F x r ρ ((lam:ℝ)*r) y mask l c) := by
have hlne : l≠[] := by
intro he
have hh := list_length_full l hlN hlall
simp [he] at hh
omega
apply PolySmooth.of_basis_growth (normalizedTensor_smooth hF x hr hlam hl hρ0 hρ1 mask l hlne c)
intro k
apply growth_of_bounded (normalizedTensorMajorant_nonneg (k.length+Fintype.card S) (1-ρ^2))
intro y
have hh := (normalizedTensor_spatial_allSplit hF x hr hlam hl hρ0 hρ1 y mask l hlne hlN hlall
(List.finRange k.length) (List.nodup_finRange _) (by simp)).entry_le
(normalizedTensorMajorant_nonneg _ _) (by simp only [Fintype.card_sum,Fintype.card_fin]; omega)
(Sum.elim k.get c)
simp only [Sum.elim_inl,Sum.elim_inr,Fintype.card_fin] at hh
change |JetCalculus.jet ((EuclideanSpace.basisFun (Fin d) ℝ) ∘ k.get)
(List.finRange k.length) (fun y => normalizedTensor F x r ρ ((lam:ℝ)*r) y mask l c) y|≤_ at hh
rw [←JetCalculus.jet_map, List.map_get_finRange] at hh
exact hh
end LogConcaveSampling
end
end
section
noncomputable section
namespace LogConcaveSampling
open MeasureTheory
open scoped Classical BigOperators NNReal RealInnerProductSpace
lemma conditionalFieldMean_jet_normalized {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0}
(hF : Primitive F lam) (x : Point d) {r ρ : ℝ} (hr : 0<r)
(hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hρ0 : 0≤ρ) (hρ1 : ρ<1)
(y : Point d) {S : Type} [Fintype S] (l : List S) (hlen : l.length=Fintype.card S)
(c : S ⊕ Unit → Fin d) :
JetCalculus.jet (fun s => EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inl s))) l
(fun y => inner ℝ (EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inr ())))
(conditionalFieldMean F x r ρ y)) y=
ρ^(Fintype.card S)*((lam:ℝ)*r)*normalizedTensor F x r ρ ((lam:ℝ)*r) y
(Sum.elim (fun _ => false) (fun _ => true)) (l.map Sum.inl++[Sum.inr ()]) c := by
have hi : (fun y => inner ℝ (EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inr ())))
(conditionalFieldMean F x r ρ y))=
conditionalMeanScalar F x r ρ (fun z => inner ℝ
(EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inr ()))) (primitiveField F x r z)) :=
funext (conditionalFieldMean_inner hF x hr.le hl hρ0 hρ1 _)
rw [hi,conditionalFieldMean_jet_U hF x hr hlam hl hρ0 hρ1]
unfold conditionalU normalizedTensor
rw [JetCalculus.jet_append,JetCalculus.jet_map]
simp only [Fintype.card_sum,Fintype.card_unique,add_tsub_cancel_right,hlen,
Function.comp_def]
have hv : (fun s => jointPosition d (EuclideanSpace.basisFun (Fin d) ℝ (c (Sum.inl s))))=
(fun s => EuclideanSpace.basisFun (Fin d ⊕ Fin d) ℝ
(conditionalSlotEmbedding d (Sum.elim (fun _ => false) (fun _ => true)) c (Sum.inl s))) := by
funext s
exact jointPosition_basis _
rw [hv,jointField_basis]
have he : conditionalSlotEmbedding d (Sum.elim (fun _ : S => false) (fun _ : Unit => true)) c
(Sum.inr ())=Sum.inr (c (Sum.inr ())) := rfl
simp only [JetCalculus.jet,he]
ring
lemma conditionalFieldMean_component_polySmooth {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0}
(hF : Primitive F lam) (x : Point d) {r ρ : ℝ} (hr : 0<r)
(hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hρ0 : 0≤ρ) (hρ1 : ρ<1)
(i : Fin d) : PolySmooth (fun y => inner ℝ (EuclideanSpace.basisFun (Fin d) ℝ i)
(conditionalFieldMean F x r ρ y)) := by
let v := EuclideanSpace.basisFun (Fin d) ℝ i
have hs := (innerSL ℝ v).contDiff.comp (conditionalFieldMean_smooth hF x hr.le hl hρ0 hρ1)
apply PolySmooth.of_basis_growth hs
intro k
by_cases hk : k=[]
· subst k
exact growth_of_lipschitz ((innerSL ℝ v).lipschitzWith.comp
(conditionalFieldMean_lipschitz hF x hr.le hl hρ0 hρ1))
· let c : Fin k.length ⊕ Unit → Fin d := Sum.elim k.get (fun _ => i)
have he : JetCalculus.jet (EuclideanSpace.basisFun (Fin d) ℝ) k
(fun y => inner ℝ v (conditionalFieldMean F x r ρ y))=
fun y => ρ^k.length*((lam:ℝ)*r)*normalizedTensor F x r ρ ((lam:ℝ)*r) y
(Sum.elim (fun _ => false) (fun _ => true))
((List.finRange k.length).map Sum.inl++[Sum.inr ()]) c := by
funext y
have hh := conditionalFieldMean_jet_normalized hF x hr hlam hl hρ0 hρ1 y
(List.finRange k.length) (by simp) c
simp only [c,Sum.elim_inl,Sum.elim_inr,Fintype.card_fin] at hh
change JetCalculus.jet ((EuclideanSpace.basisFun (Fin d) ℝ) ∘ k.get)
(List.finRange k.length) _ y=_ at hh
rw [←JetCalculus.jet_map,List.map_get_finRange] at hh
exact hh
change HasPolynomialGrowth (JetCalculus.jet (EuclideanSpace.basisFun (Fin d) ℝ) k
(fun y => inner ℝ v (conditionalFieldMean F x r ρ y)))
rw [he]
apply Appell.HasGrowth.mul (growth_const _)
have hN : ((List.finRange k.length).map (Sum.inl : Fin k.length → Fin k.length ⊕ Unit)++
[Sum.inr ()]).Nodup := by
simpa using JetCalculus.nodup_sum_append (List.nodup_finRange k.length)
(by simp : ([()] : List Unit).Nodup)
have hall : ∀t : Fin k.length ⊕ Unit,t∈(List.finRange k.length).map Sum.inl++[Sum.inr ()] := by
intro t; cases t <;> simp
exact (normalizedTensor_polySmooth hF x hr hlam hl hρ0 hρ1 _ _ hN hall
(by simp; exact List.length_pos_iff.mpr hk) c).growth []
end LogConcaveSampling
end
end
end
end OAI