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| import Mathlib | |
| import OAI.Probability.LogConcave.Sampling.ProbabilityNodes | |
| namespace OAI | |
| section | |
| section | |
| noncomputable section | |
| namespace LogConcaveSampling | |
| open Set MeasureTheory | |
| open scoped NNReal | |
| lemma harmonic_position_deriv {d : ℕ} {H : Point d → ℝ} | |
| (hH : Differentiable ℝ H) (Ξ : Point (d+d) → ℝ → Point (d+d)) | |
| (hder : ∀y v,v∈Icc (0:ℝ) 1 → HasDerivWithinAt (Ξ y) | |
| (skewLieField (productPotential H (fun z : Point d => ‖z‖^2/2)) | |
| (harmonicSkew d) (Ξ y v)) (Icc (0:ℝ) 1) v) | |
| (y : Point (d+d)) {v : ℝ} (hv : v∈Icc (0:ℝ) 1) : | |
| HasDerivWithinAt (fun u => (productPointEquiv d d (Ξ y u)).1) | |
| (productPointEquiv d d (Ξ y v)).2 (Icc (0:ℝ) 1) v := by | |
| have h := (productPointEquiv d d).toContinuousLinearMap.hasFDerivAt.comp_hasDerivWithinAt v (hder y v hv) | |
| change HasDerivWithinAt (fun u => productPointEquiv d d (Ξ y u)) | |
| (productPointEquiv d d (skewLieField | |
| (productPotential H (fun z : Point d => ‖z‖^2/2)) (harmonicSkew d) (Ξ y v))) _ _ at h | |
| rw [harmonicSkew_field hH] at h | |
| exact h.fst | |
| theorem kernel_action_derivative {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} | |
| (hF : Primitive F lam) (x : Point d) {r T : ℝ} (hr : 0<r) | |
| (hl : (lam:ℝ)*r^2≤1/2) (hT0 : 0≤T) (hT1 : T<1) | |
| (t : Icc (0:ℝ) T) (y G : Point d) | |
| (Ξ : Point (d+d) → ℝ → Point (d+d)) (hinit : ∀p,Ξ p 0=p) | |
| (hder : ∀p v,v∈Icc (0:ℝ) 1 → HasDerivWithinAt (Ξ p) | |
| (skewLieField (centeringPotential F x r t) (harmonicSkew d) (Ξ p v)) (Icc (0:ℝ) 1) v) : | |
| let p := (productPointEquiv d d).symm | |
| (terminalBackward hF x hr.le hl hT0 hT1 (t,y),G) | |
| let W := fun v => (productPointEquiv d d (Ξ p v)).1 | |
| HasDerivWithinAt (fun v => probabilityTransport hF x hr.le hl hT0 hT1 | |
| t ⟨T,hT0,le_rfl⟩ (W v)-W v) | |
| ((terminalJacobian hF x hr hl hT0 hT1 (t,y)-ContinuousLinearMap.id ℝ (Point d)) G) | |
| (Icc (0:ℝ) 1) 0 := by | |
| intro p W | |
| have hH := (interpolationPotential_smooth hF x hr.le hl t.2.1 (t.2.2.trans_lt hT1)).differentiable | |
| (by norm_cast) | |
| have hw := harmonic_position_deriv hH Ξ hder p (by norm_num : (0:ℝ)∈Icc (0:ℝ) 1) | |
| rw [hinit] at hw | |
| change HasDerivWithinAt W ((productPointEquiv d d) p).2 (Icc (0:ℝ) 1) 0 at hw | |
| have hp : ((productPointEquiv d d) p).2 = G := | |
| congrArg Prod.snd ((productPointEquiv d d).apply_symm_apply _) | |
| rw [hp] at hw | |
| have hw0 : W 0=terminalBackward hF x hr.le hl hT0 hT1 (t,y) := by | |
| dsimp [W] | |
| rw [hinit] | |
| exact (congrArg Prod.fst ((productPointEquiv d d).apply_symm_apply _)) | |
| have hf := (probabilityTransport_smooth hF x hr.le hl hT0 hT1 t ⟨T,hT0,le_rfl⟩).differentiable | |
| (by norm_cast) | |
| have he := ((hf (W 0)).hasFDerivAt.comp_hasDerivWithinAt 0 hw).sub hw | |
| rw [hw0,←terminalJacobian_eq hF x hr hl hT0 hT1 t y] at he | |
| convert he using 1 <;> rfl | |
| end LogConcaveSampling | |
| end | |
| end | |
| section | |
| noncomputable section | |
| namespace LogConcaveSampling | |
| open Set MeasureTheory TensorEnergy Quadrature | |
| open scoped Classical BigOperators NNReal RealInnerProductSpace | |
| local instance : DecidableEq Unit := Classical.decEq _ | |
| lemma meanOutputProjection_correction {d : ℕ} (f : Point d → Point d) | |
| (y : Point (d+d)) : | |
| meanOutputProjection d (tensorVector (jointCorrectionArray f) y)= | |
| f (productPointEquiv d d y).1 := by | |
| ext i | |
| change TensorEnergy.zeroExtend (slotEmbedding (fun _ : Unit => leftCoordinates d d)) | |
| (fun a => vectorArray f a (coordinateProjection (leftCoordinates d d) y)) | |
| (slotEmbedding (fun _ : Unit => leftCoordinates d d) (fun _ => i))=_ | |
| rw [zeroExtend_apply,coordinateProjection_left] | |
| simp only [vectorArray,EuclideanSpace.basisFun_inner] | |
| lemma projection_derivativeStencil {I E G : Type*} [Fintype I] [DecidableEq I] | |
| [NormedAddCommGroup E] [NormedSpace ℝ E] [NormedAddCommGroup G] [NormedSpace ℝ G] | |
| (L : E →L[ℝ] G) (u : I → ℝ) (ψ : ℝ) (v : I → E) : | |
| L (derivativeStencil u ψ v)=derivativeStencil u ψ (fun i => L (v i)) := by | |
| simp only [derivativeStencil,map_sum,map_smul] | |
| lemma kernel_action_lie_projection {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} | |
| (hF : Primitive F lam) (x : Point d) {r R T : ℝ} (hr : 0<r) | |
| (hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hR : 0<R) (hRT : R^2≤1-T^2) | |
| (hT0 : 0≤T) (hT1 : T<1) (t : Icc (0:ℝ) T) (y G : Point d) | |
| (Ξ : Point (d+d) → ℝ → Point (d+d)) (hinit : ∀p,Ξ p 0=p) | |
| (hder : ∀p v,v∈Icc (0:ℝ) 1 → HasDerivWithinAt (Ξ p) | |
| (skewLieField (centeringPotential F x r t) (harmonicSkew d) (Ξ p v)) (Icc (0:ℝ) 1) v) : | |
| let p := (productPointEquiv d d).symm | |
| (terminalBackward hF x hr.le hl hT0 hT1 (t,y),G) | |
| let A := jointCorrectionArray (fun z => probabilityTransport hF x hr.le hl hT0 hT1 | |
| t ⟨T,hT0,le_rfl⟩ z-z) | |
| meanOutputProjection d (tensorVector (iterTensorLie (centeringPotential F x r t) | |
| (harmonicSkew d) A 1) p)= | |
| (terminalJacobian hF x hr hl hT0 hT1 (t,y)-ContinuousLinearMap.id ℝ (Point d)) G := by | |
| intro p A | |
| have hH : PolySmooth (centeringPotential F x r t) := productPotential_polySmooth | |
| (interpolationPotential_polySmooth hF x hr hlam hl t.2.1 (t.2.2.trans_lt hT1)) | |
| (gaussianPotential_polySmooth d) | |
| have hp := lie_vector_chain hH (harmonicSkew d) A (harmonicSkew_polySmooth d) | |
| (jointCorrectionArray_polySmooth hF x hr hlam hl hR hRT hT0 hT1 t ⟨T,hT0,le_rfl⟩) | |
| (jointSkew_skew _ 1) (Ξ p) (hder p) 0 (by norm_num : (0:ℝ)∈Icc (0:ℝ) 1) | |
| have hproj := (meanOutputProjection d).hasFDerivAt.comp_hasDerivWithinAt 0 hp | |
| change HasDerivWithinAt (fun v => meanOutputProjection d | |
| (tensorVector A (Ξ p v))) (meanOutputProjection d (tensorVector | |
| (iterTensorLie (centeringPotential F x r t) (harmonicSkew d) A 1) (Ξ p 0))) | |
| (Icc (0:ℝ) 1) 0 at hproj | |
| simp only [A,meanOutputProjection_correction,hinit] at hproj | |
| have hd := kernel_action_derivative hF x hr hl hT0 hT1 t y G Ξ hinit hder | |
| have hu := uniqueDiffOn_Icc (by norm_num : (0:ℝ)<1) 0 (by norm_num) | |
| exact (hproj.derivWithin hu).symm.trans (hd.derivWithin hu) | |
| theorem kernel_action_stencil_rms {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} | |
| (hF : Primitive F lam) (x : Point d) {r R T : ℝ} (hr : 0<r) | |
| (hlam : 0<lam) (hl : (lam:ℝ)*r^2≤1/2) (hR : 0<R) (hRT : R^2≤1-T^2) | |
| (hT0 : 0≤T) (hT1 : T<1) (t : Icc (0:ℝ) T) | |
| (Ξ : Point (d+d) → ℝ → Point (d+d)) (hinit : ∀p,Ξ p 0=p) | |
| (hder : ∀p v,v∈Icc (0:ℝ) 1 → HasDerivWithinAt (Ξ p) | |
| (skewLieField (centeringPotential F x r t) (harmonicSkew d) (Ξ p v)) (Icc (0:ℝ) 1) v) | |
| (hm : Measurable (fun p : ℝ × Point (d+d) => Ξ p.2 p.1)) | |
| (hlaw : ∀v∈Icc (0:ℝ) 1,(gibbs (centeringPotential F x r t)).map (fun y => Ξ y v)= | |
| gibbs (centeringPotential F x r t)) | |
| (n : ℕ) (hn : 1≤n) (ψ : ℝ) (hψ : 0<ψ) (hψn : ψ*n≤1) : | |
| let C := fun z => probabilityTransport hF x hr.le hl hT0 hT1 t ⟨T,hT0,le_rfl⟩ z-z | |
| let W := fun v p => (productPointEquiv d d (Ξ p v)).1 | |
| let K := fun p => (terminalJacobian hF x hr hl hT0 hT1 | |
| (t,terminalForward hF x hr.le hl hT0 hT1 (t,(productPointEquiv d d p).1))- | |
| ContinuousLinearMap.id ℝ (Point d)) (productPointEquiv d d p).2 | |
| Integrable (fun p => ‖derivativeStencil (angleNodes n) ψ | |
| (fun i => C (W (ψ*angleNodes n i) p))-K p‖^2) | |
| (gibbs (centeringPotential F x r t)) ∧ | |
| (∫p,‖derivativeStencil (angleNodes n) ψ | |
| (fun i => C (W (ψ*angleNodes n i) p))-K p‖^2 | |
| ∂gibbs (centeringPotential F x r t))≤ | |
| ((∑i,|derivativeWeight (angleNodes n) i|)/ψ)^2* | |
| (((ψ*n)^(n+1)/(n.factorial:ℝ))^2* | |
| ((d*((lam:ℝ)*r^2)^2)*(R⁻¹)^(4*(n+1))*harmonicCorrectionBudget (n+1))) := by | |
| intro C W K | |
| let A := jointCorrectionArray C | |
| let J := fun k v p => tensorVector (iterTensorLie (centeringPotential F x r t) | |
| (harmonicSkew d) A k) (Ξ p v) | |
| let E := fun p => derivativeStencil (angleNodes n) ψ (fun i => J 0 (ψ*angleNodes n i) p)-J 1 0 p | |
| have hH : PolySmooth (centeringPotential F x r t) := productPotential_polySmooth | |
| (interpolationPotential_polySmooth hF x hr hlam hl t.2.1 (t.2.2.trans_lt hT1)) | |
| (gaussianPotential_polySmooth d) | |
| have hA := jointCorrectionArray_polySmooth hF x hr hlam hl hR hRT hT0 hT1 t ⟨T,hT0,le_rfl⟩ | |
| have hJ (k : ℕ) (v : ℝ) : Measurable (J k v) := liePathJet_measurable hH | |
| (harmonicSkew d) A (harmonicSkew_polySmooth d) hA Ξ hm k v | |
| have hj0 (v : ℝ) (p : Point (d+d)) : meanOutputProjection d (J 0 v p)=C (W v p) := | |
| meanOutputProjection_correction C (Ξ p v) | |
| have hj1 (p : Point (d+d)) : meanOutputProjection d (J 1 0 p)=K p := by | |
| have h := kernel_action_lie_projection hF x hr hlam hl hR hRT hT0 hT1 t | |
| (terminalForward hF x hr.le hl hT0 hT1 (t,(productPointEquiv d d p).1)) | |
| (productPointEquiv d d p).2 Ξ hinit hder | |
| dsimp only at h | |
| rw [terminalBackward_forward hF x hr.le hl hT0 hT1, | |
| (productPointEquiv d d).symm_apply_apply] at h | |
| dsimp only [J] | |
| rw [hinit] | |
| exact h | |
| have he (p : Point (d+d)) : derivativeStencil (angleNodes n) ψ | |
| (fun i => C (W (ψ*angleNodes n i) p))-K p=meanOutputProjection d (E p) := by | |
| dsimp only [E] | |
| rw [map_sub,projection_derivativeStencil] | |
| simp only [hj0,hj1] | |
| have hb := harmonic_correction_stencil_rms hF x hr hlam hl hR hRT hT0 hT1 | |
| t ⟨T,hT0,le_rfl⟩ t Ξ hder hm hlaw n hn ψ hψ hψn | |
| have hE : Measurable E := (Finset.measurable_sum _ (fun i _ => | |
| (hJ 0 (ψ*angleNodes n i)).const_smul (derivativeWeight (angleNodes n) i/ψ))).sub (hJ 1 0) | |
| have hab (p : Point (d+d)) : ‖meanOutputProjection d (E p)‖^2≤‖E p‖^2 := | |
| pow_le_pow_left₀ (norm_nonneg _) (finiteCoordinateProjection_norm_le _ _) 2 | |
| simp_rw [he] | |
| have hi := hb.1.mono' (((meanOutputProjection d).continuous.measurable.comp hE).norm.pow_const 2).aestronglyMeasurable | |
| (Filter.Eventually.of_forall (fun p => by simpa only [Real.norm_eq_abs,abs_sq,Function.comp_def,E,J,A,C] using hab p)) | |
| exact ⟨hi,(integral_mono hi hb.1 hab).trans hb.2⟩ | |
| end LogConcaveSampling | |
| end | |
| end | |
| end | |
| end OAI | |