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| import Mathlib | |
| import OAI.Probability.LogConcave.TensorGraphs.Inside | |
| import OAI.Probability.LogConcave.JetEstimates.PolySmooth | |
| namespace OAI | |
| section | |
| section | |
| noncomputable section | |
| open MeasureTheory Filter | |
| open scoped ENNReal NNReal Topology | |
| section UpperProof | |
| open MeasureTheory ProbabilityTheory Filter | |
| open scoped ENNReal NNReal RealInnerProductSpace Topology | |
| open Function MeasureTheory Set Filter | |
| open scoped Topology NNReal | |
| namespace LogConcaveSampling.AdjointRemoval | |
| open MeasureTheory | |
| open scoped RealInnerProductSpace NNReal | |
| lemma regular_of_polySmooth {d : ℕ} {P : Type*} | |
| {H : Point d → ℝ} {f : P → Point d → ℝ} (b : P → Point d) {K : ℝ≥0} | |
| (hH : PolySmooth H) (ht : HasGaussianLowerTail H) | |
| (hL : LipschitzWith K (gradient H)) (hf : ∀p,PolySmooth (f p)) : | |
| Regular H b f K := by | |
| refine ⟨hH.smooth,ht,hL,fun p => (hf p).smooth, | |
| fun p l => ((hf p).jet b l).polyC1,?_⟩ | |
| intro h | |
| exact (((hH.directional (b h.second)).directional (b h.first)).jet b h.extra).polyC1 | |
| end LogConcaveSampling.AdjointRemoval | |
| namespace LogConcaveSampling.TraceWords | |
| open MeasureTheory Matrix | |
| open scoped RealInnerProductSpace NNReal | |
| variable {d : ℕ} {I J K : Type*} [Fintype I] [Fintype J] [Fintype K] | |
| [DecidableEq I] [DecidableEq J] | |
| omit [Fintype I] [Fintype J] [DecidableEq I] [DecidableEq J] in | |
| theorem integral_word_expansion | |
| {H : Point d → ℝ} {F : I → J → K → Point d → ℝ} | |
| (b : K → Point d) {L : ℝ≥0} (hH : PolySmooth H) | |
| (ht : HasGaussianLowerTail H) (hL : LipschitzWith L (gradient H)) | |
| (hF : ∀i j k,PolySmooth (F i j k)) (w : List (I×J)) : | |
| (∫x,eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w ∂gibbs H)= | |
| ((AdjointRemoval.expand w.length AdjointRemoval.initial).map (fun S => | |
| ∑a : Fin w.length → K,∫x, | |
| (∏p : Fin w.length,JetCalculus.jet (fun q => b (a q)) (S.derivatives p) | |
| (F (w.get p).1 (w.get p).2 (a p)) x)* | |
| (S.hessians.map (fun h => AdjointRemoval.hessian H (fun q => b (a q)) h x)).prod | |
| ∂gibbs H)).sum := by | |
| have he (x : Point d) := eval_eq_prod_get | |
| ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w | |
| simp_rw [he] | |
| have hr (a : Fin w.length → K) : AdjointRemoval.Regular H (fun p => b (a p)) | |
| (fun p => F (w.get p).1 (w.get p).2 (a p)) L := | |
| AdjointRemoval.regular_of_polySmooth _ hH ht hL (fun p => hF _ _ _) | |
| simpa only [Fintype.card_fin] using | |
| AdjointRemoval.tensor_actual_adjoint_expansion_branch_first hr | |
| def adjointMatrix (H : Point d → ℝ) (b : K → Point d) | |
| (F : I → J → K → Point d → ℝ) (x : Point d) : Matrix I J ℝ := | |
| fun i j => tensorAdjoint H b (F i j) x | |
| omit [DecidableEq J] in | |
| theorem integral_trace_expansion | |
| {H : Point d → ℝ} {F : I → J → K → Point d → ℝ} | |
| (b : K → Point d) {L : ℝ≥0} (hH : PolySmooth H) | |
| (ht : HasGaussianLowerTail H) (hL : LipschitzWith L (gradient H)) | |
| (hF : ∀i j k,PolySmooth (F i j k)) (s : ℕ) : | |
| (∫x,((adjointMatrix H b F x*(adjointMatrix H b F x).transpose)^s).trace ∂gibbs H)= | |
| ((closed (I:=I) (J:=J) s).map (fun w => | |
| ((AdjointRemoval.expand w.length AdjointRemoval.initial).map (fun S => | |
| ∑a : Fin w.length → K,∫x, | |
| (∏p : Fin w.length,JetCalculus.jet (fun q => b (a q)) (S.derivatives p) | |
| (F (w.get p).1 (w.get p).2 (a p)) x)* | |
| (S.hessians.map (fun h => AdjointRemoval.hessian H (fun q => b (a q)) h x)).prod | |
| ∂gibbs H)).sum)).sum := by | |
| have hw (w : List (I×J)) : Integrable | |
| (fun x => eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w) (gibbs H) := by | |
| have he (x : Point d) := eval_eq_prod_get | |
| ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w | |
| simp_rw [he] | |
| exact (PolySmooth.prod Finset.univ (fun p _ => | |
| hH.tensorAdjoint (hF (w.get p).1 (w.get p).2) b)).integrable hH.smooth.continuous ht | |
| have hsum (T : List (List (I×J))) : Integrable | |
| (fun x => (T.map (eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ))).sum) (gibbs H) := by | |
| induction T with | |
| | nil => simp | |
| | cons w T ih => | |
| change Integrable (fun x => eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w+ | |
| (T.map (eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ))).sum) (gibbs H) | |
| exact (hw w).add ih | |
| simp_rw [trace_power] | |
| have hl (T : List (List (I×J))) : | |
| (∫x,(T.map (eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ))).sum ∂gibbs H)= | |
| (T.map (fun w => ∫x,eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ) w ∂gibbs H)).sum := by | |
| induction T with | |
| | nil => simp | |
| | cons w T ih => | |
| simp only [List.map_cons,List.sum_cons] | |
| rw [integral_add (hw w) (hsum T),ih] | |
| change (∫x,((closed (I:=I) (J:=J) s).map | |
| (eval ((fun i j => tensorAdjoint H b (F i j) x) : Matrix I J ℝ))).sum ∂gibbs H)=_ | |
| rw [hl] | |
| simp_rw [integral_word_expansion b hH ht hL hF] | |
| end LogConcaveSampling.TraceWords | |
| namespace LogConcaveSampling.AdjointRemoval | |
| variable {P : Type*} [Fintype P] [DecidableEq P] | |
| def Hessian.tokens (h : Hessian P) : Multiset P := | |
| h.first::ₘh.second::ₘ(h.extra : Multiset P) | |
| def State.tokens (S : State P) : Multiset P := | |
| S.pending.val+(∑p,(S.derivatives p : Multiset P))+ | |
| (S.hessians.map Hessian.tokens).sum | |
| lemma initial_tokens : (initial (P:=P)).tokens=Finset.univ.val := by | |
| simp [State.tokens,initial] | |
| lemma hitPrimary_tokens (S : State P) {i j : P} (hi : i∈S.pending) : | |
| (hitPrimary S i j).tokens=S.tokens := by | |
| have he : (∑k,(Function.update S.derivatives j (i::S.derivatives j) k : Multiset P))= | |
| i::ₘ(∑k,(S.derivatives k : Multiset P)) := by | |
| have hl : (fun k => (Function.update S.derivatives j (i::S.derivatives j) k : Multiset P))= | |
| Function.update (fun k => (S.derivatives k : Multiset P)) j (i::ₘ(S.derivatives j : Multiset P)) := by | |
| funext k | |
| by_cases hk : k=j | |
| · subst k; simp | |
| · simp [Function.update_of_ne hk] | |
| rw [hl,Finset.sum_update_of_mem (Finset.mem_univ j),Finset.sdiff_singleton_eq_erase] | |
| rw [←Finset.add_sum_erase Finset.univ (fun k => (S.derivatives k : Multiset P)) (Finset.mem_univ j)] | |
| simp only [Multiset.cons_add] | |
| have hp : i::ₘ(S.pending.erase i).val=S.pending.val := by | |
| exact Multiset.cons_erase hi | |
| simp only [State.tokens,hitPrimary,he] | |
| rw [Multiset.add_cons,←Multiset.cons_add,hp] | |
| lemma pair_tokens (S : State P) {i j : P} (hi : i∈S.pending) (hj : j∈S.pending) (hij : i≠j) : | |
| (pair S i j).tokens=S.tokens := by | |
| have hj' : j∈S.pending.erase i := Finset.mem_erase.mpr ⟨hij.symm,hj⟩ | |
| have hp : i::ₘj::ₘ((S.pending.erase i).erase j).val=S.pending.val := by | |
| rw [show j::ₘ((S.pending.erase i).erase j).val=(S.pending.erase i).val from Multiset.cons_erase hj'] | |
| exact Multiset.cons_erase hi | |
| simp only [State.tokens,pair,Multiset.map_cons,Multiset.sum_cons,Hessian.tokens,Multiset.coe_nil] | |
| rw [Multiset.cons_add,Multiset.cons_add,zero_add,Multiset.add_cons,Multiset.add_cons, | |
| ←Multiset.cons_add,←Multiset.cons_add,←Multiset.cons_add,←Multiset.cons_add,hp] | |
| lemma hitHessian_tokens (S : State P) {i : P} (hi : i∈S.pending) | |
| {h : Hessian P} (hh : h∈S.hessians) : (hitHessian S i h).tokens=S.tokens := by | |
| have hm := congrArg (fun t : Multiset (Hessian P) => (t.map Hessian.tokens).sum) | |
| (Multiset.cons_erase hh) | |
| simp only [Multiset.map_cons,Multiset.sum_cons] at hm | |
| have hp : i::ₘ(S.pending.erase i).val=S.pending.val := Multiset.cons_erase hi | |
| have hh' : (h.hit i).tokens=i::ₘh.tokens := by | |
| simp only [Hessian.tokens,Hessian.hit,←Multiset.cons_coe] | |
| rw [Multiset.cons_swap h.second i,Multiset.cons_swap h.first i] | |
| simp only [State.tokens,hitHessian,Multiset.map_cons,Multiset.sum_cons,hh'] | |
| rw [Multiset.cons_add,hm,Multiset.add_cons,←Multiset.cons_add,←Multiset.cons_add,hp] | |
| lemma Step.tokens {S T : State P} (h : Step S T) : T.tokens=S.tokens := by | |
| cases h with | |
| | primary i j hi hij => exact hitPrimary_tokens S hi | |
| | pair i j hi hj hij => exact pair_tokens S hi hj hij | |
| | hessian i h hi hh => exact hitHessian_tokens S hi hh | |
| theorem mem_expand_tokens {n : ℕ} {S : State P} | |
| (hS : S∈expand n initial) : S.tokens=Finset.univ.val := by | |
| have hr := mem_expand_reachable hS | |
| clear hS | |
| have he : S.tokens=(initial (P:=P)).tokens := by | |
| induction hr with | |
| | refl => rfl | |
| | tail hr ht ih => exact ht.tokens.trans ih | |
| exact he.trans initial_tokens | |
| theorem terminal_ports {S : State P} (hS : S∈expand (Fintype.card P) initial) : | |
| (∑p,(S.derivatives p : Multiset P))+(S.hessians.map Hessian.tokens).sum=Finset.univ.val := by | |
| have he := mem_expand_tokens hS | |
| have ht := mem_expand_terminal (by simp [initial]) hS | |
| simpa only [State.tokens,ht,Finset.empty_val,zero_add] using he | |
| end LogConcaveSampling.AdjointRemoval | |
| namespace LogConcaveSampling.AdjointRemoval | |
| variable {P : Type*} [Fintype P] [DecidableEq P] | |
| abbrev TargetVertex (S : State P) := P ⊕ S.hessians | |
| def ports (S : State P) : TargetVertex S → Multiset P | |
| | Sum.inl p => (S.derivatives p : Multiset P) | |
| | Sum.inr h => (h : Hessian P).tokens | |
| lemma sum_ports (S : State P) : (∑v,ports S v)= | |
| (∑p,(S.derivatives p : Multiset P))+(S.hessians.map Hessian.tokens).sum := by | |
| rw [Fintype.sum_sum_type] | |
| congr 1 | |
| change (Finset.univ.val.map (fun h : S.hessians => (h : Hessian P).tokens)).sum=_ | |
| rw [Multiset.map_univ] | |
| abbrev Port (S : State P) := (v : TargetVertex S) × ports S v | |
| def portLabel (S : State P) (p : Port S) : P := p.2 | |
| theorem portLabel_bijective {S : State P} (hS : S∈expand (Fintype.card P) initial) : | |
| Function.Bijective (portLabel S) := by | |
| have hs : (∑v,ports S v)=Finset.univ.val := (sum_ports S).trans (terminal_ports hS) | |
| apply (Fintype.bijective_iff_surjective_and_card _).mpr | |
| constructor | |
| · intro i | |
| have hi : i∈∑v,ports S v := by rw [hs]; exact Finset.mem_univ i | |
| obtain ⟨v,_,hv⟩ := Multiset.mem_sum.mp hi | |
| refine ⟨⟨v,(ports S v).mkToType i ⟨0,Multiset.count_pos.mpr hv⟩⟩,rfl⟩ | |
| · simp only [Port,Fintype.card_sigma,Multiset.card_coe] | |
| rw [←Multiset.card_sum,hs] | |
| rfl | |
| noncomputable def portEquiv {S : State P} (hS : S∈expand (Fintype.card P) initial) : | |
| Port S ≃ P := Equiv.ofBijective (portLabel S) (portLabel_bijective hS) | |
| noncomputable def destination {S : State P} (hS : S∈expand (Fintype.card P) initial) | |
| (i : P) : TargetVertex S := ((portEquiv hS).symm i).1 | |
| lemma destination_label {S : State P} (hS : S∈expand (Fintype.card P) initial) | |
| (p : Port S) : destination hS (portLabel S p)=p.1 := by | |
| exact congrArg Sigma.fst ((portEquiv hS).symm_apply_apply p) | |
| lemma label_mem_destination {S : State P} (hS : S∈expand (Fintype.card P) initial) | |
| (i : P) : i∈ports S (destination hS i) := by | |
| have hp := .coe_mem P _ (ports S (destination hS i)) (((portEquiv hS).symm i).2) | |
| change portLabel S ((portEquiv hS).symm i)∈_ at hp | |
| change portEquiv hS ((portEquiv hS).symm i)∈_ at hp | |
| simpa only [Equiv.apply_symm_apply] using hp | |
| lemma destination_primary_ne {S : State P} (hS : S∈expand (Fintype.card P) initial) | |
| {i j : P} (h : destination hS i=Sum.inl j) : i≠j := by | |
| have hi := label_mem_destination hS i | |
| rw [h] at hi | |
| exact (reachable_good (mem_expand_reachable hS)).1 j i hi | |
| theorem hessian_distinguished_neighbors {S : State P} | |
| (hS : S∈expand (Fintype.card P) initial) (h : S.hessians) : | |
| destination hS (h : Hessian P).first=Sum.inr h ∧ | |
| destination hS (h : Hessian P).second=Sum.inr h ∧ | |
| (h : Hessian P).first≠(h : Hessian P).second := by | |
| have hf : (h : Hessian P).first∈ports S (Sum.inr h) := by | |
| simp [ports,Hessian.tokens] | |
| have hs : (h : Hessian P).second∈ports S (Sum.inr h) := by | |
| simp [ports,Hessian.tokens] | |
| have lift (i : P) (hi : i∈ports S (Sum.inr h)) : destination hS i=Sum.inr h := by | |
| let p : Port S := ⟨Sum.inr h,(ports S (Sum.inr h)).mkToType i ⟨0,Multiset.count_pos.mpr hi⟩⟩ | |
| exact destination_label hS p | |
| exact ⟨lift _ hf,lift _ hs,(reachable_good (mem_expand_reachable hS)).2 h Multiset.coe_mem⟩ | |
| end LogConcaveSampling.AdjointRemoval | |
| namespace LogConcaveSampling.AdjointRemoval | |
| variable {n : ℕ} {S : State (Fin (n+1))} | |
| def Adjacent (hS : S∈expand (Fintype.card (Fin (n+1))) initial) | |
| (u v : TargetVertex S) : Prop := | |
| (∃k : Fin n,(u=Sum.inl k.castSucc ∧ v=Sum.inl k.succ) ∨ | |
| (v=Sum.inl k.castSucc ∧ u=Sum.inl k.succ)) ∨ | |
| (∃i : Fin (n+1),(u=Sum.inl i ∧ v=destination hS i) ∨ | |
| (v=Sum.inl i ∧ u=destination hS i)) | |
| lemma adjacent_ne (hS : S∈expand (Fintype.card (Fin (n+1))) initial) | |
| {u v : TargetVertex S} (h : Adjacent hS u v) : u≠v := by | |
| intro he | |
| rcases h with ⟨k,(⟨rfl,rfl⟩|⟨rfl,rfl⟩)⟩ | ⟨i,(⟨rfl,rfl⟩|⟨rfl,rfl⟩)⟩ | |
| · have hh : k.castSucc=k.succ := Sum.inl.inj he | |
| have hv := congrArg Fin.val hh | |
| simp only [Fin.val_castSucc,Fin.val_succ] at hv | |
| omega | |
| · have hh : k.succ=k.castSucc := Sum.inl.inj he | |
| have hv := congrArg Fin.val hh | |
| simp only [Fin.val_castSucc,Fin.val_succ] at hv | |
| omega | |
| · exact destination_primary_ne hS he.symm rfl | |
| · exact destination_primary_ne hS he rfl | |
| theorem actual_removal_graph_order | |
| (hS : S∈expand (Fintype.card (Fin (n+1))) initial) : | |
| ∃ key : TargetVertex S → ℕ, Function.Injective key ∧ | |
| (∀u v,Adjacent hS u v → key u≠key v) ∧ | |
| ∀v : TargetVertex S, | |
| (v=Sum.inl 0 ∨ ∃u,Adjacent hS u v ∧ key u<key v) ∧ | |
| (v=Sum.inl (Fin.last n) ∨ ∃w,Adjacent hS v w ∧ key v<key w) := by | |
| let left (h : S.hessians) : Fin (n+1) := min (h : Hessian (Fin (n+1))).first (h : Hessian (Fin (n+1))).second | |
| let right (h : S.hessians) : Fin (n+1) := max (h : Hessian (Fin (n+1))).first (h : Hessian (Fin (n+1))).second | |
| have hp (h : S.hessians) : left h<right h := by | |
| have hh := (hessian_distinguished_neighbors hS h).2.2 | |
| exact min_lt_max.mpr hh | |
| have hchain (k : Fin n) : Adjacent hS (Sum.inl k.castSucc) (Sum.inl k.succ) := | |
| Or.inl ⟨k,Or.inl ⟨rfl,rfl⟩⟩ | |
| have hleft (h : S.hessians) : Adjacent hS (Sum.inl (left h)) (Sum.inr h) := by | |
| obtain ⟨hf,hs,_⟩ := hessian_distinguished_neighbors hS h | |
| refine Or.inr ⟨left h,Or.inl ⟨rfl,?_⟩⟩ | |
| cases min_choice (h : Hessian (Fin (n+1))).first (h : Hessian (Fin (n+1))).second with | |
| | inl he => exact (he ▸ hf).symm | |
| | inr he => exact (he ▸ hs).symm | |
| have hright (h : S.hessians) : Adjacent hS (Sum.inr h) (Sum.inl (right h)) := by | |
| obtain ⟨hf,hs,_⟩ := hessian_distinguished_neighbors hS h | |
| refine Or.inr ⟨right h,Or.inr ⟨rfl,?_⟩⟩ | |
| cases max_choice (h : Hessian (Fin (n+1))).first (h : Hessian (Fin (n+1))).second with | |
| | inl he => exact (he ▸ hf).symm | |
| | inr he => exact (he ▸ hs).symm | |
| obtain ⟨key,hkey,horder⟩ := TraceOpening.ordered_nontrivial_splits left right hp | |
| (Adjacent hS) hchain hleft hright | |
| exact ⟨key,hkey,fun u v huv hEq => adjacent_ne hS huv (hkey hEq),horder⟩ | |
| end LogConcaveSampling.AdjointRemoval | |
| end UpperProof | |
| end | |
| end | |
| end | |
| end OAI | |