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| import Mathlib | |
| 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 | |
| section | |
| namespace LogConcaveSampling.TraceOpening | |
| abbrev Vertex (n : ℕ) (H : Type*) := Sum (Fin (n+1)) H | |
| def level {n : ℕ} {H : Type*} (left : H → Fin (n+1)) : Vertex n H → ℕ | |
| | Sum.inl i => 2*i.val | |
| | Sum.inr h => 2*(left h).val+1 | |
| lemma auxiliary_between {n : ℕ} {H : Type*} (left right : H → Fin (n+1)) | |
| (hpair : ∀h,left h<right h) (h : H) : | |
| level left (Sum.inl (left h))<level left (Sum.inr h) ∧ | |
| level left (Sum.inr h)<level left (Sum.inl (right h)) := by | |
| have hp := hpair h | |
| simp only [Fin.lt_def] at hp | |
| simp only [level] | |
| omega | |
| def Allowed {n : ℕ} {H : Type*} : Vertex n H → Vertex n H → Prop | |
| | Sum.inl i, Sum.inl j => i≠j | |
| | Sum.inl _, Sum.inr _ => True | |
| | Sum.inr _, Sum.inl _ => True | |
| | Sum.inr _, Sum.inr _ => False | |
| lemma edge_levels_distinct {n : ℕ} {H : Type*} (left : H → Fin (n+1)) | |
| {u v : Vertex n H} (h : Allowed u v) : level left u≠level left v := by | |
| cases u with | |
| | inl i => | |
| cases v with | |
| | inl j => | |
| simp only [Allowed] at h | |
| have : i.val≠j.val := fun he => h (Fin.ext he) | |
| simp only [level] | |
| omega | |
| | inr j => simp only [level]; omega | |
| | inr i => | |
| cases v with | |
| | inl j => simp only [level]; omega | |
| | inr j => exact False.elim h | |
| theorem all_vertex_splits_nontrivial {n : ℕ} {H : Type*} | |
| (left right : H → Fin (n+1)) (hpair : ∀h,left h<right h) | |
| (R : Vertex n H → Vertex n H → Prop) | |
| (hchain : ∀i : Fin n,R (Sum.inl i.castSucc) (Sum.inl i.succ)) | |
| (hleft : ∀h,R (Sum.inl (left h)) (Sum.inr h)) | |
| (hright : ∀h,R (Sum.inr h) (Sum.inl (right h))) : | |
| ∀v : Vertex n H, | |
| (v=Sum.inl 0 ∨ ∃u,R u v ∧ level left u<level left v) ∧ | |
| (v=Sum.inl (Fin.last n) ∨ ∃w,R v w ∧ level left v<level left w) := by | |
| intro v | |
| cases v with | |
| | inr h => | |
| exact ⟨Or.inr ⟨_,hleft h,(auxiliary_between left right hpair h).1⟩, | |
| Or.inr ⟨_,hright h,(auxiliary_between left right hpair h).2⟩⟩ | |
| | inl i => | |
| constructor | |
| · by_cases hi : i=0 | |
| · exact Or.inl (congrArg Sum.inl hi) | |
| · right | |
| have hi0 : 0 < (i : Fin (n+1)).val := by | |
| have : i.val ≠ 0 := fun he => hi (Fin.ext (by simpa only [Fin.val_zero] using he)) | |
| omega | |
| let j : Fin n := ⟨i.val-1,by omega⟩ | |
| have he : j.succ=i := Fin.ext (by dsimp [j]; omega) | |
| refine ⟨Sum.inl j.castSucc,?_,?_⟩ | |
| · simpa only [he] using hchain j | |
| · simp only [level,Fin.val_castSucc] | |
| dsimp [j] | |
| omega | |
| · by_cases hi : i=Fin.last n | |
| · exact Or.inl (congrArg Sum.inl hi) | |
| · right | |
| have hin : i.val<n := by | |
| have : i.val≠n := fun he => hi (Fin.ext he) | |
| omega | |
| let j : Fin n := ⟨i.val,hin⟩ | |
| have he : j.castSucc=i := Fin.ext rfl | |
| refine ⟨Sum.inl j.succ,?_,?_⟩ | |
| · simpa only [he] using hchain j | |
| · simp only [level,Fin.val_succ] | |
| dsimp [j] | |
| omega | |
| def orderKey {V : Type*} [Fintype V] (r : V → ℕ) (v : V) : ℕ := | |
| r v*(Fintype.card V+1)+(Fintype.equivFin V v).val | |
| lemma orderKey_strict {V : Type*} [Fintype V] (r : V → ℕ) {u v : V} | |
| (h : r u<r v) : orderKey r u<orderKey r v := by | |
| have hu := (Fintype.equivFin V u).isLt | |
| have hv := (Fintype.equivFin V v).isLt | |
| dsimp only [orderKey] | |
| nlinarith | |
| lemma orderKey_div {V : Type*} [Fintype V] (r : V → ℕ) (v : V) : | |
| orderKey r v/(Fintype.card V+1)=r v := by | |
| unfold orderKey | |
| have hv : (Fintype.equivFin V v).val<Fintype.card V+1 := | |
| lt_trans (Fintype.equivFin V v).isLt (Nat.lt_succ_self _) | |
| rw [Nat.mul_comm (r v), Nat.mul_add_div (Nat.succ_pos _), Nat.div_eq_of_lt hv, Nat.add_zero] | |
| lemma orderKey_injective {V : Type*} [Fintype V] (r : V → ℕ) : | |
| Function.Injective (orderKey r) := by | |
| intro u v he | |
| have hr : r u=r v := by | |
| simpa only [orderKey_div] using congrArg (fun k => k/(Fintype.card V+1)) he | |
| have hc : (Fintype.equivFin V u).val=(Fintype.equivFin V v).val := by | |
| simp only [orderKey,hr] at he | |
| omega | |
| exact (Fintype.equivFin V).injective (Fin.ext hc) | |
| theorem ordered_nontrivial_splits {n : ℕ} {H : Type*} [Fintype H] | |
| (left right : H → Fin (n+1)) (hpair : ∀h,left h<right h) | |
| (R : Vertex n H → Vertex n H → Prop) | |
| (hchain : ∀i : Fin n,R (Sum.inl i.castSucc) (Sum.inl i.succ)) | |
| (hleft : ∀h,R (Sum.inl (left h)) (Sum.inr h)) | |
| (hright : ∀h,R (Sum.inr h) (Sum.inl (right h))) : | |
| ∃ key : Vertex n H → ℕ, Function.Injective key ∧ | |
| ∀v : Vertex n H, | |
| (v=Sum.inl 0 ∨ ∃u,R u v ∧ key u<key v) ∧ | |
| (v=Sum.inl (Fin.last n) ∨ ∃w,R v w ∧ key v<key w) := by | |
| refine ⟨orderKey (level left),orderKey_injective _,fun v => ?_⟩ | |
| obtain ⟨hv₁,hv₂⟩ := all_vertex_splits_nontrivial left right hpair R hchain hleft hright v | |
| constructor | |
| · rcases hv₁ with h | ⟨u,hu,huv⟩ | |
| · exact Or.inl h | |
| · exact Or.inr ⟨u,hu,orderKey_strict _ huv⟩ | |
| · rcases hv₂ with h | ⟨w,hw,hvw⟩ | |
| · exact Or.inl h | |
| · exact Or.inr ⟨w,hw,orderKey_strict _ hvw⟩ | |
| end LogConcaveSampling.TraceOpening | |
| end | |
| section | |
| namespace LogConcaveSampling | |
| def traceMomentOrder (d j : ℕ) (c p : ℝ) : ℕ := | |
| ⌈p/2+((j:ℝ)+c)*Real.log ((d:ℝ)+1)⌉₊ | |
| lemma traceMomentOrder_bounds {d j : ℕ} {c p : ℝ} (hc : 1≤c) (hp : 2≤p) : | |
| 0<traceMomentOrder d j c p ∧ p≤2*(traceMomentOrder d j c p:ℝ) ∧ | |
| ((j:ℝ)+c)*Real.log ((d:ℝ)+1)≤(traceMomentOrder d j c p:ℝ) ∧ | |
| (traceMomentOrder d j c p:ℝ)≤c*(p+((j:ℝ)+1)*Real.log ((d:ℝ)+1)) := by | |
| have ht : 0≤Real.log ((d:ℝ)+1) := Real.log_nonneg (by have := Nat.cast_nonneg (α:=ℝ) d; linarith) | |
| have hj : (0:ℝ)≤j := Nat.cast_nonneg j | |
| have ha : 0≤p/2+((j:ℝ)+c)*Real.log ((d:ℝ)+1) := by positivity | |
| have hlo := Nat.le_ceil (p/2+((j:ℝ)+c)*Real.log ((d:ℝ)+1)) | |
| have hhi := (Nat.ceil_lt_add_one ha).le | |
| change (p/2+((j:ℝ)+c)*Real.log ((d:ℝ)+1))≤(traceMomentOrder d j c p:ℝ) at hlo | |
| change (traceMomentOrder d j c p:ℝ)≤(p/2+((j:ℝ)+c)*Real.log ((d:ℝ)+1))+1 at hhi | |
| have hn : 0<traceMomentOrder d j c p := by | |
| apply Nat.ceil_pos.mpr | |
| positivity | |
| refine ⟨hn,?_,?_,?_⟩ | |
| · have := mul_nonneg (by linarith : 0≤(j:ℝ)+c) ht | |
| linarith | |
| · linarith | |
| · have h₁ : (j:ℝ)+c≤c*((j:ℝ)+1) := by nlinarith | |
| have h₂ := mul_le_mul_of_nonneg_right h₁ ht | |
| have h₃ := mul_le_mul_of_nonneg_right hc (by linarith : 0≤p) | |
| nlinarith | |
| lemma traceMomentOrder_polynomial {d j : ℕ} {c p : ℝ} (hc : 1≤c) (hp : 2≤p) : | |
| (traceMomentOrder d j c p:ℝ)≤c*(p+(j:ℝ)+Real.log ((d:ℝ)+1))^2 := by | |
| have hh := (traceMomentOrder_bounds (d:=d) (j:=j) hc hp).2.2.2 | |
| have ht : 0≤Real.log ((d:ℝ)+1) := Real.log_nonneg (by have := Nat.cast_nonneg (α:=ℝ) d; linarith) | |
| have hj : (0:ℝ)≤j := Nat.cast_nonneg j | |
| have hcross : 0≤(p-1)*Real.log ((d:ℝ)+1) := mul_nonneg (by linarith) ht | |
| have h1 : p+((j:ℝ)+1)*Real.log ((d:ℝ)+1)≤ | |
| (p+(j:ℝ)+Real.log ((d:ℝ)+1))^2 := by nlinarith [sq_nonneg (p-1),sq_nonneg (j:ℝ)] | |
| exact hh.trans (mul_le_mul_of_nonneg_left h1 (by linarith)) | |
| lemma traceMomentOrder_dimension_root {d j : ℕ} {c p : ℝ} | |
| (hd : 1≤d) (hc : 1≤c) (hp : 2≤p) : | |
| (d:ℝ)^(((j:ℝ)+c)/(2*(traceMomentOrder d j c p:ℝ)))≤Real.exp (1/2) := by | |
| have hs := traceMomentOrder_bounds (d:=d) (j:=j) hc hp | |
| have hsp : 0<(traceMomentOrder d j c p:ℝ) := by exact_mod_cast hs.1 | |
| have hd0 : 0<(d:ℝ) := by exact_mod_cast (lt_of_lt_of_le (by decide : 0<1) hd) | |
| have hlog : Real.log (d:ℝ)≤Real.log ((d:ℝ)+1) := Real.log_le_log hd0 (by linarith) | |
| have hnum : ((j:ℝ)+c)*Real.log (d:ℝ)≤(traceMomentOrder d j c p:ℝ) := | |
| (mul_le_mul_of_nonneg_left hlog (by positivity)).trans hs.2.2.1 | |
| rw [Real.rpow_def_of_pos hd0] | |
| apply Real.exp_le_exp.mpr | |
| rw [←mul_div_assoc] | |
| apply (div_le_iff₀ (by positivity : 0<2*(traceMomentOrder d j c p:ℝ))).mpr | |
| nlinarith | |
| end LogConcaveSampling | |
| end | |
| section | |
| open scoped Matrix.Norms.L2Operator | |
| namespace LogConcaveSampling.TraceMoment | |
| open Matrix | |
| variable {I J : Type*} [Fintype I] [Fintype J] [DecidableEq I] [DecidableEq J] | |
| lemma psd_norm_le_trace {A : Matrix I I ℝ} (hA : A.PosSemidef) : ‖A‖≤A.trace := by | |
| have hn : 0≤∑i,hA.1.eigenvalues i := Finset.sum_nonneg (fun i _ => hA.eigenvalues_nonneg i) | |
| rw [hA.1.trace_eq_sum_eigenvalues] | |
| conv_lhs => rw [hA.1.spectral_theorem] | |
| simp only [Unitary.conjStarAlgAut_apply, ←Unitary.coe_star, CStarRing.norm_mul_coe_unitary, | |
| CStarRing.norm_coe_unitary_mul, l2_opNorm_diagonal] | |
| apply (pi_norm_le_iff_of_nonneg hn).mpr | |
| intro i | |
| simpa only [Function.comp_apply,RCLike.ofReal_real_eq_id, id_eq, Real.norm_eq_abs, | |
| abs_of_nonneg (hA.eigenvalues_nonneg i)] using | |
| (Finset.single_le_sum (fun j _ => hA.eigenvalues_nonneg j) (Finset.mem_univ i)) | |
| lemma hermitian_norm_eigenvalues {A : Matrix I I ℝ} (hA : A.IsHermitian) : | |
| ‖A‖=‖hA.eigenvalues‖ := by | |
| calc | |
| ‖A‖=‖Unitary.conjStarAlgAut ℝ _ hA.eigenvectorUnitary | |
| (Matrix.diagonal (RCLike.ofReal ∘ hA.eigenvalues))‖ := congrArg norm hA.spectral_theorem | |
| _=‖hA.eigenvalues‖ := by | |
| simp only [Unitary.conjStarAlgAut_apply, ←Unitary.coe_star, | |
| CStarRing.norm_mul_coe_unitary,CStarRing.norm_coe_unitary_mul,l2_opNorm_diagonal, | |
| RCLike.ofReal_real_eq_id,Function.id_comp] | |
| lemma hermitian_trace_pow {A : Matrix I I ℝ} (hA : A.IsHermitian) (s : ℕ) : | |
| (A^s).trace=∑i,(hA.eigenvalues i)^s := by | |
| have he : A^s=Unitary.conjStarAlgAut ℝ _ hA.eigenvectorUnitary | |
| (Matrix.diagonal (hA.eigenvalues^s)) := by | |
| calc | |
| A^s=(Unitary.conjStarAlgAut ℝ _ hA.eigenvectorUnitary | |
| (Matrix.diagonal (RCLike.ofReal ∘ hA.eigenvalues)))^s := congrArg (fun B => B^s) hA.spectral_theorem | |
| _=Unitary.conjStarAlgAut ℝ _ hA.eigenvectorUnitary | |
| ((Matrix.diagonal (RCLike.ofReal ∘ hA.eigenvalues))^s) := (map_pow _ _ _).symm | |
| _=_ := by simp only [RCLike.ofReal_real_eq_id,Function.id_comp,diagonal_pow] | |
| rw [he] | |
| simp only [Unitary.conjStarAlgAut_apply,trace_mul_cycle,Unitary.coe_star_mul_self, | |
| one_mul,trace_diagonal,Pi.pow_apply] | |
| lemma psd_norm_pow_le_trace_pow {A : Matrix I I ℝ} (hA : A.PosSemidef) | |
| {s : ℕ} (hs : 0<s) : ‖A‖^s≤(A^s).trace := by | |
| cases isEmpty_or_nonempty I with | |
| | inl hi => | |
| have he : A=0 := Subsingleton.elim _ _ | |
| simp [he,hs.ne'] | |
| | inr hi => | |
| rw [hermitian_norm_eigenvalues hA.1,hermitian_trace_pow hA.1] | |
| obtain ⟨i,_,hmax⟩ := Finset.exists_max_image Finset.univ hA.1.eigenvalues Finset.univ_nonempty | |
| have hb : ‖hA.1.eigenvalues‖≤hA.1.eigenvalues i := by | |
| apply (pi_norm_le_iff_of_nonneg (hA.eigenvalues_nonneg i)).mpr | |
| intro j | |
| simpa only [Real.norm_eq_abs,abs_of_nonneg (hA.eigenvalues_nonneg j)] using hmax j (Finset.mem_univ j) | |
| exact (pow_le_pow_left₀ (norm_nonneg _) hb s).trans | |
| (Finset.single_le_sum (fun j _ => pow_nonneg (hA.eigenvalues_nonneg j) s) (Finset.mem_univ i)) | |
| theorem rectangular_trace_moment (A : Matrix I J ℝ) {s : ℕ} (hs : 0<s) : | |
| ‖A‖^(2*s)≤((A*A.transpose)^s).trace := by | |
| have hN := l2_opNorm_conjTranspose_mul_self A.conjTranspose | |
| simp only [conjTranspose_conjTranspose,l2_opNorm_conjTranspose] at hN | |
| have hh := psd_norm_pow_le_trace_pow (posSemidef_self_mul_conjTranspose A) hs | |
| rw [hN,←pow_two,←pow_mul] at hh | |
| simpa only [conjTranspose_eq_transpose_of_trivial] using hh | |
| end LogConcaveSampling.TraceMoment | |
| end | |
| section | |
| namespace LogConcaveSampling.AdjointRemoval | |
| variable {P : Type*} [Fintype P] [DecidableEq P] | |
| structure Hessian (P : Type*) where | |
| first : P | |
| second : P | |
| extra : List P | |
| deriving DecidableEq | |
| def Hessian.degree (h : Hessian P) : ℕ := h.extra.length+2 | |
| def Hessian.hit (h : Hessian P) (i : P) : Hessian P := | |
| ⟨h.first,h.second,i::h.extra⟩ | |
| structure State (P : Type*) [DecidableEq P] where | |
| pending : Finset P | |
| derivatives : P → List P | |
| hessians : Multiset (Hessian P) | |
| def State.degree (S : State P) : ℕ := | |
| S.pending.card+(∑j,(S.derivatives j).length)+(S.hessians.map Hessian.degree).sum | |
| def initial : State P := ⟨Finset.univ,fun _ => [],0⟩ | |
| lemma initial_degree : (initial (P:=P)).degree=Fintype.card P := by | |
| simp [State.degree,initial] | |
| def hitPrimary (S : State P) (i j : P) : State P := | |
| ⟨S.pending.erase i,Function.update S.derivatives j (i::S.derivatives j),S.hessians⟩ | |
| def pair (S : State P) (i j : P) : State P := | |
| ⟨(S.pending.erase i).erase j,S.derivatives,⟨i,j,[]⟩::ₘS.hessians⟩ | |
| def hitHessian (S : State P) (i : P) (h : Hessian P) : State P := | |
| ⟨S.pending.erase i,S.derivatives,h.hit i::ₘS.hessians.erase h⟩ | |
| lemma hitPrimary_degree (S : State P) {i j : P} (hi : i∈S.pending) : | |
| (hitPrimary S i j).degree=S.degree := by | |
| have he : (∑k,(Function.update S.derivatives j (i::S.derivatives j) k).length)= | |
| (∑k,(S.derivatives k).length)+1 := by | |
| have hl : (fun k => (Function.update S.derivatives j (i::S.derivatives j) k).length)= | |
| Function.update (fun k => (S.derivatives k).length) j ((S.derivatives j).length+1) := 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] | |
| have hs := Finset.add_sum_erase Finset.univ (fun k => (S.derivatives k).length) (Finset.mem_univ j) | |
| omega | |
| simp only [State.degree,hitPrimary,he,Finset.card_erase_of_mem hi] | |
| have hp := Finset.card_pos.mpr ⟨i,hi⟩ | |
| omega | |
| lemma pair_degree (S : State P) {i j : P} (hi : i∈S.pending) (hj : j∈S.pending) (hij : i≠j) : | |
| (pair S i j).degree=S.degree := by | |
| have hj' : j∈S.pending.erase i := Finset.mem_erase.mpr ⟨hij.symm,hj⟩ | |
| have hp := Finset.card_pos.mpr ⟨j,hj'⟩ | |
| simp only [Finset.card_erase_of_mem hi] at hp | |
| simp only [State.degree,pair,Multiset.map_cons,Multiset.sum_cons,Hessian.degree,List.length_nil, | |
| zero_add,Finset.card_erase_of_mem hj',Finset.card_erase_of_mem hi] | |
| omega | |
| lemma hitHessian_degree (S : State P) {i : P} (hi : i∈S.pending) | |
| {h : Hessian P} (hh : h∈S.hessians) : (hitHessian S i h).degree=S.degree := by | |
| have hm := congrArg (fun t : Multiset (Hessian P) => (t.map Hessian.degree).sum) | |
| (Multiset.cons_erase hh) | |
| simp only [Multiset.map_cons,Multiset.sum_cons] at hm | |
| have hp := Finset.card_pos.mpr ⟨i,hi⟩ | |
| simp only [State.degree,hitHessian,Finset.card_erase_of_mem hi,Multiset.map_cons, | |
| Multiset.sum_cons,Hessian.degree,Hessian.hit,List.length_cons] | |
| simp only [Hessian.degree] at * | |
| omega | |
| inductive Step : State P → State P → Prop | |
| | primary (S : State P) (i j : P) (hi : i∈S.pending) (hij : i≠j) : Step S (hitPrimary S i j) | |
| | pair (S : State P) (i j : P) (hi : i∈S.pending) (hj : j∈S.pending) (hij : i≠j) : Step S (pair S i j) | |
| | hessian (S : State P) (i : P) (h : Hessian P) (hi : i∈S.pending) (hh : h∈S.hessians) : | |
| Step S (hitHessian S i h) | |
| lemma Step.degree_eq {S T : State P} (h : Step S T) : T.degree=S.degree := by | |
| cases h with | |
| | primary i j hi hij => exact hitPrimary_degree S hi | |
| | pair i j hi hj hij => exact pair_degree S hi hj hij | |
| | hessian i h hi hh => exact hitHessian_degree S hi hh | |
| omit [Fintype P] in | |
| lemma Step.pending_lt {S T : State P} (h : Step S T) : T.pending.card<S.pending.card := by | |
| cases h with | |
| | primary i j hi hij => exact Finset.card_erase_lt_of_mem hi | |
| | pair i j hi hj hij => | |
| exact (Finset.card_erase_le).trans_lt (Finset.card_erase_lt_of_mem hi) | |
| | hessian i h hi hh => exact Finset.card_erase_lt_of_mem hi | |
| theorem reachable_degree {S : State P} (h : Relation.ReflTransGen Step initial S) : | |
| S.degree=Fintype.card P := by | |
| induction h with | |
| | refl => exact initial_degree | |
| | tail hstep h ih => exact h.degree_eq.trans ih | |
| def State.good (S : State P) : Prop := | |
| (∀j i,i∈S.derivatives j → i≠j) ∧ ∀h∈S.hessians,h.first≠h.second | |
| lemma initial_good : (initial (P:=P)).good := by simp [State.good,initial] | |
| omit [Fintype P] in | |
| lemma Step.good {S T : State P} (ht : Step S T) (hS : S.good) : T.good := by | |
| cases ht with | |
| | primary i j hi hij => | |
| constructor | |
| · intro k a ha | |
| change a∈Function.update S.derivatives j (i::S.derivatives j) k at ha | |
| by_cases hk : k=j | |
| · subst k | |
| simp only [Function.update_self,List.mem_cons] at ha | |
| rcases ha with rfl | ha | |
| · exact hij | |
| · exact hS.1 j a ha | |
| · rw [Function.update_of_ne hk] at ha | |
| exact hS.1 k a ha | |
| · exact hS.2 | |
| | pair i j hi hj hij => | |
| refine ⟨hS.1,?_⟩ | |
| intro h hh | |
| change h∈(⟨i,j,[]⟩:Hessian P)::ₘS.hessians at hh | |
| rcases Multiset.mem_cons.mp hh with he | hh | |
| · subst h; exact hij | |
| · exact hS.2 h hh | |
| | hessian i h hi hh => | |
| refine ⟨hS.1,?_⟩ | |
| intro g hg | |
| change g∈h.hit i::ₘS.hessians.erase h at hg | |
| rcases Multiset.mem_cons.mp hg with he | hg | |
| · subst g; exact hS.2 h hh | |
| · exact hS.2 g (Multiset.mem_of_mem_erase hg) | |
| theorem reachable_good {S : State P} (h : Relation.ReflTransGen Step initial S) : S.good := by | |
| induction h with | |
| | refl => exact initial_good | |
| | tail hstep h ih => exact h.good ih | |
| lemma degree_identity (S : State P) (hp : S.pending=∅) : | |
| S.degree=(∑j,(S.derivatives j).length)+ | |
| (S.hessians.map (fun h => h.extra.length)).sum+2*S.hessians.card := by | |
| have hm : (S.hessians.map Hessian.degree).sum= | |
| (S.hessians.map (fun h => h.extra.length)).sum+2*S.hessians.card := by | |
| induction S.hessians using Multiset.induction_on with | |
| | empty => simp | |
| | @cons a s ih => | |
| simp only [Multiset.map_cons,Multiset.sum_cons,Multiset.card_cons,Hessian.degree] | |
| omega | |
| simp only [State.degree,hp,Finset.card_empty,zero_add,hm] | |
| omega | |
| theorem terminal_degree_count {S : State P} | |
| (h : Relation.ReflTransGen Step initial S) (hp : S.pending=∅) : | |
| (∑j,(S.derivatives j).length)+(S.hessians.map (fun h => h.extra.length)).sum+ | |
| 2*S.hessians.card=Fintype.card P := by | |
| rw [←degree_identity S hp] | |
| exact reachable_degree h | |
| def branches (S : State P) (i : P) : List (State P) := | |
| ((Finset.univ.erase i).toList.map (hitPrimary S i))++ | |
| ((S.pending.erase i).toList.map (pair S i))++ | |
| (S.hessians.toList.map (hitHessian S i)) | |
| lemma branches_step (S : State P) {i : P} (hi : i∈S.pending) {T : State P} | |
| (hT : T∈branches S i) : Step S T := by | |
| simp only [branches,List.mem_append,List.mem_map] at hT | |
| rcases hT with (⟨j,hj,rfl⟩ | ⟨j,hj,rfl⟩) | ⟨h,hh,rfl⟩ | |
| · have hj' := Finset.mem_erase.mp (Finset.mem_toList.mp hj) | |
| exact Step.primary S i j hi hj'.1.symm | |
| · have hj' := Finset.mem_erase.mp (Finset.mem_toList.mp hj) | |
| exact Step.pair S i j hi hj'.2 hj'.1.symm | |
| · exact Step.hessian S i h hi (Multiset.mem_toList.mp hh) | |
| omit [Fintype P] in | |
| lemma hessian_degree_lower (S : State P) : | |
| 2*S.hessians.card≤(S.hessians.map Hessian.degree).sum := by | |
| induction S.hessians using Multiset.induction_on with | |
| | empty => simp | |
| | @cons a s ih => | |
| simp only [Multiset.map_cons,Multiset.sum_cons,Multiset.card_cons,Hessian.degree] | |
| omega | |
| lemma branches_length (S : State P) (i : P) (hdeg : S.degree=Fintype.card P) : | |
| (branches S i).length≤3*Fintype.card P := by | |
| simp only [branches,List.length_append,List.length_map,Finset.length_toList,Multiset.length_toList] | |
| have hp : (Finset.univ.erase i).card≤Fintype.card P := by simp | |
| have hd : S.pending.card≤Fintype.card P := Finset.card_le_univ _ | |
| have hp' : (S.pending.erase i).card≤S.pending.card := Finset.card_erase_le | |
| have hh := hessian_degree_lower S | |
| unfold State.degree at hdeg | |
| omega | |
| def expand : ℕ → State P → List (State P) | |
| | 0,S => [S] | |
| | n+1,S => if hp : S.pending.Nonempty then | |
| (branches S (Classical.choose hp)).flatMap (expand n) | |
| else [S] | |
| lemma mem_expand_reachable {n : ℕ} {S T : State P} (h : T∈expand n S) : | |
| Relation.ReflTransGen Step S T := by | |
| induction n generalizing S with | |
| | zero => | |
| simp only [expand,List.mem_singleton] at h | |
| subst T | |
| exact Relation.ReflTransGen.refl | |
| | succ n ih => | |
| simp only [expand] at h | |
| split_ifs at h with hp | |
| · obtain ⟨U,hU,hT⟩ := List.mem_flatMap.mp h | |
| exact (Relation.ReflTransGen.single (branches_step S (Classical.choose_spec hp) hU)).trans (ih hT) | |
| · simp only [List.mem_singleton] at h | |
| subst T | |
| exact Relation.ReflTransGen.refl | |
| lemma mem_expand_terminal {n : ℕ} {S T : State P} (hn : S.pending.card≤n) | |
| (h : T∈expand n S) : T.pending=∅ := by | |
| induction n generalizing S with | |
| | zero => | |
| simp only [expand,List.mem_singleton] at h | |
| subst T | |
| exact Finset.card_eq_zero.mp (by omega) | |
| | succ n ih => | |
| simp only [expand] at h | |
| split_ifs at h with hp | |
| · obtain ⟨U,hU,hT⟩ := List.mem_flatMap.mp h | |
| have hh := (branches_step S (Classical.choose_spec hp) hU).pending_lt | |
| exact ih (by omega) hT | |
| · simp only [List.mem_singleton] at h | |
| subst T | |
| exact Finset.not_nonempty_iff_eq_empty.mp hp | |
| omit [Fintype P] [DecidableEq P] in | |
| lemma list_sum_constant {α : Type*} (L : List α) (b : ℕ) : | |
| (L.map (fun _ => b)).sum=L.length*b := by | |
| induction L with | |
| | nil => simp | |
| | cons a L ih => simp only [List.map_cons,List.sum_cons,List.length_cons,ih]; ring | |
| lemma expand_length (n : ℕ) (S : State P) (hdeg : S.degree=Fintype.card P) : | |
| (expand n S).length≤(3*Fintype.card P+1)^n := by | |
| induction n generalizing S with | |
| | zero => simp [expand] | |
| | succ n ih => | |
| simp only [expand] | |
| split_ifs with hp | |
| · rw [List.length_flatMap] | |
| have h₁ : ((branches S (Classical.choose hp)).map (fun U => (expand n U).length)).sum≤ | |
| ((branches S (Classical.choose hp)).map (fun _ => (3*Fintype.card P+1)^n)).sum := by | |
| apply List.sum_le_sum | |
| intro U hU | |
| exact ih U ((branches_step S (Classical.choose_spec hp) hU).degree_eq.trans hdeg) | |
| have h₂ := branches_length S (Classical.choose hp) hdeg | |
| have hpow := Nat.mul_le_mul_right ((3*Fintype.card P+1)^n) h₂ | |
| change ((branches S (Classical.choose hp)).map (fun U => (expand n U).length)).sum≤ | |
| ((branches S (Classical.choose hp)).map (fun _ => (3*Fintype.card P+1)^n)).sum at h₁ | |
| rw [list_sum_constant] at h₁ | |
| rw [pow_succ] | |
| exact h₁.trans (hpow.trans (by | |
| rw [Nat.mul_comm ((3*Fintype.card P+1)^n)] | |
| exact Nat.mul_le_mul_right _ (Nat.le_succ _))) | |
| · simp only [List.length_singleton] | |
| exact Nat.one_le_pow _ _ (by omega) | |
| theorem full_expansion_bookkeeping : | |
| (expand (Fintype.card P) (initial (P:=P))).length≤ | |
| (3*Fintype.card P+1)^(Fintype.card P) ∧ | |
| ∀S∈expand (Fintype.card P) (initial (P:=P)),S.pending=∅ ∧ S.good ∧ | |
| (∑j,(S.derivatives j).length)+(S.hessians.map (fun h => h.extra.length)).sum+ | |
| 2*S.hessians.card=Fintype.card P := by | |
| refine ⟨expand_length _ _ initial_degree,fun S hS => ?_⟩ | |
| have hr := mem_expand_reachable hS | |
| have ht := mem_expand_terminal (by simp [initial]) hS | |
| exact ⟨ht,reachable_good hr,terminal_degree_count hr ht⟩ | |
| end LogConcaveSampling.AdjointRemoval | |
| end | |
| section | |
| namespace LogConcaveSampling.TraceWords | |
| open Matrix | |
| variable {I J : Type*} [Fintype I] [Fintype J] [DecidableEq I] [DecidableEq J] | |
| def paths : ℕ → I → I → List (List (I×J)) | |
| | 0,i,k => if i=k then [[]] else [] | |
| | n+1,i,k => (Finset.univ.toList).flatMap (fun l : I => | |
| (Finset.univ.toList).flatMap (fun j : J => | |
| (paths n l k).map (fun w => (i,j)::(l,j)::w))) | |
| def eval (A : Matrix I J ℝ) (w : List (I×J)) : ℝ := | |
| (w.map (fun ij => A ij.1 ij.2)).prod | |
| def closed (n : ℕ) : List (List (I×J)) := | |
| (Finset.univ.toList).flatMap (fun i : I => paths n i i) | |
| lemma sum_flatMap {α β : Type*} (L : List α) (f : α → List β) (g : β → ℝ) : | |
| ((L.flatMap f).map g).sum=(L.map (fun a => ((f a).map g).sum)).sum := by | |
| induction L with | |
| | nil => simp | |
| | cons a L ih => simp [ih] | |
| lemma sum_univ_list {α : Type*} [Fintype α] (f : α → ℝ) : | |
| (Finset.univ.toList.map f).sum=∑a,f a := by simp | |
| omit [Fintype I] [Fintype J] [DecidableEq I] [DecidableEq J] in | |
| lemma eval_cons (A : Matrix I J ℝ) (a : I×J) (w : List (I×J)) : | |
| eval A (a::w)=A a.1 a.2*eval A w := by simp [eval] | |
| omit [DecidableEq J] in | |
| lemma paths_length {n : ℕ} {i k : I} {w : List (I×J)} (hw : w∈paths n i k) : | |
| w.length=2*n := by | |
| induction n generalizing i k w with | |
| | zero => | |
| simp only [paths] at hw | |
| split_ifs at hw with he | |
| · simp only [List.mem_singleton] at hw | |
| subst w | |
| rfl | |
| · simp at hw | |
| | succ n ih => | |
| simp only [paths,List.mem_flatMap,List.mem_map] at hw | |
| obtain ⟨l,_,j,_,v,hv,rfl⟩ := hw | |
| simp only [List.length_cons,ih hv] | |
| omega | |
| omit [DecidableEq J] in | |
| lemma closed_length {n : ℕ} {w : List (I×J)} (hw : w∈closed (I:=I) (J:=J) n) : | |
| w.length=2*n := by | |
| obtain ⟨i,_,hi⟩ := List.mem_flatMap.mp hw | |
| exact paths_length hi | |
| omit [DecidableEq J] in | |
| theorem power_entry (A : Matrix I J ℝ) (n : ℕ) (i k : I) : | |
| ((A*A.transpose)^n) i k=((paths n i k).map (eval A)).sum := by | |
| induction n generalizing i k with | |
| | zero => | |
| simp only [pow_zero,Matrix.one_apply,paths] | |
| split_ifs <;> simp [eval] | |
| | succ n ih => | |
| rw [pow_succ',Matrix.mul_apply] | |
| simp only [paths,sum_flatMap,List.map_map,Function.comp_def,eval_cons] | |
| rw [sum_univ_list] | |
| apply Finset.sum_congr rfl | |
| intro l _ | |
| rw [Matrix.mul_apply,Finset.sum_mul,sum_univ_list] | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| simp only [Matrix.transpose_apply,ih] | |
| have hh (L : List (List (I×J))) : | |
| (L.map (fun w => A i j*(A l j*eval A w))).sum= | |
| A i j*A l j*(L.map (eval A)).sum := by | |
| induction L with | |
| | nil => simp | |
| | cons w L ih => simp only [List.map_cons,List.sum_cons,ih]; ring | |
| exact (hh _).symm | |
| omit [DecidableEq J] in | |
| theorem trace_power (A : Matrix I J ℝ) (n : ℕ) : | |
| ((A*A.transpose)^n).trace=((closed (I:=I) (J:=J) n).map (eval A)).sum := by | |
| simp only [closed,sum_flatMap,sum_univ_list,Matrix.trace,Matrix.diag,power_entry] | |
| omit [Fintype I] [Fintype J] [DecidableEq I] [DecidableEq J] in | |
| lemma eval_eq_prod_get (A : Matrix I J ℝ) (w : List (I×J)) : | |
| eval A w=∏p : Fin w.length,A (w.get p).1 (w.get p).2 := by | |
| unfold eval | |
| rw [←List.prod_ofFn] | |
| congr 1 | |
| simpa only [List.map_ofFn,Function.comp_def,List.get_eq_getElem] using | |
| (congrArg (List.map (fun ij : I×J => A ij.1 ij.2)) (List.ofFn_getElem (xs:=w))).symm | |
| end LogConcaveSampling.TraceWords | |
| end | |
| section | |
| open MeasureTheory | |
| open scoped ENNReal NNReal | |
| namespace LogConcaveSampling.NetworkMoments | |
| theorem lintegral_prod_le | |
| {Ω ι : Type*} [MeasurableSpace Ω] {μ : Measure Ω} (s : Finset ι) (hs : s.Nonempty) | |
| {f : ι → Ω → ℝ≥0∞} {M : ι → ℝ≥0∞} | |
| (hf : ∀i∈s,AEMeasurable (f i) μ) | |
| (hm : ∀i∈s,(∫⁻x,(f i x)^s.card ∂μ)≤(M i)^s.card) : | |
| (∫⁻x,∏i∈s,f i x ∂μ)≤∏i∈s,M i := by | |
| have hc : 0<(s.card:ℝ) := by exact_mod_cast hs.card_pos | |
| have hp : (∑_i∈s,1/(s.card:ℝ))=1 := by | |
| simp only [Finset.sum_const,nsmul_eq_mul] | |
| exact mul_one_div_cancel hc.ne' | |
| have hr (z : ℝ≥0∞) : (z^s.card)^(1/(s.card:ℝ))=z := by | |
| rw [←ENNReal.rpow_natCast,←ENNReal.rpow_mul] | |
| simp only [mul_one_div_cancel hc.ne',ENNReal.rpow_one] | |
| have hh := ENNReal.lintegral_prod_norm_pow_le s | |
| (fun i hi => (hf i hi).pow_const s.card) hp | |
| (fun _ _ => (div_nonneg (by norm_num) hc.le)) | |
| simp only [hr] at hh | |
| calc | |
| (∫⁻x,∏i∈s,f i x ∂μ)≤∏i∈s,(∫⁻x,(f i x)^s.card ∂μ)^(1/(s.card:ℝ)) := hh | |
| _ ≤ ∏i∈s,((M i)^s.card)^(1/(s.card:ℝ)) := by | |
| apply Finset.prod_le_prod | |
| intro i hi | |
| exact ENNReal.rpow_le_rpow (hm i hi) (by positivity) | |
| _ = ∏i∈s,M i := by simp only [hr] | |
| theorem lintegral_prod_norm_le | |
| {Ω ι : Type*} {E : ι → Type*} [MeasurableSpace Ω] {μ : Measure Ω} | |
| [∀i,NormedAddCommGroup (E i)] (s : Finset ι) (hs : s.Nonempty) | |
| {f : ∀i,Ω → E i} {M : ι → ℝ≥0∞} | |
| (hf : ∀i∈s,AEStronglyMeasurable (f i) μ) | |
| (hm : ∀i∈s,(∫⁻x,(‖f i x‖ₑ)^s.card ∂μ)≤(M i)^s.card) : | |
| (∫⁻x,∏i∈s,‖f i x‖ₑ ∂μ)≤∏i∈s,M i := | |
| lintegral_prod_le s hs (fun i hi => (hf i hi).enorm) hm | |
| end LogConcaveSampling.NetworkMoments | |
| end | |
| end UpperProof | |
| end | |
| end | |
| end | |
| end OAI | |