roseking's picture
Add lean source and binary files (part 125)
dd14c26 verified
Raw History Blame Contribute Delete
28.7 kB
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