import Mathlib import OAI.Analysis.HardSphere.Geometry.AuxiliaryChecks namespace OAI noncomputable section open MeasureTheory ProbabilityTheory open scoped ENNReal open MeasureTheory Function Set Filter open scoped ENNReal BigOperators namespace HardSphere.Comparison open ProbabilityTheory section NormalizerFacts variable {ι : Type*} [DecidableEq ι] {X : ι → Type*} [∀ i, MeasurableSpace (X i)] {C : Type*} [Fintype C] (checks : C → LocalCheck X) omit [Fintype C] in lemma partialNormalizer_le_one {μ : ∀ i, Measure (X i)} [∀ i, IsProbabilityMeasure (μ i)] (s o : Finset ι) (x : ∀ i, X i) : partialNormalizer checks μ s o x ≤ 1 := by calc _ ≤ ∫⁻ _, (1 : ℝ≥0∞) ∂Measure.pi (fun i : s ↦ μ i) := lintegral_mono fun _ ↦ checkWeight_le_one checks _ _ _ = 1 := by simp lemma measurable_partialNormalizer {μ : ∀ i, Measure (X i)} [∀ i, SigmaFinite (μ i)] (s o : Finset ι) : Measurable (partialNormalizer checks μ s o) := (measurable_checkWeight checks (s ∪ o)).lmarginal μ omit [Fintype C] in lemma UniformInsertionOn.mono {μ : ∀ i, Measure (X i)} {a : ℝ≥0∞} {s t : Finset ι} (h : UniformInsertionOn checks μ a t) (hst : s ⊆ t) : UniformInsertionOn checks μ a s := fun i hi ↦ h i (hst hi) lemma checkNormalizer_pos_on {μ : ∀ i, Measure (X i)} [∀ i, SigmaFinite (μ i)] {a : ℝ≥0∞} (ha : 0 < a) (s : Finset ι) (hcompat : UniformInsertionOn checks μ a s) (x : ∀ i, X i) : 0 < checkNormalizer checks μ s x := by have hp := partialNormalizer_pos checks ha hcompat (Finset.disjoint_empty_right s) x (show x ∈ retainedEvent checks ∅ from fun c hc ↦ False.elim ((checks c).nonempty.ne_empty (Finset.subset_empty.mp hc))) simpa only [partialNormalizer, checkNormalizer, Finset.union_empty] using hp lemma checkNormalizer_union_lower_on {μ : ∀ i, Measure (X i)} [∀ i, SigmaFinite (μ i)] {a : ℝ≥0∞} {t : Finset ι} (hcompat : UniformInsertionOn checks μ a t) (s : Finset ι) (hst : Disjoint s t) (x : ∀ i, X i) : a ^ t.card * checkNormalizer checks μ s x ≤ checkNormalizer checks μ (s ∪ t) x := by have h := partialNormalizer_union_lower checks hcompat s t ∅ (Finset.Subset.refl t) (by simpa using hst) x simpa only [partialNormalizer, checkNormalizer, Finset.union_empty] using h end NormalizerFacts lemma isProbabilityMeasure_compProd_of_mass {X Z : Type*} [MeasurableSpace X] [MeasurableSpace Z] (μ : Measure X) [IsFiniteMeasure μ] (κ : Kernel X Z) [IsFiniteKernel κ] (hm : ∫⁻ x, κ x Set.univ ∂μ = 1) : IsProbabilityMeasure (μ.compProd κ) where measure_univ := by simpa only [Measure.compProd_apply MeasurableSet.univ, Set.preimage_univ] using hm section ConditionalOverlap variable {ι : Type*} [DecidableEq ι] {X Z W : ι → Type*} [∀ i, MeasurableSpace (X i)] [∀ i, MeasurableSpace (Z i)] [∀ i, MeasurableSpace (W i)] {C D : Type*} [Fintype C] [Fintype D] (checks : C → LocalCheck (fun i ↦ X i × Z i)) (other : D → LocalCheck (fun i ↦ X i × W i)) (κ : ∀ i, Kernel (X i) (Z i)) [∀ i, IsFiniteKernel (κ i)] (η : ∀ i, Kernel (X i) (W i)) [∀ i, IsFiniteKernel (η i)] lemma conditionalDensity_overlap_bound {μ : ∀ i, Measure (X i)} [∀ i, IsProbabilityMeasure (μ i)] (fs ft cs ct os ot : Finset ι) (hff : Disjoint fs ft) (hfn : Disjoint (fs ∪ ft) (cs ∪ ct)) {G : ℝ≥0∞} (hκb : ∀ i x, κ i x Set.univ ≤ G) (hκm : ∀ i, ∫⁻ x, κ i x Set.univ ∂μ i = 1) (hηm : ∀ i, ∫⁻ x, η i x Set.univ ∂μ i = 1) (x : ∀ i, X i) (z : ∀ i, Z i) (w : ∀ i, W i) : lmarginal μ ((fs ∪ ft) ∪ (cs ∪ ct)) (fun y ↦ conditionalDensity checks κ (fs ∪ cs) os y z * conditionalDensity other η (ft ∪ ct) ot y w) x ≤ (checkNormalizer checks (fun i ↦ (μ i).compProd (κ i)) fs (fun i ↦ (x i,z i)) * checkNormalizer other (fun i ↦ (μ i).compProd (η i)) ft (fun i ↦ (x i,w i))) * G ^ (cs ∩ ct).card := by apply le_trans (lmarginal_mono (fun y ↦ mul_le_mul' (conditionalDensity_le_auxiliaryDensity checks κ _ _ y z) (conditionalDensity_le_auxiliaryDensity other η _ _ y w)) x) exact auxiliaryDensity_overlap_bound checks other κ η fs ft cs ct hff hfn hκb hκm hηm x z w end ConditionalOverlap lemma finite_normalizer_cancellation {p q zs zt ys yt : ℝ≥0∞} (hp0 : p ≠ 0) (hpT : p ≠ ⊤) (hq0 : q ≠ 0) (hqT : q ≠ ⊤) (hzs0 : zs ≠ 0) (hzsT : zs ≠ ⊤) (hzt0 : zt ≠ 0) (hztT : zt ≠ ⊤) (hys0 : ys ≠ 0) (hysT : ys ≠ ⊤) (hyt0 : yt ≠ 0) (hytT : yt ≠ ⊤) (b : ℝ≥0∞) : ((zs / (p * ys)) * (zt / (q * yt)) * ((ys * yt) * b)) / ((p * q) * (zs * zt)) = b / ((p * q) ^ 2) := by have hpq0 : p * q ≠ 0 := mul_ne_zero hp0 hq0 have hpqT : p * q ≠ ⊤ := ENNReal.mul_ne_top hpT hqT simp only [div_eq_mul_inv, ENNReal.mul_inv (Or.inl hp0) (Or.inl hpT), ENNReal.mul_inv (Or.inl hq0) (Or.inl hqT), ENNReal.mul_inv (Or.inl hpq0) (Or.inl hpqT), ENNReal.mul_inv (Or.inl hzs0) (Or.inl hzsT), ENNReal.inv_pow] calc _ = (zs * zs⁻¹) * (zt * zt⁻¹) * (ys * ys⁻¹) * (yt * yt⁻¹) * (b * (p⁻¹ * q⁻¹) ^ 2) := by simp only [pow_two]; ac_rfl _ = _ := by rw [ENNReal.mul_inv_cancel hzs0 hzsT, ENNReal.mul_inv_cancel hzt0 hztT, ENNReal.mul_inv_cancel hys0 hysT, ENNReal.mul_inv_cancel hyt0 hytT]; simp section ConditionalLower variable {ι : Type*} [DecidableEq ι] {X : ι → Type*} [∀ i, MeasurableSpace (X i)] {C : Type*} [Fintype C] (checks : C → LocalCheck X) lemma partialNormalizer_ge_far {μ : ∀ i, Measure (X i)} [∀ i, SigmaFinite (μ i)] {a : ℝ≥0∞} {s t o : Finset ι} (hcompat : UniformInsertionOn checks μ a (s ∪ t)) (hto : Disjoint (s ∪ o) t) (hso : Disjoint s o) (hsep : SeparatedChecks checks s o) (x : ∀ i, X i) (hx : x ∈ retainedEvent checks o) : a ^ t.card * checkNormalizer checks μ s x ≤ partialNormalizer checks μ (s ∪ t) o x := by have h := partialNormalizer_union_lower checks hcompat s t o Finset.subset_union_right hto x rwa [partialNormalizer_far_eq checks hso hsep x, checkWeight, Set.indicator_of_mem hx, mul_one] at h end ConditionalLower section CancellationEstimate variable {ι : Type*} [DecidableEq ι] {X Z W : ι → Type*} [∀ i, MeasurableSpace (X i)] [∀ i, MeasurableSpace (Z i)] [∀ i, MeasurableSpace (W i)] {R C D : Type*} [Fintype R] [Fintype C] [Fintype D] (reference : R → LocalCheck X) (checks : C → LocalCheck (fun i ↦ X i × Z i)) (other : D → LocalCheck (fun i ↦ X i × W i)) (μ : ∀ i, Measure (X i)) [∀ i, IsProbabilityMeasure (μ i)] (κ : ∀ i, Kernel (X i) (Z i)) [∀ i, IsFiniteKernel (κ i)] (η : ∀ i, Kernel (X i) (W i)) [∀ i, IsFiniteKernel (η i)] def conditionalLikelihood (s o : Finset ι) (x : ∀ i, X i) (z : ∀ i, Z i) : ℝ≥0∞ := (partialNormalizer reference μ s o x / partialNormalizer checks (fun i ↦ (μ i).compProd (κ i)) s o (fun i ↦ (x i,z i))) * conditionalDensity checks κ s o x z lemma measurable_conditionalLikelihood (s o : Finset ι) (z : ∀ i, Z i) : Measurable (fun x ↦ conditionalLikelihood reference checks μ κ s o x z) := by apply Measurable.mul · apply Measurable.div (measurable_partialNormalizer reference s o) exact (measurable_partialNormalizer checks s o).comp (Measurable.of_eval fun i ↦ (measurable_pi_apply i).prodMk measurable_const) · exact measurable_conditionalDensity checks κ s o z theorem conditional_cancellation (fs ft cs ct os ot : Finset ι) (hff : Disjoint fs ft) (hfn : Disjoint (fs ∪ ft) (cs ∪ ct)) (hos : Disjoint (fs ∪ cs) os) (hot : Disjoint (ft ∪ ct) ot) (hosU : (fs ∪ cs) ∪ os = (fs ∪ ft) ∪ (cs ∪ ct)) (hotU : (ft ∪ ct) ∪ ot = (fs ∪ ft) ∪ (cs ∪ ct)) {a G : ℝ≥0∞} (ha : 0 < a) (ha1 : a ≤ 1) (hκb : ∀ i x, κ i x Set.univ ≤ G) (hκm : ∀ i, ∫⁻ x, κ i x Set.univ ∂μ i = 1) (hηm : ∀ i, ∫⁻ x, η i x Set.univ ∂μ i = 1) (hRef : UniformInsertionOn reference μ a ((fs ∪ ft) ∪ (cs ∪ ct))) (hS : UniformInsertionOn checks (fun i ↦ (μ i).compProd (κ i)) a (fs ∪ cs)) (hT : UniformInsertionOn other (fun i ↦ (μ i).compProd (η i)) a (ft ∪ ct)) (hsepRef : SeparatedChecks reference fs ft) (hsepS : SeparatedChecks checks fs os) (hsepT : SeparatedChecks other ft ot) (hOutsideS : ∀ (x : ∀ i, X i) (z : ∀ i, Z i), x ∈ retainedEvent reference os → (fun i ↦ (x i,z i)) ∈ retainedEvent checks os) (hOutsideT : ∀ (x : ∀ i, X i) (w : ∀ i, W i), x ∈ retainedEvent reference ot → (fun i ↦ (x i,w i)) ∈ retainedEvent other ot) (x : ∀ i, X i) (z : ∀ i, Z i) (w : ∀ i, W i) : lmarginal μ ((fs ∪ ft) ∪ (cs ∪ ct)) (fun y ↦ checkWeight reference ((fs ∪ ft) ∪ (cs ∪ ct)) y * conditionalLikelihood reference checks μ κ (fs ∪ cs) os y z * conditionalLikelihood reference other μ η (ft ∪ ct) ot y w) x / checkNormalizer reference μ ((fs ∪ ft) ∪ (cs ∪ ct)) x ≤ G ^ (cs ∩ ct).card / a ^ (2 * (cs.card + ct.card)) := by let U := (fs ∪ ft) ∪ (cs ∪ ct) let ν i := (μ i).compProd (κ i) let ξ i := (μ i).compProd (η i) have : ∀ i, IsProbabilityMeasure (ν i) := fun i ↦ isProbabilityMeasure_compProd_of_mass (μ i) (κ i) (hκm i) have : ∀ i, IsProbabilityMeasure (ξ i) := fun i ↦ isProbabilityMeasure_compProd_of_mass (μ i) (η i) (hηm i) let zs := checkNormalizer reference μ fs x let zt := checkNormalizer reference μ ft x let ys := checkNormalizer checks ν fs (fun i ↦ (x i,z i)) let yt := checkNormalizer other ξ ft (fun i ↦ (x i,w i)) have hfsU : fs ⊆ U := Finset.subset_union_left.trans Finset.subset_union_left have hftU : ft ⊆ U := Finset.subset_union_right.trans Finset.subset_union_left have hNearU : cs ∪ ct ⊆ U := Finset.subset_union_right have hzs : 0 < zs := checkNormalizer_pos_on reference ha fs (UniformInsertionOn.mono reference hRef hfsU) x have hzt : 0 < zt := checkNormalizer_pos_on reference ha ft (UniformInsertionOn.mono reference hRef hftU) x have hys : 0 < ys := checkNormalizer_pos_on checks ha fs (UniformInsertionOn.mono checks hS Finset.subset_union_left) _ have hyt : 0 < yt := checkNormalizer_pos_on other ha ft (UniformInsertionOn.mono other hT Finset.subset_union_left) _ have hzsT : zs ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top (checkNormalizer_le_one reference fs x) have hztT : zt ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top (checkNormalizer_le_one reference ft x) have hysT : ys ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top (checkNormalizer_le_one checks fs _) have hytT : yt ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top (checkNormalizer_le_one other ft _) have haT : a ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top ha1 have hZU : a ^ (cs.card + ct.card) * (zs * zt) ≤ checkNormalizer reference μ U x := by calc _ ≤ a ^ (cs ∪ ct).card * (zs * zt) := mul_le_mul_left (pow_le_pow_right_of_le_one' ha1 (Finset.card_union_le cs ct)) _ _ = a ^ (cs ∪ ct).card * checkNormalizer reference μ (fs ∪ ft) x := by rw [checkNormalizer_union_eq_mul reference hff hsepRef] _ ≤ _ := checkNormalizer_union_lower_on reference (UniformInsertionOn.mono reference hRef hNearU) (fs ∪ ft) hfn x have hfs : Disjoint fs cs := hfn.mono Finset.subset_union_left Finset.subset_union_left have hft : Disjoint ft ct := hfn.mono Finset.subset_union_right Finset.subset_union_right have hfsos : Disjoint fs os := hos.mono_left Finset.subset_union_left have hftot : Disjoint ft ot := hot.mono_left Finset.subset_union_left have hfcso : Disjoint (fs ∪ os) cs := Finset.disjoint_union_left.mpr ⟨hfs, (hos.mono_left Finset.subset_union_right).symm⟩ have hftcto : Disjoint (ft ∪ ot) ct := Finset.disjoint_union_left.mpr ⟨hft, (hot.mono_left Finset.subset_union_right).symm⟩ let rs := zs / (a ^ cs.card * ys) let rt := zt / (a ^ ct.card * yt) have hratioS (y : ∀ i, X i) (hy : y ∈ retainedEvent reference U) : partialNormalizer reference μ (fs ∪ cs) os y / partialNormalizer checks ν (fs ∪ cs) os (fun i ↦ (y i,z i)) ≤ rs := by have hyo : y ∈ retainedEvent reference os := fun c hc ↦ hy c (hc.trans (by change os ⊆ (fs ∪ ft) ∪ (cs ∪ ct); rw [← hosU]; exact Finset.subset_union_right)) have hl := partialNormalizer_ge_far checks hS hfcso hfsos hsepS (fun i ↦ (y i,z i)) (hOutsideS y z hyo) rw [checkNormalizer_const checks fs _ (fun i ↦ (x i,z i))] at hl have hu := partialNormalizer_le_far reference (μ := μ) (o := os) hfs y rw [checkNormalizer_const reference fs y x] at hu exact ENNReal.div_le_div hu hl have hratioT (y : ∀ i, X i) (hy : y ∈ retainedEvent reference U) : partialNormalizer reference μ (ft ∪ ct) ot y / partialNormalizer other ξ (ft ∪ ct) ot (fun i ↦ (y i,w i)) ≤ rt := by have hyo : y ∈ retainedEvent reference ot := fun c hc ↦ hy c (hc.trans (by change ot ⊆ (fs ∪ ft) ∪ (cs ∪ ct); rw [← hotU]; exact Finset.subset_union_right)) have hl := partialNormalizer_ge_far other hT hftcto hftot hsepT (fun i ↦ (y i,w i)) (hOutsideT y w hyo) rw [checkNormalizer_const other ft _ (fun i ↦ (x i,w i))] at hl have hu := partialNormalizer_le_far reference (μ := μ) (o := ot) hft y rw [checkNormalizer_const reference ft y x] at hu exact ENNReal.div_le_div hu hl let H (y : ∀ i, X i) := conditionalDensity checks κ (fs ∪ cs) os y z * conditionalDensity other η (ft ∪ ct) ot y w have hH : Measurable H := (measurable_conditionalDensity checks κ _ _ z).mul (measurable_conditionalDensity other η _ _ w) have hpoint (y : ∀ i, X i) : checkWeight reference U y * conditionalLikelihood reference checks μ κ (fs ∪ cs) os y z * conditionalLikelihood reference other μ η (ft ∪ ct) ot y w ≤ (rs * rt) * H y := by classical by_cases hy : y ∈ retainedEvent reference U · simp only [checkWeight, Set.indicator_of_mem hy, one_mul, conditionalLikelihood] calc _ ≤ (rs * conditionalDensity checks κ (fs ∪ cs) os y z) * (rt * conditionalDensity other η (ft ∪ ct) ot y w) := mul_le_mul' (mul_le_mul_left (hratioS y hy) _) (mul_le_mul_left (hratioT y hy) _) _ = _ := by dsimp [H]; ac_rfl · simp [checkWeight, hy] have hIntegral : lmarginal μ U (fun y ↦ checkWeight reference U y * conditionalLikelihood reference checks μ κ (fs ∪ cs) os y z * conditionalLikelihood reference other μ η (ft ∪ ct) ot y w) x ≤ (rs * rt) * ((ys * yt) * G ^ (cs ∩ ct).card) := by calc _ ≤ lmarginal μ U (fun y ↦ (rs * rt) * H y) x := lmarginal_mono hpoint x _ = (rs * rt) * lmarginal μ U H x := lintegral_const_mul _ (hH.comp (measurable_updateFinset (x := x) (s := U))) _ ≤ _ := mul_le_mul_right (conditionalDensity_overlap_bound checks other κ η fs ft cs ct os ot hff hfn hκb hκm hηm x z w) _ calc _ ≤ ((rs * rt) * ((ys * yt) * G ^ (cs ∩ ct).card)) / (a ^ (cs.card + ct.card) * (zs * zt)) := ENNReal.div_le_div hIntegral hZU _ = G ^ (cs ∩ ct).card / ((a ^ cs.card * a ^ ct.card) ^ 2) := by rw [pow_add] exact finite_normalizer_cancellation (ne_of_gt (ENNReal.pow_pos ha _)) (ENNReal.pow_ne_top haT) (ne_of_gt (ENNReal.pow_pos ha _)) (ENNReal.pow_ne_top haT) (ne_of_gt hzs) hzsT (ne_of_gt hzt) hztT (ne_of_gt hys) hysT (ne_of_gt hyt) hytT _ _ = _ := by rw [← pow_add, ← pow_mul, Nat.mul_comm 2] end CancellationEstimate section LikelihoodIdentity variable {ι : Type*} [DecidableEq ι] {X Z : ι → Type*} [∀ i, MeasurableSpace (X i)] [∀ i, MeasurableSpace (Z i)] {R C : Type*} [Fintype R] [Fintype C] (reference : R → LocalCheck X) (checks : C → LocalCheck (fun i ↦ X i × Z i)) (μ : ∀ i, Measure (X i)) [∀ i, IsProbabilityMeasure (μ i)] (κ : ∀ i, Kernel (X i) (Z i)) [∀ i, IsFiniteKernel (κ i)] omit [Fintype R] [∀ i, IsProbabilityMeasure (μ i)] in lemma partialNormalizer_updateFinset (s o : Finset ι) (x : ∀ i, X i) (u : ∀ i : s, X i) : partialNormalizer reference μ s o (Function.updateFinset x s u) = partialNormalizer reference μ s o x := by apply lmarginal_congr intro i hi simp [Function.updateFinset, hi] omit [Fintype R] in lemma partialNormalizer_le_outside {s o : Finset ι} (hso : Disjoint s o) (x : ∀ i, X i) : partialNormalizer reference μ s o x ≤ checkWeight reference o x := by calc _ ≤ lmarginal μ s (checkWeight reference o) x := lmarginal_mono (checkWeight_antitone reference Finset.subset_union_right) x _ = _ := lmarginal_of_disjoint_depends (fun _ _ h ↦ checkWeight_depends reference o h) hso.symm x omit [Fintype R] [Fintype C] [∀ i, IsFiniteKernel (κ i)] in lemma conditionalDensity_reference_support (s o : Finset ι) (hincl : ∀ (x : ∀ i, X i) (z : ∀ i, Z i), checkWeight checks (s ∪ o) (fun i ↦ (x i,z i)) ≤ checkWeight reference (s ∪ o) x) (x : ∀ i, X i) (z : ∀ i, Z i) : checkWeight reference (s ∪ o) x * conditionalDensity checks κ s o x z = conditionalDensity checks κ s o x z := by classical by_cases hx : x ∈ retainedEvent reference (s ∪ o) · simp [checkWeight, hx] · have hz : conditionalDensity checks κ s o x z = 0 := by apply le_antisymm _ zero_le calc _ ≤ lmarginal (fun i ↦ κ i (x i)) s (fun _ ↦ checkWeight reference (s ∪ o) x) z := lmarginal_mono (hincl x) z _ = 0 := by simp [lmarginal, checkWeight, hx] simp [hz] omit [Fintype R] in theorem conditionalLikelihood_marginal (s o : Finset ι) (hso : Disjoint s o) {a : ℝ≥0∞} (ha : 0 < a) (hκm : ∀ i, ∫⁻ x, κ i x Set.univ ∂μ i = 1) (hcompat : UniformInsertionOn checks (fun i ↦ (μ i).compProd (κ i)) a s) (hOutside : ∀ (x : ∀ i, X i) (z : ∀ i, Z i), x ∈ retainedEvent reference o → (fun i ↦ (x i,z i)) ∈ retainedEvent checks o) (hincl : ∀ (x : ∀ i, X i) (z : ∀ i, Z i), checkWeight checks (s ∪ o) (fun i ↦ (x i,z i)) ≤ checkWeight reference (s ∪ o) x) (x : ∀ i, X i) (z : ∀ i, Z i) : lmarginal μ s (fun y ↦ checkWeight reference (s ∪ o) y * conditionalLikelihood reference checks μ κ s o y z) x = partialNormalizer reference μ s o x := by let ν i := (μ i).compProd (κ i) have : ∀ i, IsProbabilityMeasure (ν i) := fun i ↦ isProbabilityMeasure_compProd_of_mass (μ i) (κ i) (hκm i) let Z₀ := partialNormalizer reference μ s o x let Y₀ := partialNormalizer checks ν s o (fun i ↦ (x i,z i)) have hYu (u : ∀ i : s, X i) : partialNormalizer checks ν s o (fun i ↦ (Function.updateFinset x s u i,z i)) = Y₀ := by apply lmarginal_congr intro i hi simp [Function.updateFinset, hi] have hRatio : ∀ (u : ∀ i : s, X i), partialNormalizer reference μ s o (Function.updateFinset x s u) / partialNormalizer checks ν s o (fun i ↦ (Function.updateFinset x s u i,z i)) = Z₀ / Y₀ := by intro u rw [partialNormalizer_updateFinset, hYu] have hm := measurable_conditionalDensity checks κ s o z calc _ = lmarginal μ s (fun y ↦ (partialNormalizer reference μ s o y / partialNormalizer checks ν s o (fun i ↦ (y i,z i))) * conditionalDensity checks κ s o y z) x := by apply lintegral_congr intro u change checkWeight reference (s ∪ o) (Function.updateFinset x s u) * conditionalLikelihood reference checks μ κ s o (Function.updateFinset x s u) z = _ dsimp only [conditionalLikelihood] rw [mul_left_comm, conditionalDensity_reference_support reference checks κ s o hincl] _ = (Z₀ / Y₀) * lmarginal μ s (fun y ↦ conditionalDensity checks κ s o y z) x := by change (∫⁻ u, (partialNormalizer reference μ s o (Function.updateFinset x s u) / partialNormalizer checks ν s o (fun i ↦ (Function.updateFinset x s u i,z i))) * conditionalDensity checks κ s o (Function.updateFinset x s u) z ∂Measure.pi (fun i : s ↦ μ i)) = _ simp_rw [hRatio] exact lintegral_const_mul _ (hm.comp (measurable_updateFinset (x := x) (s := s))) _ = (Z₀ / Y₀) * Y₀ := by rw [conditionalDensity_integral] _ = Z₀ := by classical by_cases hx : x ∈ retainedEvent reference o · have hypos : 0 < Y₀ := partialNormalizer_pos checks ha hcompat hso _ (hOutside x z hx) have hyT : Y₀ ≠ ⊤ := ne_top_of_le_ne_top ENNReal.one_ne_top (partialNormalizer_le_one checks s o _) exact ENNReal.div_mul_cancel (ne_of_gt hypos) hyT · have hz0 : Z₀ = 0 := le_antisymm (by simpa [checkWeight, hx] using partialNormalizer_le_outside reference μ hso x) zero_le simp [hz0] end LikelihoodIdentity variable {ι : Type*} [DecidableEq ι] {X : ι → Type*} [∀ i, MeasurableSpace (X i)] {R : Type*} [Fintype R] (reference : R → LocalCheck X) (μ : ∀ i, Measure (X i)) [∀ i, IsProbabilityMeasure (μ i)] def referenceMeasure (s : Finset ι) (x : ∀ i, X i) : Measure (∀ i : s, X i) := (Measure.pi (fun i : s ↦ μ i)).withDensity (fun u ↦ checkWeight reference s (Function.updateFinset x s u) / checkNormalizer reference μ s x) omit [∀ i, IsProbabilityMeasure (μ i)] in lemma referenceMeasure_mass (s : Finset ι) (x : ∀ i, X i) : referenceMeasure reference μ s x Set.univ = checkNormalizer reference μ s x / checkNormalizer reference μ s x := by rw [referenceMeasure, withDensity_apply _ MeasurableSet.univ, Measure.restrict_univ] simp only [div_eq_mul_inv] exact lintegral_mul_const _ ((measurable_checkWeight reference s).comp measurable_updateFinset) lemma referenceMeasure_probability {a : ℝ≥0∞} (ha : 0 < a) (s : Finset ι) (hcompat : UniformInsertionOn reference μ a s) (x : ∀ i, X i) : IsProbabilityMeasure (referenceMeasure reference μ s x) := by refine ⟨?_⟩ rw [referenceMeasure_mass] exact ENNReal.div_self (ne_of_gt (checkNormalizer_pos_on reference ha s hcompat x)) (ne_top_of_le_ne_top ENNReal.one_ne_top (checkNormalizer_le_one reference (μ := μ) s x)) end HardSphere.Comparison end end OAI