import Mathlib import OAI.Combinatorics.MatchingCount.Sampling.RelationDestinations import OAI.Combinatorics.MatchingCount.Probability.Mean namespace OAI namespace MatchingFPRAS.Replica section open Finset variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Fintype Ω] [DecidableEq Ω] variable (p : I → Ω → ℝ) noncomputable def localVariance (π : Ω → ℝ) (a : Ω → ℝ) : ℝ := ∑ u, π u*(a u-∑ v, π v*a v)^2 def PairPoincare (x y : I) (Q : PairCapacity p x y) (C : ℝ) : Prop := ∀ a b : Ω → ℝ, localVariance (p x) a ≤ C*localEnergy Q.q (fun z => a z.1+b z.2) omit [Fintype I] [DecidableEq Ω] in lemma invariant_update (i : I) (f : (I → Ω) → ℝ) (hi : average p i f = f) (s : I → Ω) (a : Ω) : f (Function.update s i a) = f s := by rw [← hi] exact average_update p i a f s omit [DecidableEq Ω] in lemma pairEnergy_shift_invariant (x y : I) (Q : PairCapacity p x y) (f d : (I → Ω) → ℝ) (hx : average p x d = d) (hy : average p y d = d) : pairEnergy p x y Q (f-d) = pairEnergy p x y Q f := by have he (s : I → Ω) : slice x y (f-d) s = (fun a => slice x y f s a-d s) := by funext a change f (replacePair x y s a)-d (Function.update (Function.update s x a.1) y a.2) = _ rw [invariant_update p y d hy,invariant_update p x d hx] rfl unfold pairEnergy simp_rw [he,localEnergy_shift] omit [DecidableEq Ω] in lemma pair_poincare_global (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1) (x y : I) (hxy : x ≠ y) (Q : PairCapacity p x y) (C : ℝ) (hQ : PairPoincare p x y Q C) (h k : (I → Ω) → ℝ) (hh : average p x h = 0) (hhy : average p y h = h) (hkx : average p x k = k) : dot p h h ≤ C*pairEnergy p x y Q (h+k) := by have hc (s : I → Ω) : (∑ a, p x a*h (Function.update s x a)) = 0 := by change average p x h s = 0 rw [hh]; rfl have he (s : I → Ω) : (fun a : Ω × Ω => h (Function.update s x a.1)+k (Function.update s y a.2)) = slice x y (h+k) s := by funext a change _ = h (Function.update (Function.update s x a.1) y a.2)+ k (Function.update (Function.update s x a.1) y a.2) rw [invariant_update p y h hhy,Function.update_comm hxy,invariant_update p x k hkx] have hi (s : I → Ω) : average p x (fun s => (h s)^2) s ≤ C*localEnergy Q.q (slice x y (h+k) s) := by have hi := hQ (fun a => h (Function.update s x a)) (fun b => k (Function.update s y b)) unfold localVariance at hi rw [hc,he] at hi simpa only [sub_zero,average_apply] using hi have hi := mean_mono p hp hi rw [mean_average p hs,mean_square,mean_mul] at hi exact hi omit [DecidableEq Ω] in lemma projection_contraction (hp : ∀ i a, 0 ≤ p i a) (P : Projection p) (f : (I → Ω) → ℝ) : dot p (P.op f) (P.op f) ≤ dot p f f := by have hh := dot_nonneg p hp (f-P.op f) rw [projection_pythagoras] at hh linarith noncomputable def baseEnergy (i : I) (f : (I → Ω) → ℝ) : ℝ := dot p (f-average p i f) (f-average p i f) omit [DecidableEq Ω] in lemma baseEnergy_nonneg (hp : ∀ i a, 0 ≤ p i a) (i : I) (f : (I → Ω) → ℝ) : 0 ≤ baseEnergy p i f := dot_nonneg p hp _ variable [LinearOrder I] omit [DecidableEq Ω] in lemma increment_base_bound (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1) (i : I) (f : (I → Ω) → ℝ) : dot p (increment p Finset.univ i f) (increment p Finset.univ i f) ≤ baseEnergy p i f := by let P := listProjection p hs ((Finset.univ.filter (i < ·)).toList) have he : increment p Finset.univ i f = P.op (f-average p i f) := by change avgList p _ f-average p i (avgList p _ f) = avgList p _ (f-average p i f) rw [map_sub,average_comm_list] rw [he] exact projection_contraction p hp P (f-average p i f) omit [DecidableEq Ω] in lemma one_pair (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1) (x y : I) (hxy : x < y) (Q : PairCapacity p x y) (L : ℝ) (hL : 0 ≤ L) (hQ : PairPoincare p x y Q (2*L)) (f : (I → Ω) → ℝ) : dot p (increment p Finset.univ x f) (increment p Finset.univ x f) ≤ 4*L*pairEnergy p x y Q f+8*L*dot p (residual p x y f) (residual p x y f) := by let c := pairCondition p x y f let h := increment p Finset.univ x f let k := average p x c-average p x (average p y c) let d := average p x (average p y c) have hh : h = average p y c-d := increment_pair_formula p hs x y hxy f have hhy : average p y h = h := by rw [hh,map_sub] change average p y (average p y c)-average p y (average p x (average p y c)) = average p y c-average p x (average p y c) rw [average_comm p y x,average_idem p hs] have hkx : average p x k = k := by change average p x (average p x c-average p x (average p y c)) = _ rw [map_sub,average_idem p hs,average_idem p hs] have hdx : average p x d = d := average_idem p hs x _ have hdy : average p y d = d := by change average p y (average p x (average p y c)) = average p x (average p y c) rw [average_comm,average_idem p hs] have hhk : h+k = c-residual p x y f-d := by rw [hh,residual_formula] change (average p y c-d)+(average p x c-d) = c-(c-average p x c-average p y c+average p x (average p y c))-d dsimp [d]; abel have hpq := pair_poincare_global p hp hs x y (ne_of_lt hxy) Q (2*L) hQ h k (increment_center p hs Finset.univ x f) hhy hkx rw [hhk,pairEnergy_shift_invariant p x y Q _ d hdx hdy] at hpq have hc : pairEnergy p x y Q c ≤ pairEnergy p x y Q f := by apply pairEnergy_avgList p hp hs (outside x y) x y _ Q f intro i hi have hi : x < i ∧ i ≠ y := by simpa [outside] using hi exact ⟨ne_of_gt hi.1,hi.2⟩ have he := pairEnergy_sub p hp x y Q c (residual p x y f) have hr := pairEnergy_bound p hp hs x y Q (residual p x y f) nlinarith [mul_nonneg hL (sub_nonneg.mpr hc),mul_nonneg hL (sub_nonneg.mpr hr), mul_nonneg hL (sub_nonneg.mpr he)] end section open Finset variable {I Ω : Type*} [Fintype I] [DecidableEq I] [LinearOrder I] [Fintype Ω] [DecidableEq Ω] variable (p : I → Ω → ℝ) noncomputable def allowed (guides : I → Finset I) : Finset (I × I) := Finset.univ.filter (fun z => z.2 ∈ guides z.1) omit [LinearOrder I] in lemma sum_allowed (guides : I → Finset I) (f : I × I → ℝ) : (∑ z ∈ allowed guides, f z) = ∑ x, ∑ y ∈ guides x, f (x,y) := by classical simp only [allowed,Finset.sum_filter] rw [Fintype.sum_prod_type] apply Finset.sum_congr rfl; intro x _ simpa only [Finset.filter_univ_mem] using (Finset.sum_filter (s := Finset.univ) (fun y => y ∈ guides x) (fun y => f (x,y))).symm noncomputable def pairTotal (guides : I → Finset I) (Q : ∀ x y, PairCapacity p x y) (f : (I → Ω) → ℝ) : ℝ := ∑ x, ∑ y ∈ guides x, pairEnergy p x y (Q x y) f noncomputable def baseTotal (base : Finset I) (f : (I → Ω) → ℝ) : ℝ := ∑ x ∈ base, baseEnergy p x f noncomputable def scanEnergy (guides : I → Finset I) (base : Finset I) (Q : ∀ x y, PairCapacity p x y) (f : (I → Ω) → ℝ) : ℝ := (pairTotal p guides Q f+baseTotal p base f)/(2*((∑ x, (guides x).card)+base.card : ℕ)) omit [DecidableEq Ω] in theorem replica_gap (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1) (guides : I → Finset I) (base : Finset I) (hbase : base.Nonempty) (q : ℕ) (L : ℝ) (hL : 0 < L) (hq : (q:ℝ) = 32*L) (hn : ∀ x ∉ base, (guides x).card = q) (hb : ∀ x ∈ base, guides x = ∅) (horder : ∀ x y, y ∈ guides x → x < y) (Q : ∀ x y, PairCapacity p x y) (hQ : ∀ x y, y ∈ guides x → PairPoincare p x y (Q x y) (2*L)) (f : (I → Ω) → ℝ) : variance p f ≤ (8*((∑ x, (guides x).card)+base.card : ℕ)/3:ℝ)* scanEnergy p guides base Q f := by classical let H : I → ℝ := fun x => dot p (increment p Finset.univ x f) (increment p Finset.univ x f) let B := ∑ x ∈ base, H x let A := ∑ x ∈ baseᶜ, H x let E := pairTotal p guides Q f let F := baseTotal p base f have hvar : variance p f = A+B := by have h := Finset.sum_add_sum_compl base H rw [martingale_variance] change (∑ x, H x) = A+B dsimp [A,B]; linarith exact hs have hbaseBound : B ≤ F := Finset.sum_le_sum (fun x _ => increment_base_bound p hp hs x f) have hE : 0 ≤ E := Finset.sum_nonneg (fun x _ => Finset.sum_nonneg (fun y _ => pairEnergy_nonneg p hp x y (Q x y) f)) have hF : 0 ≤ F := Finset.sum_nonneg (fun x _ => baseEnergy_nonneg p hp x f) have hlhs : (∑ x, ∑ y ∈ guides x, H x) = (q:ℝ)*A := by calc _ = ∑ x, if x ∈ baseᶜ then (q:ℝ)*H x else 0 := by apply Finset.sum_congr rfl; intro x _ by_cases hx : x ∈ base · simp [hb x hx,hx] · simp [hx,hn x hx] _ = ∑ x ∈ baseᶜ, (q:ℝ)*H x := by simpa only [Finset.filter_univ_mem] using (Finset.sum_filter (s := Finset.univ) (fun x => x ∈ baseᶜ) (fun x => (q:ℝ)*H x)).symm _ = _ := by rw [Finset.mul_sum] have hr : (∑ x, ∑ y ∈ guides x, dot p (residual p x y f) (residual p x y f)) ≤ variance p f := by have hh := residual_sum p hp hs (allowed guides) (fun z hz => horder z.1 z.2 (by simpa [allowed] using hz)) f rw [sum_allowed] at hh have hv : variance p f = ∑ s, density p s*(f s-∑ t, density p t*f t)^2 := by unfold variance dot mean apply Finset.sum_congr rfl; intro s _ change density p s*(f s-∑ t, density p t*f t)*(f s-∑ t, density p t*f t) = _ ring rw [hv] exact hh have hpair := Finset.sum_le_sum (fun x (_ : x ∈ (Finset.univ : Finset I)) => Finset.sum_le_sum (fun y hy => one_pair p hp hs x y (horder x y hy) (Q x y) L (le_of_lt hL) (hQ x y hy) f)) change (∑ x, ∑ y ∈ guides x, H x) ≤ _ at hpair rw [hlhs,hq] at hpair simp only [Finset.sum_add_distrib,← Finset.mul_sum] at hpair change 32*L*A ≤ 4*L*E+8*L*(∑ x, ∑ y ∈ guides x, dot p (residual p x y f) (residual p x y f)) at hpair have hstrong : variance p f ≤ E/6+(4/3:ℝ)*F := by apply (mul_le_mul_iff_left₀ hL).mp nlinarith [mul_nonneg (le_of_lt hL) (sub_nonneg.mpr hr), mul_nonneg (le_of_lt hL) (sub_nonneg.mpr hbaseBound)] let M : ℝ := ((∑ x, (guides x).card)+base.card : ℕ) have hM : 0 < M := by have hnM : 0 < ((∑ x, (guides x).card)+base.card : ℕ) := lt_of_lt_of_le (Finset.card_pos.mpr hbase) (Nat.le_add_left _ _) dsimp [M] exact_mod_cast hnM change variance p f ≤ (8*M/3)*((E+F)/(2*M)) have he : (8*M/3)*((E+F)/(2*M)) = (4/3:ℝ)*(E+F) := by field_simp [ne_of_gt hM] ring rw [he] linarith end open Finset variable {Ω : Type*} [Fintype Ω] [DecidableEq Ω] structure SymmetricProposal (Ω : Type*) [Fintype Ω] where q : Ω → Ω → ℝ nonneg : ∀ a b, 0 ≤ q a b row : ∀ a, ∑ b, q a b = 1 symmetric : ∀ a b, q a b = q b a noncomputable def offCapacity (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : ℝ := min (π a) (π b)*P.q a b noncomputable def metropolisCapacity (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : ℝ := if a = b then π a - ∑ z ∈ Finset.univ.erase a, offCapacity P π a z else offCapacity P π a b omit [DecidableEq Ω] in lemma offCapacity_nonneg (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 ≤ π a) (a b : Ω) : 0 ≤ offCapacity P π a b := mul_nonneg (le_min (hπ a) (hπ b)) (P.nonneg a b) omit [DecidableEq Ω] in lemma offCapacity_le (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : offCapacity P π a b ≤ π a*P.q a b := mul_le_mul_of_nonneg_right (min_le_left _ _) (P.nonneg a b) omit [DecidableEq Ω] in lemma offCapacity_symmetric (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : offCapacity P π a b = offCapacity P π b a := by simp only [offCapacity,min_comm (π a),P.symmetric] lemma offCapacity_sum_le (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 ≤ π a) (a : Ω) : (∑ z ∈ Finset.univ.erase a, offCapacity P π a z) ≤ π a := by calc _ ≤ ∑ z, offCapacity P π a z := Finset.sum_le_sum_of_subset_of_nonneg (Finset.erase_subset _ _) (fun z _ _ => offCapacity_nonneg P π hπ a z) _ ≤ ∑ z, π a*P.q a z := Finset.sum_le_sum (fun z _ => offCapacity_le P π a z) _ = π a := by rw [← Finset.mul_sum,P.row,mul_one] lemma metropolisCapacity_nonneg (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 ≤ π a) (a b : Ω) : 0 ≤ metropolisCapacity P π a b := by unfold metropolisCapacity split_ifs · exact sub_nonneg.mpr (offCapacity_sum_le P π hπ a) · exact offCapacity_nonneg P π hπ a b lemma metropolisCapacity_symmetric (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : metropolisCapacity P π a b = metropolisCapacity P π b a := by by_cases h : a = b · subst b; rfl · simp only [metropolisCapacity,ite_eq_right h,ite_eq_right (Ne.symm h)] exact offCapacity_symmetric P π a b lemma metropolisCapacity_row (P : SymmetricProposal Ω) (π : Ω → ℝ) (a : Ω) : (∑ b, metropolisCapacity P π a b) = π a := by rw [← Finset.sum_erase_add _ _ (Finset.mem_univ a)] have he : (∑ b ∈ Finset.univ.erase a, metropolisCapacity P π a b) = ∑ b ∈ Finset.univ.erase a, offCapacity P π a b := by apply Finset.sum_congr rfl; intro b hb rw [metropolisCapacity,ite_eq_right (Finset.ne_of_mem_erase hb).symm] rw [he] simp only [metropolisCapacity,ite_true] ring lemma metropolisCapacity_col (P : SymmetricProposal Ω) (π : Ω → ℝ) (b : Ω) : (∑ a, metropolisCapacity P π a b) = π b := by simp_rw [metropolisCapacity_symmetric P π] exact metropolisCapacity_row P π b noncomputable def metropolis (P : SymmetricProposal Ω) (π : Ω → ℝ) (a b : Ω) : ℝ := metropolisCapacity P π a b / π a lemma metropolis_row (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 < π a) (a : Ω) : (∑ b, metropolis P π a b) = 1 := by simp only [metropolis,← Finset.sum_div,metropolisCapacity_row] exact div_self (ne_of_gt (hπ a)) lemma metropolis_nonneg (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 < π a) (a b : Ω) : 0 ≤ metropolis P π a b := div_nonneg (metropolisCapacity_nonneg P π (fun a => (hπ a).le) a b) (hπ a).le lemma metropolis_acceptance (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 < π a) (a b : Ω) (hab : a ≠ b) : metropolis P π a b = P.q a b*min 1 (π b/π a) := by unfold metropolis metropolisCapacity rw [ite_eq_right hab] unfold offCapacity rw [mul_div_right_comm,← min_div_div_right (hπ a).le,div_self (ne_of_gt (hπ a)),mul_comm] lemma metropolis_detailed (P : SymmetricProposal Ω) (π : Ω → ℝ) (hπ : ∀ a, 0 < π a) (a b : Ω) : π a*metropolis P π a b = π b*metropolis P π b a := by simp only [metropolis,mul_div_cancel₀ _ (ne_of_gt (hπ a)), mul_div_cancel₀ _ (ne_of_gt (hπ b))] exact metropolisCapacity_symmetric P π a b lemma metropolis_energy (P : SymmetricProposal Ω) (π : Ω → ℝ) (f : Ω → ℝ) : localEnergy (metropolisCapacity P π) f = localEnergy (offCapacity P π) f := by unfold localEnergy congr 1 apply Finset.sum_congr rfl; intro a _ apply Finset.sum_congr rfl; intro b _ by_cases h : a = b · subst b; simp · simp only [metropolisCapacity,ite_eq_right h] theorem metropolis_energy_domination (P : SymmetricProposal Ω) (π μ : Ω → ℝ) (r : ℝ) (hr : 0 ≤ r) (h : ∀ a, r*π a ≤ μ a) (f : Ω → ℝ) : r*localEnergy (metropolisCapacity P π) f ≤ localEnergy (metropolisCapacity P μ) f := by rw [metropolis_energy,metropolis_energy] unfold localEnergy rw [← mul_div_assoc,Finset.mul_sum] apply div_le_div_of_nonneg_right _ (by norm_num) apply Finset.sum_le_sum; intro a _ rw [Finset.mul_sum] apply Finset.sum_le_sum; intro b _ have hh : r*min (π a) (π b) ≤ min (μ a) (μ b) := by apply le_min · exact (mul_le_mul_of_nonneg_left (min_le_left _ _) hr).trans (h a) · exact (mul_le_mul_of_nonneg_left (min_le_right _ _) hr).trans (h b) calc _ = (r*min (π a) (π b))*P.q a b*(f a-f b)^2 := by unfold offCapacity; ring _ ≤ _ := mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_right hh (P.nonneg a b)) (sq_nonneg _) end MatchingFPRAS.Replica namespace MatchingFPRAS.Transport section open Finset MatchingFPRAS.Replica variable {V E : Type*} [Fintype V] [DecidableEq V] [Fintype E] [DecidableEq E] variable (ends : E → Sym2 V) attribute [local instance] Classical.propDecidable noncomputable def firstLift {Ω : Type*} [Fintype Ω] (q : Ω → Ω → ℝ) (a b : Ω × Ω) : ℝ := if a.2 = b.2 then q a.1 b.1 else 0 lemma firstLift_row {Ω : Type*} [Fintype Ω] (q : Ω → Ω → ℝ) (hq : ∀ a, ∑ b, q a b = 1) (a : Ω × Ω) : (∑ b, firstLift q a b) = 1 := by classical simp [Fintype.sum_prod_type,firstLift,hq] lemma firstLift_symmetric {Ω : Type*} [Fintype Ω] (q : Ω → Ω → ℝ) (hq : ∀ a b, q a b = q b a) (a b : Ω × Ω) : firstLift q a b = firstLift q b a := by simp [firstLift,eq_comm,hq a.1 b.1] noncomputable def pairProposalRaw (a b : PM (fun e v => v ∈ ends e) × PM (fun e v => v ∈ ends e)) : ℝ := (firstLift (switchProposal ends) a b + firstLift (colorProposal ends) a b + cycleProposal a b)/3 noncomputable def pairProposal (hloop : ∀ e, ¬(ends e).IsDiag) (hpar : ∀ e, (Finset.univ.filter (fun f => ends f = ends e)).card ≤ 2) : SymmetricProposal (PM (fun e v => v ∈ ends e) × PM (fun e v => v ∈ ends e)) where q := pairProposalRaw ends nonneg a b := by unfold pairProposalRaw firstLift have hs := switchProposal_nonneg ends hloop hpar a.1 b.1 have hc := colorProposal_nonneg ends hloop hpar a.1 b.1 have hy := cycleProposal_nonneg a b split_ifs <;> positivity row a := by unfold pairProposalRaw rw [← Finset.sum_div,Finset.sum_add_distrib,Finset.sum_add_distrib, firstLift_row _ (switchProposal_row ends),firstLift_row _ (colorProposal_row ends),cycleProposal_row] norm_num symmetric a b := by unfold pairProposalRaw rw [firstLift_symmetric _ (switchProposal_symmetric ends), firstLift_symmetric _ (colorProposal_symmetric ends),cycleProposal_symmetric a b] noncomputable def pairLaw (w z : E → ℝ) (a : PM (fun e v => v ∈ ends e) × PM (fun e v => v ∈ ends e)) : ℝ := gibbs w a.1*gibbs z a.2 end open Finset MatchingFPRAS.Replica variable {Ω : Type*} [Fintype Ω] [DecidableEq Ω] lemma firstLift_energy (π : Ω → ℝ) (hπ : ∀ a, 0 ≤ π a) (hs : ∑ a, π a = 1) (q : Ω → Ω → ℝ) (f g : Ω → ℝ) : (∑ a : Ω × Ω, ∑ b : Ω × Ω, min (π a.1*π a.2) (π b.1*π b.2)* firstLift q a b*((f a.1+g a.2)-(f b.1+g b.2))^2) = ∑ a, ∑ b, min (π a) (π b)*q a b*(f a-f b)^2 := by classical simp only [Fintype.sum_prod_type,firstLift,mul_ite,ite_mul,zero_mul,mul_zero] simp only [Finset.sum_ite_eq,Finset.mem_univ,ite_true] have h (a b c : Ω) : min (π a*π b) (π c*π b)*q a c*((f a+g b)-(f c+g b))^2 = π b*(min (π a) (π c)*q a c*(f a-f c)^2) := by rw [← min_mul_of_nonneg _ _ (hπ b)] ring simp_rw [h,← Finset.mul_sum] simp only [← Finset.sum_mul,hs,one_mul] end MatchingFPRAS.Transport end OAI