import Mathlib import OAI.Computability.MaxCut.Games.Basic namespace OAI noncomputable section /-! Finite prerequisites for Holenstein's consistent sampling argument (Lemma 5.2). `firstAccepted` is an actual bounded rejection sampler on a shared finite list of proposals. `first_union_common` proves its synchronization property. The remaining theorems establish the exact overlap/union mass formulas and the agreement lower bound used to analyze a first accepted shared proposal. No infinite random process or locally computable embedding is asserted here. -/ namespace MaxCutGames.Foundations.CorrelatedSampling section /-- Return the first proposal accepted by the given test, or report exhaustion. -/ def firstAccepted {σ : Type*} (accept : σ → Bool) : List σ → Option σ | [] => none | proposal :: rest => if accept proposal then some proposal else firstAccepted accept rest /-- If the first proposal accepted by either sampler is accepted by both, the two samplers return exactly that same proposal. -/ theorem first_union_common {σ : Type*} (left right : σ → Bool) (proposals : List σ) (proposal : σ) (hfirst : firstAccepted (fun s => left s || right s) proposals = some proposal) (hleft : left proposal = true) (hright : right proposal = true) : firstAccepted left proposals = some proposal ∧ firstAccepted right proposals = some proposal := by induction proposals with | nil => simp [firstAccepted] at hfirst | cons head tail ih => by_cases hl : left head = true · have heq : head = proposal := by simpa [firstAccepted, hl] using hfirst subst head simp [firstAccepted, hleft, hright] · by_cases hr : right head = true · have heq : head = proposal := by simpa [firstAccepted, hl, hr] using hfirst subst head exact False.elim (hl hleft) · have htail : firstAccepted (fun s => left s || right s) tail = some proposal := by simpa [firstAccepted, hl, hr] using hfirst simpa [firstAccepted, hl, hr] using ih htail /-- Finite integer-threshold rejection sampling. A mass table can be sampled using shared proposals `(label, height)` drawn from a finite rectangle. -/ def thresholdSample {α : Type*} (mass : α → Nat) (proposals : List (α × Nat)) : Option α := (firstAccepted (fun s => decide (s.2 < mass s.1)) proposals).map Prod.fst theorem thresholdSample_agreement {α : Type*} (left right : α → Nat) (proposals : List (α × Nat)) (a : α) (height : Nat) (hfirst : firstAccepted (fun s => decide (s.2 < left s.1) || decide (s.2 < right s.1)) proposals = some (a, height)) (hcommon : height < min (left a) (right a)) : thresholdSample left proposals = some a ∧ thresholdSample right proposals = some a := by have h := first_union_common (fun s : α × Nat => decide (s.2 < left s.1)) (fun s : α × Nat => decide (s.2 < right s.1)) proposals (a, height) hfirst (by simpa using (lt_min_iff.mp hcommon).1) (by simpa using (lt_min_iff.mp hcommon).2) simp [thresholdSample, h.1, h.2] variable {α : Type*} [Fintype α] /-- Total variation for real-valued finite mass functions. Distribution normalization is supplied explicitly in theorems that need it. -/ def totalVariation (p q : α → ℝ) : ℝ := (∑ a, |p a - q a|) / 2 def overlapMass (p q : α → ℝ) : ℝ := ∑ a, min (p a) (q a) def unionMass (p q : α → ℝ) : ℝ := ∑ a, max (p a) (q a) theorem totalVariation_nonneg (p q : α → ℝ) : 0 ≤ totalVariation p q := by unfold totalVariation exact div_nonneg (Finset.sum_nonneg (fun _ _ => abs_nonneg _)) (by norm_num) theorem overlapMass_nonneg (p q : α → ℝ) (hp : ∀ a, 0 ≤ p a) (hq : ∀ a, 0 ≤ q a) : 0 ≤ overlapMass p q := by exact Finset.sum_nonneg (fun a _ => le_min (hp a) (hq a)) private theorem min_abs_identity_inline_Basic (x y : ℝ) : 2 * min x y + |x - y| = x + y := by rcases le_total x y with h | h · rw [min_eq_left h, abs_of_nonpos (sub_nonpos.mpr h)] ring · rw [min_eq_right h, abs_of_nonneg (sub_nonneg.mpr h)] ring private theorem max_abs_identity_inline_Basic (x y : ℝ) : 2 * max x y - |x - y| = x + y := by rcases le_total x y with h | h · rw [max_eq_right h, abs_of_nonpos (sub_nonpos.mpr h)] ring · rw [max_eq_left h, abs_of_nonneg (sub_nonneg.mpr h)] ring /-- The overlap of two probability masses is exactly one minus their TV. -/ theorem overlapMass_eq (p q : α → ℝ) (hp : ∑ a, p a = 1) (hq : ∑ a, q a = 1) : overlapMass p q = 1 - totalVariation p q := by have h := Finset.sum_congr (s₁ := Finset.univ) (s₂ := Finset.univ) rfl (fun a _ => min_abs_identity_inline_Basic (p a) (q a)) simp only [Finset.sum_add_distrib, ← Finset.mul_sum, hp, hq] at h unfold overlapMass totalVariation linarith /-- The union of two probability masses is exactly one plus their TV. -/ theorem unionMass_eq (p q : α → ℝ) (hp : ∑ a, p a = 1) (hq : ∑ a, q a = 1) : unionMass p q = 1 + totalVariation p q := by have h := Finset.sum_congr (s₁ := Finset.univ) (s₂ := Finset.univ) rfl (fun a _ => max_abs_identity_inline_Basic (p a) (q a)) simp only [Finset.sum_sub_distrib, Finset.sum_add_distrib, ← Finset.mul_sum, hp, hq] at h unfold unionMass totalVariation linarith theorem totalVariation_le_one (p q : α → ℝ) (hp : ∀ a, 0 ≤ p a) (hq : ∀ a, 0 ≤ q a) (hpsum : ∑ a, p a = 1) (hqsum : ∑ a, q a = 1) : totalVariation p q ≤ 1 := by have h := overlapMass_nonneg p q hp hq rw [overlapMass_eq p q hpsum hqsum] at h linarith /-- The first-union-point agreement ratio appearing in Holenstein Lemma 5.2. -/ theorem overlap_union_ratio (p q : α → ℝ) (hp : ∑ a, p a = 1) (hq : ∑ a, q a = 1) : overlapMass p q / unionMass p q = (1 - totalVariation p q) / (1 + totalVariation p q) := by rw [overlapMass_eq p q hp hq, unionMass_eq p q hp hq] /-- Exact algebra behind the linear agreement estimate. This is a proved bound on the overlap/union ratio, not an assumed sampler law. -/ theorem overlap_union_ratio_lower_bound (p q : α → ℝ) (hp : ∑ a, p a = 1) (hq : ∑ a, q a = 1) : 1 - 2 * totalVariation p q ≤ overlapMass p q / unionMass p q := by rw [overlap_union_ratio p q hp hq] have htv := totalVariation_nonneg p q have hden : 0 < 1 + totalVariation p q := by linarith apply (le_div_iff₀ hden).2 nlinarith [sq_nonneg (totalVariation p q)] /-- Equivalent upper bound on the probability of the first union point belonging to just one density. -/ theorem first_union_disagreement_upper_bound (p q : α → ℝ) (hp : ∑ a, p a = 1) (hq : ∑ a, q a = 1) : 1 - overlapMass p q / unionMass p q ≤ 2 * totalVariation p q := by linarith [overlap_union_ratio_lower_bound p q hp hq] end /-! Exact finite probability mass of a bounded rejection process. Each trial independently draws from a finite mass function `w`. Its first accepted proposal is represented by `some proposal`; exhaustion is `none`. The recursive definition exposes the one-step probability transition. We prove normalization, nonnegativity, the exact survival probability, and an exact agreement-event formula with the finite-truncation error. -/ section variable {σ : Type*} [Fintype σ] def eventMass (w : σ → ℝ) (event : σ → Bool) : ℝ := ∑ s, if event s then w s else 0 theorem eventMass_nonneg (w : σ → ℝ) (event : σ → Bool) (hw : ∀ s, 0 ≤ w s) : 0 ≤ eventMass w event := by apply Finset.sum_nonneg intro s _ split <;> simp_all theorem eventMass_complement (w : σ → ℝ) (event : σ → Bool) (hw : ∑ s, w s = 1) : eventMass w event + eventMass w (fun s => !(event s)) = 1 := by unfold eventMass rw [← Finset.sum_add_distrib] calc ∑ s, ((if event s then w s else 0) + (if !event s then w s else 0)) = ∑ s, w s := by apply Finset.sum_congr rfl intro s _ cases event s <;> simp _ = 1 := hw def geometricMass (r : ℝ) : Nat → ℝ | 0 => 0 | n + 1 => 1 + r * geometricMass r n theorem geometricMass_nonneg (r : ℝ) (hr : 0 ≤ r) (n : Nat) : 0 ≤ geometricMass r n := by induction n with | zero => simp [geometricMass] | succ n ih => exact add_nonneg (by norm_num) (mul_nonneg hr ih) theorem geometricMass_identity (r : ℝ) (n : Nat) : (1 - r) * geometricMass r n = 1 - r ^ n := by induction n with | zero => simp [geometricMass] | succ n ih => simp only [geometricMass, pow_succ] calc (1 - r) * (1 + r * geometricMass r n) = (1 - r) + r * ((1 - r) * geometricMass r n) := by ring _ = 1 - r ^ n * r := by rw [ih]; ring /-- Probability transition for a finite first-acceptance process. A successful first trial contributes its own mass; a rejected first trial continues with one fewer trial. -/ def firstHitWeight (w : σ → ℝ) (accept : σ → Bool) : Nat → Option σ → ℝ | 0, none => 1 | 0, some _ => 0 | n + 1, none => eventMass w (fun s => !(accept s)) * firstHitWeight w accept n none | n + 1, some s => (if accept s then w s else 0) + eventMass w (fun s => !(accept s)) * firstHitWeight w accept n (some s) theorem firstHitWeight_nonneg (w : σ → ℝ) (accept : σ → Bool) (hw : ∀ s, 0 ≤ w s) (n : Nat) (output : Option σ) : 0 ≤ firstHitWeight w accept n output := by induction n generalizing output with | zero => cases output <;> simp [firstHitWeight] | succ n ih => have hr := eventMass_nonneg w (fun s => !(accept s)) hw cases output with | none => exact mul_nonneg hr (ih none) | some s => apply add_nonneg · split <;> simp_all · exact mul_nonneg hr (ih (some s)) theorem firstHitWeight_none (w : σ → ℝ) (accept : σ → Bool) (n : Nat) : firstHitWeight w accept n none = eventMass w (fun s => !(accept s)) ^ n := by induction n with | zero => simp [firstHitWeight] | succ n ih => simp [firstHitWeight, ih, pow_succ, mul_comm] theorem firstHitWeight_some (w : σ → ℝ) (accept : σ → Bool) (n : Nat) (s : σ) : firstHitWeight w accept n (some s) = (if accept s then w s else 0) * geometricMass (eventMass w (fun s => !(accept s))) n := by induction n with | zero => simp [firstHitWeight, geometricMass] | succ n ih => rw [firstHitWeight, geometricMass, ih] ring theorem firstHitWeight_normalized (w : σ → ℝ) (accept : σ → Bool) (hw : ∑ s, w s = 1) (n : Nat) : ∑ output, firstHitWeight w accept n output = 1 := by rw [Fintype.sum_option, firstHitWeight_none] simp_rw [firstHitWeight_some] rw [← Finset.sum_mul] change eventMass w (fun s => !(accept s)) ^ n + eventMass w accept * geometricMass (eventMass w (fun s => !(accept s))) n = 1 have hc := eventMass_complement w accept hw have hg := geometricMass_identity (eventMass w (fun s => !(accept s))) n have ha : eventMass w accept = 1 - eventMass w (fun s => !(accept s)) := by linarith rw [ha, hg] ring /-- Probability that the first accepted proposal satisfies an additional test. For two threshold samplers, take `accept = left || right` and `good = left && right`. `first_union_common` gives deterministic agreement on this event. -/ def goodFirstMass (w : σ → ℝ) (accept good : σ → Bool) (n : Nat) : ℝ := ∑ s, if good s then firstHitWeight w accept n (some s) else 0 theorem goodFirstMass_eq (w : σ → ℝ) (accept good : σ → Bool) (n : Nat) : goodFirstMass w accept good n = eventMass w (fun s => accept s && good s) * geometricMass (eventMass w (fun s => !(accept s))) n := by unfold goodFirstMass eventMass rw [Finset.sum_mul] apply Finset.sum_congr rfl intro s _ rw [firstHitWeight_some] cases ha : accept s <;> cases hg : good s <;> simp [ha, hg, eventMass] /-- Exact finite geometric law: the first accepted proposal lies in the good part with probability (good accepted mass / total accepted mass) times the probability of seeing any accepted proposal within the trial bound. -/ theorem goodFirstMass_exact (w : σ → ℝ) (accept good : σ → Bool) (hw : ∑ s, w s = 1) (ha : eventMass w accept ≠ 0) (n : Nat) : goodFirstMass w accept good n = eventMass w (fun s => accept s && good s) / eventMass w accept * (1 - eventMass w (fun s => !(accept s)) ^ n) := by rw [goodFirstMass_eq] have hc := eventMass_complement w accept hw have hg := geometricMass_identity (eventMass w (fun s => !(accept s))) n have hgeom : eventMass w accept * geometricMass (eventMass w (fun s => !(accept s))) n = 1 - eventMass w (fun s => !(accept s)) ^ n := by have heq : eventMass w accept = 1 - eventMass w (fun s => !(accept s)) := by linarith rw [heq, hg] rw [← hgeom] field_simp theorem commonMass_le_acceptMass (w : σ → ℝ) (accept good : σ → Bool) (hw : ∀ s, 0 ≤ w s) : eventMass w (fun s => accept s && good s) ≤ eventMass w accept := by apply Finset.sum_le_sum intro s _ cases ha : accept s <;> cases hg : good s <;> simp [ha, hg, hw s] /-- A finite truncation loses at most its exhaustion probability in addition to the conditional bad-first-proposal probability. All quantities are exact finite sums; the rightmost term is the explicit geometric tail. -/ theorem goodFirstMass_lower_bound (w : σ → ℝ) (accept good : σ → Bool) (hw : ∀ s, 0 ≤ w s) (hw_sum : ∑ s, w s = 1) (ha : 0 < eventMass w accept) (n : Nat) : eventMass w (fun s => accept s && good s) / eventMass w accept - eventMass w (fun s => !(accept s)) ^ n ≤ goodFirstMass w accept good n := by rw [goodFirstMass_exact w accept good hw_sum (ne_of_gt ha) n] have hratio : eventMass w (fun s => accept s && good s) / eventMass w accept ≤ 1 := by apply (div_le_one ha).2 exact commonMass_le_acceptMass w accept good hw have htail : 0 ≤ eventMass w (fun s => !(accept s)) ^ n := pow_nonneg (eventMass_nonneg w (fun s => !(accept s)) hw) n nlinarith /-! Connect the rejection sampler's executable list recursion to exact finite probabilities. `traceAverage` is a finite nested sum over independent proposals; it introduces no assumed probability law. The main theorem computes the actual mass of each output of `firstAccepted` under those nested sums. -/ /-- Expectation over a length-n list of independent proposals with mass `w`. This is defined directly as a finite nested weighted sum. -/ def traceAverage (w : σ → ℝ) : Nat → (List σ → ℝ) → ℝ | 0, observable => observable [] | n + 1, observable => ∑ s, w s * traceAverage w n (fun tail => observable (s :: tail)) theorem traceAverage_const (w : σ → ℝ) (hw : ∑ s, w s = 1) (n : Nat) (c : ℝ) : traceAverage w n (fun _ => c) = c := by induction n with | zero => rfl | succ n ih => simp [traceAverage, ih, ← Finset.sum_mul, hw] theorem traceAverage_mono (w : σ → ℝ) (hw : ∀ s, 0 ≤ w s) (n : Nat) (f g : List σ → ℝ) (hfg : ∀ xs, f xs ≤ g xs) : traceAverage w n f ≤ traceAverage w n g := by induction n generalizing f g with | zero => exact hfg [] | succ n ih => apply Finset.sum_le_sum intro s _ exact mul_le_mul_of_nonneg_left (ih (fun tail => f (s :: tail)) (fun tail => g (s :: tail)) (fun tail => hfg (s :: tail))) (hw s) theorem traceAverage_sum {ι : Type*} [Fintype ι] (w : σ → ℝ) (n : Nat) (f : ι → List σ → ℝ) : traceAverage w n (fun xs => ∑ i, f i xs) = ∑ i, traceAverage w n (f i) := by induction n generalizing f with | zero => rfl | succ n ih => simp only [traceAverage] simp_rw [ih, Finset.mul_sum] exact Finset.sum_comm variable [DecidableEq σ] /-- The recursively constructed first-hit distribution is the actual law of the finite shared-list rejection sampler. -/ theorem firstAccepted_law (w : σ → ℝ) (accept : σ → Bool) (hw : ∑ s, w s = 1) (n : Nat) (output : Option σ) : traceAverage w n (fun proposals => if firstAccepted accept proposals = output then 1 else 0) = firstHitWeight w accept n output := by classical induction n generalizing output with | zero => cases output <;> simp [traceAverage, firstAccepted, firstHitWeight] | succ n ih => have hstep : traceAverage w (n + 1) (fun proposals => if firstAccepted accept proposals = output then 1 else 0) = ∑ s, w s * (if accept s then (if some s = output then 1 else 0) else firstHitWeight w accept n output) := by unfold traceAverage apply Finset.sum_congr rfl intro s _ congr 1 by_cases hs : accept s = true · simp [firstAccepted, hs, traceAverage_const w hw] · simpa [firstAccepted, hs] using ih output rw [hstep] cases output with | none => simp only [Option.some_ne_none, ite_false, firstHitWeight] rw [eventMass, Finset.sum_mul] apply Finset.sum_congr rfl intro s _ cases accept s <;> simp | some t => simp only [Option.some.injEq, firstHitWeight] calc ∑ s, w s * (if accept s then (if s = t then 1 else 0) else firstHitWeight w accept n (some t)) = ∑ s, ((if s = t then (if accept s then w s else 0) else 0) + (if !(accept s) then w s else 0) * firstHitWeight w accept n (some t)) := by apply Finset.sum_congr rfl intro s _ by_cases he : s = t · subst s by_cases hs : accept t = true <;> simp [hs] · by_cases hs : accept s = true <;> simp [hs, he] _ = (if accept t then w t else 0) + eventMass w (fun s => !(accept s)) * firstHitWeight w accept n (some t) := by rw [Finset.sum_add_distrib, ← Finset.sum_mul] simp [eventMass] /-- Indicator of the first accepted proposal passing a second test. -/ def goodFirstIndicator (accept good : σ → Bool) (proposals : List σ) : ℝ := match firstAccepted accept proposals with | none => 0 | some s => if good s then 1 else 0 theorem goodFirstIndicator_expansion (accept good : σ → Bool) (proposals : List σ) : goodFirstIndicator accept good proposals = ∑ s, if good s then (if firstAccepted accept proposals = some s then 1 else 0) else 0 := by classical cases h : firstAccepted accept proposals with | none => simp [goodFirstIndicator, h] | some t => simp only [goodFirstIndicator, h, Option.some.injEq] calc (if good t then (1 : ℝ) else 0) = ∑ s, if t = s then (if good s then (1 : ℝ) else 0) else 0 := by simp _ = ∑ s, if good s then (if t = s then (1 : ℝ) else 0) else 0 := by apply Finset.sum_congr rfl intro s _ by_cases hg : good s = true <;> by_cases ht : t = s <;> simp [hg, ht] /-- Exact good-event probability of the actual bounded sampler. -/ theorem goodFirstIndicator_law (w : σ → ℝ) (accept good : σ → Bool) (hw : ∑ s, w s = 1) (n : Nat) : traceAverage w n (goodFirstIndicator accept good) = goodFirstMass w accept good n := by classical change traceAverage w n (fun xs => goodFirstIndicator accept good xs) = _ simp_rw [goodFirstIndicator_expansion] rw [traceAverage_sum] unfold goodFirstMass apply Finset.sum_congr rfl intro s _ by_cases hg : good s = true · simpa [hg] using firstAccepted_law w accept hw n (some s) · simp [hg, traceAverage_const w hw] end /-! A finite exact replacement for uniform real thresholds. A list of real thresholds subdivides [0,1]. Each resulting interval is an atom with weight its length. Every inserted threshold has exactly its stated acceptance mass. -/ structure ThresholdInterval where lo : ℝ hi : ℝ valid : lo ≤ hi def splitPoint (I : ThresholdInterval) (t : ℝ) : ℝ := max I.lo (min t I.hi) def splitLeft (I : ThresholdInterval) (t : ℝ) : ThresholdInterval := ⟨I.lo, splitPoint I t, le_max_left _ _⟩ def splitRight (I : ThresholdInterval) (t : ℝ) : ThresholdInterval := ⟨splitPoint I t, I.hi, max_le I.valid (min_le_right _ _)⟩ def cutAt (r : ℝ) (I : ThresholdInterval) : Prop := I.hi ≤ r ∨ r ≤ I.lo def intervalCDF (r : ℝ) (I : ThresholdInterval) : ℝ := min r I.hi - min r I.lo theorem split_cdf (I : ThresholdInterval) (t r : ℝ) : intervalCDF r (splitLeft I t) + intervalCDF r (splitRight I t) = intervalCDF r I := by unfold intervalCDF splitLeft splitRight ring theorem accepted_interval_mass (I : ThresholdInterval) (r : ℝ) (hc : cutAt r I) : (if I.lo < r then I.hi - I.lo else 0) = intervalCDF r I := by by_cases hl : I.lo < r · have hu : I.hi ≤ r := hc.resolve_right (not_le_of_gt hl) simp [hl, intervalCDF, min_eq_right hu, min_eq_right (le_of_lt hl)] · have hr : r ≤ I.lo := le_of_not_gt hl simp [hl, intervalCDF, min_eq_left hr, min_eq_left (hr.trans I.valid)] theorem splitLeft_cut (I : ThresholdInterval) (t : ℝ) : cutAt t (splitLeft I t) := by by_cases h : I.lo ≤ t · exact Or.inl (max_le h (min_le_left _ _)) · exact Or.inr (le_of_lt (lt_of_not_ge h)) theorem splitRight_cut (I : ThresholdInterval) (t : ℝ) : cutAt t (splitRight I t) := by by_cases h : t ≤ I.hi · right change t ≤ max I.lo (min t I.hi) rw [min_eq_left h] exact le_max_right _ _ · exact Or.inl (le_of_lt (lt_of_not_ge h)) theorem splitLeft_preserves_cut (I : ThresholdInterval) (t r : ℝ) (h : cutAt r I) : cutAt r (splitLeft I t) := by rcases h with h | h · exact Or.inl ((max_le I.valid (min_le_right _ _)).trans h) · exact Or.inr h theorem splitRight_preserves_cut (I : ThresholdInterval) (t r : ℝ) (h : cutAt r I) : cutAt r (splitRight I t) := by rcases h with h | h · exact Or.inl h · exact Or.inr (h.trans (le_max_left _ _)) def splitAll (t : ℝ) : List ThresholdInterval → List ThresholdInterval | [] => [] | I :: rest => splitLeft I t :: splitRight I t :: splitAll t rest def unitThresholdInterval : ThresholdInterval := ⟨0, 1, by norm_num⟩ def thresholdPartition : List ℝ → List ThresholdInterval | [] => [unitThresholdInterval] | t :: rest => splitAll t (thresholdPartition rest) def sumOnIntervals (f : ThresholdInterval → ℝ) : List ThresholdInterval → ℝ | [] => 0 | I :: rest => f I + sumOnIntervals f rest theorem sumOn_splitAll (f : ThresholdInterval → ℝ) (t : ℝ) (hf : ∀ I, f (splitLeft I t) + f (splitRight I t) = f I) (intervals : List ThresholdInterval) : sumOnIntervals f (splitAll t intervals) = sumOnIntervals f intervals := by induction intervals with | nil => rfl | cons I rest ih => simp only [splitAll, sumOnIntervals, ih] rw [← add_assoc, hf] theorem partition_sum (f : ThresholdInterval → ℝ) (hf : ∀ t I, f (splitLeft I t) + f (splitRight I t) = f I) (thresholds : List ℝ) : sumOnIntervals f (thresholdPartition thresholds) = f unitThresholdInterval := by induction thresholds with | nil => simp [thresholdPartition, sumOnIntervals] | cons t rest ih => rw [thresholdPartition, sumOn_splitAll f t (hf t), ih] theorem partition_total_mass (thresholds : List ℝ) : sumOnIntervals (fun I => I.hi - I.lo) (thresholdPartition thresholds) = 1 := by have h := partition_sum (fun I => I.hi - I.lo) (fun t I => by simp only [splitLeft, splitRight]; ring) thresholds simpa [unitThresholdInterval] using h theorem partition_cdf (thresholds : List ℝ) (r : ℝ) (h0 : 0 ≤ r) (h1 : r ≤ 1) : sumOnIntervals (intervalCDF r) (thresholdPartition thresholds) = r := by have h := partition_sum (intervalCDF r) (fun t I => split_cdf I t r) thresholds simpa [intervalCDF, unitThresholdInterval, min_eq_left h1, min_eq_right h0] using h theorem splitAll_new_cuts (intervals : List ThresholdInterval) (t : ℝ) : ∀ I ∈ splitAll t intervals, cutAt t I := by induction intervals with | nil => intro I h; simp [splitAll] at h | cons J rest ih => intro I h rcases List.mem_cons.mp h with h | h · subst I; exact splitLeft_cut J t · rcases List.mem_cons.mp h with h | h · subst I; exact splitRight_cut J t · exact ih I h theorem splitAll_preserves_cuts (intervals : List ThresholdInterval) (t r : ℝ) : (∀ I ∈ intervals, cutAt r I) → ∀ I ∈ splitAll t intervals, cutAt r I := by induction intervals with | nil => intro _ I h; simp [splitAll] at h | cons J rest ih => intro hc I h have hJ : cutAt r J := hc J (by simp) have hrest : ∀ K ∈ rest, cutAt r K := fun K hK => hc K (by simp [hK]) rcases List.mem_cons.mp h with h | h · subst I; exact splitLeft_preserves_cut J t r hJ · rcases List.mem_cons.mp h with h | h · subst I; exact splitRight_preserves_cut J t r hJ · exact ih hrest I h theorem partition_cuts (thresholds : List ℝ) (r : ℝ) : r ∈ thresholds → ∀ I ∈ thresholdPartition thresholds, cutAt r I := by induction thresholds with | nil => intro hr; simp at hr | cons t rest ih => intro hr rcases List.mem_cons.mp hr with h | h · subst r; exact splitAll_new_cuts (thresholdPartition rest) t · exact splitAll_preserves_cuts (thresholdPartition rest) t r (ih h) theorem sumOnIntervals_congr (f g : ThresholdInterval → ℝ) (intervals : List ThresholdInterval) : (∀ I ∈ intervals, f I = g I) → sumOnIntervals f intervals = sumOnIntervals g intervals := by induction intervals with | nil => intro _; rfl | cons J rest ih => intro h have hJ := h J (by simp) have hr : ∀ I ∈ rest, f I = g I := fun I hI => h I (by simp [hI]) simp only [sumOnIntervals, hJ, ih hr] theorem partition_acceptance_mass (thresholds : List ℝ) (r : ℝ) (hr : r ∈ thresholds) (h0 : 0 ≤ r) (h1 : r ≤ 1) : sumOnIntervals (fun I => if I.lo < r then I.hi - I.lo else 0) (thresholdPartition thresholds) = r := by calc _ = sumOnIntervals (intervalCDF r) (thresholdPartition thresholds) := sumOnIntervals_congr _ _ _ (fun I hI => accepted_interval_mass I r (partition_cuts thresholds r hr I hI)) _ = r := partition_cdf thresholds r h0 h1 theorem sum_interval_get (f : ThresholdInterval → ℝ) (intervals : List ThresholdInterval) : (∑ i : Fin intervals.length, f intervals[i]) = sumOnIntervals f intervals := by induction intervals with | nil => simp [sumOnIntervals] | cons I rest ih => simpa [Fin.sum_univ_succ, sumOnIntervals] using congrArg (fun x : ℝ => f I + x) ih /-! An actual finite probability rectangle implementing all thresholds from a fixed finite list. The seed distribution is shared; each local acceptance test depends only on its own density. -/ variable {α : Type*} [Fintype α] private theorem sum_div_const_inline_Rectangle {ι : Type*} [Fintype ι] (f : ι → ℝ) (c : ℝ) : (∑ i, f i) / c = ∑ i, f i / c := by simp only [div_eq_mul_inv, Finset.sum_mul] abbrev RectangleSeed (thresholds : List ℝ) (α : Type*) := α × Fin (thresholdPartition thresholds).length def rectangleWeight (thresholds : List ℝ) (seed : RectangleSeed thresholds α) : ℝ := ((thresholdPartition thresholds)[seed.2].hi - (thresholdPartition thresholds)[seed.2].lo) / (Fintype.card α : ℝ) def rectangleAccept (thresholds : List ℝ) (density : α → ℝ) (seed : RectangleSeed thresholds α) : Bool := decide ((thresholdPartition thresholds)[seed.2].lo < density seed.1) theorem rectangleWeight_nonnegative (thresholds : List ℝ) (seed : RectangleSeed thresholds α) : 0 ≤ rectangleWeight thresholds seed := div_nonneg (sub_nonneg.mpr ((thresholdPartition thresholds)[seed.2].valid)) (by positivity) theorem rectangleWeight_normalized [Nonempty α] (thresholds : List ℝ) : ∑ seed : RectangleSeed thresholds α, rectangleWeight thresholds seed = 1 := by rw [Fintype.sum_prod_type] have hrow (a : α) : (∑ i, rectangleWeight thresholds (a, i)) = 1 / (Fintype.card α : ℝ) := by unfold rectangleWeight rw [← sum_div_const_inline_Rectangle, sum_interval_get (fun I => I.hi - I.lo), partition_total_mass] simp_rw [hrow] have hc : (Fintype.card α : ℝ) ≠ 0 := by exact_mod_cast Fintype.card_ne_zero simp [hc] def rectangleDistribution [Nonempty α] (thresholds : List ℝ) : Games.FiniteDistribution (RectangleSeed thresholds α) where weight := rectangleWeight thresholds nonnegative := rectangleWeight_nonnegative thresholds normalized := rectangleWeight_normalized thresholds theorem rectangle_row_mass (thresholds : List ℝ) (density : α → ℝ) (a : α) (hm : density a ∈ thresholds) (h0 : 0 ≤ density a) (h1 : density a ≤ 1) : (∑ i, if rectangleAccept thresholds density (a, i) then rectangleWeight thresholds (a, i) else 0) = density a / (Fintype.card α : ℝ) := by calc _ = (∑ i : Fin (thresholdPartition thresholds).length, if (thresholdPartition thresholds)[i].lo < density a then (thresholdPartition thresholds)[i].hi - (thresholdPartition thresholds)[i].lo else 0) / (Fintype.card α : ℝ) := by rw [sum_div_const_inline_Rectangle] apply Finset.sum_congr rfl intro i _ simp [rectangleAccept, rectangleWeight, ite_div] _ = density a / (Fintype.card α : ℝ) := by rw [sum_interval_get (fun I => if I.lo < density a then I.hi - I.lo else 0), partition_acceptance_mass thresholds (density a) hm h0 h1] theorem rectangle_acceptance_mass (thresholds : List ℝ) (density : α → ℝ) (hm : ∀ a, density a ∈ thresholds) (h0 : ∀ a, 0 ≤ density a) (h1 : ∀ a, density a ≤ 1) : eventMass (rectangleWeight thresholds) (rectangleAccept thresholds density) = (∑ a, density a) / (Fintype.card α : ℝ) := by unfold eventMass rw [Fintype.sum_prod_type] simp_rw [rectangle_row_mass thresholds density _ (hm _) (h0 _) (h1 _)] rw [sum_div_const_inline_Rectangle] theorem rectangle_label_mass [DecidableEq α] (thresholds : List ℝ) (density : α → ℝ) (a : α) (hm : ∀ x, density x ∈ thresholds) (h0 : ∀ x, 0 ≤ density x) (h1 : ∀ x, density x ≤ 1) : eventMass (rectangleWeight thresholds) (fun seed => rectangleAccept thresholds density seed && decide (seed.1 = a)) = density a / (Fintype.card α : ℝ) := by unfold eventMass rw [Fintype.sum_prod_type] calc _ = ∑ x : α, if x = a then density x / (Fintype.card α : ℝ) else 0 := by apply Finset.sum_congr rfl intro x _ by_cases hx : x = a · simpa [hx] using rectangle_row_mass thresholds density x (hm x) (h0 x) (h1 x) · simp [hx] _ = density a / (Fintype.card α : ℝ) := by simp omit [Fintype α] in theorem rectangle_and (thresholds : List ℝ) (p q : α → ℝ) : (fun seed => rectangleAccept thresholds p seed && rectangleAccept thresholds q seed) = rectangleAccept thresholds (fun a => min (p a) (q a)) := by funext seed simp [rectangleAccept] omit [Fintype α] in theorem rectangle_or (thresholds : List ℝ) (p q : α → ℝ) : (fun seed => rectangleAccept thresholds p seed || rectangleAccept thresholds q seed) = rectangleAccept thresholds (fun a => max (p a) (q a)) := by funext seed simp [rectangleAccept] theorem min_mem_thresholds (thresholds : List ℝ) {x y : ℝ} (hx : x ∈ thresholds) (hy : y ∈ thresholds) : min x y ∈ thresholds := by by_cases h : x ≤ y <;> simp [min_def, h, hx, hy] theorem max_mem_thresholds (thresholds : List ℝ) {x y : ℝ} (hx : x ∈ thresholds) (hy : y ∈ thresholds) : max x y ∈ thresholds := by by_cases h : x ≤ y <;> simp [max_def, h, hx, hy] theorem rectangle_union_mass (thresholds : List ℝ) (p q : α → ℝ) (hpm : ∀ a, p a ∈ thresholds) (hqm : ∀ a, q a ∈ thresholds) (hp0 : ∀ a, 0 ≤ p a) (_hq0 : ∀ a, 0 ≤ q a) (hp1 : ∀ a, p a ≤ 1) (hq1 : ∀ a, q a ≤ 1) : eventMass (rectangleWeight thresholds) (fun seed => rectangleAccept thresholds p seed || rectangleAccept thresholds q seed) = unionMass p q / (Fintype.card α : ℝ) := by rw [rectangle_or] exact rectangle_acceptance_mass thresholds _ (fun a => max_mem_thresholds thresholds (hpm a) (hqm a)) (fun a => (hp0 a).trans (le_max_left _ _)) (fun a => max_le (hp1 a) (hq1 a)) theorem rectangle_common_label_mass [DecidableEq α] (thresholds : List ℝ) (p q : α → ℝ) (a : α) (hpm : ∀ x, p x ∈ thresholds) (hqm : ∀ x, q x ∈ thresholds) (hp0 : ∀ x, 0 ≤ p x) (hq0 : ∀ x, 0 ≤ q x) (hp1 : ∀ x, p x ≤ 1) (_hq1 : ∀ x, q x ≤ 1) : eventMass (rectangleWeight thresholds) (fun seed => (rectangleAccept thresholds p seed && rectangleAccept thresholds q seed) && decide (seed.1 = a)) = min (p a) (q a) / (Fintype.card α : ℝ) := by have hand := congrFun (rectangle_and thresholds p q) simp_rw [hand] exact rectangle_label_mass thresholds _ a (fun x => min_mem_thresholds thresholds (hpm x) (hqm x)) (fun x => le_min (hp0 x) (hq0 x)) (fun x => (min_le_left _ _).trans (hp1 x)) end MaxCutGames.Foundations.CorrelatedSampling end end OAI