import Mathlib import OAI.Computability.MinUncut.Estimates.ExpectResampleRow namespace OAI section noncomputable section open scoped BigOperators namespace MinUncut.BoxGaussian open MeasureTheory ProbabilityTheory GaussianHermite variable {ι : Type*} [Fintype ι] [DecidableEq ι] def singletonEmbed (x : ι) : Unit → ι := fun _ => x omit [Fintype ι] [DecidableEq ι] in lemma singletonEmbed_injective (x : ι) : Function.Injective (singletonEmbed x) := by intro a b _ exact Subsingleton.elim a b omit [Fintype ι] in lemma update_join_singleton (x : ι) (C : Unit → ℝ) (D : Outside (singletonEmbed x) → ℝ) (t : ℝ) : Function.update (join (singletonEmbed x) (singletonEmbed_injective x) C D) x t = join (singletonEmbed x) (singletonEmbed_injective x) (fun _ => t) D := by funext y by_cases hy : y=x · subst y simpa only [Function.update_self, singletonEmbed] using (join_at (singletonEmbed x) (singletonEmbed_injective x) (fun _ => t) D Unit.unit).symm · rw [Function.update_of_ne hy] have hout : y∉Set.range (singletonEmbed x) := by rintro ⟨a,ha⟩ exact hy ha.symm rw [join_other _ _ _ _ ⟨y,hout⟩,join_other _ _ _ _ ⟨y,hout⟩] lemma integral_singleton (v : ℝ → ℝ) : (∫ C : Unit → ℝ, v (C Unit.unit) ∂γpi Unit) = ∫ t, v t ∂γ := by exact (measurePreserving_funUnique γ Unit).integral_comp (MeasurableEquiv.funUnique Unit ℝ).measurableEmbedding v lemma centered_resample_memLp (x : ι) (u : (ι → ℝ) → ℝ) (hu : Measurable u) {A : ℝ} (hA : 0≤A) : MemLp (fun C => Slice.centeredClip γ A (fun t => u (Function.update C x t)) (C x)) 2 (γpi ι) := by have hupdate : Measurable (fun p : (ι → ℝ) × ℝ => Function.update p.1 x p.2) := by apply Measurable.of_eval intro y by_cases hy : y=x · subst y simpa only [Function.update_self, singletonEmbed] using measurable_snd · simp only [Function.update_of_ne hy] exact (measurable_pi_apply y).comp measurable_fst have hm : Measurable (fun p : (ι → ℝ) × ℝ => Slice.clip A (u (Function.update p.1 x p.2))) := (measurable_const.max ((hu.comp hupdate).min measurable_const)) have hmean : Measurable (fun C => ∫ t, Slice.clip A (u (Function.update C x t)) ∂γ) := hm.stronglyMeasurable.integral_prod_right.measurable have hd : Measurable (fun C => Slice.centeredClip γ A (fun t => u (Function.update C x t)) (C x)) := by unfold Slice.centeredClip simp only [Function.update_eq_self] exact (measurable_const.max (hu.min measurable_const)).sub hmean apply MemLp.of_bound hd.aestronglyMeasurable (2*A) filter_upwards [] with C rw [Real.norm_eq_abs] unfold Slice.centeredClip exact (abs_sub _ _).trans (by have hc := Slice.clip_abs_le hA (u (Function.update C x (C x))) have hm : |∫ t, Slice.clip A (u (Function.update C x t)) ∂γ|≤A := by refine (abs_integral_le_integral_abs).trans ?_ exact (integral_mono_of_nonneg (ae_of_all _ (fun _ => abs_nonneg _)) (integrable_const A) (ae_of_all _ (fun t => Slice.clip_abs_le hA _))).trans_eq (by simp) linarith) omit [DecidableEq ι] in lemma integral_split_le {κ : Type*} [Fintype κ] (μ : Measure ℝ) [SigmaFinite μ] (e : κ → ι) (he : Function.Injective e) (u v : (ι → ℝ) → ℝ) (hu : Integrable u (Measure.pi (fun _ : ι => μ))) (hv : Integrable v (Measure.pi (fun _ : ι => μ))) {a : ℝ} (h : ∀ D : Outside e → ℝ, (∫ C : κ → ℝ, u (join e he C D) ∂Measure.pi (fun _ : κ => μ)) ≤ a*(∫ C : κ → ℝ, v (join e he C D) ∂Measure.pi (fun _ : κ => μ))) : (∫ C, u C ∂Measure.pi (fun _ : ι => μ)) ≤ a*(∫ C, v C ∂Measure.pi (fun _ : ι => μ)) := by have hup := ((join_preserves μ e he).integrable_comp_emb (joinEquiv e he).measurableEmbedding).mpr hu have hvp := ((join_preserves μ e he).integrable_comp_emb (joinEquiv e he).measurableEmbedding).mpr hv rw [integral_split μ e he u hu,integral_split μ e he v hv, ← integral_const_mul] exact integral_mono hup.integral_prod_right (hvp.integral_prod_right.const_mul a) h attribute [local irreducible] Finset.univ Fintype.piFinset lemma centered_resample_loss (x : ι) (u : (ι → ℝ) → ℝ) (hum : Measurable u) (hu : MemLp u 2 (γpi ι)) (hv : ∀ C, MemLp (fun t => u (Function.update C x t)) 2 γ) (hz : ∀ C, (∫ t, u (Function.update C x t) ∂γ)=0) {A : ℝ} (hA : 0 u (Function.update C x t)) (C x)| ∂γpi ι) ≤ 2*(∫ C, (u C)^2 ∂γpi ι)/A := by let e := singletonEmbed x let he := singletonEmbed_injective x let w := fun C => Slice.centeredClip γ A (fun t => u (Function.update C x t)) (C x) have hw : MemLp w 2 (γpi ι) := centered_resample_memLp x u hum hA.le have hl : Integrable (fun C => |u C-w C|) (γpi ι) := (hu.sub hw).integrable (by norm_num) |>.abs have hq : Integrable (fun C => (u C)^2) (γpi ι) := hu.integrable_sq have hs D : (∫ C : Unit → ℝ, |u (join e he C D)-w (join e he C D)| ∂γpi Unit) ≤ 2*(∫ C : Unit → ℝ, (u (join e he C D))^2 ∂γpi Unit)/A := by let C₀ := join e he (fun _ => 0) D let v := fun t => u (Function.update C₀ x t) have huC (C : Unit → ℝ) : u (join e he C D)=v (C Unit.unit) := by dsimp only [v,C₀,e,he] rw [update_join_singleton] have hwC (C : Unit → ℝ) : w (join e he C D)=Slice.centeredClip γ A v (C Unit.unit) := by dsimp only [w] have hh : (fun t => u (Function.update (join e he C D) x t))=v := by funext t dsimp only [v,C₀,e,he] rw [update_join_singleton,update_join_singleton] rw [hh] congr 1 exact join_at e he C D Unit.unit simp_rw [huC,hwC] rw [integral_singleton (fun t => |v t-Slice.centeredClip γ A v t|), integral_singleton (fun t => (v t)^2)] exact Slice.centeredClip_loss hA (hv C₀) (hz C₀) change (∫ C, |u C-w C| ∂γpi ι) ≤ _ rw [← div_mul_eq_mul_div] apply integral_split_le γ e he _ _ hl hq intro D simpa only [div_mul_eq_mul_div] using hs D end MinUncut.BoxGaussian end end end OAI