import OAI.Dynamics.ConditionalShuffle.Disintegration namespace OAI noncomputable section namespace Revealed.Instrument open scoped Classical open Thorp Thorp.Conditional Thorp.Fourier Revealed.Disintegration lemma fairMass_bind {Ω Ω' X Y : Type*} [Fintype Ω] [Fintype Ω'] [Fintype X] (f : Ω → X) (k : X → Ω' → Y) (y : Y) : fairMass (fun z : Ω × Ω' => k (f z.1) z.2) y = ∑ x, fairMass f x * fairMass (k x) y := by rw [fairMass_test] rw [fairMass_eq_mean, mean_prod] rfl lemma fairMass_snoc {Ω X : Type*} [Fintype Ω] {n : ℕ} (f : (Fin (n + 1) → Ω) → X) (x : X) : fairMass f x = fairMass (fun z : (Fin n → Ω) × Ω => f (Fin.snoc z.1 z.2)) x := by rw [fairMass_eq_mean, fairMass_eq_mean] exact (mean_equiv ((Equiv.prodComm (Fin n → Ω) Ω).trans (Fin.snocEquiv (fun _ : Fin (n + 1) => Ω))) _).symm structure Data (E S G Ω : Type) where obs : E → Ω → S inc : E → Ω → G next : E → S → E variable {E S G Ω : Type} [fintype_S : Fintype S] [fintype_G : Fintype G] [group_G : Group G] [Fintype Ω] [nonempty_Ω : Nonempty Ω] variable (I : Data E S G Ω) def joint (e : E) : S × G → ℝ := fairMass (fun ω => (I.obs e ω, I.inc e ω)) def probability (e : E) : S → ℝ := marginal (joint I e) def kernel (e : E) : S → G → ℝ := conditional (joint I e) lemma joint_nonneg (e : E) (x) : 0 ≤ joint I e x := by let retained_fintype_S := fintype_S let retained_fintype_G := fintype_G let retained_group_G := group_G let retained_nonempty_Ω := nonempty_Ω exact fairMass_nonneg _ _ lemma probability_nonneg (e : E) (s) : 0 ≤ probability I e s := marginal_nonneg _ (joint_nonneg I e) s lemma probability_sum (e : E) : ∑ s, probability I e s = 1 := by rw [probability, marginal_sum] exact fairMass_sum _ lemma kernel_nonneg (e : E) (s g) : 0 ≤ kernel I e s g := conditional_nonneg _ (joint_nonneg I e) s g lemma kernel_sum (e : E) (s) : ∑ g, kernel I e s g = 1 := by let retained_nonempty_Ω := nonempty_Ω exact conditional_sum _ s lemma probability_mul_kernel (e : E) (s g) : probability I e s * kernel I e s g = joint I e (s,g) := marginal_mul_conditional _ (joint_nonneg I e) s g def base (e : E) : (n : ℕ) → (Fin n → S) → E | 0, _ => e | n + 1, p => I.next (base e n (Fin.init p)) (p (Fin.last n)) def weights (e : E) : (n : ℕ) → (Fin n → S) → ℝ | 0, _ => 1 | n + 1, p => weights e n (Fin.init p) * probability I (base I e n (Fin.init p)) (p (Fin.last n)) def kernels (e : E) : (n : ℕ) → (Fin n → S) → (Fin n → G → ℝ) | 0, _ => Fin.elim0 | n + 1, p => Fin.snoc (kernels e n (Fin.init p)) (kernel I (base I e n (Fin.init p)) (p (Fin.last n))) def observed (e : E) : (n : ℕ) → (Fin n → Ω) → (Fin n → S) | 0, _ => Fin.elim0 | n + 1, ω => let p := observed e n (Fin.init ω) Fin.snoc p (I.obs (base I e n p) (ω (Fin.last n))) def groupRun (e : E) : (n : ℕ) → (Fin n → Ω) → G | 0, _ => 1 | n + 1, ω => I.inc (base I e n (observed I e n (Fin.init ω))) (ω (Fin.last n)) * groupRun e n (Fin.init ω) def pathJoint (e : E) (n : ℕ) : (Fin n → S) × G → ℝ := fairMass (fun ω : Fin n → Ω => (observed I e n ω, groupRun I e n ω)) lemma kernels_nonneg (e : E) (n : ℕ) (p : Fin n → S) : ∀ i g, 0 ≤ kernels I e n p i g := by induction n with | zero => intro i; exact Fin.elim0 i | succ n ih => intro i g refine Fin.lastCases ?_ (fun j => ?_) i · simpa only [kernels, Fin.snoc_last] using kernel_nonneg I _ _ g · simpa only [kernels, Fin.snoc_castSucc] using ih (Fin.init p) j g lemma kernels_sum (e : E) (n : ℕ) (p : Fin n → S) : ∀ i, ∑ g, kernels I e n p i g = 1 := by induction n with | zero => intro i; exact Fin.elim0 i | succ n ih => intro i refine Fin.lastCases ?_ (fun j => ?_) i · simpa only [kernels, Fin.snoc_last] using kernel_sum I _ _ · simpa only [kernels, Fin.snoc_castSucc] using ih (Fin.init p) j lemma weights_nonneg (e : E) (n : ℕ) (p : Fin n → S) : 0 ≤ weights I e n p := by induction n with | zero => exact zero_le_one | succ n ih => exact mul_nonneg (ih _) (probability_nonneg I _ _) lemma sum_snoc {M : Type*} [AddCommMonoid M] (n : ℕ) (f : (Fin (n + 1) → S) → M) : (∑ p, f p) = ∑ p : Fin n → S, ∑ s : S, f (Fin.snoc p s) := by have h := (Equiv.sum_comp ((Equiv.prodComm (Fin n → S) S).trans (Fin.snocEquiv (fun _ : Fin (n + 1) => S))) f).symm change (∑ p, f p) = ∑ z : (Fin n → S) × S, f (Fin.snoc z.1 z.2) at h rw [Fintype.sum_prod_type] at h exact h lemma weights_sum (e : E) (n : ℕ) : ∑ p, weights I e n p = 1 := by induction n with | zero => simp [weights] | succ n ih => rw [sum_snoc] simp only [weights, Fin.init_snoc, Fin.snoc_last, ← Finset.mul_sum, probability_sum, mul_one] exact ih lemma snoc_eq_iff {A : Type*} {n : ℕ} (p q : Fin n → A) (s t : A) : (Fin.snoc p s : Fin (n + 1) → A) = Fin.snoc q t ↔ p = q ∧ s = t := by constructor · intro h exact ⟨by simpa using congrArg Fin.init h, by simpa using congrFun h (Fin.last n)⟩ · rintro ⟨rfl, rfl⟩ rfl lemma realConv_right (μ ν : G → ℝ) (z : G) : realConv μ ν z = ∑ h, μ (z * h⁻¹) * ν h := by have h := Equiv.sum_comp ((Equiv.inv G).trans (Equiv.mulLeft z)) (fun a => μ a * ν (a⁻¹ * z)) change (∑ a, μ (z * a⁻¹) * ν ((z * a⁻¹)⁻¹ * z)) = ∑ a, μ a * ν (a⁻¹ * z) at h simpa only [mul_inv_rev, inv_inv, mul_assoc, inv_mul_cancel, mul_one, realConv] using h.symm lemma transition_mass (e : E) (n : ℕ) (p q : Fin n → S) (h z : G) (s : S) : fairMass (fun c : Ω => (Fin.snoc p (I.obs (base I e n p) c), I.inc (base I e n p) c * h)) ((Fin.snoc q s : Fin (n + 1) → S), z) = if p = q then joint I (base I e n q) (s, z * h⁻¹) else 0 := by let retained_fintype_S := fintype_S let retained_fintype_G := fintype_G let retained_nonempty_Ω := nonempty_Ω by_cases hp : p = q · subst p simp [joint, fairMass, Prod.mk.injEq, eq_mul_inv_iff_mul_eq] · simp only [fairMass, Prod.mk.injEq, snoc_eq_iff, hp, false_and, ite_false, Finset.sum_const_zero, zero_div] lemma pathJoint_succ (e : E) (n : ℕ) (p : Fin n → S) (s : S) (g : G) : pathJoint I e (n + 1) (Fin.snoc p s, g) = realConv (fun h => joint I (base I e n p) (s,h)) (fun h => pathJoint I e n (p,h)) g := by rw [pathJoint, fairMass_snoc] simp only [observed, groupRun, Fin.init_snoc, Fin.snoc_last] have h := fairMass_bind (fun ω : Fin n → Ω => (observed I e n ω, groupRun I e n ω)) (fun x c => (Fin.snoc x.1 (I.obs (base I e n x.1) c), I.inc (base I e n x.1) c * x.2)) ((Fin.snoc p s : Fin (n + 1) → S), g) rw [h, Fintype.sum_prod_type] simp only [transition_mass, mul_ite, mul_zero] rw [Finset.sum_comm] simp only [Finset.sum_ite_eq', Finset.mem_univ, ite_true] rw [realConv_right] apply Finset.sum_congr rfl intro h _ rw [mul_comm] rfl theorem pathJoint_factor (e : E) (n : ℕ) (p : Fin n → S) (g : G) : pathJoint I e n (p,g) = weights I e n p * realProduct n (kernels I e n p) g := by induction n generalizing g with | zero => have hp : p = Fin.elim0 := Subsingleton.elim _ _ subst p simp [pathJoint, observed, groupRun, weights, realProduct, fairMass, eq_comm] | succ n ih => have hp : p = Fin.snoc (Fin.init p) (p (Fin.last n)) := (Fin.snoc_init_self p).symm conv_lhs => rw [hp] rw [pathJoint_succ, realConv_right] simp only [weights, kernels, realProduct, Fin.snoc_last, Fin.init_snoc, realConv_right] simp_rw [ih] rw [Finset.mul_sum] apply Finset.sum_congr rfl intro h _ rw [← probability_mul_kernel] ring end Revealed.Instrument end end OAI