import OAI.Geometry.LatticeCovering.Rounding namespace OAI section section noncomputable section open scoped BigOperators open Real noncomputable section open scoped BigOperators open MeasureTheory ProbabilityTheory Set noncomputable section open scoped BigOperators open MeasureTheory Set noncomputable section open Module Submodule MeasureTheory open scoped BigOperators noncomputable section open Real Filter Topology namespace SingleLatticeCovering.Folded open Real Filter Topology Asymptotics lemma eventually_rpow_ratio_bound {s t c : ℝ} (hst : s < t) (hc : 0 < c) : ∀ᶠ b : ℝ in atTop, b^s ≤ c*b^t := by have ht := tendsto_rpow_neg_atTop (sub_pos.mpr hst) filter_upwards [ht.eventually (gt_mem_nhds hc), eventually_gt_atTop (0 : ℝ)] with b hb hb0 have he : b^(-(t-s)) = b^s/b^t := by rw [←Real.rpow_sub hb0] congr 1 ring rw [he] at hb exact (div_lt_iff₀ (Real.rpow_pos_of_pos hb0 t)).mp hb |>.le lemma eventually_prime_power (k : ℝ) (hk : 0 < k) : ∀ᶠ b : ℝ in atTop, ∀ p : ℝ, 0 < p → b*logMean (heightR b)-4*b^(56/100 : ℝ) ≤ Real.log p → b^k ≤ p := by filter_upwards [(logMean_tendsto.comp heightR_tendsto).eventually (eventually_ge_atTop (2 : ℝ)), eventually_rpow_ratio_bound (by norm_num : (56/100 : ℝ) < 1) (by norm_num : (0 : ℝ) < 1/4), eventually_logpow_bound (1 : ℝ) (by norm_num : (0 : ℝ) < 1) (inv_pos.mpr hk), eventually_gt_atTop (1 : ℝ)] with b hμ hr hl hb1 intro p hp hlp have hb0 : 0 < b := by linarith rw [Real.rpow_one] at hr rw [Real.rpow_one, Real.rpow_one] at hl have hbl : b ≤ Real.log p := by dsimp only [Function.comp_apply] at hμ nlinarith [mul_le_mul_of_nonneg_left hμ hb0.le] have hkl : Real.log b*k ≤ b := by calc _ ≤ (k⁻¹*b)*k := mul_le_mul_of_nonneg_right hl hk.le _ = b := by field_simp rw [Real.rpow_def_of_pos hb0] exact (Real.exp_le_exp.mpr (hkl.trans hbl)).trans_eq (Real.exp_log hp) lemma grid_slack_of_fourth {b h p : ℝ} (hb : 2 ≤ b) (hh : 0 < h) (hsq : h^2 ≤ b) (hp : b^4 ≤ p) : b*h^2/p ≤ b^(-(2 : ℝ)) ∧ p⁻¹ ≤ 1/(2*h^2) := by have hb0 : 0 < b := by linarith have hp0 : 0 < p := lt_of_lt_of_le (by positivity) hp have he : b^(-(2 : ℝ)) = 1/b^2 := by rw [Real.rpow_neg hb0.le, Real.rpow_two, one_div] constructor · rw [he, div_le_div_iff₀ hp0 (by positivity)] nlinarith [mul_le_mul_of_nonneg_left hsq (show 0 ≤ b^3 by positivity)] · rw [inv_eq_one_div, div_le_div_iff₀ hp0 (by positivity)] nlinarith [sq_nonneg (b-2),sq_nonneg (b^2-2)] lemma eventually_rounding_slack : ∀ᶠ b : ℝ in atTop, ∀ p : ℝ, 0 < p → b*logMean (heightR b)-4*b^(56/100 : ℝ) ≤ Real.log p → b*heightR b^2/p ≤ b^(-(1/20 : ℝ)) ∧ b*heightR b^2/p ≤ (1/2 : ℝ)*b^(56/100 : ℝ) ∧ p⁻¹ ≤ 1/(2*heightR b^2) := by filter_upwards [eventually_prime_power (4 : ℝ) (by norm_num), eventually_height_square_le, eventually_rpow_ratio_bound (by norm_num : (-2 : ℝ) < 56/100) (by norm_num : (0 : ℝ) < 1/2), eventually_ge_atTop (2 : ℝ)] with b hp hs hr hb intro p hp0 hlp have hp4 : b^4 ≤ p := by have ht := hp p hp0 hlp change b^((4 : ℕ) : ℝ) ≤ p at ht rwa [Real.rpow_natCast] at ht have hg := grid_slack_of_fourth hb (heightR_pos (by linarith)) hs hp4 exact ⟨hg.1.trans (Real.rpow_le_rpow_of_exponent_le (by linarith) (by norm_num)), hg.1.trans hr,hg.2⟩ end SingleLatticeCovering.Folded namespace SingleLatticeCovering.Folded open Real Filter Topology MeasureTheory ConstructionA lemma numerical_count_tail {b m : ℝ} (hb : 1 ≤ b) (hm : 2*b^(70/100 : ℝ) ≤ m) : 4/m ≤ 2*b^(-(1/20 : ℝ)) := by have hb0 : 0 < b := lt_of_lt_of_le (by norm_num) hb have hp : 0 < b^(70/100 : ℝ) := Real.rpow_pos_of_pos hb0 _ have hm0 : 0 < m := by linarith calc 4/m ≤ 4/(2*b^(70/100 : ℝ)) := div_le_div_of_nonneg_left (by norm_num) (by positivity) hm _ = 2*b^(-(70/100 : ℝ)) := by rw [Real.rpow_neg hb0.le]; field_simp; ring _ ≤ _ := mul_le_mul_of_nonneg_left (Real.rpow_le_rpow_of_exponent_le hb (by norm_num)) (by norm_num) lemma eventually_grid_mass : ∀ᶠ b : ℕ in atTop, ∀ (p : ℕ) [NeZero p], 0 < p → (b : ℝ)*logMean (height b)-4*(b : ℝ)^(56/100 : ℝ) ≤ Real.log p → |gridMass (ι := Fin b) (height b) p Finset.univ-1| ≤ 7*(b : ℝ)^(-(1/20 : ℝ)) ∧ |gridMass (height b) p (gridEligible (ι := Fin b) (height b) (logMean (height b)) ((b : ℝ)^(56/100 : ℝ)) ((b : ℝ)^(70/100 : ℝ)) p)-1| ≤ 7*(b : ℝ)^(-(1/20 : ℝ)) := by have hε : ∀ᶠ b : ℝ in atTop, b^(-(1/20 : ℝ)) ≤ 1/2 := (tendsto_rpow_neg_atTop (by norm_num : (0 : ℝ) < 1/20)).eventually (eventually_le_nhds (by norm_num : (0 : ℝ) < 1/2)) filter_upwards [height_tendsto.eventually (eventually_ge_atTop (1 : ℝ)), tendsto_natCast_atTop_atTop.eventually eventually_central_mean, tendsto_natCast_atTop_atTop.eventually eventually_log_variance_tail, tendsto_natCast_atTop_atTop.eventually eventually_rounding_slack, tendsto_natCast_atTop_atTop.eventually hε, eventually_ge_atTop (2 : ℕ)] with b hh hm hv hs he hb intro p inst hp hlp have hb0 : 0 < (b : ℝ) := by exact_mod_cast (show 0 < b by omega) have hb1 : 1 ≤ (b : ℝ) := by exact_mod_cast (show 1 ≤ b by omega) have hh0 : 0 < height b := by linarith have hp0 : 0 < (p : ℝ) := by exact_mod_cast hp let e := (b : ℝ)^(-(1/20 : ℝ)) let c := (1/2 : ℝ)*(b : ℝ)^(56/100 : ℝ) let r := (b : ℝ)^(70/100 : ℝ) let E := gridEligible (ι := Fin b) (height b) (logMean (height b)) (2*c) r p have he0 : 0 ≤ e := Real.rpow_nonneg hb0.le _ have hc : 0 < c := mul_pos (by norm_num) (Real.rpow_pos_of_pos hb0 _) have hslack := hs (p : ℝ) hp0 hlp have hη : (b : ℝ)*height b^2*(p : ℝ)⁻¹ ≤ e := by simpa only [div_eq_mul_inv, height, heightR, e] using hslack.1 have hηc : (b : ℝ)*height b^2*(p : ℝ)⁻¹ ≤ c := by simpa only [div_eq_mul_inv, height, heightR, c] using hslack.2.1 have ha : 1-totalMass (height b)^b ≤ 2*e := by apply (height_totalMass_power_loss hb).2.trans exact mul_le_mul_of_nonneg_left (Real.rpow_le_rpow_of_exponent_le hb1 (by norm_num)) (by norm_num) have hg : 1-3*e ≤ (cubeLaw (height b) : Measure (Fin b → ℝ)).real (continuousGood (height b) c r) := by have ht := continuous_good_mass (ι := Fin b) hh (by simpa using (show 0 < b by omega)) hc (by simpa only [Fintype.card_fin, height, heightR, r] using hm) have hct := numerical_count_tail hb1 hm have ht' : 1-(b : ℝ)*((Real.log 2+height b^2/8)/2)^2/c^2 - 4/((b : ℝ)*Real.exp (-(height b^2)/8)/(height b*Real.sqrt (2*Real.pi))) ≤ (cubeLaw (height b) : Measure (Fin b → ℝ)).real (continuousGood (height b) c r) := by simpa only [continuousGood, Fintype.card_fin] using ht change (b : ℝ)*((Real.log 2+height b^2/8)/2)^2/c^2 ≤ e at hv change 4/((b : ℝ)*Real.exp (-(height b^2)/8)/(height b*Real.sqrt (2*Real.pi))) ≤ 2*e at hct linarith have hout := grid_from_continuous (ι := Fin b) hh0 (show 0 ≤ 2*e by positivity) (show 0 ≤ 3*e by positivity) p hp E (continuousGood (height b) c r) (continuousGood_measurable hh0) (fun t ht htc => round_into_eligible hh0 p hp (by simpa only [Fintype.card_fin] using hηc) hslack.2.2 htc ht) (by simpa only [Fintype.card_fin] using ha) hg (by simpa only [Fintype.card_fin] using hη.trans he) have htwo : 2*c = (b : ℝ)^(56/100 : ℝ) := by dsimp [c]; ring simp only [Fintype.card_fin, E, htwo] at hout exact ⟨hout.1.trans (by linarith), hout.2.trans (by linarith)⟩ end SingleLatticeCovering.Folded noncomputable section open scoped BigOperators namespace SingleLatticeCovering.Sampler universe u v section FiniteAverages variable {α : Type u} {β : Type v} [Fintype α] [Fintype β] lemma expect_prod (f : α × β → ℝ) : (𝔼 z, f z) = 𝔼 a, 𝔼 b, f (a, b) := by simp only [Fintype.expect_eq_sum_div_card, Fintype.card_prod, Nat.cast_mul, ← Finset.sum_div, Fintype.sum_prod_type, div_div] rw [mul_comm] def consEquiv (k : ℕ) (α : Type u) : (Fin (k + 1) → α) ≃ α × (Fin k → α) where toFun w := (w 0, Fin.tail w) invFun z := Fin.cons z.1 z.2 left_inv w := Fin.cons_self_tail w right_inv z := by simp lemma expect_cons (k : ℕ) (f : (Fin (k + 1) → α) → ℝ) : (𝔼 w, f w) = 𝔼 a, 𝔼 w, f (Fin.cons a w) := by calc (𝔼 w, f w) = 𝔼 z : α × (Fin k → α), f (Fin.cons z.1 z.2) := Fintype.expect_equiv (consEquiv k α) _ _ (fun w => by simp [consEquiv]) _ = _ := expect_prod _ lemma expect_append (k j : ℕ) (f : (Fin (k+j) → α) → ℝ) : (𝔼 w, f w) = 𝔼 u : Fin k → α, 𝔼 v : Fin j → α, f (Fin.append u v) := by calc (𝔼 w, f w) = 𝔼 z : (Fin k → α) × (Fin j → α), f (Fin.append z.1 z.2) := (Fintype.expect_equiv (Fin.appendEquiv k j) _ _ (fun _ => rfl)).symm _ = _ := expect_prod _ lemma expect_mono {f g : α → ℝ} (h : ∀ a, f a ≤ g a) : (𝔼 a, f a) ≤ 𝔼 a, g a := Finset.expect_le_expect (fun a _ => h a) lemma expect_nonneg {f : α → ℝ} (h : ∀ a, 0 ≤ f a) : 0 ≤ 𝔼 a, f a := Finset.expect_nonneg (fun a _ => h a) end FiniteAverages section FiniteProbability variable {α : Type u} {β : Type v} [Fintype α] [Fintype β] def probability (p : α → Prop) : ℝ := by classical exact 𝔼 x, if p x then 1 else 0 lemma probability_nonneg (p : α → Prop) : 0 ≤ probability p := by classical exact expect_nonneg (fun _ => by split_ifs <;> norm_num) lemma probability_le_one [Nonempty α] (p : α → Prop) : probability p ≤ 1 := by classical exact Finset.expect_le Finset.univ_nonempty (fun _ _ => by split_ifs <;> norm_num) lemma probability_mono {p q : α → Prop} (h : ∀ x, p x → q x) : probability p ≤ probability q := by classical apply expect_mono intro x by_cases hp : p x · simp [hp, h x hp] · by_cases hq : q x <;> simp [hp, hq] lemma probability_union_le (p q : α → Prop) : probability (fun x => p x ∨ q x) ≤ probability p + probability q := by classical unfold probability rw [← Finset.expect_add_distrib] apply expect_mono intro x by_cases hp : p x <;> by_cases hq : q x <;> simp [hp, hq] lemma probability_false : probability (fun _ : α => False) = 0 := by simp [probability] lemma probability_true [Nonempty α] : probability (fun _ : α => True) = 1 := by simp [probability] lemma probability_compl [Nonempty α] (p : α → Prop) : probability (fun x => ¬ p x) = 1 - probability p := by classical unfold probability rw [← Fintype.expect_const (ι := α) (1 : ℝ), ← Finset.expect_sub_distrib] apply Finset.expect_congr rfl intro x _ by_cases h : p x <;> simp [h] lemma probability_prod (p : α × β → Prop) : probability p = 𝔼 a, probability (fun b => p (a,b)) := expect_prod _ lemma probability_fst [Nonempty β] (p : α → Prop) : probability (fun x : α × β => p x.1) = probability p := by rw [probability_prod] classical unfold probability apply Finset.expect_congr rfl intro x _ by_cases h : p x <;> simp [h] lemma probability_cons (k : ℕ) (p : (Fin (k+1) → α) → Prop) : probability p = 𝔼 a, probability (fun w : Fin k → α => p (Fin.cons a w)) := by classical exact expect_cons k _ lemma probability_cons_tail (k : ℕ) (p : (Fin (k+1) → α) → Prop) : probability p = 𝔼 w : Fin k → α, probability (fun a => p (Fin.cons a w)) := by classical rw [probability_cons] unfold probability rw [Finset.expect_comm] lemma probability_append (k j : ℕ) (p : (Fin (k+j) → α) → Prop) : probability p = probability (fun z : (Fin k → α) × (Fin j → α) => p (Fin.append z.1 z.2)) := by classical unfold probability exact (Fintype.expect_equiv (Fin.appendEquiv k j) _ _ (fun _ => rfl)).symm lemma probability_snd [Nonempty α] (p : β → Prop) : probability (fun x : α × β => p x.2) = probability p := by rw [probability_prod] exact Fintype.expect_const (ι := α) (probability p) lemma probability_gt_le {f : α → ℝ} (hf : ∀ x, 0 ≤ f x) {t : ℝ} (ht : 0 < t) : probability (fun x => t < f x) ≤ (𝔼 x, f x) / t := by classical rw [le_div_iff₀ ht] unfold probability rw [Finset.expect_mul] apply expect_mono intro x by_cases h : t < f x · simpa [h] using h.le · simpa [h] using hf x lemma probability_le_of_pointwise [Nonempty α] {p : α → Prop} [DecidablePred p] {f : α → ℝ} {a : ℝ} (h : ∀ x, (if p x then (1 : ℝ) else 0) ≤ f x) (hf : (𝔼 x, f x) ≤ a) : probability p ≤ a := by classical unfold probability apply (expect_mono (g := f) ?_).trans hf intro x by_cases hp : p x <;> simpa [hp] using h x end FiniteProbability section GroupAverages variable {G : Type u} [AddCommGroup G] [Fintype G] lemma expect_sub_right (f : G → ℝ) (a : G) : (𝔼 x, f (x - a)) = 𝔼 x, f x := Fintype.expect_equiv (Equiv.subRight a) _ _ (fun _ => rfl) lemma expect_sub_left (f : G → ℝ) (a : G) : (𝔼 x, f (a - x)) = 𝔼 x, f x := Fintype.expect_equiv (Equiv.subLeft a) _ _ (fun _ => rfl) lemma expect_correlation (f g : G → ℝ) : (𝔼 w, 𝔼 x, f x * g (x - w)) = (𝔼 x, f x) * 𝔼 x, g x := by rw [Finset.expect_comm] simp_rw [← Finset.mul_expect, expect_sub_left, ← Finset.expect_mul] def step (w : G) (f : G → ℝ) (x : G) : ℝ := (f x + f (x - w)) / 2 lemma step_nonneg {G : Type u} [AddCommGroup G] [Fintype G] (w : G) {f : G → ℝ} (hf : ∀ x, 0 ≤ f x) (x : G) : 0 ≤ step w f x := by exact div_nonneg (add_nonneg (hf x) (hf _)) (by norm_num) lemma step_mean (w : G) (f : G → ℝ) : (𝔼 x, step w f x) = 𝔼 x, f x := by simp only [step, ← Finset.expect_div, Finset.expect_add_distrib, expect_sub_right] ring lemma step_second_moment (f : G → ℝ) : (𝔼 w, 𝔼 x, (step w f x) ^ 2) = ((𝔼 x, (f x) ^ 2) + (𝔼 x, f x) ^ 2) / 2 := by have h (w x : G) : (step w f x) ^ 2 = ((f x) ^ 2 + (f (x-w)) ^ 2 + 2 * (f x * f (x-w))) / 4 := by unfold step ring have hs (w : G) : (𝔼 x, (f (x-w))^2) = 𝔼 x, (f x)^2 := expect_sub_right (fun x => (f x)^2) w simp_rw [h, ← Finset.expect_div, Finset.expect_add_distrib, ← Finset.mul_expect, hs, Fintype.expect_const] rw [expect_correlation] ring def binaryAverage : {k : ℕ} → (Fin k → G) → (G → ℝ) → G → ℝ | 0, _, f => f | _ + 1, w, f => step (w 0) (binaryAverage (Fin.tail w) f) @[simp] lemma binaryAverage_zero {G : Type u} [AddCommGroup G] [Fintype G] (w : Fin 0 → G) (f : G → ℝ) : binaryAverage w f = f := rfl @[simp] lemma binaryAverage_cons {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (a : G) (w : Fin k → G) (f : G → ℝ) : binaryAverage (Fin.cons a w) f = step a (binaryAverage w f) := rfl lemma binaryAverage_mean {k : ℕ} (w : Fin k → G) (f : G → ℝ) : (𝔼 x, binaryAverage w f x) = 𝔼 x, f x := by induction k with | zero => rfl | succ k ih => change (𝔼 x, step (w 0) (binaryAverage (Fin.tail w) f) x) = _ rw [step_mean, ih] lemma binaryAverage_nonneg {k : ℕ} (w : Fin k → G) {f : G → ℝ} (hf : ∀ x, 0 ≤ f x) (x : G) : 0 ≤ binaryAverage w f x := by induction k generalizing x with | zero => exact hf x | succ k ih => exact step_nonneg _ (fun x => ih (Fin.tail w) x) x lemma binaryAverage_sub_const {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (w : Fin k → G) (f : G → ℝ) (c : ℝ) (x : G) : binaryAverage w (fun y => f y - c) x = binaryAverage w f x - c := by induction k generalizing x with | zero => rfl | succ k ih => change ((binaryAverage (Fin.tail w) (fun y => f y-c) x + binaryAverage (Fin.tail w) (fun y => f y-c) (x-w 0)) / 2) = _ rw [ih, ih] change _ = (binaryAverage (Fin.tail w) f x + binaryAverage (Fin.tail w) f (x-w 0)) / 2-c ring lemma binaryAverage_centered_second_moment (k : ℕ) (f : G → ℝ) (hf : (𝔼 x, f x) = 0) : (𝔼 w : Fin k → G, 𝔼 x, (binaryAverage w f x)^2) = (𝔼 x, (f x)^2) / (2 : ℝ)^k := by induction k with | zero => simp | succ k ih => rw [expect_cons, Finset.expect_comm] simp_rw [binaryAverage_cons, step_second_moment, binaryAverage_mean, hf, zero_pow (by decide : 2 ≠ 0), add_zero, ← Finset.expect_div] rw [ih, pow_succ] ring lemma binaryAverage_variance (k : ℕ) (f : G → ℝ) : (𝔼 w : Fin k → G, 𝔼 x, (binaryAverage w f x - (𝔼 y, f y))^2) = (𝔼 x, (f x - (𝔼 y, f y))^2) / (2 : ℝ)^k := by simpa only [binaryAverage_sub_const] using binaryAverage_centered_second_moment k (fun x => f x - (𝔼 y, f y)) (by rw [Finset.expect_sub_distrib, Fintype.expect_const, sub_self]) lemma variance_eq (f : G → ℝ) : (𝔼 x, (f x - (𝔼 y, f y))^2) = (𝔼 x, (f x)^2) - (𝔼 x, f x)^2 := by have h (x : G) : (f x - (𝔼 y, f y))^2 = (f x)^2 - 2 * (𝔼 y, f y) * f x + (𝔼 y, f y)^2 := by ring simp_rw [h, Finset.expect_add_distrib, Finset.expect_sub_distrib, ← Finset.mul_expect, Fintype.expect_const] ring lemma lower_tail_le_variance {G : Type u} [AddCommGroup G] [Fintype G] (f : G → ℝ) {δ : ℝ} (hδ : 0 < δ) (hμ : 0 < 𝔼 x, f x) : probability (fun x => f x < (1-δ) * (𝔼 y, f y)) ≤ (𝔼 x, (f x - (𝔼 y, f y))^2) / (δ * (𝔼 x, f x))^2 := by have ht : 0 < δ * (𝔼 y, f y) := mul_pos hδ hμ apply (probability_mono (q := fun x => (δ*(𝔼 y, f y))^2 < (f x - (𝔼 y, f y))^2) ?_).trans (probability_gt_le (fun x => sq_nonneg _) (sq_pos_of_pos ht)) intro x hx nlinarith lemma expected_bad_fraction_le (k : ℕ) (f : G → ℝ) {δ : ℝ} (hδ : 0 < δ) (hμ : 0 < 𝔼 x, f x) : (𝔼 w : Fin k → G, probability (fun x => binaryAverage w f x < (1-δ) * (𝔼 y, f y))) ≤ (𝔼 x, (f x - (𝔼 y, f y))^2) / ((2 : ℝ)^k * (δ * (𝔼 x, f x))^2) := by have h (w : Fin k → G) := lower_tail_le_variance (binaryAverage w f) hδ (by simpa only [binaryAverage_mean] using hμ) simp only [binaryAverage_mean] at h have he := expect_mono h rw [← Finset.expect_div, binaryAverage_variance, div_div] at he exact he def subsetShift {k : ℕ} (w : Fin k → G) (e : Fin k → Bool) : G := ∑ i, if e i then w i else 0 lemma subsetShift_cons {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (w : Fin (k+1) → G) (b : Bool) (e : Fin k → Bool) : subsetShift w (Fin.cons b e) = (if b then w 0 else 0) + subsetShift (Fin.tail w) e := by simp [subsetShift, Fin.sum_univ_succ, Fin.tail] lemma subsetShift_append {G : Type u} [AddCommGroup G] [Fintype G] {k j : ℕ} (u : Fin k → G) (v : Fin j → G) (a : Fin k → Bool) (b : Fin j → Bool) : subsetShift (Fin.append u v) (Fin.append a b) = subsetShift u a + subsetShift v b := by simp [subsetShift, Fin.sum_univ_add] lemma expect_bool (f : Bool → ℝ) : (𝔼 b, f b) = (f false + f true)/2 := by rw [Fintype.expect_eq_sum_div_card, Fintype.sum_bool] simp [add_comm] lemma binaryAverage_eq_expect {k : ℕ} (w : Fin k → G) (f : G → ℝ) (x : G) : binaryAverage w f x = 𝔼 e : Fin k → Bool, f (x-subsetShift w e) := by induction k generalizing x with | zero => simp [subsetShift] | succ k ih => rw [expect_cons, expect_bool] simp only [subsetShift_cons, Bool.false_eq_true, ↓reduceIte, zero_add, sub_add_eq_sub_sub] rw [← ih (Fin.tail w) x, ← ih (Fin.tail w) (x-w 0)] rfl lemma binaryAverage_eq_sum {k : ℕ} (w : Fin k → G) (f : G → ℝ) (x : G) : binaryAverage w f x = (∑ e : Fin k → Bool, f (x-subsetShift w e)) / (2 : ℝ)^k := by rw [binaryAverage_eq_expect, Fintype.expect_eq_sum_div_card] simp lemma binaryAverage_append {k j : ℕ} (u : Fin k → G) (v : Fin j → G) (f : G → ℝ) (x : G) : binaryAverage (Fin.append u v) f x = binaryAverage v (binaryAverage u f) x := by rw [binaryAverage_eq_expect, expect_append, Finset.expect_comm] simp_rw [subsetShift_append, binaryAverage_eq_expect] apply Finset.expect_congr rfl intro b _ apply Finset.expect_congr rfl intro a _ congr 1 abel lemma binaryAverage_mono {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (w : Fin k → G) {f g : G → ℝ} (h : ∀ x, f x ≤ g x) (x : G) : binaryAverage w f x ≤ binaryAverage w g x := by induction k generalizing x with | zero => exact h x | succ k ih => change (binaryAverage (Fin.tail w) f x + binaryAverage (Fin.tail w) f (x-w 0))/2 ≤ (binaryAverage (Fin.tail w) g x + binaryAverage (Fin.tail w) g (x-w 0))/2 exact div_le_div_of_nonneg_right (add_le_add (ih _ x) (ih _ (x-w 0))) (by norm_num) lemma binaryAverage_mul_const {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (w : Fin k → G) (f : G → ℝ) (c : ℝ) (x : G) : binaryAverage w (fun y => c * f y) x = c * binaryAverage w f x := by induction k generalizing x with | zero => rfl | succ k ih => change (binaryAverage (Fin.tail w) (fun y => c*f y) x + binaryAverage (Fin.tail w) (fun y => c*f y) (x-w 0))/2 = _ rw [ih, ih] change _ = c * ((binaryAverage (Fin.tail w) f x + binaryAverage (Fin.tail w) f (x-w 0))/2) ring def binarySum {k : ℕ} (w : Fin k → G) (f : G → ℝ) (x : G) : ℝ := (2 : ℝ)^k * binaryAverage w f x @[simp] lemma binarySum_zero {G : Type u} [AddCommGroup G] [Fintype G] (w : Fin 0 → G) (f : G → ℝ) (x : G) : binarySum w f x = f x := by simp [binarySum] @[simp] lemma binarySum_cons {G : Type u} [AddCommGroup G] [Fintype G] {k : ℕ} (a : G) (w : Fin k → G) (f : G → ℝ) (x : G) : binarySum (Fin.cons a w) f x = binarySum w f x + binarySum w f (x-a) := by simp only [binarySum, binaryAverage_cons, step, pow_succ] ring def potential (θ : ℝ) (f : G → ℝ) : ℝ := 𝔼 x, Real.exp (-θ * f x) lemma potential_pos (θ : ℝ) (f : G → ℝ) : 0 < potential θ f := Finset.expect_pos (fun _ _ => Real.exp_pos _) Finset.univ_nonempty lemma potential_square (θ : ℝ) (f : G → ℝ) : (𝔼 w, potential θ (fun x => f x + f (x-w))) = (potential θ f)^2 := by unfold potential simp_rw [mul_add, Real.exp_add] rw [expect_correlation (fun x => Real.exp (-θ * f x)) (fun x => Real.exp (-θ * f x)), pow_two] lemma potential_step_failure (θ ε : ℝ) (f : G → ℝ) : probability (fun w => Real.exp ε * (potential θ f)^2 < potential θ (fun x => f x + f (x-w))) ≤ Real.exp (-ε) := by have hp := potential_pos θ f have ht : 0 < Real.exp ε * (potential θ f)^2 := mul_pos (Real.exp_pos _) (sq_pos_of_pos hp) have h := probability_gt_le (fun w => (potential_pos θ (fun x => f x + f (x-w))).le) ht rw [potential_square] at h convert h using 1 rw [Real.exp_neg] field_simp lemma potential_iteration_failure (θ ε a : ℝ) (f : G → ℝ) (h₀ : potential θ f ≤ Real.exp a) (k : ℕ) : probability (fun w : Fin k → G => Real.exp ((2 : ℝ)^k * a + ((2 : ℝ)^k - 1) * ε) < potential θ (binarySum w f)) ≤ (k : ℝ) * Real.exp (-ε) := by induction k with | zero => have h : (fun w : Fin 0 → G => Real.exp ((2 : ℝ)^0 * a + ((2 : ℝ)^0 - 1)*ε) < potential θ (binarySum w f)) = (fun _ => False) := by funext w simp only [pow_zero, one_mul, sub_self, zero_mul, add_zero] simp only [show binarySum w f = f by funext x; simp] exact propext (iff_false_intro (not_lt_of_ge h₀)) rw [h, probability_false] simp | succ k ih => let T : ℝ := Real.exp ((2 : ℝ)^k * a + ((2 : ℝ)^k-1)*ε) have hT : 0 < T := Real.exp_pos _ have hnext : Real.exp ((2 : ℝ)^(k+1)*a + ((2 : ℝ)^(k+1)-1)*ε) = Real.exp ε * T^2 := by dsimp [T] rw [← Real.exp_nat_mul, ← Real.exp_add] congr 1 rw [pow_succ] ring rw [probability_cons_tail] have hcond (w : Fin k → G) : probability (fun z => Real.exp ((2 : ℝ)^(k+1)*a+((2 : ℝ)^(k+1)-1)*ε) < potential θ (binarySum (Fin.cons z w) f)) ≤ (if T < potential θ (binarySum w f) then 1 else 0) + Real.exp (-ε) := by by_cases hw : T < potential θ (binarySum w f) · simp only [hw, ↓reduceIte] exact (probability_le_one _).trans (by linarith [Real.exp_pos (-ε)]) · have hle : potential θ (binarySum w f) ≤ T := le_of_not_gt hw simp only [hw, ↓reduceIte, zero_add] apply (probability_mono (q := fun z => Real.exp ε * (potential θ (binarySum w f))^2 < potential θ (fun x => binarySum w f x + binarySum w f (x-z))) ?_).trans (potential_step_failure θ ε (binarySum w f)) intro z hz rw [hnext] at hz have hs : (potential θ (binarySum w f))^2 ≤ T^2 := pow_le_pow_left₀ (potential_pos θ _).le hle 2 have hb : binarySum (Fin.cons z w) f = fun x => binarySum w f x + binarySum w f (x-z) := by funext x exact binarySum_cons z w f x rw [hb] at hz exact lt_of_le_of_lt (mul_le_mul_of_nonneg_left hs (Real.exp_pos _).le) hz have he := expect_mono hcond rw [Finset.expect_add_distrib, Fintype.expect_const] at he change _ ≤ probability (fun w : Fin k → G => T < potential θ (binarySum w f)) + Real.exp (-ε) at he dsimp [T] at he push_cast linarith lemma exp_le_card_mul_potential (θ : ℝ) (f : G → ℝ) (x : G) : Real.exp (-θ * f x) ≤ (Fintype.card G : ℝ) * potential θ f := by classical rw [potential, Fintype.expect_eq_sum_div_card] have hc : (Fintype.card G : ℝ) ≠ 0 := by positivity rw [mul_div_cancel₀ _ hc] exact Finset.single_le_sum (f := fun y => Real.exp (-θ*f y)) (fun y _ => (Real.exp_pos _).le) (Finset.mem_univ x) lemma potential_bound_pointwise (θ a : ℝ) (f : G → ℝ) (h : potential θ f ≤ Real.exp a) (x : G) : -θ * f x ≤ Real.log (Fintype.card G) + a := by have hc : (0 : ℝ) < Fintype.card G := by positivity have he := (exp_le_card_mul_potential θ f x).trans (mul_le_mul_of_nonneg_left h hc.le) have heq : (Fintype.card G : ℝ) * Real.exp a = Real.exp (Real.log (Fintype.card G) + a) := by rw [Real.exp_add, Real.exp_log hc] rw [heq] at he exact Real.exp_le_exp.mp he lemma potential_bound_binaryAverage {k : ℕ} (w : Fin k → G) (f : G → ℝ) {θ δ : ℝ} (hθ : 0 < θ) (hδ : 0 ≤ δ) (h : potential θ (binarySum w f) ≤ Real.exp ((2 : ℝ)^k * (-θ+1) + ((2 : ℝ)^k-1)*(θ*δ))) (x : G) : 1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^k) ≤ binaryAverage w f x := by have hh := potential_bound_pointwise θ _ _ h x unfold binarySum at hh have hp : (0 : ℝ) < 2^k := by positivity have he : θ*(2 : ℝ)^k*(1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^k)) = θ*(2 : ℝ)^k-θ*(2 : ℝ)^k*δ-(2 : ℝ)^k-Real.log (Fintype.card G) := by field_simp apply le_of_mul_le_mul_left (a := θ*(2 : ℝ)^k) _ (mul_pos hθ hp) rw [he] nlinarith [mul_nonneg hθ.le hδ] lemma indicator_initial_potential {p : G → Prop} [DecidablePred p] {θ : ℝ} (hθ : 0 ≤ θ) (hp : probability (fun x => ¬p x) ≤ Real.exp (-2*θ)) : potential θ (fun x => if p x then 1 else 0) ≤ Real.exp (-θ+1) := by classical have hi (x : G) : Real.exp (-θ*(if p x then 1 else 0)) = (if ¬p x then 1 else 0) + (if p x then 1 else 0) * Real.exp (-θ) := by by_cases h : p x <;> simp [h] have he : potential θ (fun x => if p x then 1 else 0) = probability (fun x => ¬p x) + probability p * Real.exp (-θ) := by unfold potential probability simp_rw [hi, Finset.expect_add_distrib, ← Finset.expect_mul] congr 1 · apply Finset.expect_congr rfl intro x _ by_cases h : p x <;> simp [h] · congr 1 apply Finset.expect_congr rfl intro x _ by_cases h : p x <;> simp [h] rw [he] calc probability (fun x => ¬p x) + probability p * Real.exp (-θ) ≤ Real.exp (-2*θ) + Real.exp (-θ) := add_le_add hp (by nlinarith [probability_le_one p, Real.exp_pos (-θ)]) _ ≤ 2 * Real.exp (-θ) := by have : Real.exp (-2*θ) ≤ Real.exp (-θ) := Real.exp_le_exp.mpr (by linarith) linarith _ ≤ Real.exp 1 * Real.exp (-θ) := by have htwo : (2 : ℝ) ≤ Real.exp 1 := by linarith [Real.add_one_le_exp (1 : ℝ)] exact mul_le_mul_of_nonneg_right htwo (Real.exp_pos _).le _ = _ := by rw [← Real.exp_add]; congr 1; ring lemma second_stage_failure {p : G → Prop} [DecidablePred p] {θ δ : ℝ} (hθ : 0 < θ) (hδ : 0 ≤ δ) (hp : probability (fun x => ¬p x) ≤ Real.exp (-2*θ)) (k : ℕ) : probability (fun w : Fin k → G => ∃ x, binaryAverage w (fun y => if p y then 1 else 0) x < 1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^k)) ≤ (k : ℝ) * Real.exp (-(θ*δ)) := by apply (probability_mono (q := fun w : Fin k → G => Real.exp ((2 : ℝ)^k*(-θ+1)+((2 : ℝ)^k-1)*(θ*δ)) < potential θ (binarySum w (fun y => if p y then 1 else 0))) ?_).trans (potential_iteration_failure θ (θ*δ) (-θ+1) _ (indicator_initial_potential hθ.le hp) k) intro w hw by_contra h obtain ⟨x, hx⟩ := hw exact not_lt_of_ge (potential_bound_binaryAverage w _ hθ hδ (le_of_not_gt h) x) hx lemma two_stage_failure (f : G → ℝ) (hf : ∀ x, 0 ≤ f x) {δ θ : ℝ} (hδ : 0 < δ) (hδ₁ : δ < 1) (hθ : 0 < θ) (hμ : 0 < 𝔼 x, f x) (k j : ℕ) : probability (fun z : (Fin k → G) × (Fin j → G) => ∃ x, binaryAverage z.2 (binaryAverage z.1 f) x < (1-δ)*(𝔼 y, f y)*(1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^j))) ≤ ((𝔼 x, (f x-(𝔼 y, f y))^2) / ((2 : ℝ)^k*(δ*(𝔼 y, f y))^2)) / Real.exp (-2*θ) + (j : ℝ)*Real.exp (-(θ*δ)) := by classical let μ : ℝ := 𝔼 x, f x let β (u : Fin k → G) : ℝ := probability (fun x => binaryAverage u f x < (1-δ)*μ) let L : ℝ := 1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^j) have ht : 0 < (1-δ)*μ := mul_pos (sub_pos.mpr hδ₁) hμ have hfirst : probability (fun u => Real.exp (-2*θ) < β u) ≤ ((𝔼 x, (f x-μ)^2) / ((2 : ℝ)^k*(δ*μ)^2)) / Real.exp (-2*θ) := by have hb := probability_gt_le (f := β) (fun u => probability_nonneg _) (Real.exp_pos (-2*θ)) have hc := expected_bad_fraction_le k f hδ hμ exact hb.trans (div_le_div_of_nonneg_right hc (Real.exp_pos _).le) rw [probability_prod] have hcond (u : Fin k → G) : probability (fun v : Fin j → G => ∃ x, binaryAverage v (binaryAverage u f) x < (1-δ)*μ*L) ≤ (if Real.exp (-2*θ) < β u then 1 else 0) + (j : ℝ)*Real.exp (-(θ*δ)) := by by_cases hu : Real.exp (-2*θ) < β u · simp only [hu, ↓reduceIte] exact (probability_le_one _).trans (by have : 0 ≤ (j : ℝ)*Real.exp (-(θ*δ)) := by positivity linarith) · simp only [hu, ↓reduceIte, zero_add] let p : G → Prop := fun x => (1-δ)*μ ≤ binaryAverage u f x have hp : probability (fun x => ¬p x) ≤ Real.exp (-2*θ) := by simpa only [p, not_le] using (le_of_not_gt hu) have hpoint (x : G) : (1-δ)*μ*(if p x then 1 else 0) ≤ binaryAverage u f x := by by_cases hx : p x · rw [ite_eq_left hx, mul_one] exact hx · simpa [hx] using binaryAverage_nonneg u hf x have hsample (v : Fin j → G) (x : G) : (1-δ)*μ*binaryAverage v (fun y => if p y then 1 else 0) x ≤ binaryAverage v (binaryAverage u f) x := by simpa only [binaryAverage_mul_const] using binaryAverage_mono v hpoint x apply (probability_mono (q := fun v : Fin j → G => ∃ x, binaryAverage v (fun y => if p y then 1 else 0) x < L) ?_).trans (second_stage_failure hθ hδ.le hp j) rintro v ⟨x, hx⟩ refine ⟨x, ?_⟩ by_contra hn have hh := mul_le_mul_of_nonneg_left (le_of_not_gt hn) ht.le exact not_lt_of_ge (hh.trans (hsample v x)) hx have he := expect_mono hcond rw [Finset.expect_add_distrib, Fintype.expect_const] at he have hs : (𝔼 u : Fin k → G, if Real.exp (-2*θ) < β u then (1 : ℝ) else 0) = probability (fun u => Real.exp (-2*θ) < β u) := by unfold probability apply Finset.expect_congr rfl intro u _ by_cases hu : Real.exp (-2*θ) < β u <;> simp rw [hs] at he exact he.trans (add_le_add hfirst le_rfl) lemma two_stage_failure_three_delta (f : G → ℝ) (hf : ∀ x, 0 ≤ f x) {δ θ : ℝ} (hδ : 0 < δ) (hδ₁ : δ < 1) (hθ : 0 < θ) (hμ : 0 < 𝔼 x, f x) (k j : ℕ) (hsmall : 1/θ+Real.log (Fintype.card G)/(θ*(2 : ℝ)^j) ≤ δ) : probability (fun z : (Fin k → G) × (Fin j → G) => ∃ x, binaryAverage z.2 (binaryAverage z.1 f) x < (1-3*δ)*(𝔼 y, f y)) ≤ ((𝔼 x, (f x-(𝔼 y, f y))^2) / ((2 : ℝ)^k*(δ*(𝔼 y, f y))^2)) / Real.exp (-2*θ) + (j : ℝ)*Real.exp (-(θ*δ)) := by have ht : 0 ≤ (1-δ)*(𝔼 y, f y) := mul_nonneg (by linarith) hμ.le have hl : (1-3*δ)*(𝔼 y, f y) ≤ (1-δ)*(𝔼 y, f y)*(1-δ-1/θ-Real.log (Fintype.card G)/(θ*(2 : ℝ)^j)) := by calc _ ≤ (1-δ)*(𝔼 y, f y)*(1-2*δ) := by nlinarith [mul_nonneg (sq_nonneg δ) hμ.le] _ ≤ _ := mul_le_mul_of_nonneg_left (by linarith) ht exact (probability_mono (fun z hz => by obtain ⟨x, hx⟩ := hz exact ⟨x, hx.trans_le hl⟩)).trans (two_stage_failure f hf hδ hδ₁ hθ hμ k j) lemma sampler_explicit_parameters (f : G → ℝ) (hf : ∀ x, 0 ≤ f x) {δ θ : ℝ} (hδ : 0 < δ) (hδ₁ : δ < 1) (hθ : 0 < θ) (hμ : 0 < 𝔼 x, f x) (k j : ℕ) (hsmall : 1/θ+Real.log (Fintype.card G)/(θ*(2 : ℝ)^j) ≤ δ) : probability (fun w : Fin (k+j) → G => ∃ x, (∑ e : Fin (k+j) → Bool, f (x-subsetShift w e)) / (2 : ℝ)^(k+j) < (1-3*δ)*(𝔼 y, f y)) ≤ ((𝔼 x, (f x-(𝔼 y, f y))^2) / ((2 : ℝ)^k*(δ*(𝔼 y, f y))^2)) / Real.exp (-2*θ) + (j : ℝ)*Real.exp (-(θ*δ)) := by simp_rw [← binaryAverage_eq_sum] rw [probability_append] simp_rw [binaryAverage_append] exact two_stage_failure_three_delta f hf hδ hδ₁ hθ hμ k j hsmall end GroupAverages end SingleLatticeCovering.Sampler noncomputable section open Filter Topology Asymptotics end end end end end end end end end end OAI