import OAI.Geometry.PinnedDistances.GridBounds namespace OAI universe u1 u2 u3 u4 u5 u6 u7 u8 u9 u10 section noncomputable section open scoped BigOperators Topology open Filter MeasureTheory namespace WeakPinned.Hierarchy.Depth variable {P : Type u1} [Fintype P] [DecidableEq P] variable (d : Depth P) lemma sum_by_cells (r : ℝ) (f : P → ℝ) : (∑ C ∈ d.cells r, ∑ x∈C, f x)=∑ x,f x := by have hh (x : P) : (∑ C ∈ d.cells r, if x∈C then f x else 0)=f x := by rw [Finset.sum_eq_single (d.cell r x)] · simp [d.share_refl] · intro C hC hne rw [ite_eq_right] exact fun hx => hne (d.cell_of_mem hC hx) · simp calc _ = ∑ C ∈ d.cells r, ∑ x, if x∈C then f x else 0 := by simp _ = ∑ x, ∑ C ∈ d.cells r, if x∈C then f x else 0 := Finset.sum_comm _ = _ := by simp_rw [hh] lemma sum_cell_value (r : ℝ) (p : P → ℝ) (v : Finset P → ℝ) : (∑ x,p x*v (d.cell r x))=∑ C∈d.cells r, v C*(∑ x∈C,p x) := by rw [← d.sum_by_cells r (fun x => p x*v (d.cell r x))] apply Finset.sum_congr rfl intro C hC rw [Finset.mul_sum] apply Finset.sum_congr rfl intro x hx rw [← d.cell_of_mem hC hx] ring end WeakPinned.Hierarchy.Depth namespace WeakPinned.Bounded open Hierarchy Variance variable {P : Type u2} [Fintype P] [DecidableEq P] omit [DecidableEq P] in lemma weighted_test_bound (p f g : P → ℝ) (hp : ∀ x,0 ≤ p x) (h1 : ∑ x,p x=1) (η : ℝ) (hfg : ∀ x,|f x-g x| ≤ η) : |(∑ x,p x*f x)-(∑ x,p x*g x)| ≤ η := by rw [← Finset.sum_sub_distrib] calc _ ≤ ∑ x, |p x*f x-p x*g x| := Finset.abs_sum_le_sum_abs _ _ _ = ∑ x,p x*|f x-g x| := by simp_rw [← mul_sub,abs_mul,abs_of_nonneg (hp _)] _ ≤ ∑ x,p x*η := Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (hfg x) (hp x)) _ = η := by rw [← Finset.sum_mul,h1,one_mul] lemma partition_test_bound (d : Depth P) (r : ℝ) (p a f : P → ℝ) (hp : ∀ x,0 ≤ p x) (ha : ∀ x,0 ≤ a x) (hp1 : ∑ x,p x=1) (ha1 : ∑ x,a x=1) (A : Finset (Finset P)) (hA : A⊆d.cells r) (v : Finset P → ℝ) (η H : ℝ) (hf : ∀ x,|f x-v (d.cell r x)| ≤ η) (hv : ∀ C∈d.cells r, |v C| ≤ if C∈A then H else 0) : |(∑ x,p x*f x)-(∑ x,a x*f x)| ≤ 2*η+H*(∑ C∈A, |(∑ x∈C,p x)-(∑ x∈C,a x)|) := by have hpa : |(∑ x,p x*v (d.cell r x))-(∑ x,a x*v (d.cell r x))| ≤ H*(∑ C∈A,|(∑ x∈C,p x)-(∑ x∈C,a x)|) := by rw [d.sum_cell_value,d.sum_cell_value,← Finset.sum_sub_distrib] calc _ ≤ ∑ C∈d.cells r, |v C*(∑ x∈C,p x)-v C*(∑ x∈C,a x)| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ C∈d.cells r, if C∈A then H*|(∑ x∈C,p x)-(∑ x∈C,a x)| else 0 := by apply Finset.sum_le_sum intro C hC rw [← mul_sub,abs_mul] simpa only [ite_mul,zero_mul] using mul_le_mul_of_nonneg_right (hv C hC) (abs_nonneg _) _ = _ := by rw [Finset.sum_ite_mem,Finset.inter_eq_right.mpr hA,Finset.mul_sum] have h₁ := weighted_test_bound p f (fun x => v (d.cell r x)) hp hp1 η hf have h₂ := weighted_test_bound a f (fun x => v (d.cell r x)) ha ha1 η hf have hh := abs_add_three ((∑ x,p x*f x)-(∑ x,p x*v (d.cell r x))) ((∑ x,p x*v (d.cell r x))-(∑ x,a x*v (d.cell r x))) ((∑ x,a x*v (d.cell r x))-(∑ x,a x*f x)) rw [abs_sub_comm (∑ x,a x*v (d.cell r x))] at hh convert le_trans hh (by linarith : _ ≤ 2*η+H*(∑ C∈A, |(∑ x∈C,p x)-(∑ x∈C,a x)|)) using 1 congr 1 ring lemma cellProb_compl (B C : Finset P) (hB : B.Nonempty) : cellProb B Cᶜ=1-cellProb B C := by rw [← sum_prob_cell,← sum_prob_cell,← sum_prob B hB] have hh := Finset.sum_compl_add_sum C (prob B) linarith variable {I : Type u3} [Fintype I] def meanCellDiscrep (w : I → ℝ) (B : I → Finset P) (C : Finset P) : ℝ := ∑ i,w i*|cellProb (B i) C-cellProb Finset.univ C| lemma meanCellDiscrep_nonneg (w : I → ℝ) (B : I → Finset P) (hw : ∀ i,0 ≤ w i) (C : Finset P) : 0 ≤ meanCellDiscrep w B C := Finset.sum_nonneg (fun i _ => mul_nonneg (hw i) (abs_nonneg _)) lemma meanCellDiscrep_compl (w : I → ℝ) (B : I → Finset P) (hB : ∀ i,(B i).Nonempty) (hn : 0 mul_le_mul_of_nonneg_left (hy _) (hw i)) _ = (∑ i,w i*(cellProb (B i) C-cellProb Finset.univ C)^2)/δ+(∑ i,w i)*δ := by simp only [mul_add,← mul_div_assoc,Finset.sum_add_distrib,← Finset.sum_div,← Finset.sum_mul] _ ≤ _ := by nlinarith [mul_le_mul_of_nonneg_right hW hδ.le] exact hh.trans (le_add_of_nonneg_right (by positivity)) · have hh := meanCellDiscrep_small w B M hw hW hdom C have hc : cellProb (Finset.univ : Finset P) C ≤ T/Fintype.card P := by simp only [cellProb,Finset.univ_inter,Finset.card_univ] exact div_le_div_of_nonneg_right (le_of_not_gt hC) (by positivity) have hv := varianceCell_nonneg w B T hw C have hm := mul_le_mul_of_nonneg_left hc (show 0 ≤ M+1 by linarith) rw [← mul_div_assoc] at hm linarith [div_nonneg hv hδ.le] end WeakPinned.Bounded end end section noncomputable section open scoped BigOperators Topology open Filter MeasureTheory namespace WeakPinned.Hierarchy.Depth variable {P : Type u4} [Fintype P] [DecidableEq P] variable (d : Depth P) def transformCell (C : Finset P) : Finset P := if Fintype.card P<2*C.card then Cᶜ else C lemma sum_transformCell (r : ℝ) (f : Finset P → ℝ) : (∑ C∈d.cells r,f (transformCell C))=d.sumCells f r := by classical simp only [sumCells,transformed,Multiset.map_add,Multiset.sum_add,Multiset.map_map, Function.comp_def,transformCell] simp_rw [apply_ite f] rw [Finset.sum_ite] change (∑ C∈(d.cells r).filter (fun C => Fintype.card P<2*C.card),f Cᶜ)+ (∑ C∈(d.cells r).filter (fun C => ¬Fintype.card P<2*C.card),f C) = (∑ C∈(d.cells r).filter (fun C => ¬Fintype.card P<2*C.card),f C)+ (∑ C∈(d.cells r).filter (fun C => Fintype.card P<2*C.card),f Cᶜ) ring end WeakPinned.Hierarchy.Depth namespace WeakPinned.Bounded open Hierarchy Variance variable {P : Type u5} {I : Type u6} [Fintype P] [DecidableEq P] [Fintype I] lemma meanCellDiscrep_transform (w : I → ℝ) (B : I → Finset P) (hB : ∀ i,(B i).Nonempty) (hn : 0 hv _)) hδ.le · apply mul_le_mul_of_nonneg_right hN positivity _ = _ := by rw [d.sum_transformCell] def testDiscrep (w : I → ℝ) (B : I → Finset P) (f : P → ℝ) : ℝ := ∑ i,w i*|(∑ x,prob (B i) x*f x)-(∑ x,prob Finset.univ x*f x)| lemma testDiscrep_nonneg (w : I → ℝ) (B : I → Finset P) (f : P → ℝ) (hw : ∀ i,0 ≤ w i) : 0 ≤ testDiscrep w B f := Finset.sum_nonneg (fun i _ => mul_nonneg (hw i) (abs_nonneg _)) lemma family_partition_test_bound (d : Depth P) (r : ℝ) (A : Finset (Finset P)) (N M T δ η H : ℝ) (w : I → ℝ) (B : I → Finset P) (hn : 0 positivity have hh (i : I) := partition_test_bound d r (prob (B i)) (prob Finset.univ) f (hp _) (hp _) (sum_prob _ (hB i)) (sum_prob _ (Finset.univ_nonempty_iff.mpr (Fintype.card_pos_iff.mp hn))) A hA v η H hf hv simp only [sum_prob_cell] at hh have hmean := active_meanDiscrep_bound d r A N M T δ w B hn hA hN hw hW hB hM hT hδ hdom calc _ ≤ ∑ i,w i*(2*η+H*(∑ C∈A,|cellProb (B i) C-cellProb Finset.univ C|)) := Finset.sum_le_sum (fun i _ => mul_le_mul_of_nonneg_left (hh i) (hw i)) _ = (∑ i,w i)*(2*η)+H*(∑ C∈A,meanCellDiscrep w B C) := by simp only [mul_add,Finset.sum_add_distrib,← Finset.sum_mul] congr 1 simp only [meanCellDiscrep,Finset.mul_sum] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro C _ apply Finset.sum_congr rfl intro i _ ring _ ≤ _ := add_le_add (by simpa only [one_mul] using mul_le_mul_of_nonneg_right hW (show 0≤2*η by positivity)) (mul_le_mul_of_nonneg_left hmean hH) end WeakPinned.Bounded end end section noncomputable section open scoped BigOperators Topology open Filter MeasureTheory namespace WeakPinned.Bounded open Hierarchy variable {P : Type u7} [Fintype P] [DecidableEq P] lemma grid_test_data (d : Depth P) (u : P → ℂ) (ω : Grid.FullSample) (r m : ℝ) (b : ℂ) (hn : 0 ‖(Real.exp m:ℂ)*u x+b‖≤R) let A := D.image (d.cell r) let rep (C : Finset P) : P := if h : C∈A then (Finset.mem_image.mp h).choose else Classical.arbitrary P have hr (C : Finset P) (hC : C∈A) : rep C∈D ∧ d.cell r (rep C)=C := by simpa only [rep,dite_eq_left hC] using (Finset.mem_image.mp hC).choose_spec have hAc : A⊆d.cells r := Finset.image_subset_image (Finset.filter_subset _ _) have hcount : A.card≤(2*M+1)^2 := by apply le_trans (Finset.card_le_card_of_injOn (fun C => Grid.label ω r (u (rep C))) (t:=D.image (fun x => Grid.label ω r (u x))) ?_ ?_) · apply Grid.card_labels_bound D u ω r m b R L M hR hL hside hM intro x hx exact (Finset.mem_filter.mp hx).2 · intro C hC exact Finset.mem_image.mpr ⟨rep C,(hr C hC).1,rfl⟩ · intro C hC E hE he rw [← (hr C hC).2,← (hr E hE).2] exact d.cell_eq_of_share ((hshare _ _).mpr he) let v (C : Finset P) := if C∈A then f ((Real.exp m:ℂ)*u (rep C)+b) else 0 refine ⟨A,v,hAc,hcount,?_,?_⟩ · intro x by_cases hx : d.cell r x∈A · simp only [v,ite_eq_left hx] apply hcont have he : d.share r x (rep (d.cell r x)) := by rw [← d.mem_cell] have hmem := d.self_mem_cell r (rep (d.cell r x)) rwa [(hr _ hx).2] at hmem have hd := Grid.label_diameter (m:=m) ((hshare _ _).mp he) have heq : ((Real.exp m:ℂ)*u x+b)-((Real.exp m:ℂ)*u (rep (d.cell r x))+b)= (Real.exp m:ℂ)*u x-(Real.exp m:ℂ)*u (rep (d.cell r x)) := by ring rw [heq] exact hd.trans_le (by linarith) · simp only [v,ite_eq_right hx,sub_zero] apply hout by_contra hh have hxD : x∈D := Finset.mem_filter.mpr ⟨Finset.mem_univ x,le_of_not_gt hh⟩ exact hx (Finset.mem_image.mpr ⟨x,hxD,rfl⟩) · intro C _ by_cases hC : C∈A · simpa only [v,ite_eq_left hC] using hbound ((Real.exp m:ℂ)*u (rep C)+b) · simp only [v,ite_eq_right hC,abs_zero,le_refl] end WeakPinned.Bounded end end section noncomputable section open scoped BigOperators Topology open Filter MeasureTheory namespace WeakPinned.Bounded lemma le_unit_integral (g : ℝ → ℝ) (hg : Integrable g) (hg0 : ∀ r,0≤g r) (t D a b : ℝ) (hb : 0≤b) (h : ∀ r∈Set.Icc t (t+1), D≤a+b*g r) : D≤a+b*(∫ r,g r) := by have hi (c : ℝ) : IntegrableOn (fun _ : ℝ => c) (Set.Icc t (t+1)) := integrableOn_const isCompact_Icc.measure_lt_top.ne have hv : (volume (Set.Icc t (t+1))).toReal=1 := by simp [Real.volume_Icc] have hc (c : ℝ) : (∫ r in Set.Icc t (t+1),c)=c := by rw [integral_const] simp only [Measure.real,Measure.restrict_apply_univ,hv,one_smul] have hh := setIntegral_mono_on (hi D) ((hi a).add (hg.integrableOn.const_mul b)) measurableSet_Icc h simp only [Pi.add_apply] at hh rw [integral_add (hi a) (hg.integrableOn.const_mul b),hc D,hc a,integral_const_mul] at hh exact hh.trans (add_le_add le_rfl (mul_le_mul_of_nonneg_left (setIntegral_le_integral hg (ae_of_all _ hg0)) hb)) end WeakPinned.Bounded namespace WeakPinned.Grid lemma side_unit_bounds (ω : FullSample) (m ε r : ℝ) (hε : 0<ε) (hr : r∈Set.Icc (m-Real.log ε) (m-Real.log ε+1)) : ε/(2*Real.exp 1) ≤ side ω r m ∧ side ω r m ≤ ε := by have he : Real.exp (Real.log ε-1)/2=ε/(2*Real.exp 1) := by rw [Real.exp_sub,Real.exp_log hε] ring constructor · rw [← he] exact (div_le_div_of_nonneg_right (Real.exp_le_exp.mpr (by linarith [hr.2])) (by norm_num)).trans (side_bounds ω r m).1.le · exact (side_bounds ω r m).2.trans (by rw [← Real.exp_log hε]; exact Real.exp_le_exp.mpr (by linarith [hr.1])) end WeakPinned.Grid end end section noncomputable section open scoped BigOperators Topology open Filter MeasureTheory namespace WeakPinned.Bounded open Hierarchy Variance Global NumberField variable {P : Type u8} {I : Type u9} [Fintype P] [DecidableEq P] [Fintype I] lemma grid_test_integrated (d : Depth P) (u : P → ℂ) (ω : Grid.FullSample) (m : ℝ) (b : ℂ) (hn : 2≤ Fintype.card P) (hshare : ∀ r x y,d.share r x y ↔ Grid.label ω r (u x)=Grid.label ω r (u y)) (R ε η H M T δ : ℝ) (N : ℕ) (hR : 0≤ R) (hε : 0<ε) (hN : 2*R/(ε/(2*Real.exp 1))+1≤ N) (hη : 0≤ η) (hH : 0≤ H) (hM : 0≤ M) (hT : 1≤ T) (hδ : 0<δ) (w : I → ℝ) (B : I → Finset P) (hw : ∀ i,0≤ w i) (hW : ∑ i,w i≤ 1) (hB : ∀ i,2≤ (B i).card) (hdom : ∀ x, (∑ i,w i*prob (B i) x)≤ M*prob Finset.univ x) (f : ℂ → ℝ) (hbound : ∀ z,|f z|≤ H) (hcont : ∀ z z',‖z-z'‖<2*ε → |f z-f z'|≤ η) (hout : ∀ z,R<‖z‖ → |f z|≤ η) : testDiscrep w B (fun x => f ((Real.exp m:ℂ)*u x+b)) ≤ 2*η+H*(weightedIntegral d.mass (varianceCell w B T)/δ+ ((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P)) := by have hq (C) : 0≤ varianceCell w B T C := varianceCell_nonneg w B T hw C have hi := d.integrable_sumCells hn _ (varianceCell_singleton w B T hT hB) have hsum (r) : 0≤ d.sumCells (varianceCell w B T) r := by rw [d.sumCells_count] exact Finset.sum_nonneg (fun C _ => mul_nonneg (d.count_nonneg r C) (hq C)) let a := 2*η+H*((((2*N+1)^2:ℕ):ℝ)*(δ+(M+1)*T/Fintype.card P)) have hh := le_unit_integral _ hi hsum (m-Real.log ε) (testDiscrep w B (fun x => f ((Real.exp m:ℂ)*u x+b))) a (H/δ) (by positivity) ?_ · rw [d.integral_sumCells hn _ (varianceCell_singleton w B T hT hB)] at hh convert hh using 1; simp only [a,weightedIntegral]; ring · intro r hr have hs := Grid.side_unit_bounds ω m ε r hε hr obtain ⟨A,v,hA,hAc,hf,hv⟩ := grid_test_data d u ω r m b (by omega) (hshare r) R (ε/(2*Real.exp 1)) η H ε N hR (by positivity) hs.1 hs.2 hN f hbound hcont hout have h := family_partition_test_bound d r A (((2*N+1)^2:ℕ):ℝ) M T δ η H w B (by omega) hA (by exact_mod_cast hAc) hw hW (fun i => Finset.card_pos.mp (by have := hB i; omega)) hM (by linarith) hδ hη hH hdom _ v hf hv convert h using 1; simp only [a]; ring variable {K : Type u10} [Field K] [NumberField K] omit [NumberField K] in lemma arch_test_bound (Z₁ Z₂ : P → K) (h₁ : Function.Injective Z₁) (h₂ : Function.Injective Z₂) (v : InfinitePlace K) (m : ℝ) (b : ℂ) (hn : 2≤ Fintype.card P) (R ε η H M T δ : ℝ) (N : ℕ) (hR : 0≤ R) (hε : 0<ε) (hN : 2*R/(ε/(2*Real.exp 1))+1≤ N) (hη : 0≤ η) (hH : 0≤ H) (hM : 0≤ M) (hT : 1≤ T) (hδ : 0<δ) (w : I → ℝ) (B : I → Finset P) (hw : ∀ i,0≤ w i) (hW : ∑ i,w i≤ 1) (hB : ∀ i,2≤ (B i).card) (hdom : ∀ x, (∑ i,w i*prob (B i) x)≤ M*prob Finset.univ x) (f : ℂ → ℝ) (hbound : ∀ z,|f z|≤ H) (hcont : ∀ z z',‖z-z'‖<2*ε → |f z-f z'|≤ η) (hout : ∀ z,R<‖z‖ → |f z|≤ η) : testDiscrep w B (fun x => f ((Real.exp m:ℂ)*v.embedding (Z₁ x)+b)) ≤ 2*η+H*(archMean Z₁ Z₂ (massEval (varianceCell w B T)) v/δ+ ((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P)) := by let D := testDiscrep w B (fun x => f ((Real.exp m:ℂ)*v.embedding (Z₁ x)+b)) let a := 2*η+H*((((2*N+1)^2:ℕ):ℝ)*(δ+(M+1)*T/Fintype.card P)) let q := varianceCell w B T have hq (C) : 0≤ q C := varianceCell_nonneg w B T hw C have hi := integrable_massEval Z₁ Z₂ h₁ h₂ hn q v have hh : ∀ᵐ ω ∂ Grid.fullLaw,D≤ a+(H/δ)*massEval q (arch Z₁ v ω) (arch Z₂ v ω) := by filter_upwards [arch_label_ae Z₁ h₁ v] with ω hω have hh := grid_test_integrated (arch Z₁ v ω) (fun x => v.embedding (Z₁ x)) ω m b hn hω R ε η H M T δ N hR hε hN hη hH hM hT hδ w B hw hW hB hdom f hbound hcont hout have hmass : weightedIntegral (arch Z₁ v ω).mass q≤ massEval q (arch Z₁ v ω) (arch Z₂ v ω) := by apply le_add_of_nonneg_right exact Finset.sum_nonneg (fun C _ => mul_nonneg ((arch Z₂ v ω).mass_nonneg C) (hq C)) have he : 2*η+H*(weightedIntegral (arch Z₁ v ω).mass q/δ+ ((2*N+1)^2:ℕ)*(δ+(M+1)*T/Fintype.card P))=a+(H/δ)*weightedIntegral (arch Z₁ v ω).mass q := by simp only [a]; ring rw [show varianceCell w B T=q from rfl,he] at hh exact hh.trans (add_le_add le_rfl (mul_le_mul_of_nonneg_left hmass (by positivity))) have hh' := integral_mono_ae (integrable_const D) ((integrable_const a).add (hi.const_mul (H/δ))) hh simp only [Pi.add_apply] at hh' rw [integral_add (integrable_const a) (hi.const_mul (H/δ)),integral_const_mul] at hh' simp only [integral_const,probReal_univ,one_smul] at hh' calc _ ≤ a+(H/δ)*archMean Z₁ Z₂ (massEval q) v := hh' _ = _ := by dsimp only [a,q]; ring end WeakPinned.Bounded end end end OAI