import OAI.Probability.FreeIsing.Energy.DiscrepancyRowEnergy import OAI.Probability.FreeIsing.Energy.NormalizedInfiniteTimeEnergy import OAI.Probability.FreeIsing.Ising.ObservationComparison import OAI.Probability.FreeIsing.Ising.ObservationPosteriorTransport namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped NNReal ENNReal Topology namespace Problem367.IsingCopyEnergy open IsingObservationInnovation IsingObservationFactor def responseRow {d : ℕ} (beta : ℝ) (v w : TreeVertex d) (p : ℝ × Paths d) : ℝ := infiniteGibbsResponse beta v w (fun i => p.2 i p.1.toNNReal) theorem measurable_responseRow {d : ℕ} (beta : ℝ) (v w : TreeVertex d) : Measurable (responseRow beta v w) := by apply (measurable_infiniteGibbsResponse beta v w).comp apply Measurable.of_eval intro i exact continuous_eval.measurable.comp (((measurable_pi_apply i).comp measurable_snd).prodMk (measurable_real_toNNReal.comp measurable_fst)) theorem observation_extended_energy_le {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : (∫⁻ p, ∑' w, ENNReal.ofReal (responseRow beta v w p ^ 2) ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) ≤ ENNReal.ofReal (2 * ((d : ℝ) * beta + T + Real.sqrt T)) := by let : IsProbabilityMeasure μ := hμ.isProbabilityMeasure let : IsProbabilityMeasure (labelMeasure d) := by unfold labelMeasure; infer_instance let Q := (volume.restrict (Ioc (0 : ℝ) T)).prod (μ.prod (labelMeasure d)) let R := (volume.restrict (Ioc (0 : ℝ) T)).prod (observationLaw μ) let f : ℝ × Paths d → ℝ≥0∞ := fun p => ∑' w, ENNReal.ofReal (responseRow beta v w p ^ 2) have hf : Measurable f := Measurable.tsum (fun w => ((measurable_responseRow beta v w).pow_const 2).ennreal_ofReal) have hmp : MeasurePreserving (Prod.map id uniformObservation) Q R := (MeasurePreserving.id _).prod (measurePreserving_uniformObservation μ) have henergy := NormalizedInfiniteTimeEnergy.lintegral_infiniteRow_le hμ hb (fun _ : TreeVertex d => uniform01) (fun _ => WienerSampler.sample_isBrownianReal.toIsPreBrownianReal) (fun _ t => (continuous_eval_const t).measurable.comp WienerSampler.measurable_sample) (fun _ => WienerSampler.measurable_sample_eval) v hT have heq : (fun p => f (Prod.map id uniformObservation p)) =ᵐ[Q] (fun p => ∑' w, ENNReal.ofReal (NormalizedInfiniteTimeEnergy.infiniteRow beta v (fun _ t u => WienerSampler.sample u t) w p ^ 2)) := by have hmem : ∀ᵐ p ∂Q, p.1 ∈ Ioc (0 : ℝ) T := Measure.quasiMeasurePreserving_fst.ae (ae_restrict_mem measurableSet_Ioc) filter_upwards [hmem] with p hp apply tsum_congr intro w apply congrArg ENNReal.ofReal apply congrArg (fun r : ℝ => r ^ 2) change infiniteGibbsResponse beta v w (fun i => uniformObservation p.2 i p.1.toNNReal) = _ apply congrArg (infiniteGibbsResponse beta v w) funext i change WienerSampler.sample (p.2.2 i) p.1.toNNReal + (p.1.toNNReal : ℝ) * spinSign (p.2.1 i) = p.1 * spinSign (p.2.1 i) + WienerSampler.sample (p.2.2 i) p.1.toNNReal rw [Real.coe_toNNReal p.1 hp.1.le, add_comm] calc _ = ∫⁻ p, f (Prod.map id uniformObservation p) ∂Q := (hmp.lintegral_comp hf).symm _ = _ := lintegral_congr_ae heq _ ≤ _ := henergy theorem observation_row_energy_integrable {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (v : TreeVertex d) {T : ℝ} (hT : 0 ≤ T) : (∀ᵐ p ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ), Summable (fun w => responseRow beta v w p ^ 2)) ∧ Integrable (fun p => ∑' w, responseRow beta v w p ^ 2) ((volume.restrict (Ioc 0 T)).prod (observationLaw μ)) ∧ (∫ p, ∑' w, responseRow beta v w p ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (observationLaw μ)) ≤ 2 * ((d : ℝ) * beta + T + Real.sqrt T) := by let P := (volume.restrict (Ioc (0 : ℝ) T)).prod (observationLaw μ) have he := observation_extended_energy_le hμ hb v hT rw [lintegral_tsum (fun w => ((measurable_responseRow beta v w).pow_const 2).ennreal_ofReal.aemeasurable)] at he have hm (w : TreeVertex d) : AEStronglyMeasurable (responseRow beta v w) P := (measurable_responseRow beta v w).aestronglyMeasurable exact ⟨ae_summable_sq_of_tsum_lintegral_sq_ne_top P hm (ne_top_of_le_ne_top ENNReal.ofReal_ne_top he), integral_tsum_sq_le_of_tsum_lintegral_sq_le P hm (by positivity) he⟩ abbrev Joint (d : ℕ) := Paths d × (Paths d × Paths d) def projection {d : ℕ} (j : Bool) (q : Joint d) : Paths d := if j then q.2.1 else q.2.2 private theorem projection_measurePreserving {d : ℕ} (beta : ℝ) (μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (j : Bool) : MeasurePreserving (projection (d := d) j) (copies beta μ) (observationLaw μ) := by obtain ⟨hl, hr⟩ := IsingConditionalCopyBounds.measurePreserving_observation_copies (beta := beta) (μ := μ) (rho := (observationLaw μ).map (innovationMap beta)) (eta := kernel beta μ) kernel_graphLaw cases j · exact hr · exact hl def timeProjection {d : ℕ} (j : Bool) (p : ℝ × Joint d) : ℝ × Paths d := (p.1, projection j p.2) private theorem timeProjection_measurePreserving {d : ℕ} (beta : ℝ) (μ : Measure (TreeVertex d → IsingSpin)) [IsProbabilityMeasure μ] (j : Bool) (T : ℝ) : MeasurePreserving (timeProjection (d := d) j) ((volume.restrict (Ioc (0 : ℝ) T)).prod (copies beta μ)) ((volume.restrict (Ioc (0 : ℝ) T)).prod (observationLaw μ)) := (MeasurePreserving.id _).prod (projection_measurePreserving beta μ j) theorem copy_row_energy_integrable {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (v : TreeVertex d) (j : Bool) {T : ℝ} (hT : 0 ≤ T) : (∀ᵐ p ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ), Summable (fun w => responseRow beta v w (timeProjection j p) ^ 2)) ∧ Integrable (fun p => ∑' w, responseRow beta v w (timeProjection j p) ^ 2) ((volume.restrict (Ioc 0 T)).prod (copies beta μ)) ∧ (∫ p, ∑' w, responseRow beta v w (timeProjection j p) ^ 2 ∂(volume.restrict (Ioc 0 T)).prod (copies beta μ)) ≤ 2 * ((d : ℝ) * beta + T + Real.sqrt T) := by have ho := observation_row_energy_integrable hμ hb v hT have hp := timeProjection_measurePreserving beta μ j T refine ⟨hp.quasiMeasurePreserving.ae ho.1, hp.integrable_comp_of_integrable ho.2.1, ?_⟩ simpa only [Function.comp_def] using (hp.hasLaw.integral_comp ho.2.1.aestronglyMeasurable).le.trans ho.2.2 def density {d : ℕ} (beta : ℝ) (v : TreeVertex d) (t : ℝ) (q : Joint d) : ℝ := DiscrepancyEnergy.density (fun w q => responseRow beta v w (t, q.2.1)) (fun w q => responseRow beta v w (t, q.2.2)) (fun q => field beta v t.toNNReal q.2.1 - field beta v t.toNNReal q.2.2) (fun q => posterior beta v t.toNNReal q.2.1) (fun q => posterior beta v t.toNNReal q.2.2) q theorem density_integrable {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (v : TreeVertex d) (T : ℝ≥0) : Integrable (fun p : ℝ × Joint d => density beta v p.1 p.2) ((volume.restrict (Ioc (0 : ℝ) T)).prod (copies beta μ)) := by have hl := copy_row_energy_integrable hμ hb v true T.coe_nonneg have hr := copy_row_energy_integrable hμ hb v false T.coe_nonneg have hmap (j : Bool) : Measurable (fun p : ℝ × Joint d => (p.1.toNNReal, projection j p.2)) := (measurable_real_toNNReal.comp measurable_fst).prodMk ((projection_measurePreserving beta μ j).measurable.comp measurable_snd) have hbound := (IsingConditionalCopyBounds.fieldDifference_joint_bounds hμ hb kernel_graphLaw T v).1 apply DiscrepancyEnergy.integrable_noise_add_drift (c := fun w p => responseRow beta v w (timeProjection true p)) (c' := fun w p => responseRow beta v w (timeProjection false p)) (H := 2 * (T : ℝ) + 2 * (d : ℝ) * beta) (fun w => ((measurable_responseRow beta v w).comp (timeProjection_measurePreserving beta μ true T).measurable).aestronglyMeasurable) (fun w => ((measurable_responseRow beta v w).comp (timeProjection_measurePreserving beta μ false T).measurable).aestronglyMeasurable) (((measurable_field_joint beta v).comp (hmap true)).sub ((measurable_field_joint beta v).comp (hmap false))).aestronglyMeasurable (((measurable_posterior_joint beta v).comp (hmap true)).aestronglyMeasurable) (((measurable_posterior_joint beta v).comp (hmap false)).aestronglyMeasurable) hl.2.1 hr.2.1 (hl.1.and hr.1) filter_upwards [hbound] with p hp exact ⟨hp, posterior_norm_le_one beta v p.1.toNNReal p.2.2.1, posterior_norm_le_one beta v p.1.toNNReal p.2.2.2⟩ theorem ae_integral_density_eq {d : ℕ} {beta : ℝ} {μ : Measure (TreeVertex d → IsingSpin)} [IsProbabilityMeasure μ] (hμ : HasFreeIsingLaw (Real.tanh beta) μ) (hb : 0 ≤ beta) (v : TreeVertex d) (T : ℝ≥0) : ∀ᵐ t ∂volume.restrict (Icc (0 : ℝ) T), (∫ q, density beta v t q ∂copies beta μ) = (∑' w, ∫ q, (responseRow beta v w (t, q.2.1) - responseRow beta v w (t, q.2.2)) ^ 2 ∂copies beta μ) + 2 * ∫ q, (field beta v t.toNNReal q.2.1 - field beta v t.toNNReal q.2.2) * (posterior beta v t.toNNReal q.2.1 * (∑' w, responseRow beta v w (t, q.2.1) ^ 2) - posterior beta v t.toNNReal q.2.2 * (∑' w, responseRow beta v w (t, q.2.2) ^ 2)) ∂copies beta μ := by have hl := copy_row_energy_integrable hμ hb v true T.coe_nonneg have hr := copy_row_energy_integrable hμ hb v false T.coe_nonneg rw [← restrict_Ioc_eq_restrict_Icc] filter_upwards [hl.2.1.prod_right_ae, hr.2.1.prod_right_ae, Measure.ae_ae_of_ae_prod hl.1, Measure.ae_ae_of_ae_prod hr.1] with t hAl hAr hsl hsr have hmap (j : Bool) : Measurable (fun q : Joint d => (t.toNNReal, projection j q)) := measurable_const.prodMk (projection_measurePreserving beta μ j).measurable have hrow (j : Bool) (w : TreeVertex d) : Measurable (fun q : Joint d => responseRow beta v w (t, projection j q)) := (measurable_responseRow beta v w).comp (measurable_const.prodMk (projection_measurePreserving beta μ j).measurable) apply DiscrepancyEnergy.integral_noise_add_drift (H := 2 * (t.toNNReal : ℝ) + 2 * (d : ℝ) * beta) (fun w => (hrow true w).aestronglyMeasurable) (fun w => (hrow false w).aestronglyMeasurable) (((measurable_field_joint beta v).comp (hmap true)).sub ((measurable_field_joint beta v).comp (hmap false))).aestronglyMeasurable (((measurable_posterior_joint beta v).comp (hmap true)).aestronglyMeasurable) (((measurable_posterior_joint beta v).comp (hmap false)).aestronglyMeasurable) hAl hAr (hsl.and hsr) filter_upwards [IsingConditionalCopyBounds.ae_fieldDifference_bound hμ hb kernel_graphLaw t.toNNReal v] with q hq exact ⟨hq, posterior_norm_le_one beta v t.toNNReal q.2.1, posterior_norm_le_one beta v t.toNNReal q.2.2⟩ end Problem367.IsingCopyEnergy end end OAI