import Mathlib import OAI.Probability.GaussianInformation.Kernel.NoiseContinuity namespace OAI open MeasureTheory ProbabilityTheory Metric Set open scoped ENNReal open MeasureTheory ProbabilityTheory Set open scoped ENNReal open MeasureTheory ProbabilityTheory open MeasureTheory open scoped ENNReal namespace KernelPotential.NoisyDrift open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal Topology open Projection Projection.Support GaussianTools ReferenceGaussian Noise Bayes DriftTools.FiniteReference structure LocalRule (k d N : ℕ) where prob : ((Mat k d) × (Fin k → ℝ)) → Fin N → ℝ measurable : ∀ w,Measurable (fun t => prob t w) nonneg : ∀ t w,0 ≤ prob t w sum : ∀ t,∑ w,prob t w=1 namespace LocalRule variable {k d N : ℕ} (rule : LocalRule k d N) lemma le_one (t) (w) : rule.prob t w ≤ 1 := by rw [← rule.sum t] exact Finset.single_le_sum (fun v _ => rule.nonneg t v) (Finset.mem_univ w) noncomputable def response (w : Fin N) (s : Ambient d) : ℝ := ∫ X,rule.prob (X,projectVector X s) w ∂gaussianRows k d lemma integrable_eval (w : Fin N) (s : Ambient d) : Integrable (fun X => rule.prob (X,projectVector X s) w) (gaussianRows k d) := by have : IsProbabilityMeasure (gaussianRows k d) := by unfold gaussianRows; infer_instance apply Integrable.of_bound ((rule.measurable w).comp (measurable_id.prodMk ((continuous_projectVector.comp (continuous_id.prodMk continuous_const)).measurable))).aestronglyMeasurable 1 filter_upwards [] with X change ‖rule.prob (X,projectVector X s) w‖ ≤ 1 rw [Real.norm_eq_abs,abs_of_nonneg (rule.nonneg _ _)] exact rule.le_one _ _ lemma measurable_response (w : Fin N) : Measurable (rule.response w) := by have : IsProbabilityMeasure (gaussianRows k d) := by unfold gaussianRows; infer_instance have hm : Measurable (fun t : Ambient d × Mat k d => rule.prob (t.2,projectVector t.2 t.1) w) := (rule.measurable w).comp (measurable_snd.prodMk ((continuous_projectVector.comp (continuous_snd.prodMk continuous_fst)).measurable)) exact hm.stronglyMeasurable.integral_prod_right.measurable lemma response_bounds (w : Fin N) (s : Ambient d) : 0 ≤ rule.response w s ∧ rule.response w s ≤ 1 := by have : IsProbabilityMeasure (gaussianRows k d) := by unfold gaussianRows; infer_instance exact ⟨integral_nonneg (fun _ => rule.nonneg _ _),by simpa [response] using integral_mono (rule.integrable_eval w s) (integrable_const (1:ℝ)) (fun _ => rule.le_one _ _)⟩ lemma response_sum (s : Ambient d) : ∑ w,rule.response w s=1 := by have : IsProbabilityMeasure (gaussianRows k d) := by unfold gaussianRows; infer_instance unfold response rw [← integral_finsetSum _ (fun w _ => rule.integrable_eval w s)] simp only [rule.sum,integral_const,probReal_univ,one_smul] noncomputable def positive (hN : 0 < N) (ε : ℝ) (hε : 0 < ε) (hε1 : ε ≤ 1) : PositiveRule k d N where prob := fun t w => (1-ε)*rule.prob t w+ε/(N:ℝ) measurable_prob := by apply measurable_from_prod_countable_left intro w exact ((rule.measurable w).const_mul _).add_const _ sum_prob := by intro t rw [Finset.sum_add_distrib,← Finset.mul_sum,rule.sum] simp only [Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] field_simp ring lower := ε/(N:ℝ) lower_pos := div_pos hε (by exact_mod_cast hN) lower_prob := fun t w => le_add_of_nonneg_left (mul_nonneg (sub_nonneg.mpr hε1) (rule.nonneg t w)) lemma positive_response (hN : 0 < N) (ε : ℝ) (hε : 0 < ε) (hε1 : ε ≤ 1) (w : Fin N) (s : Ambient d) : (rule.positive hN ε hε hε1).exactResponse w s=(1-ε)*rule.response w s+ε/(N:ℝ) := by have : IsProbabilityMeasure (gaussianRows k d) := by unfold gaussianRows; infer_instance change (∫ X,(1-ε)*rule.prob (X,projectVector X s) w+ε/(N:ℝ) ∂gaussianRows k d)=_ rw [integral_add ((rule.integrable_eval w s).const_mul _) (integrable_const _),integral_const_mul] simp [response] end LocalRule end KernelPotential.NoisyDrift end OAI