import OAI.Probability.GaussianReplacement.Posterior namespace OAI open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal RealInnerProductSpace Topology noncomputable section namespace CurrentProjection open InnerProductSpace open InformationTheory lemma criticalFamily_projection_ac {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] [Nonempty (Sphere d)] (hdim : AdmissibleDimensions d m r q) (P : Measure (Sphere d×W)) [IsProbabilityMeasure P] (hσ : P.fst = uniformSphere d) : ∀ᵐ v ∂(criticalSignal P (m+r)).snd, ∀ᵐ G ∂gaussianRows (m+r) d, labelLaw (messagePosterior (criticalSignal P (m+r)) v) G ≪ volume := by filter_upwards [ae_positive_atom (criticalSignal P (m+r)).snd] with v hv obtain ⟨hB,hD,_,_⟩ := criticalFamily_growth P hσ hdim.2.2.2.1 hv apply ae_labelLaw_ac_of_growth hdim _ (criticalB P (m+r) v) (criticalD P (m+r) v) (Real.exp_pos _) _ hB hD dsimp only [criticalD] positivity lemma criticalFamily_actual_log_bound {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] [Nonempty (Sphere d)] [IsProbabilityMeasure (uniformSphere d)] (hdim : AdmissibleDimensions d m r q) (P : Measure (Sphere d×W)) [IsProbabilityMeasure P] (hσ : P.fst = uniformSphere d) (hH : shannonEntropy P.snd ≠ ∞) (R : Measure ((Sphere d×(W×(ℕ×ℤ)))×Rows m d)) [IsProbabilityMeasure R] (hRF : R.fst = criticalSignal P (m+r)) (hInd : (R.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d)) : Integrable (fun z => Real.log (1+(exactDensity (messagePosterior (criticalSignal P (m+r)) z.2) z.1.1 z.1.2).toReal)) (observedMessage (alignedExperiment (r:=r) R)) ∧ Integrable (fun z => logPositive (exactDensity (messagePosterior (criticalSignal P (m+r)) z.2) z.1.1 z.1.2)) (observedMessage (alignedExperiment (r:=r) R)) ∧ (∫ z, Real.log (1+(exactDensity (messagePosterior (criticalSignal P (m+r)) z.2) z.1.1 z.1.2).toReal) ∂observedMessage (alignedExperiment (r:=r) R)) ≤ (rowInformation R (gaussianRows m d)).toReal/q + (∫ v : W×(ℕ×ℤ), (v.2.2:ℝ) ∂(criticalSignal P (m+r)).snd) + (shannonEntropy (P.map (criticalRefinement P (m+r)))).toReal + 18*d + Real.log (1+(shannonEntropy (criticalSignal P (m+r)).snd).toReal) := by have hℓ := hdim.2.2.2.1 have hEnt := criticalSignal_entropy P hσ hℓ hH obtain ⟨hCI,hmean⟩ := criticalFamily_moment_mean P hσ hℓ hH have hmain := actual_posterior_log_bound hdim R (uniformSphere d) hInd 1 (by simp) (by simpa only [hRF] using hEnt.2.2.1) (criticalB P (m+r)) (criticalD P (m+r)) (fun v _ => Real.exp_pos _) (fun v _ => by dsimp only [criticalD]; positivity) (by intro v hv; simp only [hRF] at hv ⊢; exact (criticalFamily_growth P hσ hℓ hv).2.2.2) (by intro v hv; simp only [hRF] at hv ⊢; exact (criticalFamily_growth P hσ hℓ hv).1) (by intro v hv; simp only [hRF] at hv ⊢; exact (criticalFamily_growth P hσ hℓ hv).2.1) (by simpa only [hRF] using hCI) simp only [hRF] at hmain refine ⟨hmain.1,hmain.2.1,?_⟩ linarith [hmain.2.2] lemma critical_refined_comparison {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] [Nonempty W] [Nonempty (Sphere d)] [IsProbabilityMeasure (uniformSphere d)] (hdim : AdmissibleDimensions d m r q) (P : Measure (Sphere d×W)) [IsProbabilityMeasure P] (hσ : P.fst = uniformSphere d) (hH : shannonEntropy P.snd ≠ ∞) (R : Measure ((Sphere d×(W×(ℕ×ℤ)))×Rows m d)) [IsProbabilityMeasure R] (hRF : R.fst = criticalSignal P (m+r)) (hInd : (R.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d)) : exposedInformation ((criticalSignal P (m+r)).prod (gaussianRows (m+r) d)) ≠ ∞ ∧ exposedInformation (alignedExperiment (r:=r) R) ≠ ∞ ∧ (exposedInformation ((criticalSignal P (m+r)).prod (gaussianRows (m+r) d))).toReal ≤ (exposedInformation (alignedExperiment (r:=r) R)).toReal + (rowInformation R (gaussianRows m d)).toReal/q + (shannonEntropy (P.map (criticalRefinement P (m+r)))).toReal + (1+18*(d:ℝ)+5*(m+r)) + Real.log (1+(shannonEntropy (criticalSignal P (m+r)).snd).toReal) := by let F := criticalSignal P (m+r) let A := alignedExperiment (r:=r) R let Q := F.prod (gaussianRows m d) have hAF : A.fst = F := (alignedExperiment_fst R).trans hRF have hA := criticalFamily_actual_log_bound hdim P hσ hH R hRF hInd have hQInd : (Q.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d) := by rw [independent_rows_signal,criticalSignal_fst,hσ] have hQ := criticalFamily_actual_log_bound hdim P hσ hH Q Measure.fst_prod hQInd rw [alignedExperiment_independent] at hQ have hEnt := (criticalSignal_entropy P hσ hdim.2.2.2.1 hH).2.2.1 have hAc := criticalFamily_projection_ac hdim P hσ have hsignal := alignedExperiment_independence (r:=r) R (uniformSphere d) hInd obtain ⟨hlogA,hlogQ,hJA,hJQ,hcompare⟩ := exposedInformation_density_comparison A (uniformSphere d) hsignal (by simpa only [hAF] using hEnt) (by simpa only [hAF] using hAc) (by simpa only [hAF] using hA.2.1) (by simpa only [hAF] using hQ.2.1) simp only [hAF] at hlogA hlogQ hJQ hcompare have hCover := criticalFamily_cover_mean P hσ hdim.2.2.2.1 hH hAc hQ.2.1 hlogQ have hLogLe : (∫ z, Real.log (exactDensity (messagePosterior F z.2) z.1.1 z.1.2).toReal ∂observedMessage A) ≤ ∫ z, Real.log (1+(exactDensity (messagePosterior F z.2) z.1.1 z.1.2).toReal) ∂observedMessage A := by apply integral_mono_ae hlogA hA.1 filter_upwards [] with z exact (le_max_left _ _).trans (logPositive_le_log_one_add _) refine ⟨hJQ,hJA,?_⟩ simp only [Nat.cast_add] at hCover dsimp only [A,F] at hLogLe hcompare linarith [hA.2.2] lemma critical_unrefined_comparison {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] [Nonempty W] [Nonempty (Sphere d)] [IsProbabilityMeasure (uniformSphere d)] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (hInd : (P.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d)) (hH : shannonEntropy P.fst.snd ≠ ∞) : exposedInformation (P.fst.prod (gaussianRows (m+r) d)) ≠ ∞ ∧ exposedInformation (alignedExperiment (r:=r) P) ≠ ∞ ∧ (exposedInformation (P.fst.prod (gaussianRows (m+r) d))).toReal ≤ (exposedInformation (alignedExperiment (r:=r) P)).toReal + (rowInformation P (gaussianRows m d)).toReal/q + 2*(shannonEntropy (P.fst.map (criticalRefinement P.fst (m+r)))).toReal + (1+18*(d:ℝ)+5*(m+r)) + Real.log (1+(shannonEntropy (criticalSignal P.fst (m+r)).snd).toReal) := by let e := criticalRefinement P.fst (m+r) have he := measurable_criticalRefinement P.fst (m+r) let R := refineRows P e let : IsProbabilityMeasure R := refineRows_probability P e he have hRF : R.fst = criticalSignal P.fst (m+r) := refineRows_fst P e he have hRI : (R.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d) := (refineRows_signal_rows P e he).trans hInd have hσ := signal_marginal_of_independence P (uniformSphere d) (gaussianRows m d) hInd obtain ⟨hE,hEb,hF,hFb⟩ := criticalSignal_entropy P.fst hσ hdim.2.2.2.1 hH have hRIeq : rowInformation R (gaussianRows m d) = rowInformation P (gaussianRows m d) := rowInformation_refinement P (gaussianRows m d) e he obtain ⟨hJ0R,hJ1R,hcmp⟩ := critical_refined_comparison hdim P.fst hσ hH R hRF hRI rw [hRIeq] at hcmp have hJ0 : exposedInformation (P.fst.prod (gaussianRows (m+r) d)) ≠ ∞ := (exposedInformation_le_entropy _ (by simpa only [Measure.fst_prod] using hH)).1 have hJ1 : exposedInformation (alignedExperiment (r:=r) P) ≠ ∞ := (exposedInformation_le_entropy _ (by simpa only [alignedExperiment_fst] using hH)).1 have hDrop := exposedInformation_dropMessage ((criticalSignal P.fst (m+r)).prod (gaussianRows (m+r) d)) change exposedInformation (((refineSignal P.fst e).prod (gaussianRows (m+r) d)).map (fun p => ((p.1.1,p.1.2.1),p.2))) ≤ _ at hDrop simp only [independent_refineSignal_drop P.fst e he] at hDrop have hAF : (alignedExperiment (r:=r) R).fst = criticalSignal P.fst (m+r) := (alignedExperiment_fst R).trans hRF have hAE : (alignedExperiment (r:=r) R).fst.snd.snd = P.fst.map e := by rw [hAF] exact refineSignal_snd_snd P.fst e he have hCost := exposedInformation_refinement_cost (alignedExperiment (r:=r) R) (by rwa [hAF]) (by rwa [hAE]) simp only [hAE,alignedExperiment_drop,R,refineRows_drop P e he] at hCost have hh0 := ENNReal.toReal_mono hJ0R hDrop have hh1 := ENNReal.toReal_mono (ENNReal.add_ne_top.mpr ⟨hJ1,hE⟩) hCost rw [ENNReal.toReal_add hJ1 hE] at hh1 refine ⟨hJ0,hJ1,?_⟩ linarith lemma critical_entropy_scalars {d : ℕ} (hd : 1 ≤ d) {H E F : ℝ} (hH0 : 0 ≤ H) (hH : H ≤ (d:ℝ)^2) (hE : E ≤ 1+2*Real.log (20*((d:ℝ)+1+H)+1)) (hF0 : 0 ≤ F) (hF : F ≤ H+E) : E ≤ 127*(d:ℝ) ∧ Real.log (1+F) ≤ 131*(d:ℝ) := by have hd1 : (1:ℝ) ≤ d := by exact_mod_cast hd have hd0 : (0:ℝ) < d := by linarith have hd2 : (d:ℝ) ≤ (d:ℝ)^2 := by nlinarith have hd21 : (1:ℝ) ≤ (d:ℝ)^2 := by nlinarith have harg : 20*((d:ℝ)+1+H)+1 ≤ 61*(d:ℝ)^2 := by nlinarith have hlog := Real.log_le_log (by positivity : 0<20*((d:ℝ)+1+H)+1) harg rw [Real.log_mul (by norm_num : (61:ℝ) ≠ 0) (by positivity),Real.log_pow] at hlog norm_num only [Nat.cast_ofNat] at hlog have hl61 := Real.log_le_self (by norm_num : (0:ℝ) ≤ 61) have hld := Real.log_le_self hd0.le have hEb : E ≤ 127*(d:ℝ) := by nlinarith refine ⟨hEb,?_⟩ have harg2 : 1+F ≤ 129*(d:ℝ)^2 := by nlinarith have hlog2 := Real.log_le_log (by positivity : 0<1+F) harg2 rw [Real.log_mul (by norm_num : (129:ℝ) ≠ 0) (by positivity),Real.log_pow] at hlog2 norm_num only [Nat.cast_ofNat] at hlog2 have hl129 := Real.log_le_self (by norm_num : (0:ℝ) ≤ 129) nlinarith lemma critical_dimensions {d : ℕ} (hd : 100 ≤ d) : AdmissibleDimensions d (d/10) (d/2-d/10) (d/10) ∧ d/10+(d/2-d/10) ≤ d ∧ d ≤ 20*(d/10) := by unfold AdmissibleDimensions omega lemma uniformSphere_probability_of_pos {d : ℕ} (hd : 0 < d) : IsProbabilityMeasure (uniformSphere d) := by let : Nonempty (Fin d) := ⟨⟨0, hd⟩⟩ constructor rw [uniformSphere, Measure.smul_apply, smul_eq_mul] apply ENNReal.inv_mul_cancel _ (measure_ne_top _ _) rw [Measure.toSphere_apply_univ] exact mul_ne_zero (by exact_mod_cast (Module.finrank_pos (R := ℝ) (M := Vector d)).ne') (Metric.measure_ball_pos volume 0 zero_lt_one).ne' theorem criticalComparisonMain : CriticalComparisonMain := by refine ⟨1000,100,by norm_num,?_⟩ intro d hd W _ _ _ P _ hInd hH let : IsProbabilityMeasure (uniformSphere d) := uniformSphere_probability_of_pos (by omega) let : Nonempty (Sphere d) := nonempty_of_isProbabilityMeasure (uniformSphere d) let : Nonempty W := nonempty_of_isProbabilityMeasure P.fst.snd rw [swapLast_snd] at hH have hHfin : shannonEntropy P.fst.snd ≠ ∞ := ne_top_of_le_ne_top ENNReal.ofReal_ne_top hH have hHr : (shannonEntropy P.fst.snd).toReal ≤ (d:ℝ)^2 := ENNReal.toReal_le_of_le_ofReal (sq_nonneg _) hH obtain ⟨hdim,hℓ,hq⟩ := critical_dimensions hd obtain ⟨hJ0,hJ1,hcomp⟩ := critical_unrefined_comparison hdim P hInd hHfin have hσ := signal_marginal_of_independence P (uniformSphere d) (gaussianRows (d/10) d) hInd obtain ⟨hE,hEb,hF,hFb⟩ := criticalSignal_entropy P.fst hσ hdim.2.2.2.1 hHfin obtain ⟨he,hl⟩ := critical_entropy_scalars (show 1 ≤ d by omega) ENNReal.toReal_nonneg hHr hEb ENNReal.toReal_nonneg hFb obtain ⟨hRow,hRowB⟩ := rowInformation_le_entropy P (uniformSphere d) (gaussianRows (d/10) d) hInd (by rwa [swapLast_snd]) rw [swapLast_snd] at hRowB have hqr : (0:ℝ) < (d/10:ℕ) := by exact_mod_cast (show 0 -Real.log (P.fst.snd {u}).toReal)).aestronglyMeasurable (Eventually.of_forall (atom_surprisal_nonneg P.fst.snd))).mpr Integrable.of_finite obtain ⟨hdim,hℓ,hq⟩ := oneLevel_dimensions hd obtain ⟨hJ0,hJ1,hcmp⟩ := critical_unrefined_comparison hdim P hInd hH have hσ := signal_marginal_of_independence P (uniformSphere d) (gaussianRows (d/32) d) hInd obtain ⟨hE,hEb,hF,hFb⟩ := criticalSignal_entropy P.fst hσ hdim.2.2.2.1 hH obtain ⟨he,hl⟩ := level_entropy_scalars (show 1 ≤ d by omega) ENNReal.toReal_nonneg hEb ENNReal.toReal_nonneg hFb obtain ⟨hRow,hRowB⟩ := rowInformation_le_entropy P (uniformSphere d) (gaussianRows (d/32) d) hInd (by rwa [swapLast_snd]) rw [swapLast_snd] at hRowB have hqr : (0:ℝ) < (d/16:ℕ) := by exact_mod_cast (show 0