import OAI.Probability.InvariantIsing.Gaussian.GaussianMeanInterpolation import OAI.Probability.InvariantIsing.Arrays.PerturbationMeasurability namespace OAI /-! Gaussian mean comparison for the actual countable spin/cascade-leaf prior. -/ noncomputable section open MeasureTheory ProbabilityTheory IsingPerceptron Filter open scoped BigOperators Topology NNReal namespace InvariantIsing lemma finite_cylinder_mean_increment_le {X : Type*} [Fintype X] [MeasurableSpace X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (C A : X → ℕ →₀ ℝ) {K : ℝ} (hK : ∀ s ∈ Set.Icc (0 : ℝ) 1, ∀ x y, |cylinderCross (A x) (C y + s • A y)| ≤ K) : |(∫ g : ℕ → ℝ, cgf (fun x => cylinderField (C x + A x) g) ν 1 ∂gaussianCoordinates) - ∫ g : ℕ → ℝ, cgf (fun x => cylinderField (C x) g) ν 1 ∂gaussianCoordinates| ≤ 2 * K := by classical obtain ⟨n, hn⟩ := finite_family_support_bound (Sum.elim C A) have hC (x : X) : ∀ j ∈ (C x).support, j < n + 1 := fun j hj => hn (Sum.inl x) j (Finsupp.mem_support_iff.mp hj) have hA (x : X) : ∀ j ∈ (A x).support, j < n + 1 := fun j hj => hn (Sum.inr x) j (Finsupp.mem_support_iff.mp hj) let C' : X → Fin (n + 1) → ℝ := fun x i => C x i let A' : X → Fin (n + 1) → ℝ := fun x i => A x i let w := fun x => ν.real {x} have hw : GibbsReference w := finite_reference_GibbsReference ν have hk (s : ℝ) (hs : s ∈ Set.Icc (0 : ℝ) 1) (x y : X) : |gaussianCross A' (affineGaussianCoefficients C' A' s) x y| ≤ K := by have hc := cylinderCross_prefix (A x) (C y + s • A y) (hA x) simp only [Finsupp.add_apply, Finsupp.smul_apply, smul_eq_mul] at hc have hh := hK s hs x y rw [hc] at hh exact hh have he (s : ℝ) (g : ℕ → ℝ) : cgf (fun x => cylinderField (C x + s • A x) g) ν 1 = Real.log (finitePartition w (fun x => 0 + linearGaussian (affineGaussianCoefficients C' A' s) (fun i : Fin (n + 1) => g i) x)) := by unfold cgf mgf rw [integral_fintype Integrable.of_finite] simp only [one_mul, zero_add, finitePartition] congr 1 apply Finset.sum_congr rfl intro x _ rw [cylinderField_add, cylinderField_smul, cylinderField_eq_prefix (C x) (hC x), cylinderField_eq_prefix (A x) (hA x), linearGaussian_affine] rfl have hm (s : ℝ) : (∫ g : ℕ → ℝ, cgf (fun x => cylinderField (C x + s • A x) g) ν 1 ∂gaussianCoordinates) = affineGaussianMean w (fun _ => 0) C' A' s := by simp_rw [he s] exact (gaussian_prefix_measurePreserving (n + 1)).hasLaw.integral_comp (by simpa only [one_mul] using (continuous_log_finitePartition hw (fun _ => 0) (affineGaussianCoefficients C' A' s) 1).aestronglyMeasurable) have hc := affineGaussianMean_abs_sub_le hw (fun _ => 0) C' A' hk rw [← hm 1, ← hm 0] at hc simpa only [one_smul, zero_smul, add_zero] using hc lemma cylinder_cgf_restriction_mean_tendsto {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (A : X → ℕ →₀ ℝ) {B : ℝ} (hA : ∀ x, (A x).sum (fun _ c => c ^ 2) ≤ B) {S : ℕ → Set X} (hS : ∀ n, MeasurableSet (S n)) (hExh : ∀ x, ∀ᶠ n in atTop, x ∈ S n) (hpos : ∀ n, ν (S n) ≠ 0) : Tendsto (fun n => ∫ g : ℕ → ℝ, cgf (fun x => cylinderField (A x) g) (normalizedRestriction ν (S n)) 1 ∂gaussianCoordinates) atTop (𝓝 (∫ g : ℕ → ℝ, cgf (fun x => cylinderField (A x) g) ν 1 ∂gaussianCoordinates)) := by have hv (x : X) : (((A x).sum (fun _ c => c ^ 2)).toNNReal : ℝ) ≤ B := by rw [Real.coe_toNNReal _ (show 0 ≤ (A x).sum (fun _ c => c ^ 2) from Finset.sum_nonneg (fun _ _ => sq_nonneg _))] exact hA x simpa only [cgf, mgf, one_mul] using gaussian_log_restriction_expectation_tendsto (measurable_cylinderFields A) (fun x => cylinderField_law (A x)) hv hS hExh hpos /-- The finite Gaussian mean estimate passes to countable leaf priors. The two endpoint variance caps ensure convergence of their actual means. -/ theorem countable_cylinder_mean_increment_le {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (C A : X → ℕ →₀ ℝ) {B₀ B₁ K : ℝ} (hC : ∀ x, (C x).sum (fun _ c => c ^ 2) ≤ B₀) (hCA : ∀ x, (C x + A x).sum (fun _ c => c ^ 2) ≤ B₁) (hK : ∀ s ∈ Set.Icc (0 : ℝ) 1, ∀ x y, |cylinderCross (A x) (C y + s • A y)| ≤ K) : |(∫ g : ℕ → ℝ, cgf (fun x => cylinderField (C x + A x) g) ν 1 ∂gaussianCoordinates) - ∫ g : ℕ → ℝ, cgf (fun x => cylinderField (C x) g) ν 1 ∂gaussianCoordinates| ≤ 2 * K := by obtain ⟨S, hS, hpos, hExh⟩ := countable_reference_exhaustion ν have hm₀ := cylinder_cgf_restriction_mean_tendsto ν C hC (fun n => (hS n).measurableSet) hExh hpos have hm₁ := cylinder_cgf_restriction_mean_tendsto ν (fun x => C x + A x) hCA (fun n => (hS n).measurableSet) hExh hpos apply le_of_tendsto ((hm₁.sub hm₀).abs) apply Filter.Eventually.of_forall intro n let := (hS n).fintype have : IsProbabilityMeasure (subtypeReference ν (S n)) := subtypeReference_probability ν (hS n).measurableSet (hpos n) have hf := finite_cylinder_mean_increment_le (subtypeReference ν (S n)) (fun x => C x) (fun x => A x) (fun s hs x y => hK s hs x y) have he (Q : X → ℕ →₀ ℝ) (g : ℕ → ℝ) : cgf (fun x : S n => cylinderField (Q x) g) (subtypeReference ν (S n)) 1 = cgf (fun x => cylinderField (Q x) g) (normalizedRestriction ν (S n)) 1 := by unfold cgf mgf congr 1 exact (subtypeReference_preserving ν (hS n).measurableSet).hasLaw.integral_comp (measurable_of_countable (fun x => Real.exp (1 * cylinderField (Q x) g))).aestronglyMeasurable have heplus (g : ℕ → ℝ) : cgf (fun x : S n => cylinderField (C x + A x) g) (subtypeReference ν (S n)) 1 = cgf (fun x => cylinderField (C x + A x) g) (normalizedRestriction ν (S n)) 1 := he (fun x => C x + A x) g simpa only [heplus, he C] using hf lemma cylinder_log_partition_mean_base {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (H : X → ℝ) (hH : Integrable (fun x => Real.exp (H x)) ν) (A : X → ℕ →₀ ℝ) {B : ℝ} (hA : ∀ x, (A x).sum (fun _ c => c ^ 2) ≤ B) : (∫ g : ℕ → ℝ, Real.log (∫ x, Real.exp (H x + cylinderField (A x) g) ∂ν) ∂gaussianCoordinates) = Real.log (∫ x, Real.exp (H x) ∂ν) + ∫ g : ℕ → ℝ, cgf (fun x => cylinderField (A x) g) (ν.tilted H) 1 ∂gaussianCoordinates := by have : IsProbabilityMeasure (ν.tilted H) := isProbabilityMeasure_tilted hH have he := cylinder_log_partition_base ν H hH A hA 1 simp only [one_mul] at he rw [integral_congr_ae he, integral_add (integrable_const _) ((cylinder_cgf_memLp_two (ν.tilted H) A hA 1).integrable (by norm_num))] simp only [integral_const, probReal_univ, one_smul] /-- The Gaussian mean comparison holds with the actual deterministic base energy and any countable probability prior, including cascade-leaf weights. -/ theorem countable_cylinder_log_mean_increment_le {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (H : X → ℝ) (hH : Integrable (fun x => Real.exp (H x)) ν) (C A : X → ℕ →₀ ℝ) {B₀ B₁ K : ℝ} (hC : ∀ x, (C x).sum (fun _ c => c ^ 2) ≤ B₀) (hCA : ∀ x, (C x + A x).sum (fun _ c => c ^ 2) ≤ B₁) (hK : ∀ s ∈ Set.Icc (0 : ℝ) 1, ∀ x y, |cylinderCross (A x) (C y + s • A y)| ≤ K) : |(∫ g : ℕ → ℝ, Real.log (∫ x, Real.exp (H x + cylinderField (C x + A x) g) ∂ν) ∂gaussianCoordinates) - ∫ g : ℕ → ℝ, Real.log (∫ x, Real.exp (H x + cylinderField (C x) g) ∂ν) ∂gaussianCoordinates| ≤ 2 * K := by have : IsProbabilityMeasure (ν.tilted H) := isProbabilityMeasure_tilted hH rw [cylinder_log_partition_mean_base ν H hH (fun x => C x + A x) hCA, cylinder_log_partition_mean_base ν H hH C hC, add_sub_add_left_eq_sub] exact countable_cylinder_mean_increment_le (ν.tilted H) C A hC hCA hK lemma cylinderCross_add_right (a b c : ℕ →₀ ℝ) : cylinderCross a (b + c) = cylinderCross a b + cylinderCross a c := by unfold cylinderCross simp only [Finsupp.add_apply, mul_add, Finsupp.sum] exact Finset.sum_add_distrib /-- Endpoint mixed-cross bounds control the whole coefficient segment. -/ lemma cylinderCross_segment_bound {X : Type*} (A C : X → ℕ →₀ ℝ) {L : ℝ} (h₀ : ∀ x y, |cylinderCross (A x - C x) (C y)| ≤ L) (h₁ : ∀ x y, |cylinderCross (A x - C x) (A y)| ≤ L) {s : ℝ} (hs : s ∈ Set.Icc (0 : ℝ) 1) (x y : X) : |cylinderCross (A x - C x) (C y + s • (A y - C y))| ≤ L := by have he : C y + s • (A y - C y) = (1 - s) • C y + s • A y := by ext i simp only [Finsupp.add_apply, Finsupp.sub_apply, Finsupp.smul_apply, smul_eq_mul] ring rw [he, cylinderCross_add_right, cylinderCross_smul_right, cylinderCross_smul_right] calc _ ≤ |(1 - s) * cylinderCross (A x - C x) (C y)| + |s * cylinderCross (A x - C x) (A y)| := abs_add_le _ _ _ = (1 - s) * |cylinderCross (A x - C x) (C y)| + s * |cylinderCross (A x - C x) (A y)| := by rw [abs_mul, abs_mul, abs_of_nonneg (sub_nonneg.mpr hs.2), abs_of_nonneg hs.1] _ ≤ (1 - s) * L + s * L := add_le_add (mul_le_mul_of_nonneg_left (h₀ x y) (sub_nonneg.mpr hs.2)) (mul_le_mul_of_nonneg_left (h₁ x y) hs.1) _ = L := by ring /-- The form used for rotation comparison: any two bounded-variance coefficient families on the actual countable prior can be compared from mixed cross-covariances of their increment with the two endpoints. -/ theorem countable_cylinder_log_mean_compare {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (H : X → ℝ) (hH : Integrable (fun x => Real.exp (H x)) ν) (A C : X → ℕ →₀ ℝ) {B₀ B₁ L : ℝ} (hC : ∀ x, (C x).sum (fun _ c => c ^ 2) ≤ B₀) (hA : ∀ x, (A x).sum (fun _ c => c ^ 2) ≤ B₁) (h₀ : ∀ x y, |cylinderCross (A x - C x) (C y)| ≤ L) (h₁ : ∀ x y, |cylinderCross (A x - C x) (A y)| ≤ L) : |(∫ g : ℕ → ℝ, Real.log (∫ x, Real.exp (H x + cylinderField (A x) g) ∂ν) ∂gaussianCoordinates) - ∫ g : ℕ → ℝ, Real.log (∫ x, Real.exp (H x + cylinderField (C x) g) ∂ν) ∂gaussianCoordinates| ≤ 2 * L := by have he (x : X) : C x + (A x - C x) = A x := by abel have h := countable_cylinder_log_mean_increment_le ν H hH C (fun x => A x - C x) hC (fun x => by simpa only [he] using hA x) (fun s hs x y => cylinderCross_segment_bound A C h₀ h₁ hs x y) simpa only [he] using h end InvariantIsing end end OAI