import Mathlib import OAI.Probability.IsingPerceptron.CountableMonomialGG import OAI.Probability.IsingPerceptron.PartitionPowLe namespace OAI /-! Normalized Restriction Pi. -/ noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal BoundedContinuousFunction namespace IsingPerceptron lemma normalizedRestriction_pi {ι X : Type*} [Fintype ι] [MeasurableSpace X] {ν : Measure X} [IsProbabilityMeasure ν] (A : ι → Set X) (hA : ∀ i, ν (A i) ≠ 0) : Measure.pi (fun i => normalizedRestriction ν (A i)) = normalizedRestriction (Measure.pi (fun _ : ι => ν)) (Set.univ.pi A) := by classical have : ∀ i, IsProbabilityMeasure (normalizedRestriction ν (A i)) := fun i => normalizedRestriction_probability (hA i) apply Measure.pi_eq intro S hS simp only [normalizedRestriction,Measure.smul_apply,smul_eq_mul] rw [Measure.restrict_apply (MeasurableSet.univ_pi hS),← Set.pi_inter_distrib] simp_rw [Measure.pi_pi,Measure.restrict_apply (hS _)] rw [ENNReal.prod_inv_distrib (fun _ _ _ _ _ => Or.inr (measure_ne_top _ _)), ← Finset.prod_mul_distrib] lemma replica_restriction_mass_ne_zero {ι X : Type*} [Fintype ι] [MeasurableSpace X] {ν : Measure X} [IsProbabilityMeasure ν] {A : Set X} (hA : ν A ≠ 0) : (Measure.pi (fun _ : ι => ν)) (Set.univ.pi (fun _ => A)) ≠ 0 := by rw [Measure.pi_pi] exact Finset.prod_ne_zero_iff.mpr (fun _ _ => hA) lemma replica_restriction_eventually {ι X : Type*} [Finite ι] {A : ℕ → Set X} (hA : ∀ x, ∀ᶠ n in atTop, x ∈ A n) (σ : ι → X) : ∀ᶠ n in atTop, σ ∈ Set.univ.pi (fun _ : ι => A n) := by filter_upwards [Filter.eventually_all.mpr (fun i => hA (σ i))] with n hn exact Set.mem_univ_pi.mpr hn def subtypeReference {X : Type*} [MeasurableSpace X] (ν : Measure X) (A : Set X) : Measure A := (ν A)⁻¹ • ν.comap Subtype.val lemma subtypeReference_preserving {X : Type*} [MeasurableSpace X] (ν : Measure X) {A : Set X} (hA : MeasurableSet A) : MeasurePreserving Subtype.val (subtypeReference ν A) (normalizedRestriction ν A) := by refine ⟨measurable_subtype_coe,?_⟩ rw [subtypeReference,Measure.map_smul _ measurable_subtype_coe.aemeasurable, map_comap_subtype_coe hA] rfl lemma subtypeReference_probability {X : Type*} [MeasurableSpace X] (ν : Measure X) [IsFiniteMeasure ν] {A : Set X} (hA : MeasurableSet A) (hp : ν A ≠ 0) : IsProbabilityMeasure (subtypeReference ν A) := by have : IsProbabilityMeasure (normalizedRestriction ν A) := normalizedRestriction_probability hp have : IsProbabilityMeasure ((subtypeReference ν A).map Subtype.val) := (subtypeReference_preserving ν hA).map_eq.symm ▸ inferInstance exact Measure.isProbabilityMeasure_of_map measurable_subtype_coe.aemeasurable lemma referenceReplicaMean_subtype {X : Type*} [MeasurableSpace X] {ν : Measure X} [IsFiniteMeasure ν] {A : Set X} (hA : MeasurableSet A) (hp : ν A ≠ 0) {H : X → ℝ} (hmH : Measurable H) {r : ℕ} {D : (Fin r → X) → ℝ} (hmD : Measurable D) : referenceReplicaMean (subtypeReference ν A) (fun x => H x) (fun σ => D (fun i => (σ i : X))) = referenceReplicaMean (normalizedRestriction ν A) H D := by have : IsProbabilityMeasure (subtypeReference ν A) := subtypeReference_probability ν hA hp have : IsProbabilityMeasure (normalizedRestriction ν A) := normalizedRestriction_probability hp exact referenceReplicaMean_map (subtypeReference_preserving ν hA) hmH hmD lemma cylinder_replica_law {X : Type*} (a : X → ℕ →₀ ℝ) {r : ℕ} (σ : Fin r → X) : gaussianCoordinates.map (fun g => ∑ i, cylinderField (a (σ i)) g) = gaussianReal 0 (((∑ i, a (σ i)).sum (fun _ c => c^2)).toNNReal) := by have he : (fun g => ∑ i, cylinderField (a (σ i)) g) = cylinderField (∑ i, a (σ i)) := by funext g exact (cylinderField_finset_sum Finset.univ _ g).symm rw [he,cylinderField_law] lemma cylinder_replica_variance_le {X : Type*} (a : X → ℕ →₀ ℝ) {K : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) {r : ℕ} (σ : Fin r → X) : ((((∑ i, a (σ i)).sum (fun _ c => c^2)).toNNReal : ℝ)) ≤ (r:ℝ)^2*K := by have hnonneg : 0 ≤ (∑ i, a (σ i)).sum (fun _ c => c^2) := Finset.sum_nonneg (fun _ _ => sq_nonneg _) rw [Real.coe_toNNReal _ hnonneg] simpa only [Fintype.card_fin] using cylinder_variance_sum_le (fun i => a (σ i)) (fun i => ha (σ i)) theorem cylinder_replica_restriction_tendsto {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Measure X} [IsProbabilityMeasure ν] (a : X → ℕ →₀ ℝ) {K : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) {r : ℕ} (D : (Fin r → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) {A : ℕ → Set X} (hA : ∀ x, ∀ᶠ n in atTop, x ∈ A n) (hpos : ∀ n, ν (A n) ≠ 0) : Tendsto (fun n => ∫ g, referenceReplicaMean (normalizedRestriction ν (A n)) (fun x => cylinderField (a x) g) D ∂gaussianCoordinates) atTop (𝓝 (∫ g, referenceReplicaMean ν (fun x => cylinderField (a x) g) D ∂gaussianCoordinates)) := by have : ∀ n, IsProbabilityMeasure (normalizedRestriction ν (A n)) := fun n => normalizedRestriction_probability (hpos n) have hmH : Measurable (fun z : (ℕ → ℝ) × (Fin r → X) => ∑ i, cylinderField (a (z.2 i)) z.1) := by apply Finset.measurable_sum intro i _ exact (measurable_cylinderFields a).comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd)) have ht := gaussian_bounded_restriction_expectation_tendsto (ν := Measure.pi (fun _ : Fin r => ν)) hmH (measurable_of_countable D |>.comp measurable_snd) hc (fun z => hD z.2) (cylinder_replica_law a) (cylinder_replica_variance_le a ha) (A := fun n => Set.univ.pi (fun _ : Fin r => A n)) (fun _ => MeasurableSet.univ_pi (fun _ => Set.to_countable _ |>.measurableSet)) (replica_restriction_eventually hA) (fun n => replica_restriction_mass_ne_zero (hpos n)) simpa only [Function.comp_apply,referenceReplicaMean_eq_ratio,← normalizedRestriction_pi (fun _ : Fin r => A _) (fun _ => hpos _)] using ht theorem cylinder_replica_insertion_restriction_tendsto {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Measure X} [IsProbabilityMeasure ν] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) {A : ℕ → Set X} (hA : ∀ x, ∀ᶠ n in atTop, x ∈ A n) (hpos : ∀ n, ν (A n) ≠ 0) : Tendsto (fun n => ∫ g, referenceReplicaMean (normalizedRestriction ν (A n)) (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) ∂gaussianCoordinates) atTop (𝓝 (∫ g, referenceReplicaMean ν (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) ∂gaussianCoordinates)) := by have : ∀ n, IsProbabilityMeasure (normalizedRestriction ν (A n)) := fun n => normalizedRestriction_probability (hpos n) have hmH : Measurable (fun z : (ℕ → ℝ) × (Fin (r+1) → X) => ∑ i, cylinderField (a (z.2 i)) z.1) := by apply Finset.measurable_sum intro i _ exact (measurable_cylinderFields a).comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd)) have hmY : Measurable (fun z : (ℕ → ℝ) × (Fin (r+1) → X) => cylinderField (b (z.2 0)) z.1) := (measurable_cylinderFields b).comp (measurable_fst.prodMk ((measurable_pi_apply 0).comp measurable_snd)) have hv (σ : Fin (r+1) → X) : (((b (σ 0)).sum (fun _ c => c^2)).toNNReal : ℝ) ≤ L := by have hnonneg : 0 ≤ (b (σ 0)).sum (fun _ c => c^2) := Finset.sum_nonneg (fun _ _ => sq_nonneg _) rw [Real.coe_toNNReal _ hnonneg] exact hb (σ 0) have ht := gaussian_insertion_restriction_expectation_tendsto (ν := Measure.pi (fun _ : Fin (r+1) => ν)) hmH hmY (measurable_of_countable D |>.comp measurable_snd) hc (fun z => hD z.2) (cylinder_replica_law a) (fun σ => cylinderField_law (b (σ 0))) (cylinder_replica_variance_le a ha) hv (A := fun n => Set.univ.pi (fun _ : Fin (r+1) => A n)) (fun _ => MeasurableSet.univ_pi (fun _ => Set.to_countable _ |>.measurableSet)) (replica_restriction_eventually hA) (fun n => replica_restriction_mass_ne_zero (hpos n)) simpa only [Function.comp_apply,mul_assoc,referenceReplicaMean_eq_ratio, ← normalizedRestriction_pi (fun _ : Fin (r+1) => A _) (fun _ => hpos _)] using ht lemma countable_reference_exhaustion {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] : ∃ A : ℕ → Set X, (∀ n, (A n).Finite) ∧ (∀ n, ν (A n) ≠ 0) ∧ (∀ x, ∀ᶠ n in atTop, x ∈ A n) := by classical let := Encodable.ofCountable X have hx : ∃ x : X, ν {x} ≠ 0 := by by_contra! hn have hz : ν = 0 := Measure.ext_of_singleton (fun x => by simpa using hn x) have hu := measure_univ (μ := ν) simp only [hz, Measure.coe_zero, Pi.zero_apply] at hu exact zero_ne_one hu obtain ⟨x₀,hx₀⟩ := hx let A : ℕ → Set X := fun n => {x | Encodable.encode x ≤ n+Encodable.encode x₀} refine ⟨A,fun n => ?_,fun n => ?_,fun x => ?_⟩ · exact (Set.finite_Iic _).preimage Encodable.encode_injective.injOn · intro hz apply hx₀ exact measure_mono_null (fun x hx => by rcases Set.mem_singleton_iff.mp hx with rfl exact Nat.le_add_left _ _) hz · filter_upwards [eventually_ge_atTop (Encodable.encode x)] with n hn exact hn.trans (Nat.le_add_right _ _) lemma finite_restriction_cylinder_insertion {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Measure X} [IsProbabilityMeasure ν] {A : Set X} (hA : A.Finite) (hp : ν A ≠ 0) (a b : X → ℕ →₀ ℝ) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) : (∫ g, referenceReplicaMean (normalizedRestriction ν A) (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) ∂gaussianCoordinates) = (∫ g, referenceReplicaMean (normalizedRestriction ν A) (fun x => cylinderField (a x) g) (fun σ => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))) ∂gaussianCoordinates) - (r+1 : ℕ)*(∫ g, referenceReplicaMean (normalizedRestriction ν A) (fun x => cylinderField (a x) g) (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))) ∂gaussianCoordinates) := by classical let := hA.fintype have hmA : MeasurableSet A := hA.measurableSet have : IsProbabilityMeasure (subtypeReference ν A) := subtypeReference_probability ν hmA hp have he {q : ℕ} (g : ℕ → ℝ) (F : (Fin q → X) → ℝ) : referenceReplicaMean (subtypeReference ν A) (fun x => cylinderField (a x) g) (fun σ => F (fun i => (σ i : X))) = referenceReplicaMean (normalizedRestriction ν A) (fun x => cylinderField (a x) g) F := referenceReplicaMean_subtype hmA hp (H := fun x => cylinderField (a x) g) (D := F) (measurable_of_countable _) (measurable_of_countable _) have hi := finite_cylinder_reference_insertion (subtypeReference ν A) (fun x => a x) (fun x => b x) (fun σ => D (fun i => (σ i : X))) convert hi using 1 · congr 1 funext g exact (he g (fun σ => cylinderField (b (σ 0)) g*D σ)).symm · congr 1 · congr 1 funext g exact (he g (fun σ => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i))))).symm · congr 1 congr 1 funext g exact (he g (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0)))).symm theorem countable_cylinder_reference_insertion {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : (∫ g, referenceReplicaMean ν (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) ∂gaussianCoordinates) = (∫ g, referenceReplicaMean ν (fun x => cylinderField (a x) g) (fun σ => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))) ∂gaussianCoordinates) - (r+1 : ℕ)*(∫ g, referenceReplicaMean ν (fun x => cylinderField (a x) g) (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))) ∂gaussianCoordinates) := by classical obtain ⟨A,hfin,hpos,hA⟩ := countable_reference_exhaustion ν let B : ℝ := (|K|+|L|)/2 have hB : 0 ≤ B := by dsimp [B]; positivity have hcross (x y : X) : |cylinderCross (b x) (a y)| ≤ B := by calc |cylinderCross (b x) (a y)| ≤ ((b x).sum (fun _ t => t^2)+(a y).sum (fun _ t => t^2))/2 := abs_cylinderCross_le _ _ _ ≤ B := by dsimp [B]; linarith [hb x,ha y,le_abs_self K,le_abs_self L] have hsum (σ : Fin (r+1) → X) : |∑ i, cylinderCross (b (σ 0)) (a (σ i))| ≤ (r+1 : ℕ)*B := by calc |∑ i, cylinderCross (b (σ 0)) (a (σ i))| ≤ ∑ i, |cylinderCross (b (σ 0)) (a (σ i))| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ _i : Fin (r+1), B := Finset.sum_le_sum (fun i _ => hcross _ _) _ = (r+1 : ℕ)*B := by simp have hfirst (σ : Fin (r+1) → X) : |D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))| ≤ c*((r+1 : ℕ)*B) := by rw [abs_mul] exact mul_le_mul (hD σ) (hsum σ) (abs_nonneg _) hc have hfresh (τ : Fin (r+1+1) → X) : |D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))| ≤ c*B := by rw [abs_mul] exact mul_le_mul (hD _) (hcross _ _) (abs_nonneg _) hc have hleft := cylinder_replica_insertion_restriction_tendsto a b ha hb D hc hD hA hpos have hright₁ := cylinder_replica_restriction_tendsto a ha (fun σ : Fin (r+1) → X => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))) (c := c*((r+1 : ℕ)*B)) (by positivity) hfirst hA hpos have hright₂ := cylinder_replica_restriction_tendsto a ha (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))) (c := c*B) (mul_nonneg hc hB) hfresh hA hpos apply tendsto_nhds_unique hleft exact (hright₁.sub (hright₂.const_mul ((r+1 : ℕ) : ℝ))).congr (fun n => (finite_restriction_cylinder_insertion (hfin n) (hpos n) a b D).symm) lemma measurable_countable_measure_pi {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (r : ℕ) : Measurable (fun ω => Measure.pi (fun _ : Fin r => ν ω)) := by classical apply Measure.measurable_of_measurable_coe intro s hs have he (ω : Ω) : Measure.pi (fun _ : Fin r => ν ω) s = ∑' σ : Fin r → X, (∏ i : Fin r, ν ω {σ i}) * Measure.dirac σ s := by rw [← Measure.sum_smul_dirac (Measure.pi (fun _ : Fin r => ν ω)),Measure.sum_apply _ hs] simp only [Measure.smul_apply,smul_eq_mul,Measure.pi_singleton] simp_rw [he] apply Measurable.tsum intro σ exact (Finset.measurable_prod _ (fun i _ => (Measure.measurable_coe (measurableSet_singleton _)).comp hν)).mul_const _ lemma measurable_random_referencePartition {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] {H : Ω × X → ℝ} (hH : Measurable H) : Measurable (fun ω => referencePartition (ν ω) (fun x => H (ω,x))) := by let κ : Kernel Ω X := ⟨ν,hν⟩ have : IsMarkovKernel κ := ⟨fun ω => by change IsProbabilityMeasure (ν ω) infer_instance⟩ exact (hH.exp.stronglyMeasurable.integral_kernel_prod_right' (κ := κ)).measurable lemma measurable_random_referenceReplicaMean {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] {H : Ω × X → ℝ} (hH : Measurable H) {r : ℕ} {D : Ω × (Fin r → X) → ℝ} (hD : Measurable D) : Measurable (fun ω => referenceReplicaMean (ν ω) (fun x => H (ω,x)) (fun σ => D (ω,σ))) := by let κ : Kernel Ω (Fin r → X) := ⟨fun ω => Measure.pi (fun _ : Fin r => ν ω), measurable_countable_measure_pi hν r⟩ have : IsMarkovKernel κ := ⟨fun ω => by change IsProbabilityMeasure (Measure.pi (fun _ : Fin r => ν ω)) infer_instance⟩ have hm : Measurable (fun z : Ω × (Fin r → X) => Real.exp (∑ i, H (z.1,z.2 i))*D z) := by apply Measurable.mul _ hD apply Measurable.exp exact Finset.measurable_sum _ (fun i _ => hH.comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd))) exact (hm.stronglyMeasurable.integral_kernel_prod_right' (κ := κ)).measurable.div ((measurable_random_referencePartition hν hH).pow_const r) lemma referenceReplicaMean_abs_le {X : Type*} [MeasurableSpace X] (ν : Measure X) [SigmaFinite ν] (H : X → ℝ) {r : ℕ} (D : (Fin r → X) → ℝ) (hmD : Measurable D) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : |referenceReplicaMean ν H D| ≤ c := by rw [referenceReplicaMean_eq_ratio] by_cases he : Integrable (fun σ : Fin r → X => Real.exp (∑ i, H (σ i))) (Measure.pi (fun _ => ν)) · exact abs_bounded_gibbs_test_le he hmD hc hD · rw [integral_undef he,div_zero,abs_zero] exact hc lemma integrable_of_measurable_abs_le {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsFiniteMeasure μ] {F : Ω → ℝ} (hF : Measurable F) {c : ℝ} (hbound : ∀ ω, |F ω| ≤ c) : Integrable F μ := by exact (integrable_const c).mono' hF.aestronglyMeasurable (ae_of_all _ fun ω => by simpa only [Real.norm_eq_abs] using hbound ω) lemma abs_integral_le_const_of_bound {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {F : Ω → ℝ} (hF : Measurable F) {c : ℝ} (hbound : ∀ ω, |F ω| ≤ c) : |∫ ω, F ω ∂μ| ≤ c := by calc _ ≤ ∫ ω, |F ω| ∂μ := abs_integral_le_integral_abs _ ≤ ∫ _, c ∂μ := integral_mono ((integrable_of_measurable_abs_le hF hbound).abs) (integrable_const _) hbound _ = c := by simp lemma measurable_random_cylinder_mean {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) {r : ℕ} (D : (Fin r → X) → ℝ) : Measurable (fun z : Ω × (ℕ → ℝ) => referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) D) := by have : ∀ z : Ω × (ℕ → ℝ), IsProbabilityMeasure ((fun z => ν z.1) z) := fun _ => inferInstance exact measurable_random_referenceReplicaMean (ν := fun z : Ω × (ℕ → ℝ) => ν z.1) (hν.comp measurable_fst) ((measurable_cylinderFields a).comp (measurable_fst.snd.prodMk measurable_snd)) ((measurable_of_countable D).comp measurable_snd) lemma integrable_random_cylinder_mean {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) {r : ℕ} (D : (Fin r → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : Integrable (fun ω => ∫ g, referenceReplicaMean (ν ω) (fun x => cylinderField (a x) g) D ∂gaussianCoordinates) P := by apply integrable_of_measurable_abs_le (measurable_random_cylinder_mean hν a D |>.stronglyMeasurable.integral_prod_right'.measurable) intro ω apply abs_integral_le_const_of_bound ((measurable_random_cylinder_mean hν a D).comp measurable_prodMk_left) intro g exact referenceReplicaMean_abs_le (ν ω) (fun x => cylinderField (a x) g) D (measurable_of_countable _) hc hD theorem random_countable_cylinder_insertion {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : (∫ ω, ∫ g, referenceReplicaMean (ν ω) (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) ∂gaussianCoordinates ∂P) = (∫ ω, ∫ g, referenceReplicaMean (ν ω) (fun x => cylinderField (a x) g) (fun σ => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))) ∂gaussianCoordinates ∂P) - (r+1 : ℕ)*(∫ ω, ∫ g, referenceReplicaMean (ν ω) (fun x => cylinderField (a x) g) (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))) ∂gaussianCoordinates ∂P) := by let B : ℝ := (|K|+|L|)/2 have hB : 0 ≤ B := by dsimp [B]; positivity have hcross (x y : X) : |cylinderCross (b x) (a y)| ≤ B := by calc _ ≤ ((b x).sum (fun _ t => t^2)+(a y).sum (fun _ t => t^2))/2 := abs_cylinderCross_le _ _ _ ≤ B := by dsimp [B]; linarith [hb x,ha y,le_abs_self K,le_abs_self L] have hsum (σ : Fin (r+1) → X) : |∑ i, cylinderCross (b (σ 0)) (a (σ i))| ≤ (r+1 : ℕ)*B := by calc _ ≤ ∑ i, |cylinderCross (b (σ 0)) (a (σ i))| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ _i : Fin (r+1), B := Finset.sum_le_sum (fun _ _ => hcross _ _) _ = _ := by simp have hfirst (σ : Fin (r+1) → X) : |D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))| ≤ c*((r+1 : ℕ)*B) := by rw [abs_mul]; exact mul_le_mul (hD σ) (hsum σ) (abs_nonneg _) hc have hfresh (τ : Fin (r+1+1) → X) : |D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))| ≤ c*B := by rw [abs_mul]; exact mul_le_mul (hD _) (hcross _ _) (abs_nonneg _) hc simp_rw [countable_cylinder_reference_insertion _ a b ha hb D hc hD] rw [integral_sub (integrable_random_cylinder_mean hν a _ (by positivity) hfirst) ((integrable_random_cylinder_mean hν a _ (mul_nonneg hc hB) hfresh).const_mul _),integral_const_mul] lemma joint_integrable_square_of_uniform_conditionals {Ω Γ : Type*} [MeasurableSpace Ω] [MeasurableSpace Γ] {P : Measure Ω} {Q : Measure Γ} [IsProbabilityMeasure P] [IsProbabilityMeasure Q] {F : Ω × Γ → ℝ} (hm : Measurable F) {C : ℝ} (hi : ∀ ω, Integrable (fun g => F (ω,g)^2) Q) (hb : ∀ ω, (∫ g, F (ω,g)^2 ∂Q) ≤ C) : Integrable (fun z => F z^2) (P.prod Q) := by apply (integrable_prod_iff (hm.pow_const 2).aestronglyMeasurable).mpr refine ⟨ae_of_all _ hi,?_⟩ simp only [Real.norm_eq_abs,abs_sq] apply integrable_of_measurable_abs_le ((hm.pow_const 2).stronglyMeasurable.integral_prod_right'.measurable) intro ω rw [abs_of_nonneg (integral_nonneg (fun _ => sq_nonneg _))] exact hb ω lemma measurable_random_cylinder_insertion {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a b : X → ℕ →₀ ℝ) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) : Measurable (fun z : Ω × (ℕ → ℝ) => referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) (fun σ => cylinderField (b (σ 0)) z.2*D σ)) := by have : ∀ z : Ω × (ℕ → ℝ), IsProbabilityMeasure ((fun z => ν z.1) z) := fun _ => inferInstance have hmD : Measurable (fun p : (Ω × (ℕ → ℝ)) × (Fin (r+1) → X) => cylinderField (b (p.2 0)) p.1.2*D p.2) := ((measurable_cylinderFields b).comp (measurable_fst.snd.prodMk ((measurable_pi_apply 0).comp measurable_snd))).mul ((measurable_of_countable D).comp measurable_snd) exact measurable_random_referenceReplicaMean (ν := fun z : Ω × (ℕ → ℝ) => ν z.1) (hν.comp measurable_fst) ((measurable_cylinderFields a).comp (measurable_fst.snd.prodMk measurable_snd)) hmD lemma cylinder_replica_insertion_second {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : let F := fun g => referenceReplicaMean ν (fun x => cylinderField (a x) g) (fun σ => cylinderField (b (σ 0)) g*D σ) Integrable (fun g => F g^2) gaussianCoordinates ∧ (∫ g, F g^2 ∂gaussianCoordinates) ≤ c^2*((Real.exp (32*((r+1:ℕ):ℝ)^2*K)+2*Real.exp (32*L)+Real.exp (8*((r+1:ℕ):ℝ)^2*K))/2) := by have hmH : Measurable (fun z : (ℕ → ℝ) × (Fin (r+1) → X) => ∑ i, cylinderField (a (z.2 i)) z.1) := by apply Finset.measurable_sum intro i _ exact (measurable_cylinderFields a).comp (measurable_fst.prodMk ((measurable_pi_apply i).comp measurable_snd)) have hmY : Measurable (fun z : (ℕ → ℝ) × (Fin (r+1) → X) => cylinderField (b (z.2 0)) z.1) := (measurable_cylinderFields b).comp (measurable_fst.prodMk ((measurable_pi_apply 0).comp measurable_snd)) have hv (σ : Fin (r+1) → X) : (((b (σ 0)).sum (fun _ c => c^2)).toNNReal : ℝ) ≤ L := by have hnonneg : 0 ≤ (b (σ 0)).sum (fun _ c => c^2) := Finset.sum_nonneg (fun _ _ => sq_nonneg _) rw [Real.coe_toNNReal _ hnonneg] exact hb (σ 0) have ht := gaussian_bounded_insertion_second (ν := Measure.pi (fun _ : Fin (r+1) => ν)) hmH hmY (measurable_of_countable D |>.comp measurable_snd) hc (fun z => hD z.2) (cylinder_replica_law a) (fun σ => cylinderField_law (b (σ 0))) (cylinder_replica_variance_le a ha) hv simpa only [referenceReplicaMean_eq_ratio,mul_assoc,Function.comp_apply] using ht.2 theorem integrable_joint_cylinder_insertion {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : Integrable (fun z : Ω × (ℕ → ℝ) => referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) (fun σ => cylinderField (b (σ 0)) z.2*D σ)) (P.prod gaussianCoordinates) := by have hm := measurable_random_cylinder_insertion hν a b D have hi := joint_integrable_square_of_uniform_conditionals (P := P) hm (fun ω => (cylinder_replica_insertion_second (ν ω) a b ha hb D hc hD).1) (fun ω => (cylinder_replica_insertion_second (ν ω) a b ha hb D hc hD).2) exact ((memLp_two_iff_integrable_sq hm.aestronglyMeasurable).mpr hi).integrable (by norm_num) lemma integrable_exp_of_integer_exp {X : Type*} [MeasurableSpace X] {ν : Measure X} {Y : X → ℝ} (hm : Measurable Y) (he : ∀ n : ℤ, Integrable (fun x => Real.exp ((n:ℝ)*Y x)) ν) (t : ℝ) : Integrable (fun x => Real.exp (t*Y x)) ν := by obtain ⟨n,hn⟩ := exists_nat_gt |t| have hp := he (n:ℤ) have hm' := he (-(n:ℤ)) apply (hp.add hm').mono' (hm.const_mul t |>.exp.aestronglyMeasurable) refine ae_of_all _ fun x => ?_ simp only [Pi.add_apply,Real.norm_eq_abs,abs_of_pos (Real.exp_pos _),Int.cast_natCast,Int.cast_neg] by_cases hy : 0 ≤ Y x · have h : t*Y x ≤ (n:ℝ)*Y x := mul_le_mul_of_nonneg_right ((le_abs_self t).trans hn.le) hy exact (Real.exp_le_exp.mpr h).trans (le_add_of_nonneg_right (Real.exp_pos _).le) · have h : t*Y x ≤ -(n:ℝ)*Y x := mul_le_mul_of_nonpos_right (by linarith [neg_abs_le t]) (le_of_not_ge hy) exact (Real.exp_le_exp.mpr h).trans (le_add_of_nonneg_left (Real.exp_pos _).le) lemma random_cylinder_all_exp_ae {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) {K : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) : ∀ᵐ z : Ω × (ℕ → ℝ) ∂P.prod gaussianCoordinates, ∀ t : ℝ, Integrable (fun x => Real.exp (t*cylinderField (a x) z.2)) (ν z.1) := by let κ : Kernel (Ω × (ℕ → ℝ)) X := ⟨fun z => ν z.1,hν.comp measurable_fst⟩ have : IsMarkovKernel κ := ⟨fun z => by change IsProbabilityMeasure (ν z.1) infer_instance⟩ have hi (t : ℝ) : ∀ᵐ z : Ω × (ℕ → ℝ) ∂P.prod gaussianCoordinates, Integrable (fun x => Real.exp (t*cylinderField (a x) z.2)) (ν z.1) := by have hm : Measurable (fun p : (Ω × (ℕ → ℝ)) × X => Real.exp (t*cylinderField (a p.2) p.1.2)) := ((measurable_cylinderFields a).comp (measurable_fst.snd.prodMk measurable_snd)).const_mul t |>.exp have hs : MeasurableSet {z : Ω × (ℕ → ℝ) | Integrable (fun x => Real.exp (t*cylinderField (a x) z.2)) (ν z.1)} := ProbabilityTheory.measurableSet_kernel_integrable (κ := κ) hm.stronglyMeasurable apply (Measure.ae_prod_iff_ae_ae hs).mpr refine ae_of_all _ fun ω => ?_ have hv (x : X) : (((a x).sum (fun _ c => c^2)).toNNReal : ℝ) ≤ K := by rw [Real.coe_toNNReal _ (show 0 ≤ (a x).sum (fun _ c => c^2) from Finset.sum_nonneg (fun _ _ => sq_nonneg _))] exact ha x exact (gaussian_field_exp_integrable (ν := ν ω) (measurable_cylinderFields a) (fun x => cylinderField_law (a x)) hv t).1.prod_right_ae have hn : ∀ᵐ z : Ω × (ℕ → ℝ) ∂P.prod gaussianCoordinates, ∀ n : ℤ, Integrable (fun x => Real.exp ((n:ℝ)*cylinderField (a x) z.2)) (ν z.1) := ae_all_iff.mpr (fun n => hi (n:ℝ)) filter_upwards [hn] with z hz exact integrable_exp_of_integer_exp (measurable_of_countable _) hz lemma measurable_random_cylinder_cgf {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) (t : ℝ) : Measurable (fun z : Ω × (ℕ → ℝ) => cgf (fun x => cylinderField (a x) z.2) (ν z.1) t) := by have : ∀ z : Ω × (ℕ → ℝ), IsProbabilityMeasure ((fun z => ν z.1) z) := fun _ => inferInstance exact (measurable_random_referencePartition (ν := fun z : Ω × (ℕ → ℝ) => ν z.1) (hν.comp measurable_fst) (((measurable_cylinderFields a).comp (measurable_fst.snd.prodMk measurable_snd)).const_mul t)).log lemma cylinder_scaled_law {X : Type*} (a : X → ℕ →₀ ℝ) (x : X) (t : ℝ) : gaussianCoordinates.map (fun g => t*cylinderField (a x) g) = gaussianReal 0 (⟨t^2,sq_nonneg t⟩*(((a x).sum (fun _ c => c^2)).toNNReal)) := by have hm := measurable_cylinderField (a x) rw [show (fun g => t*cylinderField (a x) g) = (fun y : ℝ => t*y) ∘ cylinderField (a x) from rfl, ← Measure.map_map (by fun_prop) hm,cylinderField_law,gaussianReal_map_const_mul] simp only [mul_zero] congr 2 lemma cylinder_cgf_second {X : Type*} [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] (ν : Measure X) [IsProbabilityMeasure ν] (a : X → ℕ →₀ ℝ) {K : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (t : ℝ) : Integrable (fun g => (cgf (fun x => cylinderField (a x) g) ν t)^2) gaussianCoordinates ∧ (∫ g, (cgf (fun x => cylinderField (a x) g) ν t)^2 ∂gaussianCoordinates) ≤ 4*Real.exp (2*(t^2*K)) := by have hm : Measurable (fun z : (ℕ → ℝ) × X => t*cylinderField (a z.2) z.1) := (measurable_cylinderFields a).const_mul t have hv (x : X) : ((⟨t^2,sq_nonneg t⟩ : NNReal)*(((a x).sum (fun _ c => c^2)).toNNReal) : ℝ) ≤ t^2*K := by change t^2*((((a x).sum (fun _ c => c^2)).toNNReal : NNReal) : ℝ) ≤ t^2*K rw [Real.coe_toNNReal _ (show 0 ≤ (a x).sum (fun _ c => c^2) from Finset.sum_nonneg (fun _ _ => sq_nonneg _))] exact mul_le_mul_of_nonneg_left (ha x) (sq_nonneg _) exact gaussian_log_partition_second (ν := ν) hm (fun x => cylinder_scaled_law a x t) hv lemma integrable_random_cylinder_cgf {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) {K : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (t : ℝ) : Integrable (fun z : Ω × (ℕ → ℝ) => cgf (fun x => cylinderField (a x) z.2) (ν z.1) t) (P.prod gaussianCoordinates) := by have hm := measurable_random_cylinder_cgf hν a t have hi := joint_integrable_square_of_uniform_conditionals (P := P) hm (fun ω => (cylinder_cgf_second (ν ω) a ha t).1) (fun ω => (cylinder_cgf_second (ν ω) a ha t).2) exact ((memLp_two_iff_integrable_sq hm.aestronglyMeasurable).mpr hi).integrable (by norm_num) lemma integrable_joint_cylinder_mean {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a : X → ℕ →₀ ℝ) {r : ℕ} (D : (Fin r → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : Integrable (fun z : Ω × (ℕ → ℝ) => referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) D) (P.prod gaussianCoordinates) := by exact integrable_of_measurable_abs_le (measurable_random_cylinder_mean hν a D) (fun z => referenceReplicaMean_abs_le (ν z.1) _ D (measurable_of_countable _) hc hD) theorem joint_countable_cylinder_insertion {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (a b : X → ℕ →₀ ℝ) {K L : ℝ} (ha : ∀ x, (a x).sum (fun _ c => c^2) ≤ K) (hb : ∀ x, (b x).sum (fun _ c => c^2) ≤ L) {r : ℕ} (D : (Fin (r+1) → X) → ℝ) {c : ℝ} (hc : 0 ≤ c) (hD : ∀ σ, |D σ| ≤ c) : (∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) (fun σ => cylinderField (b (σ 0)) z.2*D σ) ∂P.prod gaussianCoordinates) = (∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) (fun σ => D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))) ∂P.prod gaussianCoordinates) - (r+1 : ℕ)*(∫ z : Ω × (ℕ → ℝ), referenceReplicaMean (ν z.1) (fun x => cylinderField (a x) z.2) (fun τ : Fin (r+1+1) → X => D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))) ∂P.prod gaussianCoordinates) := by let B : ℝ := (|K|+|L|)/2 have hB : 0 ≤ B := by dsimp [B]; positivity have hcross (x y : X) : |cylinderCross (b x) (a y)| ≤ B := by calc _ ≤ ((b x).sum (fun _ t => t^2)+(a y).sum (fun _ t => t^2))/2 := abs_cylinderCross_le _ _ _ ≤ B := by dsimp [B]; linarith [hb x,ha y,le_abs_self K,le_abs_self L] have hsum (σ : Fin (r+1) → X) : |∑ i, cylinderCross (b (σ 0)) (a (σ i))| ≤ (r+1 : ℕ)*B := by calc _ ≤ ∑ i, |cylinderCross (b (σ 0)) (a (σ i))| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ _i : Fin (r+1), B := Finset.sum_le_sum (fun _ _ => hcross _ _) _ = _ := by simp have hfirst (σ : Fin (r+1) → X) : |D σ*(∑ i, cylinderCross (b (σ 0)) (a (σ i)))| ≤ c*((r+1 : ℕ)*B) := by rw [abs_mul]; exact mul_le_mul (hD σ) (hsum σ) (abs_nonneg _) hc have hfresh (τ : Fin (r+1+1) → X) : |D (Fin.tail τ)*cylinderCross (b ((Fin.tail τ) 0)) (a (τ 0))| ≤ c*B := by rw [abs_mul]; exact mul_le_mul (hD _) (hcross _ _) (abs_nonneg _) hc rw [integral_prod _ (integrable_joint_cylinder_insertion hν a b ha hb D hc hD), integral_prod _ (integrable_joint_cylinder_mean hν a _ (by positivity) hfirst), integral_prod _ (integrable_joint_cylinder_mean hν a _ (mul_nonneg hc hB) hfresh)] exact random_countable_cylinder_insertion hν a b ha hb D hc hD end IsingPerceptron end end OAI