import OAI.Probability.Localization.Model namespace OAI open MeasureTheory ProbabilityTheory Set open scoped BigOperators ENNReal namespace RepeatedLocalization lemma continuous_chart (n : ℕ) : Continuous (@chart n) := by apply continuous_pi intro a refine Fin.lastCases ?_ (fun j => ?_) a · simp only [chart, Fin.lastCases_last] fun_prop · simp only [chart, Fin.lastCases_castSucc] fun_prop lemma measurable_chart (n : ℕ) : Measurable (@chart n) := (continuous_chart n).measurable lemma continuous_exactLabel (n : ℕ) : Continuous (fun Xz : GaussianBlock n × Coordinate n => exactLabel Xz.1 Xz.2) := by apply continuous_pi intro row unfold exactLabel apply continuous_finsetSum intro coordinate _ exact ((continuous_apply coordinate).comp ((continuous_apply row).comp continuous_fst)).mul ((continuous_apply coordinate).comp ((continuous_chart n).comp continuous_snd)) lemma measurable_initialCube (n : ℕ) : MeasurableSet (initialCube n) := by apply MeasurableSet.univ_pi intro _ exact measurableSet_Ico lemma volume_initialCube (n : ℕ) : volume (initialCube n) = ENNReal.ofReal ((1 / Real.sqrt n) ^ n) := by unfold initialCube rw [Real.volume_pi_Ico] have hw : 1 / (2 * Real.sqrt n) - -1 / (2 * Real.sqrt n) = 1 / Real.sqrt n := by ring simp only [hw, Finset.prod_const, Finset.card_univ, Fintype.card_fin] exact (ENNReal.ofReal_pow (by positivity) n).symm lemma volume_initialCube_pos {n : ℕ} (hn : 0 < n) : 0 < volume (initialCube n) := by rw [volume_initialCube] exact ENNReal.ofReal_pos.mpr (pow_pos (by positivity) n) lemma volume_initialCube_ne_top (n : ℕ) : volume (initialCube n) ≠ ∞ := by rw [volume_initialCube] exact ENNReal.ofReal_ne_top lemma cubePrior_isProbabilityMeasure {n : ℕ} (hn : 0 < n) : IsProbabilityMeasure (cubePrior n) := by exact cond_isProbabilityMeasure_of_finite (ne_of_gt (volume_initialCube_pos hn)) (volume_initialCube_ne_top n) instance gaussianBlockLaw_isProbabilityMeasure (n : ℕ) : IsProbabilityMeasure (gaussianBlockLaw n) := by unfold gaussianBlockLaw infer_instance lemma BlockRule.prob_le_one {n N : ℕ} (rule : BlockRule n N) (data : GaussianBlock n × Label n) (w : Fin N) : rule.prob data w ≤ 1 := by rw [← rule.sum_one data] exact Finset.single_le_sum (fun i _ => rule.nonneg data i) (Finset.mem_univ w) lemma measurable_actualRule {n N : ℕ} (rule : BlockRule n N) (w : Fin N) : Measurable (fun Xz : GaussianBlock n × Coordinate n => rule.prob (Xz.1, exactLabel Xz.1 Xz.2) w) := (rule.measurable_prob w).comp (measurable_fst.prodMk (continuous_exactLabel n).measurable) lemma integrable_actualRule {n N : ℕ} (rule : BlockRule n N) (z : Coordinate n) (w : Fin N) : Integrable (fun X => rule.prob (X, exactLabel X z) w) (gaussianBlockLaw n) := by apply (integrable_const (1 : ℝ)).mono' · exact ((measurable_actualRule rule w).comp (measurable_id.prodMk measurable_const)).aestronglyMeasurable · exact Filter.Eventually.of_forall (fun X => by rw [Real.norm_eq_abs, abs_of_nonneg (rule.nonneg _ w)] exact rule.prob_le_one _ w) lemma measurable_blockProbability {n N : ℕ} (rule : BlockRule n N) (w : Fin N) : Measurable (fun z => blockProbability rule z w) := by exact (measurable_actualRule rule w).stronglyMeasurable.integral_prod_left'.measurable lemma blockProbability_nonneg {n N : ℕ} (rule : BlockRule n N) (z : Coordinate n) (w : Fin N) : 0 ≤ blockProbability rule z w := by exact integral_nonneg (fun X => rule.nonneg _ w) lemma blockProbability_sum {n N : ℕ} (rule : BlockRule n N) (z : Coordinate n) : ∑ w, blockProbability rule z w = 1 := by unfold blockProbability rw [← integral_finsetSum _ (fun w _ => integrable_actualRule rule z w)] simp [rule.sum_one] lemma blockProbability_le_one {n N : ℕ} (rule : BlockRule n N) (z : Coordinate n) (w : Fin N) : blockProbability rule z w ≤ 1 := by rw [← blockProbability_sum rule z] exact Finset.single_le_sum (fun j _ => blockProbability_nonneg rule z j) (Finset.mem_univ w) lemma measurable_historyLikelihood {n N t : ℕ} (rules : Rules n N t) (w : History N t) : Measurable (fun z => historyLikelihood rules z w) := by exact Finset.measurable_prod _ (fun i _ => measurable_blockProbability (rules i (past w i)) (w i)) lemma historyLikelihood_nonneg {n N t : ℕ} (rules : Rules n N t) (z : Coordinate n) (w : History N t) : 0 ≤ historyLikelihood rules z w := by exact Finset.prod_nonneg (fun i _ => blockProbability_nonneg _ _ _) lemma historyLikelihood_le_one {n N t : ℕ} (rules : Rules n N t) (z : Coordinate n) (w : History N t) : historyLikelihood rules z w ≤ 1 := by exact Finset.prod_le_one₀ (fun _ _ => blockProbability_nonneg _ _ _) (fun _ _ => blockProbability_le_one _ _ _) end RepeatedLocalization end OAI