import Mathlib import OAI.Probability.LogConcave.Sampling.ConditionalMeanArray import OAI.Probability.LogConcave.Dynamics.ActualJointCenteringFlow import OAI.Probability.LogConcave.Sampling.StationaryTensorVectorRms namespace OAI section section noncomputable section namespace LogConcaveSampling open Set MeasureTheory open scoped Classical BigOperators NNReal RealInnerProductSpace open TensorEnergy Quadrature local instance : DecidableEq Unit := Classical.decEq _ lemma gradient_gaussianPotential {d : ℕ} (y : Point d) : gradient (fun z : Point d => ‖z‖^2/2) y=y := by ext i rw [←directional_basis_gradient,directional_gaussianPotential] simp [EuclideanSpace.basisFun_apply,PiLp.inner_apply] lemma gaussianPotential_gradient_lipschitz (d : ℕ) : LipschitzWith 1 (gradient (fun z : Point d => ‖z‖^2/2)) := by have he : gradient (fun z : Point d => ‖z‖^2/2)=id := funext gradient_gaussianPotential rw [he] exact LipschitzWith.id def centeringPotential {d : ℕ} (F : Point d → ℝ) (x : Point d) (r T : ℝ) : Point (d+d) → ℝ := productPotential (interpolationPotential F x r T) (fun z : Point d => ‖z‖^2/2) def centeringMeanArray {d : ℕ} (F : Point d → ℝ) (x : Point d) (r T : ℝ) : (Unit → Fin (d+d)) → Point (d+d) → ℝ := arrayCoordinateLift (leftCoordinates d d) (fun _ => leftCoordinates d d) (conditionalMeanArray F x r T) def centeringGradientBound (lam : ℝ≥0) (r T : ℝ) (h : 0≤(Real.pi^2/2)*T*((lam:ℝ)*r)) : ℝ≥0 := (1+‖r*T‖₊*⟨(Real.pi^2/2)*T*((lam:ℝ)*r),h⟩)+1 lemma centeringPotential_gradient_lipschitz {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) {r T : ℝ} (hr : 0 (conditionalMeanArray_polySmooth hF x hr hlam hl hT0 hT1 c).smooth)] exact conditionalMeanArray_energy hF x hr hlam hl hT0 hT1 hn lemma centeringSkew_polySmooth {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) {r T : ℝ} (hr : 0 i) (fun _ => j)) lemma centeringSkew_scaled_bound {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) {r R T s : ℝ} (hr : 0 Ξ p.2 p.1)) (hlaw : ∀t∈Icc (0:ℝ) 1,(gibbs (centeringPotential F x r T)).map (fun y => Ξ y t)= gibbs (centeringPotential F x r T)) : ∀n : ℕ,∀a b : ℝ,0≤a → a≤b → b≤1 → Integrable (fun y => ‖tensorVector (centeringMeanArray F x r T) (Ξ y b)-chainTaylor (fun k t => tensorVector (iterTensorLie (centeringPotential F x r T) (jointSkew (centeringKernel hF x hr hl hT0 hT1) s) (centeringMeanArray F x r T) k) (Ξ y t)) n a b‖^2) (gibbs (centeringPotential F x r T)) ∧ (∫y,‖tensorVector (centeringMeanArray F x r T) (Ξ y b)-chainTaylor (fun k t => tensorVector (iterTensorLie (centeringPotential F x r T) (jointSkew (centeringKernel hF x hr hl hT0 hT1) s) (centeringMeanArray F x r T) k) (Ξ y t)) n a b‖^2 ∂gibbs (centeringPotential F x r T))≤ ((b-a)^(n+1)/(n.factorial:ℝ))^2* ((d*((lam:ℝ)*r)^2)*(((lam:ℝ)*r/s)^2)^(n+1)* iterEnergyBudget (centeringGradientBound lam r T (by positivity)) (fun k => 2*kernelMajorant k/R^k) (fun k => 2+normalizedTensorMajorant (k+1) (1-T^2)) (fun k => (normalizedTensorMajorant (k+1) (1-T^2))^2) (n+1) 0) := by have hH : PolySmooth (centeringPotential F x r T) := productPotential_polySmooth (interpolationPotential_polySmooth hF x hr hlam hl hT0 hT1) (gaussianPotential_polySmooth d) have ht : HasGaussianLowerTail (centeringPotential F x r T) := productPotential_lowerTail (interpolationPotential_lowerTail hF x hr.le (by linarith) hT0 hT1) (gaussianPotential_lowerTail d) let := probability_gibbs_of_gaussianTail hH.smooth.continuous ht intro n a b ha hab hb have hsub : uIcc a b⊆Icc (0:ℝ) 1 := by rw [uIcc_of_le hab] intro t h; exact ⟨ha.trans h.1,h.2.trans hb⟩ have h := stationary_lie_taylor_rms (S:=Unit) (d:=d+d) (H:=centeringPotential F x r T) hH ht (centeringPotential_gradient_lipschitz hF x hr hl hT0 hT1) (jointSkew (centeringKernel hF x hr hl hT0 hT1) s) (centeringMeanArray F x r T) (centeringSkew_polySmooth hF x hr hlam hl hT0 hT1 s) (centeringMeanArray_polySmooth hF x hr hlam hl hT0 hT1) (jointSkew_skew _ s) (fun k => 2*kernelMajorant k/R^k) (fun k => 2+normalizedTensorMajorant (k+1) (1-T^2)) (fun k => (normalizedTensorMajorant (k+1) (1-T^2))^2) (α:=(lam:ℝ)*r/s) (κ:=d*((lam:ℝ)*r)^2) (ρ:=1) (by positivity) le_rfl (fun _ => sq_nonneg _) (centeringSkew_scaled_bound hF x hr hlam hl hR hRT hT0 hT1 hs) (centeringScore_scaled_bound hF x hr hlam hl hT0 hT1) (centeringMean_scaled_energy hF x hr hlam hl hT0 hT1) Ξ hder hm hlaw hab hsub n refine ⟨h.1,h.2.trans ?_⟩ simp only [one_pow,mul_one] exact le_rfl theorem exists_centering_mean_taylor_rms {d : ℕ} {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) {r R T s : ℝ} (hr : 0 Ξ p.2 p.1) ∧ (∀t∈Icc (0:ℝ) 1,(gibbs (centeringPotential F x r T)).map (fun y => Ξ y t)= gibbs (centeringPotential F x r T)) ∧ ∀n : ℕ,∀a b : ℝ,0≤a → a≤b → b≤1 → Integrable (fun y => ‖tensorVector (centeringMeanArray F x r T) (Ξ y b)-chainTaylor (fun k t => tensorVector (iterTensorLie (centeringPotential F x r T) (jointSkew (centeringKernel hF x hr hl hT0 hT1) s) (centeringMeanArray F x r T) k) (Ξ y t)) n a b‖^2) (gibbs (centeringPotential F x r T)) ∧ (∫y,‖tensorVector (centeringMeanArray F x r T) (Ξ y b)-chainTaylor (fun k t => tensorVector (iterTensorLie (centeringPotential F x r T) (jointSkew (centeringKernel hF x hr hl hT0 hT1) s) (centeringMeanArray F x r T) k) (Ξ y t)) n a b‖^2 ∂gibbs (centeringPotential F x r T))≤ ((b-a)^(n+1)/(n.factorial:ℝ))^2* ((d*((lam:ℝ)*r)^2)*(((lam:ℝ)*r/s)^2)^(n+1)* iterEnergyBudget (centeringGradientBound lam r T (by positivity)) (fun k => 2*kernelMajorant k/R^k) (fun k => 2+normalizedTensorMajorant (k+1) (1-T^2)) (fun k => (normalizedTensorMajorant (k+1) (1-T^2))^2) (n+1) 0) := by obtain ⟨Ξ,hinit,hder,hm,hlaw⟩ := exists_actual_joint_centering_flow hF x hr hlam hl hT0 hT1 hs exact ⟨Ξ,hinit,hm,hlaw,centering_mean_taylor_rms hF x hr hlam hl hR hRT hT0 hT1 hs Ξ hder hm hlaw⟩ end LogConcaveSampling end end end end OAI