import Mathlib import OAI.Probability.LogConcave.Sampling.CoordinateProjection namespace OAI section section noncomputable section namespace LogConcaveSampling open MeasureTheory Set ProbabilityTheory open scoped ENNReal NNReal lemma productPotential_measurable {d e : ℕ} {H : Point d → ℝ} {G : Point e → ℝ} (hH : Measurable H) (hG : Measurable G) : Measurable (productPotential H G) := (hH.comp ((productPointEquiv d e).continuous.measurable.fst)).add (hG.comp ((productPointEquiv d e).continuous.measurable.snd)) lemma productPotential_unnormalized {d e : ℕ} {H : Point d → ℝ} {G : Point e → ℝ} (hH : Measurable H) (hG : Measurable G) : (volume.withDensity (gibbsDensity (productPotential H G))).map (productPointEquiv d e)= (volume.withDensity (gibbsDensity H)).prod (volume.withDensity (gibbsDensity G)) := by let E := (productPointEquiv d e).toHomeomorph.toMeasurableEquiv have hd : Measurable (gibbsDensity (productPotential H G)) := (Real.measurable_exp.comp (productPotential_measurable hH hG).neg).ennreal_ofReal have hHd : Measurable (gibbsDensity H) := (Real.measurable_exp.comp hH.neg).ennreal_ofReal have hGd : Measurable (gibbsDensity G) := (Real.measurable_exp.comp hG.neg).ennreal_ofReal rw [show (productPointEquiv d e : Point (d+e) → Point d × Point e)=E from rfl, map_withDensity_of_measurePreserving E (productPointEquiv_volume d e) hd, prod_withDensity hHd hGd] congr 1 funext p rw [productPotential_density] change gibbsDensity H (E (E.symm p)).1*gibbsDensity G (E (E.symm p)).2=_ rw [E.apply_symm_apply] lemma productPotential_partition {d e : ℕ} {H : Point d → ℝ} {G : Point e → ℝ} (hH : Measurable H) (hG : Measurable G) : partition (productPotential H G)=partition H*partition G := by have he := congrArg (fun μ : Measure (Point d × Point e) => μ univ) (productPotential_unnormalized hH hG) rw [Measure.map_apply (productPointEquiv d e).continuous.measurable MeasurableSet.univ, preimage_univ] at he have hp : ((volume.withDensity (gibbsDensity H)).prod (volume.withDensity (gibbsDensity G))) univ= (volume.withDensity (gibbsDensity H)) univ*(volume.withDensity (gibbsDensity G)) univ := by rw [← univ_prod_univ,Measure.prod_prod] rw [hp] at he simpa only [withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ,partition] using he theorem productPotential_gibbs {d e : ℕ} {H : Point d → ℝ} {G : Point e → ℝ} (hH : Continuous H) (hG : Continuous G) : (gibbs (productPotential H G)).map (productPointEquiv d e)=(gibbs H).prod (gibbs G) := by unfold gibbs rw [Measure.map_smul _ (productPointEquiv d e).continuous.measurable.aemeasurable, productPotential_unnormalized hH.measurable hG.measurable,productPotential_partition hH.measurable hG.measurable, ENNReal.mul_inv (Or.inl (partition_pos_of_continuous hH).ne') (Or.inr (partition_pos_of_continuous hG).ne'),Measure.prod_smul_left,Measure.prod_smul_right,smul_smul] lemma gaussianPotential_gibbs (d : ℕ) : gibbs (fun y : Point d => ‖y‖^2/2)=stdGaussian (Point d) := by have he := congrArg (fun μ : Measure (Point d) => μ univ) (EulerDensity.standard_density d) have hmul : EulerDensity.gaussianCoefficient d*partition (fun y : Point d => ‖y‖^2/2)=1 := by simpa only [measure_univ,Measure.smul_apply,smul_eq_mul, withDensity_apply _ MeasurableSet.univ,Measure.restrict_univ,partition,gibbsDensity,neg_div] using he.symm have hi : (partition (fun y : Point d => ‖y‖^2/2))⁻¹=EulerDensity.gaussianCoefficient d := by exact (ENNReal.eq_inv_of_mul_eq_one_left hmul).symm rw [EulerDensity.standard_density,gibbs,hi] congr 2 funext y simp only [gibbsDensity,neg_div] end LogConcaveSampling end end end end OAI