import Mathlib import OAI.Probability.LogConcave.JetEstimates.MixedJetAdd namespace OAI section section noncomputable section namespace LogConcaveSampling.JetCalculus open scoped Classical BigOperators variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] variable {ι κ : Type*} [Fintype ι] lemma jet_dir {f : E → ℝ} (hf : ContDiff ℝ (⊤:ℕ∞) f) (v : κ → E) (l : List κ) (w : E) : jet v l (dir w f)=dir w (jet v l f) := by induction l with | nil => rfl | cons i l ih => simp only [jet,ih] exact dir_dir (smooth_jet hf v l) (v i) w def mdir (w : E) (b : ι → E) (r : ℝ) (M : ι → E → ℝ) (f : E → ℝ) : E → ℝ := fun p => dir w f p-r*∑ i, M i p*dir (b i) f p lemma smooth_mdir (w : E) (b : ι → E) (r : ℝ) {M : ι → E → ℝ} (hM : ∀i,ContDiff ℝ (⊤:ℕ∞) (M i)) {f : E → ℝ} (hf : ContDiff ℝ (⊤:ℕ∞) f) : ContDiff ℝ (⊤:ℕ∞) (mdir w b r M f) := (smooth_dir hf w).sub (contDiff_const.mul (ContDiff.sum fun i _ => (hM i).mul (smooth_dir hf _))) lemma mdir_sum {N : Type*} (s : Finset N) (w : E) (b : ι → E) (r : ℝ) (M : ι → E → ℝ) {f : N → E → ℝ} (hf : ∀n∈s,Differentiable ℝ (f n)) : mdir w b r M (fun p => ∑n∈s,f n p)=fun p => ∑n∈s,mdir w b r M (f n) p := by unfold mdir rw [dir_sum s hf] simp_rw [dir_sum s hf] funext p simp only [Finset.sum_sub_distrib,Finset.mul_sum] rw [Finset.sum_comm] lemma mdir_add (w : E) (b : ι → E) (r : ℝ) (M : ι → E → ℝ) {f g : E → ℝ} (hf : Differentiable ℝ f) (hg : Differentiable ℝ g) : mdir w b r M (fun p => f p+g p)=fun p => mdir w b r M f p+mdir w b r M g p := by unfold mdir simp_rw [dir_add hf hg] funext p simp only [mul_add,Finset.sum_add_distrib] ring lemma mdir_const_mul (w : E) (b : ι → E) (r : ℝ) (M : ι → E → ℝ) {f : E → ℝ} (hf : Differentiable ℝ f) (c : ℝ) : mdir w b r M (fun p => c*f p)=fun p => c*mdir w b r M f p := by unfold mdir simp_rw [dir_const_mul hf] funext p have he : (∑i,M i p*(c*dir (b i) f p))=c*∑i,M i p*dir (b i) f p := by rw [Finset.mul_sum] apply Finset.sum_congr rfl intro i _ ring rw [he] ring lemma mdir_mul (w : E) (b : ι → E) (r : ℝ) (M : ι → E → ℝ) {f g : E → ℝ} (hf : Differentiable ℝ f) (hg : Differentiable ℝ g) : mdir w b r M (fun p => f p*g p)=fun p => mdir w b r M f p*g p+f p*mdir w b r M g p := by unfold mdir simp_rw [dir_mul hf hg] funext p have he : (∑i,M i p*(dir (b i) f p*g p+f p*dir (b i) g p))= (∑i,M i p*dir (b i) f p)*g p+f p*∑i,M i p*dir (b i) g p := by rw [Finset.mul_sum,Finset.sum_mul,←Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i _ ring rw [he] ring theorem mdir_jet [DecidableEq κ] (w : E) (b : ι → E) (r : ℝ) {M : ι → E → ℝ} (hM : ∀i,ContDiff ℝ (⊤:ℕ∞) (M i)) {f : E → ℝ} (hf : ContDiff ℝ (⊤:ℕ∞) f) (v : κ → E) (l : List κ) (hl : l.Nodup) : mdir w b r M (jet v l f)=fun p => jet v l (mdir w b r M f) p+ r*∑s∈l.toFinset.powerset.erase ∅,∑i, jet v (l.filter (fun j => j∈s)) (M i) p* dir (b i) (jet v (l.filter (fun j => j∉s)) f) p := by have hm : ContDiff ℝ (⊤:ℕ∞) (fun p => ∑i,M i p*dir (b i) f p) := ContDiff.sum fun i _ => (hM i).mul (smooth_dir hf _) have he : jet v l (mdir w b r M f)=fun p => dir w (jet v l f) p- r*∑i,∑s∈l.toFinset.powerset, jet v (l.filter (fun j => j∈s)) (M i) p* dir (b i) (jet v (l.filter (fun j => j∉s)) f) p := by unfold mdir rw [jet_sub (smooth_dir hf w) (contDiff_const.mul hm),jet_const_mul hm, jet_dir hf,jet_sum Finset.univ (fun i _ => (hM i).mul (smooth_dir hf _))] simp_rw [jet_mul (hM _) (smooth_dir hf _) v l hl,jet_dir hf] rw [he] funext p dsimp only rw [Finset.sum_comm] rw [←Finset.add_sum_erase _ _ (by simp : (∅:Finset κ)∈l.toFinset.powerset)] simp only [Finset.notMem_empty,decide_false,List.filter_false,not_false_eq_true,decide_true, List.filter_true,jet] unfold mdir ring end LogConcaveSampling.JetCalculus end end section noncomputable section namespace LogConcaveSampling.JetCalculus open scoped Classical BigOperators variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] variable {ι : Type*} [Fintype ι] lemma mdir_dir (w : E) (b : ι → E) (r : ℝ) {M : ι → E → ℝ} (hM : ∀i,ContDiff ℝ (⊤:ℕ∞) (M i)) {f : E → ℝ} (hf : ContDiff ℝ (⊤:ℕ∞) f) (v : E) : mdir w b r M (dir v f)=fun p => dir v (mdir w b r M f) p+ r*∑i,dir v (M i) p*dir (b i) f p := by have ht := mdir_jet w b r hM hf (fun _ : Unit => v) [()] (by simp) have hp : ({()} : Finset Unit).powerset.erase ∅ = {{()}} := by decide simp only [List.toFinset_cons,List.toFinset_nil,Finset.insert_empty] at ht rw [hp] at ht simpa [jet] using ht def cadj (v : E) (s f : E → ℝ) : E → ℝ := fun p => -dir v f p+s p*f p def gadj (b : ι → E) (s V : ι → E → ℝ) : E → ℝ := fun p => ∑i,cadj (b i) (s i) (V i) p lemma smooth_cadj (v : E) {s f : E → ℝ} (hs : ContDiff ℝ (⊤:ℕ∞) s) (hf : ContDiff ℝ (⊤:ℕ∞) f) : ContDiff ℝ (⊤:ℕ∞) (cadj v s f) := (smooth_dir hf v).neg.add (hs.mul hf) lemma gadj_sum {N : Type*} (a : Finset N) (b : ι → E) (s : ι → E → ℝ) {V : N → ι → E → ℝ} (hV : ∀n∈a,∀i,Differentiable ℝ (V n i)) : gadj b s (fun i p => ∑n∈a,V n i p)=fun p => ∑n∈a,gadj b s (V n) p := by unfold gadj cadj simp_rw [dir_sum a (fun n hn => hV n hn _)] funext p simp only [Finset.mul_sum] rw [Finset.sum_comm] simp only [Finset.sum_add_distrib,Finset.sum_neg_distrib] lemma gadj_mul (b : ι → E) (s : ι → E → ℝ) {V : ι → E → ℝ} (hV : ∀i,Differentiable ℝ (V i)) {f : E → ℝ} (hf : Differentiable ℝ f) : gadj b s (fun i p => V i p*f p)=fun p => gadj b s V p*f p-∑i,V i p*dir (b i) f p := by unfold gadj cadj simp_rw [dir_mul (hV _) hf] funext p rw [Finset.sum_mul,←Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ ring theorem mdir_cadj (w : E) (b : ι → E) (r : ℝ) {M s : ι → E → ℝ} (hM : ∀i,ContDiff ℝ (⊤:ℕ∞) (M i)) (hs : ∀i,ContDiff ℝ (⊤:ℕ∞) (s i)) {f : E → ℝ} (hf : ContDiff ℝ (⊤:ℕ∞) f) (i : ι) (hsi : mdir w b r M (s i)=fun p => r*gadj b s (fun k => dir (b i) (M k)) p) : mdir w b r M (cadj (b i) (s i) f)=fun p => cadj (b i) (s i) (mdir w b r M f) p+ r*gadj b s (fun k p => dir (b i) (M k) p*f p) p := by have hdf := smooth_dir hf (b i) have hMi (k : ι) := smooth_dir (hM k) (b i) have he : cadj (b i) (s i) f=fun p => (-1)*dir (b i) f p+s i p*f p := by funext p; simp [cadj] rw [he,mdir_add w b r M ((contDiff_const.mul hdf).differentiable (by simp)) (((hs i).mul hf).differentiable (by simp))] rw [mdir_const_mul w b r M (hdf.differentiable (by simp)), mdir_mul w b r M ((hs i).differentiable (by simp)) (hf.differentiable (by simp)), mdir_dir w b r hM hf,hsi] rw [gadj_mul b s (fun k => (hMi k).differentiable (by simp)) (hf.differentiable (by simp))] funext p simp only [cadj] ring theorem mdir_gadj (w : E) (b : ι → E) (r : ℝ) {M s V : ι → E → ℝ} (hM : ∀i,ContDiff ℝ (⊤:ℕ∞) (M i)) (hs : ∀i,ContDiff ℝ (⊤:ℕ∞) (s i)) (hV : ∀i,ContDiff ℝ (⊤:ℕ∞) (V i)) (hscore : ∀i,mdir w b r M (s i)=fun p => r*gadj b s (fun k => dir (b i) (M k)) p) : mdir w b r M (gadj b s V)=fun p => gadj b s (fun i => mdir w b r M (V i)) p+ r*gadj b s (fun k p => ∑i,dir (b i) (M k) p*V i p) p := by change mdir w b r M (fun p => ∑i,cadj (b i) (s i) (V i) p)=_ rw [mdir_sum Finset.univ w b r M (fun i _ => (smooth_cadj (b i) (hs i) (hV i)).differentiable (by simp))] simp_rw [mdir_cadj w b r hM hs (hV _) _ (hscore _)] rw [gadj_sum Finset.univ b s (fun i _ k => ((smooth_dir (hM k) (b i)).mul (hV i)).differentiable (by simp))] funext p simp only [Finset.sum_add_distrib,Finset.mul_sum,gadj] end LogConcaveSampling.JetCalculus end end end end OAI