import Mathlib import OAI.Probability.LogConcave.Sampling.AdjointCoordinateContinuous namespace OAI section section noncomputable section open MeasureTheory Filter open scoped ENNReal NNReal Topology section UpperProof open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal RealInnerProductSpace Topology open Function MeasureTheory Set Filter open scoped Topology NNReal namespace LogConcaveSampling open MeasureTheory open scoped RealInnerProductSpace NNReal lemma PolyC1.multisetProd {d : ℕ} {ι : Type*} (s : Multiset ι) {f : ι → Point d → ℝ} (hf : ∀i∈s,PolyC1 (f i)) : PolyC1 (fun x => (s.map (fun i => f i x)).prod) := by induction s using Multiset.induction_on with | empty => simpa using PolyC1.const (d:=d) 1 | @cons a s ih => simpa only [Multiset.map_cons,Multiset.prod_cons] using (hf a (Multiset.mem_cons_self _ _)).mul (ih (fun i hi => hf i (Multiset.mem_cons_of_mem hi))) lemma integrable_multiset_sum {d : ℕ} {ι : Type*} (s : Multiset ι) {f : ι → Point d → ℝ} {μ : Measure (Point d)} (hf : ∀i∈s,Integrable (f i) μ) : Integrable (fun x => (s.map (fun i => f i x)).sum) μ := by induction s using Multiset.induction_on with | empty => simp | @cons a s ih => simp only [Multiset.map_cons,Multiset.sum_cons] exact (hf a (Multiset.mem_cons_self _ _)).add (ih (fun i hi => hf i (Multiset.mem_cons_of_mem hi))) lemma integral_multiset_sum {d : ℕ} {ι : Type*} (s : Multiset ι) {f : ι → Point d → ℝ} {μ : Measure (Point d)} (hf : ∀i∈s,Integrable (f i) μ) : (∫x,(s.map (fun i => f i x)).sum ∂μ)=(s.map (fun i => ∫x,f i x ∂μ)).sum := by induction s using Multiset.induction_on with | empty => simp | @cons a s ih => have hs := integrable_multiset_sum s (fun i hi => hf i (Multiset.mem_cons_of_mem hi)) simp only [Multiset.map_cons,Multiset.sum_cons] rw [integral_add (hf a (Multiset.mem_cons_self _ _)) hs, ih (fun i hi => hf i (Multiset.mem_cons_of_mem hi))] lemma directional_multisetProd {d : ℕ} {ι : Type*} [DecidableEq ι] (s : Multiset ι) {f : ι → Point d → ℝ} (hf : ∀i∈s,Differentiable ℝ (f i)) (v : Point d) : directional v (fun x => (s.map (fun i => f i x)).prod)=fun x => (s.map (fun i => ((s.erase i).map (fun j => f j x)).prod * directional v (f i) x)).sum := by funext x unfold directional rw [fderiv_multiset_prod (fun i hi => hf i hi x)] have he : ∀t : Multiset (Point d →L[ℝ] ℝ), t.sum v=(t.map (fun A => A v)).sum := by intro t induction t using Multiset.induction_on with | empty => simp | @cons a t ih => simp [ih] rw [he,Multiset.map_map] rfl theorem adjointCoordinate_mixed_product_pairing {d : ℕ} {ι κ : Type*} [DecidableEq ι] [DecidableEq κ] {H f : Point d → ℝ} {g : ι → Point d → ℝ} {r : κ → Point d → ℝ} {K : ℝ≥0} (hH : ContDiff ℝ 1 H) (ht : HasGaussianLowerTail H) (hL : LipschitzWith K (gradient H)) (hf : PolyC1 f) (s : Finset ι) (hg : ∀j∈s,PolyC1 (g j)) (t : Multiset κ) (hr : ∀j∈t,PolyC1 (r j)) (v : Point d) : (∫x,adjointCoordinate H v f x*(∏j∈s,g j x)*(t.map (fun k => r k x)).prod ∂gibbs H)= (∑j∈s,∫x,f x*directional v (g j) x*(∏k∈s.erase j,g k x)* (t.map (fun k => r k x)).prod ∂gibbs H)+ (t.map (fun j => ∫x,f x*(∏k∈s,g k x)*directional v (r j) x* ((t.erase j).map (fun k => r k x)).prod ∂gibbs H)).sum := by let G := fun x => ∏j∈s,g j x let R := fun x => (t.map (fun j => r j x)).prod have hG : PolyC1 G := PolyC1.prod s hg have hR : PolyC1 R := PolyC1.multisetProd t hr have hiG : Integrable (fun x => f x*directional v G x*R x) (gibbs H) := integrable_polynomial_gibbs hH.continuous ht ((hf.continuous.mul (hG.directional_continuous v)).mul hR.continuous) ((Appell.HasGrowth.mul hf.growth (hG.derivative_growth v)).mul hR.growth) have hiR : Integrable (fun x => f x*G x*directional v R x) (gibbs H) := integrable_polynomial_gibbs hH.continuous ht ((hf.continuous.mul hG.continuous).mul (hR.directional_continuous v)) ((Appell.HasGrowth.mul hf.growth hG.growth).mul (hR.derivative_growth v)) change (∫x,adjointCoordinate H v f x*G x*R x ∂gibbs H)=_ simp_rw [mul_assoc (adjointCoordinate H v f _) (G _) (R _)] rw [adjointCoordinate_pairing hH ht hL hf (hG.mul hR) v, directional_mul hG.differentiable hR.differentiable] simp_rw [mul_add,mul_assoc] rw [integral_add (by simpa only [mul_assoc] using hiG) (by simpa only [mul_assoc] using hiR)] congr 1 · change (∫x,f x*(directional v (fun x => ∏j∈s,g j x) x*R x) ∂gibbs H)=_ rw [directional_prod s (fun j hj => (hg j hj).differentiable)] simp_rw [Finset.sum_mul,Finset.mul_sum] have hi (j : ι) (hj : j∈s) : Integrable (fun x => f x*((∏k∈s.erase j,g k x)*directional v (g j) x*R x)) (gibbs H) := by have hp := PolyC1.prod (s.erase j) (fun k hk => hg k (Finset.mem_of_mem_erase hk)) exact integrable_polynomial_gibbs hH.continuous ht (hf.continuous.mul ((hp.continuous.mul ((hg j hj).directional_continuous v)).mul hR.continuous)) (Appell.HasGrowth.mul hf.growth (Appell.HasGrowth.mul (Appell.HasGrowth.mul hp.growth ((hg j hj).derivative_growth v)) hR.growth)) rw [integral_finsetSum s hi] apply Finset.sum_congr rfl intro j hj apply integral_congr_ae filter_upwards [] with x dsimp [R] ring · change (∫x,f x*(G x*directional v (fun x => (t.map (fun k => r k x)).prod) x) ∂gibbs H)=_ rw [directional_multisetProd t (fun j hj => (hr j hj).differentiable)] have he : (fun x => f x*(G x*(t.map (fun j => ((t.erase j).map (fun k => r k x)).prod* directional v (r j) x)).sum))=fun x => (t.map (fun j => f x*G x*directional v (r j) x* ((t.erase j).map (fun k => r k x)).prod)).sum := by funext x rw [←Multiset.sum_map_mul_left,←Multiset.sum_map_mul_left] apply congrArg Multiset.sum apply Multiset.map_congr rfl intro j hj ring rw [he] have hhi : ∀j∈t,Integrable (fun x => f x*G x*directional v (r j) x* ((t.erase j).map (fun k => r k x)).prod) (gibbs H) := by intro j hj have hp := PolyC1.multisetProd (t.erase j) (fun k hk => hr k (Multiset.mem_of_mem_erase hk)) exact integrable_polynomial_gibbs hH.continuous ht (((hf.continuous.mul hG.continuous).mul ((hr j hj).directional_continuous v)).mul hp.continuous) (Appell.HasGrowth.mul (Appell.HasGrowth.mul (Appell.HasGrowth.mul hf.growth hG.growth) ((hr j hj).derivative_growth v)) hp.growth) simpa only [G,mul_assoc] using integral_multiset_sum t hhi end LogConcaveSampling end UpperProof end end end end OAI