import Mathlib import OAI.Probability.LogConcave.Analysis.GrowthInnerGradient import OAI.Probability.LogConcave.Sampling.Directional 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 structure PolyC1 {d : ℕ} (f : Point d → ℝ) : Prop where smooth : ContDiff ℝ 1 f growth : HasPolynomialGrowth f derivative_growth : ∀ v : Point d, HasPolynomialGrowth (directional v f) lemma integrable_polynomial_gibbs {d : ℕ} {H f : Point d → ℝ} (hH : Continuous H) (ht : HasGaussianLowerTail H) (hf : Continuous f) (hg : HasPolynomialGrowth f) : Integrable f (gibbs H) := by apply integrable_gibbs_of_weighted hH (ht.integrable_exp hH) simpa using integrable_tilted H hH hf ht hg 0 namespace PolyC1 variable {d : ℕ} {f g : Point d → ℝ} lemma continuous (hf : PolyC1 f) : Continuous f := hf.smooth.continuous lemma differentiable (hf : PolyC1 f) : Differentiable ℝ f := hf.smooth.differentiable (by norm_num) lemma directional_continuous (hf : PolyC1 f) (v : Point d) : Continuous (directional v f) := (hf.smooth.continuous_fderiv (by norm_num)).clm_apply continuous_const lemma add (hf : PolyC1 f) (hg : PolyC1 g) : PolyC1 (fun x => f x+g x) := by refine ⟨hf.smooth.add hg.smooth,Appell.HasGrowth.add hf.growth hg.growth,fun v => ?_⟩ rw [directional_add hf.differentiable hg.differentiable] exact Appell.HasGrowth.add (hf.derivative_growth v) (hg.derivative_growth v) lemma neg (hf : PolyC1 f) : PolyC1 (fun x => -f x) := by refine ⟨hf.smooth.neg,?_,fun v => ?_⟩ · simpa only [HasPolynomialGrowth,Appell.HasGrowth,neg_one_mul] using Appell.HasGrowth.mul (growth_const (-1:ℝ)) hf.growth · rw [directional_neg hf.differentiable] simpa only [HasPolynomialGrowth,Appell.HasGrowth,neg_one_mul] using Appell.HasGrowth.mul (growth_const (-1:ℝ)) (hf.derivative_growth v) lemma mul (hf : PolyC1 f) (hg : PolyC1 g) : PolyC1 (fun x => f x*g x) := by refine ⟨hf.smooth.mul hg.smooth,Appell.HasGrowth.mul hf.growth hg.growth,fun v => ?_⟩ rw [directional_mul hf.differentiable hg.differentiable] exact Appell.HasGrowth.add (Appell.HasGrowth.mul (hf.derivative_growth v) hg.growth) (Appell.HasGrowth.mul hf.growth (hg.derivative_growth v)) lemma sum {ι : Type*} (s : Finset ι) {f : ι → Point d → ℝ} (hf : ∀i∈s,PolyC1 (f i)) : PolyC1 (fun x => ∑i∈s,f i x) := by refine ⟨ContDiff.sum (fun i hi => (hf i hi).smooth), Appell.HasGrowth.sum s (fun i hi => (hf i hi).growth),fun v => ?_⟩ rw [directional_sum s (fun i hi => (hf i hi).differentiable)] exact Appell.HasGrowth.sum s (fun i hi => (hf i hi).derivative_growth v) end PolyC1 def adjointCoordinate {d : ℕ} (H : Point d → ℝ) (v : Point d) (f : Point d → ℝ) : Point d → ℝ := fun x => -directional v f x+directional v H x*f x lemma adjointCoordinate_pairing {d : ℕ} {H f g : Point d → ℝ} {K : ℝ≥0} (hH : ContDiff ℝ 1 H) (ht : HasGaussianLowerTail H) (hL : LipschitzWith K (gradient H)) (hf : PolyC1 f) (hg : PolyC1 g) (v : Point d) : (∫x,adjointCoordinate H v f x*g x ∂gibbs H)=∫x,f x*directional v g x ∂gibbs H := by have hs : Continuous (directional v H) := (hH.continuous_fderiv (by norm_num)).clm_apply continuous_const have hsg : HasPolynomialGrowth (directional v H) := by simpa only [HasPolynomialGrowth,directional_gradient] using growth_inner_gradient hL v have hi₁ : Integrable (fun z => directional v f z*g z) (gibbs H) := integrable_polynomial_gibbs hH.continuous ht ((hf.directional_continuous v).mul hg.continuous) (Appell.HasGrowth.mul (hf.derivative_growth v) hg.growth) have hi₂ : Integrable (fun z => f z*directional v g z) (gibbs H) := integrable_polynomial_gibbs hH.continuous ht (hf.continuous.mul (hg.directional_continuous v)) (Appell.HasGrowth.mul hf.growth (hg.derivative_growth v)) have hi₃ : Integrable (fun z => (directional v H z*f z)*g z) (gibbs H) := integrable_polynomial_gibbs hH.continuous ht ((hs.mul hf.continuous).mul hg.continuous) (Appell.HasGrowth.mul (Appell.HasGrowth.mul hsg hf.growth) hg.growth) have hh := polynomial_gibbs_ibp hH ht hL (hf.mul hg).smooth (hf.mul hg).growth v ((hf.mul hg).derivative_growth v) change (∫x,directional v (fun x => f x*g x) x ∂gibbs H)=_ at hh rw [directional_mul hf.differentiable hg.differentiable,integral_add hi₁ hi₂] at hh simp only [←directional_gradient,mul_assoc] at hi₃ ⊢ hh change (∫x,(-directional v f x+directional v H x*f x)*g x ∂gibbs H)=_ simp_rw [add_mul,neg_mul,mul_assoc] rw [integral_add (f:=fun z => -(directional v f z*g z)) hi₁.neg hi₃,integral_neg] linarith def tensorAdjoint {d : ℕ} {ι : Type*} [Fintype ι] (H : Point d → ℝ) (b : ι → Point d) (V : ι → Point d → ℝ) : Point d → ℝ := fun x => ∑i,adjointCoordinate H (b i) (V i) x lemma tensorAdjoint_pairing {d : ℕ} {ι : Type*} [Fintype ι] {H g : Point d → ℝ} {V : ι → Point d → ℝ} {K : ℝ≥0} (hH : ContDiff ℝ 1 H) (ht : HasGaussianLowerTail H) (hL : LipschitzWith K (gradient H)) (hV : ∀i,PolyC1 (V i)) (hg : PolyC1 g) (b : ι → Point d) : (∫x,tensorAdjoint H b V x*g x ∂gibbs H)= ∑i,∫x,V i x*directional (b i) g x ∂gibbs H := by have hi (i : ι) : Integrable (fun x => adjointCoordinate H (b i) (V i) x*g x) (gibbs H) := by apply integrable_polynomial_gibbs hH.continuous ht · exact (((hV i).directional_continuous _).neg.add (((hH.continuous_fderiv (by norm_num)).clm_apply continuous_const).mul (hV i).continuous)).mul hg.continuous · have hs : HasPolynomialGrowth (directional (b i) H) := by simpa only [HasPolynomialGrowth,directional_gradient] using growth_inner_gradient hL (b i) exact Appell.HasGrowth.mul (Appell.HasGrowth.add (by simpa only [HasPolynomialGrowth,Appell.HasGrowth,neg_one_mul] using Appell.HasGrowth.mul (growth_const (-1:ℝ)) ((hV i).derivative_growth (b i))) (Appell.HasGrowth.mul hs (hV i).growth)) hg.growth simp only [tensorAdjoint,Finset.sum_mul] rw [integral_finsetSum Finset.univ (fun i _ => hi i)] exact Finset.sum_congr rfl (fun i _ => adjointCoordinate_pairing hH ht hL (hV i) hg (b i)) end LogConcaveSampling end UpperProof end end end end OAI