import Mathlib import OAI.Probability.LogConcave.Analysis.GaussianProposalPotential 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 def transcriptRejection {d : ℕ} : (q : ℕ) → ((Fin q → Point d × ℝ) × (Fin q → ℝ)) → Point d | 0, _ => 0 | n+1, p => if (p.1 (Fin.last n)).2 ≤ Real.exp (-(p.2 (Fin.last n))+ gaussianProposalPotential d (p.1 (Fin.last n)).1) then (p.1 (Fin.last n)).1 else transcriptRejection n (fun i => p.1 i.castSucc,fun i => p.2 i.castSucc) @[fun_prop] lemma measurable_transcriptRejection (d q : ℕ) : Measurable (transcriptRejection (d := d) q) := by induction q with | zero => exact measurable_const | succ n ih => apply Measurable.ite · apply measurableSet_le · fun_prop · exact Real.measurable_exp.comp (((measurable_pi_apply (Fin.last n)).comp measurable_snd).neg.add ((gaussianProposalPotential_admissible d).smooth.continuous.measurable.comp (((measurable_pi_apply (Fin.last n)).comp measurable_fst).fst))) · fun_prop · exact ih.comp ((Measurable.of_eval fun index => (measurable_pi_apply index.castSucc).comp measurable_fst).prodMk (Measurable.of_eval fun index => (measurable_pi_apply index.castSucc).comp measurable_snd)) lemma transcriptRejection_eq {d : ℕ} (V : Point d → ℝ) (q : ℕ) (tape : Fin q → Point d × ℝ) : transcriptRejection q (tape,fun i => V (tape i).1) = rejectionPick (gaussianAcceptance V) 0 q tape := by induction q with | zero => rfl | succ n ih => simp only [transcriptRejection,rejectionPick,gaussianAcceptance] congr 1 exact ih _ def finiteRejectionAlgorithm (d q : ℕ) : OracleAlgorithm (Fin q → Point d × ℝ) d q where query i p := (p.1 i).1 query_measurable _ := by fun_prop output p := transcriptRejection q (p.1,fun i => (p.2 i).1) output_measurable := (measurable_transcriptRejection d q).comp (measurable_fst.prodMk (Measurable.of_eval fun _ => by fun_prop)) lemma finiteRejection_history {d q : ℕ} (V : Point d → ℝ) (tape : Fin q → Point d × ℝ) (n : ℕ) (i : Fin q) (hi : i.val < n) : (finiteRejectionAlgorithm d q).history V tape n i = firstOrderReply V (tape i).1 := by induction n with | zero => omega | succ n ih => simp only [OracleAlgorithm.history] split_ifs with hn · by_cases he : i = ⟨n,hn⟩ · subst i simp [finiteRejectionAlgorithm] · rw [Function.update_of_ne he] exact ih (by have hne : i.val ≠ n := fun h => he (Fin.ext h); omega) · apply ih omega lemma finiteRejection_run {d q : ℕ} (V : Point d → ℝ) (tape : Fin q → Point d × ℝ) : (finiteRejectionAlgorithm d q).run V tape = rejectionPick (gaussianAcceptance V) 0 q tape := by change transcriptRejection q (tape,_) = _ have hh : (fun i => ((finiteRejectionAlgorithm d q).history V tape q i).1) = fun i => V (tape i).1 := by funext i rw [finiteRejection_history V tape q i i.isLt] rfl rw [hh,transcriptRejection_eq] lemma rejection_failure_bound {p : ℝ} (_hp0 : 0 ≤ p) (hp1 : p ≤ 1) (n : ℕ) : (1-p)^n * (1+(n:ℝ)*p) ≤ 1 := by induction n with | zero => simp | succ n ih => rw [pow_succ,Nat.cast_add,Nat.cast_one] have hnon : 0 ≤ (1-p)^n := pow_nonneg (sub_nonneg.mpr hp1) _ have hs : (1-p)*(1+((n:ℝ)+1)*p) ≤ 1+(n:ℝ)*p := by have hh : 0 ≤ ((n:ℝ)+1)*p^2 := by positivity nlinarith have h := mul_le_mul_of_nonneg_left hs hnon nlinarith theorem finite_dimension_sampler (d : ℕ) : CanSample d (10*2^d) := by let q := 10*2^d let ν := gibbs (gaussianProposalPotential d) have hB := gaussianProposalPotential_admissible d have := hB.isProbabilityMeasure_gibbs refine ⟨Fin q → Point d × ℝ,inferInstance, Measure.pi (fun _ : Fin q => ν.prod unitUniform),inferInstance,finiteRejectionAlgorithm d q,?_⟩ intro V hV refine ⟨(finiteRejectionAlgorithm d q).measurable_run hV,?_⟩ have := hV.isProbabilityMeasure_gibbs let p := (partition V).toReal/(partition (gaussianProposalPotential d)).toReal have hZ : 0 < (partition (gaussianProposalPotential d)).toReal := ENNReal.toReal_pos hB.partition_pos.ne' hB.partition_ne_top have hp0 : 0 ≤ p := div_nonneg ENNReal.toReal_nonneg hZ.le have hp1 : p ≤ 1 := (div_le_one hZ).mpr (partition_comparison hV).2 have hpl : (2:ℝ)^(-(d:ℤ)) ≤ p := (le_div_iff₀ hZ).mpr (partition_comparison hV).1 have hq : (10:ℝ) ≤ (q:ℝ)*p := by have hh := mul_le_mul_of_nonneg_left hpl (show (0:ℝ) ≤ (q:ℝ) by positivity) dsimp [q] at hh ⊢ norm_num only [Nat.cast_mul,Nat.cast_ofNat,Nat.cast_pow,zpow_neg,zpow_natCast] at hh ⊢ have hpow : (2:ℝ)^d ≠ 0 := by positivity field_simp at hh nlinarith have hfail : (1-p)^q ≤ 1/10 := by have h := rejection_failure_bound hp0 hp1 q have hnon : 0 ≤ (1-p)^q := pow_nonneg (sub_nonneg.mpr hp1) q nlinarith have htv := capped_rejection_tv ν (gibbs V) (measurable_gaussianAcceptance hV) hp0 hp1 (gaussian_accepted_measure hV) 0 q have he : (finiteRejectionAlgorithm d q).run V = rejectionPick (gaussianAcceptance V) 0 q := funext (finiteRejection_run V) rw [he] exact fun s hs => (htv s hs).trans hfail end LogConcaveSampling end UpperProof section LowerProof open Matrix Topology TopologicalSpace ProbabilityTheory Classical WithLp open scoped Matrix.Norms.Elementwise namespace LogConcaveSampling.LowerBound abbrev Rotations (d : ℕ) := Matrix.orthogonalGroup (Fin d) ℝ theorem orthogonal_entry_bound {d : ℕ} {M : Matrix (Fin d) (Fin d) ℝ} (hM : M ∈ Matrix.orthogonalGroup (Fin d) ℝ) (i j : Fin d) : |M i j| ≤ 1 := by have h := congrArg (fun A : Matrix (Fin d) (Fin d) ℝ => A i i) ((Matrix.mem_orthogonalGroup_iff (Fin d) ℝ).mp hM) simp only [Matrix.mul_apply, Matrix.transpose_apply, Matrix.one_apply_eq] at h have ht : (M i j)^2 ≤ ∑ k, M i k * M i k := by simpa only [pow_two] using (Finset.single_le_sum (fun k (_ : k ∈ (Finset.univ : Finset (Fin d))) => mul_self_nonneg (M i k)) (Finset.mem_univ j)) rw [h] at ht nlinarith [sq_abs (M i j), abs_nonneg (M i j)] theorem orthogonal_group_isCompact (d : ℕ) : IsCompact (Matrix.orthogonalGroup (Fin d) ℝ : Set (Matrix (Fin d) (Fin d) ℝ)) := by apply Metric.isCompact_of_isClosed_isBounded · exact isClosed_unitary (R := Matrix (Fin d) (Fin d) ℝ) · apply (Metric.isBounded_iff_subset_closedBall (0 : Matrix (Fin d) (Fin d) ℝ)).mpr refine ⟨1,?_⟩ intro M hM rw [Metric.mem_closedBall, dist_zero_right] apply (Matrix.norm_le_iff (by norm_num)).mpr intro i j exact orthogonal_entry_bound hM i j instance rotations_compactSpace (d : ℕ) : CompactSpace (Rotations d) := isCompact_iff_compactSpace.mp (orthogonal_group_isCompact d) instance rotations_measurableSpace (d : ℕ) : MeasurableSpace (Rotations d) := borel _ instance rotations_borelSpace (d : ℕ) : BorelSpace (Rotations d) := ⟨rfl⟩ instance rotations_secondCountable (d : ℕ) : SecondCountableTopology (Rotations d) := by let : SecondCountableTopology (Matrix (Fin d) (Fin d) ℝ) := inferInstanceAs (SecondCountableTopology (Fin d → Fin d → ℝ)) exact (Topology.IsEmbedding.subtypeVal (p := fun M : Matrix (Fin d) (Fin d) ℝ => M ∈ Matrix.orthogonalGroup (Fin d) ℝ)).isInducing.secondCountableTopology instance rotations_measurableMul (d : ℕ) : MeasurableMul₂ (Rotations d) := ⟨continuous_mul.measurable⟩ def rotationHaar (d : ℕ) : Measure (Rotations d) := Measure.haarMeasure (⟨⟨Set.univ, isCompact_univ⟩, by simp⟩ : PositiveCompacts (Rotations d)) instance rotationHaar_probability (d : ℕ) : IsProbabilityMeasure (rotationHaar d) := by constructor exact Measure.haarMeasure_self instance rotationHaar_isHaar (d : ℕ) : (rotationHaar d).IsHaarMeasure := by unfold rotationHaar infer_instance end LogConcaveSampling.LowerBound end LowerProof end end end end OAI