import Mathlib import OAI.Probability.LogConcave.Sampling.PrimitiveExpectedField namespace OAI section noncomputable section namespace LogConcaveSampling open MeasureTheory open scoped Classical BigOperators NNReal inductive MeanTree (X : Type*) [MeasurableSpace X] (d : ℕ) where | node (k : ℕ) (base : X → Point d) (measurable_base : Measurable base) (coeff scale : Fin k → ℝ) (center : Fin k → MeanTree X d) namespace MeanTree variable {X : Type*} [MeasurableSpace X] {d : ℕ} def eval (F : Point d → ℝ) : MeanTree X d → X → Point d | .node _ b _ a r E,z => b z+∑i,a i • primitiveExpectedField F (eval F (E i) z) (r i) def depth : MeanTree X d → ℕ | .node _ _ _ _ _ E => Finset.univ.sup (fun i => depth (E i)+1) def terms : MeanTree X d → ℕ | .node k .. => k def weight : MeanTree X d → ℝ | .node _ _ _ a _ _ => ∑i,|a i| def anchor (b : X → Point d) (hb : Measurable b) : MeanTree X d := .node 0 b hb Fin.elim0 Fin.elim0 Fin.elim0 def zero : MeanTree X d := anchor (fun _ => 0) measurable_const def scale (s : ℝ) : MeanTree X d → MeanTree X d | .node k b hb a r E => .node k (fun z => s • b z) (by fun_prop) (fun i => s*a i) r E def add : MeanTree X d → MeanTree X d → MeanTree X d | .node k b hb a r E,.node l c hc v t D => .node (k+l) (fun z => b z+c z) (by fun_prop) (Fin.addCases a v) (Fin.addCases r t) (Fin.addCases E D) def mean (r : ℝ) (E : MeanTree X d) : MeanTree X d := .node 1 (fun _ => 0) measurable_const (fun _ => 1) (fun _ => r) (fun _ => E) @[simp] theorem eval_anchor (F : Point d → ℝ) (b : X → Point d) (hb : Measurable b) (z : X) : eval F (anchor b hb) z=b z := by simp [eval,anchor] @[simp] theorem eval_zero (F : Point d → ℝ) (z : X) : eval F zero z=0 := by simp [zero] @[simp] theorem eval_scale (F : Point d → ℝ) (s : ℝ) (E : MeanTree X d) (z : X) : eval F (scale s E) z=s • eval F E z := by cases E simp only [eval,scale,smul_add,Finset.smul_sum,smul_smul] @[simp] theorem eval_add (F : Point d → ℝ) (E D : MeanTree X d) (z : X) : eval F (add E D) z=eval F E z+eval F D z := by cases E; cases D simp only [eval,add,Fin.sum_univ_add,Fin.addCases_left,Fin.addCases_right] abel @[simp] theorem eval_mean (F : Point d → ℝ) (r : ℝ) (E : MeanTree X d) (z : X) : eval F (mean r E) z=primitiveExpectedField F (eval F E z) r := by simp [mean,eval] @[simp] theorem depth_anchor (b : X → Point d) (hb : Measurable b) : depth (anchor b hb)=0 := by simp [anchor,depth] @[simp] theorem depth_zero : depth (zero : MeanTree X d)=0 := by simp [zero] @[simp] theorem depth_scale (s : ℝ) (E : MeanTree X d) : depth (scale s E)=depth E := by cases E; rfl @[simp] theorem depth_mean (r : ℝ) (E : MeanTree X d) : depth (mean r E)=depth E+1 := by simp [mean,depth] theorem depth_add_le (E D : MeanTree X d) {N : ℕ} (hE : depth E≤N) (hD : depth D≤N) : depth (add E D)≤N := by cases E with | node k b hb a r C => cases D with | node l c hc v t B => simp only [depth,Finset.sup_le_iff,Finset.mem_univ,true_implies] at hE hD simp only [add,depth,Finset.sup_le_iff,Finset.mem_univ,true_implies] intro i refine Fin.addCases (fun j => ?_) (fun j => ?_) i · simpa only [Fin.addCases_left] using hE j · simpa only [Fin.addCases_right] using hD j def sumFin : (k : ℕ) → (Fin k → MeanTree X d) → MeanTree X d | 0,_ => zero | k+1,E => add (E 0) (sumFin k (fun i => E i.succ)) @[simp] lemma eval_sumFin (F : Point d → ℝ) (k : ℕ) (E : Fin k → MeanTree X d) (z : X) : eval F (sumFin k E) z=∑i,eval F (E i) z := by induction k with | zero => simp [sumFin] | succ k ih => simp only [sumFin,eval_add,ih,Fin.sum_univ_succ] lemma depth_sumFin_le (k : ℕ) (E : Fin k → MeanTree X d) {N : ℕ} (hE : ∀i,depth (E i)≤N) : depth (sumFin k E)≤N := by induction k with | zero => simp [sumFin] | succ k ih => exact depth_add_le (E 0) (sumFin k _) (hE 0) (ih _ (fun i => hE i.succ)) def sumFamily {I : Type*} [Fintype I] (E : I → MeanTree X d) : MeanTree X d := sumFin (Fintype.card I) (fun i => E ((Fintype.equivFin I).symm i)) @[simp] lemma eval_sumFamily {I : Type*} [Fintype I] (F : Point d → ℝ) (E : I → MeanTree X d) (z : X) : eval F (sumFamily E) z=∑i,eval F (E i) z := by rw [sumFamily,eval_sumFin] exact (Fintype.sum_equiv (Fintype.equivFin I).symm _ _ (fun _ => rfl)) lemma depth_sumFamily_le {I : Type*} [Fintype I] (E : I → MeanTree X d) {N : ℕ} (hE : ∀i,depth (E i)≤N) : depth (sumFamily E)≤N := depth_sumFin_le _ _ (fun _ => hE _) def conditional (r ρ : ℝ) (x y : MeanTree X d) : MeanTree X d := mean (r*Real.sqrt (1-ρ^2)) (add x (scale (r*ρ) y)) lemma conditionalFieldMean_primitive {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) (r ρ : ℝ) (y : Point d) (ha : 0<1-ρ^2) : conditionalFieldMean F x r ρ y= primitiveExpectedField F (x+(r*ρ) • y) (r*Real.sqrt (1-ρ^2)) := by rw [conditionalFieldMean,←conditionalLaw_map hF x r ρ y ha] rw [integral_map (by fun_prop) (primitiveField_contDiff hF x r).continuous.aestronglyMeasurable] unfold primitiveExpectedField simp only [primitiveField,smul_add,smul_smul] congr 1 funext z congr 1 abel @[simp] lemma eval_conditional {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (r ρ : ℝ) (x y : MeanTree X d) (z : X) (ha : 0<1-ρ^2) : eval F (conditional r ρ x y) z=conditionalFieldMean F (eval F x z) r ρ (eval F y z) := by simp only [conditional,eval_mean,eval_add,eval_scale] exact (conditionalFieldMean_primitive hF _ r ρ _ ha).symm lemma depth_conditional_le (r ρ : ℝ) (x y : MeanTree X d) {N : ℕ} (hx : depth x≤N) (hy : depth y≤N) : depth (conditional r ρ x y)≤N+1 := by simp only [conditional,depth_mean] exact Nat.add_le_add_right (depth_add_le _ _ hx (by simpa using hy)) 1 end MeanTree end LogConcaveSampling end end end OAI