import Mathlib import OAI.Probability.LogConcave.Numerics.ChildNoise namespace OAI section noncomputable section namespace LogConcaveSampling.MeanTree open MeasureTheory ProbabilityTheory OracleCompiler open scoped Classical BigOperators variable {X : Type*} [MeasurableSpace X] {d : ℕ} lemma appendSlots_preserving {E : Type*} [MeasurableSpace E] (μ : Measure E) [SigmaFinite μ] (c k : ℕ) : MeasurePreserving (fun z : (Fin c → E) × (Fin k → E) => Fin.append z.1 z.2) ((Measure.pi fun _ : Fin c => μ).prod (Measure.pi fun _ : Fin k => μ)) (Measure.pi fun _ : Fin (c+k) => μ) := by have hm : Measurable (fun z : (Fin c → E) × (Fin k → E) => Fin.append z.1 z.2) := by apply Measurable.of_eval intro i refine Fin.addCases (fun _ => ?_) (fun _ => ?_) i <;> simp only [Fin.append_left,Fin.append_right] <;> fun_prop refine ⟨hm,?_⟩ rw [←(Expression.split_slots_preserving μ c k).map_eq,Measure.map_map hm (Expression.split_slots_preserving μ c k).measurable] have he : (fun z : (Fin c → E) × (Fin k → E) => Fin.append z.1 z.2) ∘ (fun g : Fin (c+k) → E => ((fun i => g (Fin.castAdd k i)),fun i => g (Fin.natAdd c i)))=id := by funext g; exact Fin.append_castAdd_natAdd rw [he,Measure.map_id] lemma finPi_head_preserving {k : ℕ} {E : Fin (k+1) → Type*} [∀i,MeasurableSpace (E i)] (μ : ∀i,Measure (E i)) [∀i,SigmaFinite (μ i)] : MeasurePreserving (fun z : ∀i,E i => (z 0,fun i : Fin k => z i.succ)) (Measure.pi μ) ((μ 0).prod (Measure.pi fun i : Fin k => μ i.succ)) := by exact measurePreserving_piFinSuccAbove (m:=fun i => inferInstance) μ 0 abbrev RowTape {k : ℕ} (C : Fin k → Expression X d) (M : Fin k → SeedProgram d) := ∀i,(Fin (C i).slots → Point d) × (Fin (M i).slots → Point d) def rowLaw {k : ℕ} (C : Fin k → Expression X d) (M : Fin k → SeedProgram d) : Measure (RowTape C M) := Measure.pi fun i => (Measure.pi fun _ : Fin (C i).slots => stdGaussian (Point d)).prod (Measure.pi fun _ : Fin (M i).slots => stdGaussian (Point d)) instance {k : ℕ} (C : Fin k → Expression X d) (M : Fin k → SeedProgram d) : IsProbabilityMeasure (rowLaw C M) := by unfold rowLaw; infer_instance def concatTerms (D : ℝ) : (k : ℕ) → (a : Fin k → ℝ) → (C : Fin k → Expression X d) → (M : Fin k → SeedProgram d) → (E : Expression X d) → RowTape C M × (Fin E.slots → Point d) → (Fin (compileTerms D k a C M E).slots → Point d) | 0,_,_,_,_,z => z.2 | k+1,a,C,M,E,z => Fin.append (z.1 0).1 (Fin.append (z.1 0).2 (concatTerms D k (fun i => a i.succ) (fun i => C i.succ) (fun i => M i.succ) E ((fun i => z.1 i.succ),z.2))) lemma concatTerms_preserving (D : ℝ) (k : ℕ) (a : Fin k → ℝ) (C : Fin k → Expression X d) (M : Fin k → SeedProgram d) (E : Expression X d) : MeasurePreserving (concatTerms D k a C M E) ((rowLaw C M).prod (Measure.pi fun _ : Fin E.slots => stdGaussian (Point d))) (Measure.pi fun _ : Fin (compileTerms D k a C M E).slots => stdGaussian (Point d)) := by induction k with | zero => change MeasurePreserving Prod.snd ((rowLaw C M).prod (Measure.pi fun _ : Fin E.slots => stdGaussian (Point d))) _ exact measurePreserving_snd | succ k ih => let γ := stdGaussian (Point d) let μc := Measure.pi fun _ : Fin (C 0).slots => γ let μm := Measure.pi fun _ : Fin (M 0).slots => γ let μr := rowLaw (fun i : Fin k => C i.succ) (fun i : Fin k => M i.succ) let μe := Measure.pi fun _ : Fin E.slots => γ have h₁ := (finPi_head_preserving (fun i => (Measure.pi fun _ : Fin (C i).slots => γ).prod (Measure.pi fun _ : Fin (M i).slots => γ))).prod (MeasurePreserving.id μe) have h₂ := (measurePreserving_prodAssoc (μc.prod μm) μr μe).comp h₁ have h₃ := ((MeasurePreserving.id (μc.prod μm)).prod (ih (fun i => a i.succ) (fun i => C i.succ) (fun i => M i.succ))).comp h₂ have h₄ := (measurePreserving_prodAssoc μc μm (Measure.pi fun _ : Fin (compileTerms D k (fun i => a i.succ) (fun i => C i.succ) (fun i => M i.succ) E).slots => γ)).comp h₃ have h₅ := ((MeasurePreserving.id μc).prod (appendSlots_preserving γ _ _)).comp h₄ exact (appendSlots_preserving γ _ _).comp h₅ lemma leftBlock_append {c k t : ℕ} (x : Fin c → Point d) (y : Fin k → Point d) (z : Fin t → Point d) : Expression.leftBlock (Fin.append x (Fin.append y z))=x := by funext i; exact Fin.append_left _ _ i lemma middleBlock_append {c k t : ℕ} (x : Fin c → Point d) (y : Fin k → Point d) (z : Fin t → Point d) : Expression.middleBlock (Fin.append x (Fin.append y z))=y := by funext i change Fin.append x (Fin.append y z) (Fin.natAdd c (Fin.castAdd t i))=y i rw [Fin.append_right,Fin.append_left] lemma rightBlock_append {c k t : ℕ} (x : Fin c → Point d) (y : Fin k → Point d) (z : Fin t → Point d) : Expression.rightBlock (Fin.append x (Fin.append y z))=z := by funext i change Fin.append x (Fin.append y z) (Fin.natAdd c (Fin.natAdd k i))=z i rw [Fin.append_right,Fin.append_right] lemma eval_concatTerms (V : Point d → ℝ) (D : ℝ) (k : ℕ) (a : Fin k → ℝ) (C : Fin k → Expression X d) (M : Fin k → SeedProgram d) (E : Expression X d) (x : X) (z : RowTape C M × (Fin E.slots → Point d)) : (compileTerms D k a C M E).eval V x (concatTerms D k a C M E z)= (∑i,a i • (M i).program.run V ((C i).eval V x (z.1 i).1,(M i).damping D (z.1 i).2))+ E.eval V x z.2 := by induction k with | zero => simp [compileTerms,concatTerms] | succ k ih => simp only [compileTerms,concatTerms,Expression.eval,leftBlock_append,middleBlock_append, rightBlock_append,ih,Fin.sum_univ_succ,add_assoc] end LogConcaveSampling.MeanTree end end end OAI