import Mathlib import OAI.Probability.LogConcave.OraclePrograms.TerminalMean import OAI.Probability.LogConcave.Numerics.NormSubSqTwo namespace OAI section section noncomputable section namespace LogConcaveSampling.SeedCompiler open MeasureTheory ProbabilityTheory Function open scoped BigOperators variable {Ω A ι E : Type*} [MeasurableSpace Ω] [MeasurableSpace A] [Fintype ι] [DecidableEq ι] [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] theorem noisy_center_squared_error (κ : Measure Ω) [SFinite κ] (μ : Measure A) [SFinite μ] (anchor : Ω → A) (noise center : Ω → E) (ha : Measurable anchor) (hz : Measurable noise) (hc : Measurable center) (hlaw : κ.map (fun w => (anchor w,noise w))=μ.prod (stdGaussian E)) (x : A → E) (hx : Measurable x) {r D K S B : ℝ} (hD : 0 ‖center w-(x (anchor w)+(r/(2*D)) • noise w)‖^2) κ) (hce : (∫w,‖center w-(x (anchor w)+(r/(2*D)) • noise w)‖^2 ∂κ)≤S) (hbi : Integrable (fun z : A × (ι → E) => ‖M (x z.1) z.2-Q z‖^2) (μ.prod (Measure.pi fun _ : ι => stdGaussian E))) (hbe : (∫z : A × (ι → E),‖M (x z.1) z.2-Q z‖^2 ∂μ.prod (Measure.pi fun _ : ι => stdGaussian E))≤B) : let a := fun i => v i/(2*D) let T := fun z : Ω × (ι → E) => (anchor z.1,restored (sqrtCoefficient a) a (z.2,noise z.1)) Integrable (fun z : Ω × (ι → E) => ‖M (center z.1) (slotTransform (sqrtCoefficient a) a z.2)-Q (T z)‖^2) (κ.prod (Measure.pi fun _ : ι => stdGaussian E)) ∧ (∫z : Ω × (ι → E),‖M (center z.1) (slotTransform (sqrtCoefficient a) a z.2)-Q (T z)‖^2 ∂κ.prod (Measure.pi fun _ : ι => stdGaussian E))≤2*K^2*S+2*B := by dsimp only let a : ι → ℝ := fun i => v i/(2*D) let γ : Measure (ι → E) := Measure.pi fun _ => stdGaussian E let T : Ω × (ι → E) → A × (ι → E) := fun z => (anchor z.1,restored (sqrtCoefficient a) a (z.2,noise z.1)) let C : Ω → ℝ := fun w => ‖center w-(x (anchor w)+(r/(2*D)) • noise w)‖^2 let J : A × (ι → E) → ℝ := fun z => ‖M (x z.1) z.2-Q z‖^2 let F : Ω × (ι → E) → ℝ := fun z => ‖M (center z.1) (slotTransform (sqrtCoefficient a) a z.2)-Q (T z)‖^2 have ha2 : (∑i,a i^2)≤1 := (normalized_shift_bound hD v hv).trans (by norm_num) have measurableError : Measurable J := ((hm.comp ((hx.comp measurable_fst).prodMk measurable_snd)).sub hQ).norm.pow_const 2 have hJ := restored_error_integral κ μ anchor noise ha hz hlaw a ha2 J ⟨measurableError.aestronglyMeasurable, hbi.hasFiniteIntegral⟩ have hC : Integrable (fun z : Ω × (ι → E) => C z.1) (κ.prod γ) := hci.comp_fst γ have hJ' : Integrable (fun z => J (T z)) (κ.prod γ) := hJ.1 have hdom : Integrable (fun z : Ω × (ι → E) => 2*K^2*C z.1+2*J (T z)) (κ.prod γ) := (hC.const_mul _).add (hJ'.const_mul _) have hTm : Measurable T := (ha.comp measurable_fst).prodMk ((restored (sqrtCoefficient a) a).measurable.comp (measurable_snd.prodMk (hz.comp measurable_fst))) have hPm : Measurable (slotTransform (sqrtCoefficient a) a : (ι → E) → (ι → E)) := by unfold slotTransform slotSum fun_prop have hFm : Measurable F := by exact ((hm.comp ((hc.comp measurable_fst).prodMk (hPm.comp measurable_snd))).sub (hQ.comp hTm)).norm.pow_const 2 have hb (z : Ω × (ι → E)) : F z≤2*K^2*C z.1+2*J (T z) := by let u := M (center z.1) (slotTransform (sqrtCoefficient a) a z.2) let w := M (x (anchor z.1)) (T z).2 have hw : M (x (anchor z.1)+(r/(2*D)) • noise z.1) (slotTransform (sqrtCoefficient a) a z.2)=w := absorption_pathwise v M hshift (x (anchor z.1)) _ z.2 (noise z.1) have hd : ‖u-w‖≤K*‖center z.1-(x (anchor z.1)+(r/(2*D)) • noise z.1)‖ := by rw [←hw] exact hLip _ _ _ have hsq := (sq_le_sq₀ (norm_nonneg (u-w)) (mul_nonneg hK (norm_nonneg _))).2 hd rw [mul_pow] at hsq have ht := RMSIntegral.norm_sub_sq_le_two (u-w) (Q (T z)-w) rw [show u-w-(Q (T z)-w)=u-Q (T z) from by abel,norm_sub_rev (Q (T z)) w] at ht change ‖u-Q (T z)‖^2≤2*K^2*C z.1+2*‖w-Q (T z)‖^2 dsimp only [C] at * nlinarith have hi : Integrable F (κ.prod γ) := hdom.mono' hFm.aestronglyMeasurable (Filter.Eventually.of_forall (fun z => by simpa only [F,Real.norm_eq_abs,abs_sq] using hb z)) refine ⟨hi,(integral_mono hi hdom hb).trans ?_⟩ rw [integral_add (hC.const_mul _) (hJ'.const_mul _),integral_const_mul,integral_const_mul] have hCeq : (∫z : Ω × (ι → E),C z.1 ∂κ.prod γ)=∫w,C w ∂κ := by rw [integral_prod _ hC] simp only [integral_const,probReal_univ,one_smul] rw [hCeq,hJ.2] exact add_le_add (mul_le_mul_of_nonneg_left hce (by positivity)) (mul_le_mul_of_nonneg_left hbe (by norm_num)) end LogConcaveSampling.SeedCompiler end end end end OAI