import Mathlib import OAI.Probability.LogConcave.Model namespace OAI section section noncomputable section open MeasureTheory Filter open scoped ENNReal NNReal Topology namespace LogConcaveSampling.OracleCompiler structure Program (Ω : Type*) [MeasurableSpace Ω] (d q : ℕ) (O : Type*) [MeasurableSpace O] where query : Fin q → Ω × Transcript d q → Point d query_measurable : ∀ i, Measurable (query i) output : Ω × Transcript d q → O output_measurable : Measurable output namespace Program variable {Ω O : Type*} [MeasurableSpace Ω] [MeasurableSpace O] {d q : ℕ} def history (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) : ℕ → Transcript d q | 0 => 0 | n + 1 => let h := A.history V ω n if hn : n < q then Function.update h ⟨n, hn⟩ (firstOrderReply V (A.query ⟨n, hn⟩ (ω, h))) else h def run (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) : O := A.output (ω, A.history V ω q) def algorithm (A : Program Ω d q (Point d)) : OracleAlgorithm Ω d q where query := A.query query_measurable := A.query_measurable output := A.output output_measurable := A.output_measurable lemma algorithm_history (A : Program Ω d q (Point d)) (V : Point d → ℝ) (ω : Ω) (n : ℕ) : A.algorithm.history V ω n = A.history V ω n := by induction n with | zero => rfl | succ n ih => simp only [OracleAlgorithm.history, history, ih] rfl lemma algorithm_run (A : Program Ω d q (Point d)) (V : Point d → ℝ) (ω : Ω) : A.algorithm.run V ω = A.run V ω := by unfold OracleAlgorithm.run run rw [algorithm_history] rfl lemma history_tail (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) (n : ℕ) (i : Fin q) (hi : n ≤ i.val) : A.history V ω n i = 0 := by induction n with | zero => rfl | succ n ih => simp only [history] split_ifs with hn · rw [Function.update_of_ne (by intro h; have H := congrArg Fin.val h; dsimp at H; omega)] exact ih (by omega) · exact ih (by omega) lemma history_stable (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) {m n : ℕ} (hmn : m ≤ n) (i : Fin q) (hi : i.val < m) : A.history V ω n i = A.history V ω m i := by induction n, hmn using Nat.le_induction with | base => rfl | succ n hmn ih => simp only [history] split_ifs with hn · rw [Function.update_of_ne (by intro h; have H := congrArg Fin.val h; dsimp at H; omega)] exact ih · exact ih def mask (n : ℕ) (h : Transcript d q) : Transcript d q := fun i => if i.val < n then h i else 0 lemma prefix_zero (h : Transcript d q) : mask 0 h = 0 := by funext i simp [mask] lemma prefix_full (h : Transcript d q) : mask q h = h := by funext i simp [mask, i.isLt] lemma prefix_succ (n : ℕ) (hn : n < q) (h : Transcript d q) : mask (n+1) h = Function.update (mask n h) ⟨n,hn⟩ (h ⟨n,hn⟩) := by funext i by_cases hi : i = ⟨n,hn⟩ · subst i simp [mask] · rw [Function.update_of_ne hi] simp only [mask] have hne : i.val ≠ n := by intro he; exact hi (Fin.ext he) have he : (i.val < n+1) ↔ (i.val < n) := by omega simp only [he] lemma history_eq_prefix (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) {n : ℕ} (hn : n ≤ q) : A.history V ω n = mask n (A.history V ω q) := by funext i simp only [mask] split_ifs with hi · exact (A.history_stable V ω hn i hi).symm · exact A.history_tail V ω n i (by omega) lemma history_spec (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) (i : Fin q) : A.history V ω q i = firstOrderReply V (A.query i (ω, mask i.val (A.history V ω q))) := by rw [A.history_stable V ω (m := i.val+1) (by omega) i (by omega)] rw [history, dite_eq_left i.isLt] simp only [Function.update_self] rw [A.history_eq_prefix V ω (by omega)] lemma history_unique (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) (h : Transcript d q) (hh : ∀ i, h i = firstOrderReply V (A.query i (ω, mask i.val h))) : A.history V ω q = h := by have hp : ∀ n ≤ q, A.history V ω n = mask n h := by intro n hn induction n with | zero => simp [history, prefix_zero] | succ n ih => have hnq : n < q := by omega rw [history, dite_eq_left hnq, ih (by omega), prefix_succ n hnq h, hh ⟨n,hnq⟩] simpa only [prefix_full] using hp q le_rfl lemma measurable_prefix (n : ℕ) : Measurable (mask (d:=d) (q:=q) n) := by apply Measurable.of_eval intro i dsimp [mask] split_ifs · exact measurable_pi_apply i · exact measurable_const lemma measurable_history (A : Program Ω d q O) (V : Point d → ℝ) (hV : Measurable (firstOrderReply V)) (n : ℕ) : Measurable (A.history V · n) := by induction n with | zero => exact measurable_const | succ n ih => simp only [history] split_ifs with hn · apply Measurable.of_eval intro i by_cases hi : i = ⟨n,hn⟩ · subst i simp only [Function.update_self] exact hV.comp ((A.query_measurable _).comp (measurable_id.prodMk ih)) · simp only [Function.update_of_ne hi] exact (measurable_pi_apply i).comp ih · exact ih lemma measurable_run (A : Program Ω d q O) (V : Point d → ℝ) (hV : Measurable (firstOrderReply V)) : Measurable (A.run V) := A.output_measurable.comp (measurable_id.prodMk (A.measurable_history V hV q)) end Program end LogConcaveSampling.OracleCompiler namespace LogConcaveSampling.OracleCompiler.Program variable {Ω O R : Type*} [MeasurableSpace Ω] [MeasurableSpace O] [MeasurableSpace R] {d q r : ℕ} def leftTrace (h : Transcript d (q+r)) : Transcript d q := fun i => h (Fin.castAdd r i) def rightTrace (h : Transcript d (q+r)) : Transcript d r := fun i => h (Fin.natAdd q i) lemma measurable_leftTrace : Measurable (leftTrace (d:=d) (q:=q) (r:=r)) := by exact Measurable.of_eval fun index => measurable_pi_apply (Fin.castAdd r index) lemma measurable_rightTrace : Measurable (rightTrace (d:=d) (q:=q) (r:=r)) := by exact Measurable.of_eval fun index => measurable_pi_apply (Fin.natAdd q index) @[simp] lemma leftTrace_append (h : Transcript d q) (k : Transcript d r) : leftTrace (Fin.append h k) = h := by funext i simp [leftTrace] @[simp] lemma rightTrace_append (h : Transcript d q) (k : Transcript d r) : rightTrace (Fin.append h k) = k := by funext i simp [rightTrace] lemma leftTrace_prefix_left (h : Transcript d q) (k : Transcript d r) (n : ℕ) : leftTrace (mask n (Fin.append h k)) = mask n h := by funext i simp [leftTrace, mask] lemma leftTrace_prefix_right (h : Transcript d q) (k : Transcript d r) (n : ℕ) : leftTrace (mask (q+n) (Fin.append h k)) = h := by funext i have hi : i.val < q+n := by omega simp [leftTrace, mask, hi] lemma rightTrace_prefix_right (h : Transcript d q) (k : Transcript d r) (n : ℕ) : rightTrace (mask (q+n) (Fin.append h k)) = mask n k := by funext i simp [rightTrace, mask] def seq (A : Program Ω d q O) (B : Program (Ω × O) d r R) : Program Ω d (q+r) R where query i p := Fin.addCases (fun j => A.query j (p.1, leftTrace p.2)) (fun j => B.query j ((p.1, A.output (p.1,leftTrace p.2)), rightTrace p.2)) i query_measurable i := by refine Fin.addCases (fun j => ?_) (fun j => ?_) i · simpa only [Fin.addCases_left, Function.comp_def] using (A.query_measurable j).comp (measurable_fst.prodMk (measurable_leftTrace.comp measurable_snd)) · simpa only [Fin.addCases_right, Function.comp_def] using (B.query_measurable j).comp ((measurable_fst.prodMk (A.output_measurable.comp (measurable_fst.prodMk (measurable_leftTrace.comp measurable_snd)))).prodMk (measurable_rightTrace.comp measurable_snd)) output p := B.output ((p.1,A.output (p.1,leftTrace p.2)), rightTrace p.2) output_measurable := B.output_measurable.comp ((measurable_fst.prodMk (A.output_measurable.comp (measurable_fst.prodMk (measurable_leftTrace.comp measurable_snd)))).prodMk (measurable_rightTrace.comp measurable_snd)) lemma seq_history (A : Program Ω d q O) (B : Program (Ω × O) d r R) (V : Point d → ℝ) (ω : Ω) : (A.seq B).history V ω (q+r) = Fin.append (A.history V ω q) (B.history V (ω,A.run V ω) r) := by apply history_unique intro i refine Fin.addCases (fun j => ?_) (fun j => ?_) i · simp only [Fin.append_left, seq, Fin.addCases_left, Fin.val_castAdd, leftTrace_prefix_left] exact A.history_spec V ω j · simp only [Fin.append_right, seq, Fin.addCases_right, Fin.val_natAdd, leftTrace_prefix_right, rightTrace_prefix_right] exact B.history_spec V (ω,A.run V ω) j lemma seq_run (A : Program Ω d q O) (B : Program (Ω × O) d r R) (V : Point d → ℝ) (ω : Ω) : (A.seq B).run V ω = B.run V (ω,A.run V ω) := by unfold run rw [seq_history] simp only [seq, leftTrace_append, rightTrace_append] rfl def map (A : Program Ω d q O) (f : Ω × O → R) (hf : Measurable f) : Program Ω d q R where query := A.query query_measurable := A.query_measurable output p := f (p.1,A.output p) output_measurable := hf.comp (measurable_fst.prodMk A.output_measurable) lemma map_history (A : Program Ω d q O) (f : Ω × O → R) (hf : Measurable f) (V : Point d → ℝ) (ω : Ω) (n : ℕ) : (A.map f hf).history V ω n = A.history V ω n := by induction n with | zero => rfl | succ n ih => simp only [history, ih] rfl lemma map_run (A : Program Ω d q O) (f : Ω × O → R) (hf : Measurable f) (V : Point d → ℝ) (ω : Ω) : (A.map f hf).run V ω = f (ω,A.run V ω) := by unfold run rw [map_history] rfl def seedMap {Ξ : Type*} [MeasurableSpace Ξ] (A : Program Ω d q O) (f : Ξ → Ω) (hf : Measurable f) : Program Ξ d q O where query i p := A.query i (f p.1, p.2) query_measurable i := (A.query_measurable i).comp ((hf.comp measurable_fst).prodMk measurable_snd) output p := A.output (f p.1,p.2) output_measurable := A.output_measurable.comp ((hf.comp measurable_fst).prodMk measurable_snd) lemma seedMap_history {Ξ : Type*} [MeasurableSpace Ξ] (A : Program Ω d q O) (f : Ξ → Ω) (hf : Measurable f) (V : Point d → ℝ) (ω : Ξ) (n : ℕ) : (A.seedMap f hf).history V ω n = A.history V (f ω) n := by induction n with | zero => rfl | succ n ih => simp only [history, ih] rfl lemma seedMap_run {Ξ : Type*} [MeasurableSpace Ξ] (A : Program Ω d q O) (f : Ξ → Ω) (hf : Measurable f) (V : Point d → ℝ) (ω : Ξ) : (A.seedMap f hf).run V ω = A.run V (f ω) := by unfold run rw [seedMap_history] rfl def pure (f : Ω → O) (hf : Measurable f) : Program Ω d 0 O where query i := Fin.elim0 i query_measurable i := Fin.elim0 i output p := f p.1 output_measurable := hf.comp measurable_fst @[simp] lemma pure_run (f : Ω → O) (hf : Measurable f) (V : Point d → ℝ) (ω : Ω) : (pure (d:=d) f hf).run V ω = f ω := rfl def oneQuery (x : Ω → Point d) (hx : Measurable x) (f : Ω × Reply d → O) (hf : Measurable f) : Program Ω d 1 O where query _ p := x p.1 query_measurable _ := hx.comp measurable_fst output p := f (p.1,p.2 0) output_measurable := hf.comp (measurable_fst.prodMk ((measurable_pi_apply 0).comp measurable_snd)) lemma oneQuery_run (x : Ω → Point d) (hx : Measurable x) (f : Ω × Reply d → O) (hf : Measurable f) (V : Point d → ℝ) (ω : Ω) : (oneQuery x hx f hf).run V ω = f (ω, firstOrderReply V (x ω)) := by simp [run, history, oneQuery] end LogConcaveSampling.OracleCompiler.Program namespace LogConcaveSampling.OracleCompiler.Program variable {Ω O : Type*} [MeasurableSpace Ω] [MeasurableSpace O] {d q r : ℕ} def castCap (h : q = r) (A : Program Ω d q O) : Program Ω d r O := h ▸ A lemma castCap_run (h : q = r) (A : Program Ω d q O) (V : Point d → ℝ) (ω : Ω) : (A.castCap h).run V ω = A.run V ω := by subst r; rfl def iterate (A : Program (Ω × O) d q O) (init : Ω → O) (hi : Measurable init) : (n : ℕ) → Program Ω d (n*q) O | 0 => (pure init hi).castCap (Nat.zero_mul q).symm | n+1 => ((iterate A init hi n).seq A).castCap (Nat.succ_mul n q).symm lemma iterate_run (A : Program (Ω × O) d q O) (init : Ω → O) (hi : Measurable init) (V : Point d → ℝ) (ω : Ω) (n : ℕ) : (A.iterate init hi n).run V ω = (fun x => A.run V (ω,x))^[n] (init ω) := by induction n with | zero => simp only [iterate, castCap_run, pure_run, Function.iterate_zero_apply] | succ n ih => rw [iterate, castCap_run, seq_run, ih] exact (Function.iterate_succ_apply' (fun x => A.run V (ω,x)) n (init ω)).symm end LogConcaveSampling.OracleCompiler.Program noncomputable section open MeasureTheory ProbabilityTheory open scoped BigOperators RealInnerProductSpace namespace LogConcaveSampling.SeedCompiler variable {ι E : Type*} [Fintype ι] [DecidableEq ι] [NormedAddCommGroup E] [InnerProductSpace ℝ E] def slotSum (a : ι → ℝ) (g : ι → E) : E := ∑ i, a i • g i def slotTransform (c : ℝ) (a : ι → ℝ) (g : ι → E) : ι → E := fun i => g i - (c * a i) • slotSum a g omit [DecidableEq ι] in lemma slot_energy (c : ℝ) (a : ι → ℝ) (hc : c ^ 2 * (∑ i, a i ^ 2) - 2 * c + 1 = 0) (g : ι → E) : (∑ i, ‖slotTransform c a g i‖ ^ 2) + ‖slotSum a g‖ ^ 2 = ∑ i, ‖g i‖ ^ 2 := by let S := slotSum a g have hi : ∑ i, a i * inner ℝ (g i) S = ‖S‖ ^ 2 := by simp_rw [← real_inner_smul_left] rw [← sum_inner] exact real_inner_self_eq_norm_sq S have hsum : (∑ i, ‖slotTransform c a g i‖ ^ 2) = (∑ i, ‖g i‖ ^ 2) - (2 * c) * (∑ i, a i * inner ℝ (g i) S) + c ^ 2 * (∑ i, a i ^ 2) * ‖S‖ ^ 2 := by simp only [slotTransform, norm_sub_sq_real, norm_smul, Real.norm_eq_abs, mul_pow, sq_abs, real_inner_smul_right] dsimp only [S] simp only [Finset.sum_add_distrib, Finset.sum_sub_distrib] simp only [Finset.mul_sum, Finset.sum_mul] simp only [mul_assoc, mul_comm, mul_left_comm] rw [hsum, hi] change _ + ‖S‖ ^ 2 = _ nlinarith [mul_eq_zero_of_left hc (‖S‖ ^ 2)] def restored (c : ℝ) (a : ι → ℝ) : ((ι → E) × E) →L[ℝ] (ι → E) := ContinuousLinearMap.pi fun i => ((ContinuousLinearMap.proj i).comp (ContinuousLinearMap.fst ℝ (ι → E) E)) - (c * a i) • (∑ j, a j • ((ContinuousLinearMap.proj j).comp (ContinuousLinearMap.fst ℝ (ι → E) E))) - a i • ContinuousLinearMap.snd ℝ (ι → E) E omit [DecidableEq ι] in @[simp] lemma restored_apply (c : ℝ) (a : ι → ℝ) (g : ι → E) (z : E) (i : ι) : restored c a (g,z) i = slotTransform c a g i - a i • z := by simp [restored, slotTransform, slotSum] lemma dual_restored_left (c : ℝ) (a : ι → ℝ) (L : StrongDual ℝ (ι → E)) (j : ι) : ((L.comp (restored c a)).comp (ContinuousLinearMap.inl ℝ (ι → E) E)).comp (ContinuousLinearMap.single ℝ (fun _ : ι => E) j) = L.comp (ContinuousLinearMap.single ℝ (fun _ : ι => E) j) - (c * a j) • ∑ i, a i • L.comp (ContinuousLinearMap.single ℝ (fun _ : ι => E) i) := by ext x simp only [ContinuousLinearMap.comp_apply, ContinuousLinearMap.inl_apply, ContinuousLinearMap.single_apply] have h : restored c a (Pi.single j x,0) = Pi.single j x - (c * a j) • ∑ i, a i • Pi.single i x := by ext k simp [slotTransform, slotSum, Pi.single_apply, smul_smul, mul_comm, mul_left_comm] rw [h, map_sub, map_smul, map_sum] simp lemma dual_restored_right (c : ℝ) (a : ι → ℝ) (L : StrongDual ℝ (ι → E)) : (L.comp (restored c a)).comp (ContinuousLinearMap.inr ℝ (ι → E) E) = -(∑ i, a i • L.comp (ContinuousLinearMap.single ℝ (fun _ : ι => E) i)) := by ext x have h : restored c a (0,x) = -(∑ i, a i • Pi.single i x) := by ext k simp [slotTransform, slotSum, Pi.single_apply] simp only [ContinuousLinearMap.comp_apply, ContinuousLinearMap.inr_apply] rw [h, map_neg, map_sum] simp variable [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] theorem restored_gaussian (c : ℝ) (a : ι → ℝ) (hc : c ^ 2 * (∑ i, a i ^ 2) - 2 * c + 1 = 0) : ((Measure.pi (fun _ : ι => stdGaussian E)).prod (stdGaussian E)).map (restored c a) = Measure.pi (fun _ : ι => stdGaussian E) := by apply Measure.ext_of_charFunDual ext L rw [charFunDual_map, charFunDual_prod, charFunDual_pi, charFunDual_pi] simp_rw [dual_restored_left, dual_restored_right, charFunDual_stdGaussian, ← Complex.exp_sum, ← Complex.exp_add] congr 1 let D := InnerProductSpace.toDual ℝ E let l := fun i => L.comp (ContinuousLinearMap.single ℝ (fun _ : ι => E) i) have he := slot_energy c a hc (fun i => D.symm (l i)) simp only [slotTransform, slotSum, ← map_smul, ← map_sum, ← map_sub, LinearIsometryEquiv.norm_map] at he simp only [norm_neg] norm_cast dsimp only [l] at he simp only [← Finset.sum_div, Finset.sum_neg_distrib] linarith def sqrtCoefficient (a : ι → ℝ) : ℝ := 1 / (1 + Real.sqrt (1 - ∑ i, a i ^ 2)) omit [DecidableEq ι] in lemma sqrtCoefficient_equation (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) : (sqrtCoefficient a) ^ 2 * (∑ i, a i ^ 2) - 2 * sqrtCoefficient a + 1 = 0 := by have hsq := Real.sq_sqrt (sub_nonneg.mpr ha) have hpos : 0 < 1 + Real.sqrt (1 - ∑ i, a i ^ 2) := by positivity unfold sqrtCoefficient field_simp nlinarith theorem sqrt_restored_gaussian (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) : ((Measure.pi (fun _ : ι => stdGaussian E)).prod (stdGaussian E)).map (restored (sqrtCoefficient a) a) = Measure.pi (fun _ : ι => stdGaussian E) := restored_gaussian _ _ (sqrtCoefficient_equation a ha) end LogConcaveSampling.SeedCompiler namespace LogConcaveSampling.SeedCompiler variable {ι E O : Type*} [Fintype ι] [DecidableEq ι] [NormedAddCommGroup E] [InnerProductSpace ℝ E] def ShiftInvariant (r : ℝ) (v : ι → ℝ) (M : E → (ι → E) → O) : Prop := ∀ x Δ g, M (x + r • Δ) (fun i => g i + v i • Δ) = M x g omit [DecidableEq ι] in lemma absorption_pathwise {r D : ℝ} (v : ι → ℝ) (M : E → (ι → E) → O) (hM : ShiftInvariant r v M) (x : E) (c : ℝ) (g : ι → E) (z : E) : M (x + (r / (2 * D)) • z) (slotTransform c (fun i => v i / (2 * D)) g) = M x (restored c (fun i => v i / (2 * D)) (g,z)) := by have h := hM x ((1 / (2 * D)) • z) (restored c (fun i => v i / (2 * D)) (g,z)) have hx : r • ((1 / (2 * D)) • z) = (r / (2 * D)) • z := by rw [smul_smul]; congr 1; ring have hs : (fun i => restored c (fun i => v i / (2 * D)) (g,z) i + v i • ((1 / (2 * D)) • z)) = slotTransform c (fun i => v i / (2 * D)) g := by funext i simp only [restored_apply, smul_smul] have hc : v i * (1 / (2 * D)) = v i / (2 * D) := by ring rw [hc, sub_add_cancel] simpa only [hx, hs] using h omit [DecidableEq ι] in lemma normalized_shift_bound {D : ℝ} (hD : 0 < D) (v : ι → ℝ) (hv : (∑ i, v i ^ 2) ≤ D ^ 2) : (∑ i, (v i / (2 * D)) ^ 2) ≤ 1 / 4 := by simp only [div_pow, ← Finset.sum_div] apply (div_le_iff₀ (sq_pos_of_pos (mul_pos (by norm_num) hD))).mpr nlinarith variable [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] [MeasurableSpace O] theorem absorption_law {r D : ℝ} (hD : 0 < D) (v : ι → ℝ) (hv : (∑ i, v i ^ 2) ≤ D ^ 2) (M : E → (ι → E) → O) (hshift : ShiftInvariant r v M) (x : E) (hm : Measurable (M x)) : let a := fun i => v i / (2 * D) ((Measure.pi (fun _ : ι => stdGaussian E)).prod (stdGaussian E)).map (fun p => M (x + (r / (2 * D)) • p.2) (slotTransform (sqrtCoefficient a) a p.1)) = (Measure.pi (fun _ : ι => stdGaussian E)).map (M x) := by dsimp only let a := fun i => v i / (2 * D) have ha : (∑ i, a i ^ 2) ≤ 1 := (normalized_shift_bound hD v hv).trans (by norm_num) have he : (fun p : (ι → E) × E => M (x + (r / (2 * D)) • p.2) (slotTransform (sqrtCoefficient a) a p.1)) = (M x) ∘ restored (sqrtCoefficient a) a := by funext p exact absorption_pathwise v M hshift x _ p.1 p.2 rw [he, ← Measure.map_map hm (by fun_prop), sqrt_restored_gaussian a ha] theorem restored_with_anchors {A : Type*} [MeasurableSpace A] (μ : Measure A) [SFinite μ] (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) : (μ.prod ((Measure.pi (fun _ : ι => stdGaussian E)).prod (stdGaussian E))).map (Prod.map id (restored (sqrtCoefficient a) a)) = μ.prod (Measure.pi (fun _ : ι => stdGaussian E)) := by rw [← Measure.map_prod_map μ _ measurable_id (by fun_prop), Measure.map_id, sqrt_restored_gaussian a ha] theorem absorption_with_anchors {A : Type*} [MeasurableSpace A] (μ : Measure A) [SFinite μ] {r D : ℝ} (hD : 0 < D) (v : ι → ℝ) (hv : (∑ i, v i ^ 2) ≤ D ^ 2) (M : E → (ι → E) → O) (hshift : ShiftInvariant r v M) (hm : Measurable (Function.uncurry M)) (x : A → E) (hx : Measurable x) : let a := fun i => v i / (2 * D) (μ.prod ((Measure.pi (fun _ : ι => stdGaussian E)).prod (stdGaussian E))).map (fun p => (p.1, M (x p.1 + (r / (2 * D)) • p.2.2) (slotTransform (sqrtCoefficient a) a p.2.1))) = (μ.prod (Measure.pi (fun _ : ι => stdGaussian E))).map (fun p => (p.1, M (x p.1) p.2)) := by dsimp only let a := fun i => v i / (2 * D) have ha : (∑ i, a i ^ 2) ≤ 1 := (normalized_shift_bound hD v hv).trans (by norm_num) have hf : Measurable (fun p : A × (ι → E) => (p.1, M (x p.1) p.2)) := measurable_fst.prodMk (hm.comp ((hx.comp measurable_fst).prodMk measurable_snd)) rw [← restored_with_anchors μ a ha, Measure.map_map hf (by fun_prop)] congr 1 funext p congr 1 exact absorption_pathwise v M hshift (x p.1) _ p.2.1 p.2.2 end LogConcaveSampling.SeedCompiler namespace LogConcaveSampling.SeedCompiler variable {ι E : Type*} [Fintype ι] [NormedAddCommGroup E] [InnerProductSpace ℝ E] lemma slotSum_transform (c : ℝ) (a : ι → ℝ) (g : ι → E) : slotSum a (slotTransform c a g) = (1 - c * ∑ i, a i ^ 2) • slotSum a g := by simp only [slotSum, slotTransform, smul_sub, smul_smul, Finset.sum_sub_distrib, ← Finset.sum_smul, sub_smul, one_smul] congr 2 simp only [Finset.mul_sum] apply Finset.sum_congr rfl intro i _ ring lemma slotTransform_comp (c t : ℝ) (a : ι → ℝ) (g : ι → E) : slotTransform t a (slotTransform c a g) = slotTransform (c + t - t * c * ∑ i, a i ^ 2) a g := by funext i simp only [slotTransform, slotSum_transform, smul_smul] rw [sub_sub, ← add_smul] congr 2 ring lemma slotTransform_square (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) (g : ι → E) : slotTransform (sqrtCoefficient a) a (slotTransform (sqrtCoefficient a) a g) = fun i => g i - a i • slotSum a g := by rw [slotTransform_comp] have h : sqrtCoefficient a + sqrtCoefficient a - sqrtCoefficient a * sqrtCoefficient a * ∑ i, a i ^ 2 = 1 := by nlinarith [sqrtCoefficient_equation a ha] rw [h] funext i simp [slotTransform] lemma slotSum_energy_bound (a : ι → ℝ) (g : ι → E) : ‖slotSum a g‖ ^ 2 ≤ (∑ i, a i ^ 2) * (∑ i, ‖g i‖ ^ 2) := by calc ‖slotSum a g‖ ^ 2 ≤ (∑ i, |a i| * ‖g i‖) ^ 2 := by apply sq_le_sq₀ (norm_nonneg _) (Finset.sum_nonneg fun i _ => by positivity) |>.mpr simpa [slotSum, norm_smul] using norm_sum_le Finset.univ (fun i => a i • g i) _ ≤ (∑ i, |a i| ^ 2) * (∑ i, ‖g i‖ ^ 2) := Finset.sum_mul_sq_le_sq_mul_sq Finset.univ (fun i => |a i|) (fun i => ‖g i‖) _ = _ := by simp only [sq_abs] lemma sqrtCoefficient_nonneg (a : ι → ℝ) : 0 ≤ sqrtCoefficient a := by unfold sqrtCoefficient positivity lemma sqrtCoefficient_le_one (a : ι → ℝ) : sqrtCoefficient a ≤ 1 := by unfold sqrtCoefficient rw [div_le_iff₀ (by positivity : 0 < 1 + Real.sqrt (1 - ∑ i, a i ^ 2))] nlinarith [Real.sqrt_nonneg (1 - ∑ i, a i ^ 2)] lemma slotTransform_positive (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) (g : ι → E) : 0 ≤ ∑ i, inner ℝ (g i) (slotTransform (sqrtCoefficient a) a g i) := by have hs : ∑ i, a i * inner ℝ (g i) (slotSum a g) = ‖slotSum a g‖ ^ 2 := by simp_rw [← real_inner_smul_left] rw [← sum_inner] exact real_inner_self_eq_norm_sq _ have hb := slotSum_energy_bound a g have hc := sqrtCoefficient_nonneg a have hc' := sqrtCoefficient_le_one a have hA : 0 ≤ ∑ i, a i ^ 2 := Finset.sum_nonneg fun i _ => sq_nonneg _ have hG : 0 ≤ ∑ i, ‖g i‖ ^ 2 := Finset.sum_nonneg fun i _ => sq_nonneg _ have hAG : (∑ i, a i ^ 2) * (∑ i, ‖g i‖ ^ 2) ≤ ∑ i, ‖g i‖ ^ 2 := by nlinarith simp only [slotTransform, inner_sub_right, real_inner_smul_right, real_inner_self_eq_norm_sq, Finset.sum_sub_distrib, mul_assoc, ← Finset.mul_sum] rw [hs] nlinarith [sq_nonneg ‖slotSum a g‖] lemma sqrtCoefficient_eigenvalue (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1) : 1 - sqrtCoefficient a * ∑ i, a i ^ 2 = Real.sqrt (1 - ∑ i, a i ^ 2) := by have hs := Real.sq_sqrt (sub_nonneg.mpr ha) have hp : 0 < 1 + Real.sqrt (1 - ∑ i, a i ^ 2) := by positivity unfold sqrtCoefficient field_simp nlinarith def inverseCoefficient (a : ι → ℝ) : ℝ := -sqrtCoefficient a / Real.sqrt (1 - ∑ i, a i ^ 2) lemma inverseCoefficient_cancel (a : ι → ℝ) (ha : (∑ i, a i ^ 2) < 1) : sqrtCoefficient a + inverseCoefficient a - inverseCoefficient a * sqrtCoefficient a * ∑ i, a i ^ 2 = 0 := by have he := sqrtCoefficient_eigenvalue a ha.le have hp : 0 < Real.sqrt (1 - ∑ i, a i ^ 2) := Real.sqrt_pos.mpr (sub_pos.mpr ha) unfold inverseCoefficient field_simp rw [← he] ring lemma inverse_slotTransform (a : ι → ℝ) (ha : (∑ i, a i ^ 2) < 1) (g : ι → E) : slotTransform (inverseCoefficient a) a (slotTransform (sqrtCoefficient a) a g) = g := by rw [slotTransform_comp, inverseCoefficient_cancel a ha] funext i simp [slotTransform] lemma slotTransform_inverse (a : ι → ℝ) (ha : (∑ i, a i ^ 2) < 1) (g : ι → E) : slotTransform (sqrtCoefficient a) a (slotTransform (inverseCoefficient a) a g) = g := by rw [slotTransform_comp] have he := inverseCoefficient_cancel a ha have : inverseCoefficient a + sqrtCoefficient a - sqrtCoefficient a * inverseCoefficient a * ∑ i, a i ^ 2 = 0 := by nlinarith rw [this] funext i simp [slotTransform] lemma inverse_slot_energy (a : ι → ℝ) (ha : (∑ i, a i ^ 2) ≤ 1 / 4) (g : ι → E) : (∑ i, ‖slotTransform (inverseCoefficient a) a g i‖ ^ 2) ≤ 4 * ∑ i, ‖g i‖ ^ 2 := by let h := slotTransform (inverseCoefficient a) a g have hA : (∑ i, a i ^ 2) < 1 := ha.trans_lt (by norm_num) have he := slot_energy (sqrtCoefficient a) a (sqrtCoefficient_equation a hA.le) h rw [slotTransform_inverse a hA g] at he have hb := slotSum_energy_bound a h have hs : 0 ≤ ∑ i, ‖h i‖ ^ 2 := Finset.sum_nonneg fun i _ => sq_nonneg _ have hB : (∑ i, a i ^ 2) * (∑ i, ‖h i‖ ^ 2) ≤ (1 / 4) * (∑ i, ‖h i‖ ^ 2) := mul_le_mul_of_nonneg_right ha hs change (∑ i, ‖h i‖ ^ 2) ≤ _ nlinarith end LogConcaveSampling.SeedCompiler end end end end end OAI