import Mathlib import OAI.Probability.LogConcave.OraclePrograms.TerminalMeanProgram namespace OAI section noncomputable section namespace LogConcaveSampling.OracleCompiler open MeasureTheory Program Expression open scoped Classical BigOperators variable {d : ℕ} lemma sampleParent_equivariant (E : Expression (Point d × Point d) d) (v : Fin E.slots → ℝ) (r T η : ℝ) (Δ : Point d) (hE : E.compile.Equivariant (moveSeed (fun z => (z.1+r • Δ,z.2-T • Δ)) v Δ) (fun y => y-Δ)) : (sampleParent E v T η).pre.Equivariant (moveSeed (fun x => x+r • Δ) (sampleParent E v T η).shift Δ) (fun y => y-Δ) := by dsimp only [sampleParent] apply hE.seedMap _ (by fun_prop) _ intro z apply Prod.ext · simp [moveSeed,shiftSlots,Fin.append_left,sub_eq_add_neg] · funext i simp [moveSeed,shiftSlots,Fin.append_right] lemma meanParent_equivariant (S : SeedProgram d) (E : Expression (Point d × (Point d × Point d)) d) (u : Fin S.slots → ℝ) (v : Fin E.slots → ℝ) {r T : ℝ} (hT : T≠0) (Δ : Point d) (hS : S.program.Equivariant (moveSeed (fun x => x+r • Δ) u Δ) (fun y => y-(T⁻¹)^2 • Δ)) (hE : E.compile.Equivariant (moveSeed (fun z => (z.1+r • Δ,(z.2.1-T⁻¹ • Δ,z.2.2))) v Δ) id) : (meanParent S E u v T).program.Equivariant (moveSeed (fun x => x+r • Δ) (meanParent S E u v T).shift Δ) id := by dsimp only [meanParent] apply Program.Equivariant.seq (hS.seedMap _ (by unfold leftBlock; fun_prop) _ ?_) · apply hE.seedMap _ (by unfold middleBlock rightBlock; fun_prop) _ intro z apply Prod.ext · apply Prod.ext · rfl · apply Prod.ext · simp only [moveSeed,smul_sub,smul_smul] congr 1 congr 1 field_simp · simp [moveSeed,shiftSlots,middleBlock] · funext i simp [moveSeed,shiftSlots,rightBlock] · intro z apply Prod.ext · rfl · funext i simp [moveSeed,shiftSlots,leftBlock] lemma sampleParent_lipschitz (V : Point d → ℝ) (E : Expression (Point d × Point d) d) (v : Fin E.slots → ℝ) (T η K : ℝ) (hE : ∀x y z g,‖E.eval V (x,z) g-E.eval V (y,z) g‖≤K*‖x-y‖) : ∀x y g,‖(sampleParent E v T η).pre.run V (x,g)-(sampleParent E v T η).pre.run V (y,g)‖≤K*‖x-y‖ := by intro x y g rw [sampleParent_run E v T η V x g,sampleParent_run E v T η V y g] exact hE _ _ _ _ lemma meanParent_lipschitz (V : Point d → ℝ) (S : SeedProgram d) (E : Expression (Point d × (Point d × Point d)) d) (u : Fin S.slots → ℝ) (v : Fin E.slots → ℝ) (T Ks Kx Ky : ℝ) (hKy : 0≤Ky) (hT : 0≤T) (hS : ∀x y g,‖S.program.run V (x,g)-S.program.run V (y,g)‖≤Ks*‖x-y‖) (hEx : ∀x y Y G g,‖E.eval V (x,(Y,G)) g-E.eval V (y,(Y,G)) g‖≤Kx*‖x-y‖) (hEy : ∀x Y Z G g,‖E.eval V (x,(Y,G)) g-E.eval V (x,(Z,G)) g‖≤Ky*‖Y-Z‖) : ∀x y g,‖(meanParent S E u v T).program.run V (x,g)-(meanParent S E u v T).program.run V (y,g)‖≤ (Kx+Ky*T*Ks)*‖x-y‖ := by intro x y g rw [meanParent_run S E u v T V x g,meanParent_run S E u v T V y g] have hx := hEx x y (T • S.program.run V (x,leftBlock g)) (middleBlock g 0) (rightBlock g) have hy := hEy y (T • S.program.run V (x,leftBlock g)) (T • S.program.run V (y,leftBlock g)) (middleBlock g 0) (rightBlock g) rw [←smul_sub,norm_smul,Real.norm_eq_abs,abs_of_nonneg hT] at hy have hs := mul_le_mul_of_nonneg_left (hS x y (leftBlock g)) (mul_nonneg hKy hT) have hn := norm_sub_le_norm_sub_add_norm_sub (E.eval V (x,(T • S.program.run V (x,leftBlock g),middleBlock g 0)) (rightBlock g)) (E.eval V (y,(T • S.program.run V (x,leftBlock g),middleBlock g 0)) (rightBlock g)) (E.eval V (y,(T • S.program.run V (y,leftBlock g),middleBlock g 0)) (rightBlock g)) nlinarith end LogConcaveSampling.OracleCompiler end end section noncomputable section namespace LogConcaveSampling open MeasureTheory ProbabilityTheory OracleCompiler Program Coupling Expression open scoped Classical BigOperators NNReal variable {d : ℕ} theorem terminalReservedProgram_squared {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (x : Point d) {r : ℝ} (hr : 0≤r) (hl : (lam:ℝ)*r^2≤1/2) (η : ℝ) : SquaredAt (gaussianTape d 2) ((gibbs (primitivePotential F x r)).prod (stdGaussian (Point d))) (fun g => (terminalReservedProgram d r η).pre.run F (x,g)) (fun z => z.1+(Real.sqrt 3*η/2) • z.2) ((terminalTransportConstant*((lam:ℝ)*r^2))^2* (2*(Real.pi*Real.sqrt d+2*r*‖primitiveField F x r 0‖)^2+2*d)) := by let f := fullProbabilityFlow hF x hr hl 1 have hf : Measurable f := (fullProbabilityFlow_lipschitz hF x hr hl ⟨by norm_num,le_rfl⟩).continuous.measurable have hm : Measurable (fun z => ‖f z-(z-r • primitiveField F x r z)‖^2) := by have hh := (primitiveField_contDiff hF x r).continuous.measurable fun_prop have hp := terminal_sample_squared_error hF x hr hl have hlaw : (gaussianTape d 2).map (fun g => (f (g 0),g 1))= (gibbs (primitivePotential F x r)).prod (stdGaussian (Point d)) := by have hpair := (measurePreserving_finTwoArrow (stdGaussian (Point d))).map_eq have ht := congrArg (Measure.map (Prod.map f id)) hpair rw [Measure.map_map (by fun_prop) (by fun_prop),←Measure.map_prod_map _ _ hf measurable_id, Measure.map_id,hp.1] at ht exact ht have he (g : Fin 2 → Point d) : ‖(terminalReservedProgram d r η).pre.run F (x,g)- (f (g 0)+(Real.sqrt 3*η/2) • g 1)‖^2= ‖f (g 0)-((g 0)-r • primitiveField F x r (g 0))‖^2 := by rw [terminalReservedProgram_pre_run,add_sub_add_right_eq_sub,norm_sub_rev] rfl apply SquaredAt.of_joint (gaussianTape d 2) (gaussianTape d 2) ((gibbs (primitivePotential F x r)).prod (stdGaussian (Point d))) id (fun g => (f (g 0),g 1)) measurable_id (by fun_prop) Measure.map_id hlaw _ _ ?_ (by fun_prop) · simpa only [id_eq,he] using gaussianTape_integrable_eval _ hm hp.2.1 (0:Fin 2) · simpa only [id_eq,he,gaussianTape_integral_eval _ hm (0:Fin 2)] using hp.2.2 · have hg := hF.gradient_lipschitz.continuous.measurable simp only [terminalReservedProgram_pre_run] fun_prop lemma terminalReservedProgram_equivariant (r η : ℝ) (Δ : Point d) : (terminalReservedProgram d r η).pre.Equivariant (moveSeed (fun x => x+r • Δ) (terminalReservedProgram d r η).shift Δ) (fun y => y-Δ) := by change (oneQuery (fun p : Point d × (Fin 2 → Point d) => p.1+r • p.2 0) (by fun_prop) (fun p => p.1.2 0-r • p.2.2+(Real.sqrt 3*η/2) • p.1.2 1) (by fun_prop)).Equivariant _ _ apply Program.oneQuery_equivariant · intro p simp [moveSeed,shiftSlots,terminalReservedProgram,SeedCompiler.terminalShift] module · intro p z simp [moveSeed,shiftSlots,terminalReservedProgram,SeedCompiler.terminalShift] module lemma terminalReservedProgram_lipschitz (r η : ℝ) {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) : ∀x y g, ‖(terminalReservedProgram d r η).pre.run F (x,g)-(terminalReservedProgram d r η).pre.run F (y,g)‖≤ |r| *(lam:ℝ)*‖x-y‖ := by intro x y g change Fin 2 → Point d at g rw [terminalReservedProgram_pre_run r η F x g,terminalReservedProgram_pre_run r η F y g,add_sub_add_right_eq_sub] have he : g 0-r • gradient F (x+r • g 0)-(g 0-r • gradient F (y+r • g 0))= (-r) • (gradient F (x+r • g 0)-gradient F (y+r • g 0)) := by module rw [he,norm_smul,Real.norm_eq_abs,abs_neg] have hh := hF.gradient_lipschitz.dist_le_mul (x+r • g 0) (y+r • g 0) rw [dist_eq_norm,dist_eq_norm,add_sub_add_right_eq_sub] at hh exact (mul_le_mul_of_nonneg_left hh (abs_nonneg r)).trans_eq (by ring) end LogConcaveSampling end end end OAI