import Mathlib import OAI.Probability.Perceptron.Pressure.EnrichedPatternVariance import OAI.Probability.Perceptron.Cascade.PoissonCountMoments import OAI.Probability.Perceptron.Variational.CountMixtureVariance namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators BoundedContinuousFunction namespace SphericalPerceptronFreeEnergy def infinitePatternRowsLaw (N : ℕ) : Measure (ℕ → Fin N → ℝ) := Measure.infinitePi fun _ : ℕ => Measure.pi fun _ : Fin N => gaussianReal 0 1 instance (N : ℕ) : IsProbabilityMeasure (infinitePatternRowsLaw N) := by unfold infinitePatternRowsLaw infer_instance def patternPrefix (N M : ℕ) (g : ℕ → Fin N → ℝ) : Fin M → Fin N → ℝ := fun a => g a.val lemma patternPrefix_measurable (N M : ℕ) : Measurable (patternPrefix N M) := by unfold patternPrefix fun_prop lemma patternPrefix_measurePreserving (N M : ℕ) : MeasurePreserving (patternPrefix N M) (infinitePatternRowsLaw N) (finitePatternRowsLaw N M) := by refine ⟨patternPrefix_measurable N M,?_⟩ change Measure.map (fun g : ℕ → Fin N → ℝ => fun a : Fin M => g a.val) (Measure.infinitePi fun _ : ℕ => Measure.pi fun _ : Fin N => gaussianReal 0 1)= Measure.pi fun _ : Fin M => Measure.pi fun _ : Fin N => gaussianReal 0 1 rw [Measure.map_infinitePi_infinitePi_of_inj Fin.val_injective,Measure.infinitePi_eq_pi] lemma normalizedPatternEnergy_prefix_succ (N M : ℕ) (f : ℝ →ᵇ ℝ) (g : ℕ → Fin N → ℝ) (x : NormalizedSpin N) : |normalizedPatternEnergy N (M+1) f (patternPrefix N (M+1) g) x- normalizedPatternEnergy N M f (patternPrefix N M g) x| ≤ ‖f‖ := by unfold normalizedPatternEnergy rw [Fin.sum_univ_castSucc] simp only [patternPrefix,Fin.val_castSucc,Fin.val_last,add_sub_cancel_left] simpa only [Real.norm_eq_abs] using f.norm_coe_le_norm (∑ i, g M i*x.val i) def enrichedPoissonLog (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (h : Fin (k+1) → ℝ) (a : ℕ × ((ℕ → Fin (n+1) → ℝ) × (EnrichedMark (n+1) (n+1) p × DecoratedCascade (EnrichedMark (n+1) (n+1) p) k))) : ℝ := enrichedCascadeLog n a.1 k f (patternPrefix (n+1) a.1 a.2.1) p d u h a.2.2 def enrichedRowsDisorderLaw (n k : ℕ) (p : Fin (n+1) → ℕ) (z : Fin k → ℝ) := (infinitePatternRowsLaw (n+1)).prod (enrichedDisorderLaw n k p z) instance (n k : ℕ) (p : Fin (n+1) → ℕ) (z : Fin k → ℝ) : IsProbabilityMeasure (enrichedRowsDisorderLaw n k p z) := by unfold enrichedRowsDisorderLaw infer_instance lemma enrichedPoissonLog_measurable (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (h : Fin (k+1) → ℝ) (z : Fin k → ℝ) : Measurable (enrichedPoissonLog n k f p d u h) := by apply measurable_from_prod_countable_right intro M have hh := (enrichedCascadeLog_parameters_measurable n M k f p d u h z).comp (((patternPrefix_measurable (n+1) M).comp (measurable_fst (α := ℕ → Fin (n+1) → ℝ) (β := EnrichedMark (n+1) (n+1) p × DecoratedCascade (EnrichedMark (n+1) (n+1) p) k))).prodMk measurable_snd) simpa only [enrichedPoissonLog,Function.comp_def] using hh lemma enrichedPoissonLog_section_variance (n M k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (h : Fin (k+1) → ℝ) (z : Fin k → ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 enrichedPoissonLog n k f p d u h (M,a)) 2 (enrichedRowsDisorderLaw n k p z) ∧ variance (fun a => enrichedPoissonLog n k f p d u h (M,a)) (enrichedRowsDisorderLaw n k p z) ≤ cascadeLogFluctuationConstant k z+(Real.pi^2/8)* ((enrichedFeatureBound (n+1) u:ℝ)*‖enrichedRootMap p d h‖)^2+(M:ℝ)*(2*‖f‖)^2 := by let E := EnrichedMark (n+1) (n+1) p let D := E × DecoratedCascade E k have hp : MeasurePreserving (fun a : (ℕ → Fin (n+1) → ℝ) × D => (patternPrefix (n+1) M a.1,a.2)) ((infinitePatternRowsLaw (n+1)).prod (enrichedDisorderLaw n k p z)) ((finitePatternRowsLaw (n+1) M).prod (enrichedDisorderLaw n k p z)) := (patternPrefix_measurePreserving (n+1) M).prod (MeasurePreserving.id (enrichedDisorderLaw n k p z)) have hs := enrichedFixedCountLog_variance n M k f p d u h z hz hz0 hz1 have hl := hs.1.comp_measurePreserving hp have hv := (hp.variance_fun_comp hs.1.aestronglyMeasurable.aemeasurable).trans_le hs.2 constructor · simpa only [Function.comp_def,enrichedFixedCountLog,enrichedPoissonLog,enrichedRowsDisorderLaw] using hl · simpa only [enrichedFixedCountLog,enrichedPoissonLog,enrichedRowsDisorderLaw] using hv lemma enrichedPoissonLog_mean_succ (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (h : Fin (k+1) → ℝ) (z : Fin k → ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 enrichedExpectedLog n M k f p d u h z (patternPrefix (n+1) M g) have hG (M : ℕ) : MemLp (G M) 2 μ := (enrichedExpectedLog_memLp n M k f p d u h z hz hz0 hz1).comp_measurePreserving (patternPrefix_measurePreserving (n+1) M) have he (M : ℕ) : (∫ a, enrichedPoissonLog n k f p d u h (M,a) ∂enrichedRowsDisorderLaw n k p z)= ∫ g, G M g ∂μ := integral_prod _ ((enrichedPoissonLog_section_variance n M k f p d u h z hz hz0 hz1).1.integrable (by norm_num)) rw [he,he,← integral_sub ((hG (M+1)).integrable (by norm_num)) ((hG M).integrable (by norm_num))] have hh (g) : |G (M+1) g-G M g| ≤ ‖f‖ := enrichedExpectedLog_pattern_change n (M+1) M k f _ _ p d u h z hz hz0 hz1 (normalizedPatternEnergy_prefix_succ (n+1) M f g) simpa using norm_integral_le_of_norm_le_const (μ := μ) (f := fun g => G (M+1) g-G M g) (ae_of_all _ hh) lemma enrichedPoissonLog_variance (n k : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (h : Fin (k+1) → ℝ) (z : Fin k → ℝ) (hz : StrictMono z) (hz0 : ∀ i, 0 ∫ a, F (M,a) ∂ν let K := cascadeLogFluctuationConstant k z+(Real.pi^2/8)* ((enrichedFeatureBound (n+1) u:ℝ)*‖enrichedRootMap p d h‖)^2 let A := fun M : ℕ => K+(M:ℝ)*(2*‖f‖)^2 have hGdiff := enrichedPoissonLog_mean_succ n k f p d u h z hz hz0 hz1 have hG : MemLp G 2 (poissonMeasure r) := poisson_bounded_increment_memLp r (norm_nonneg f) hGdiff have hAi : Integrable A (poissonMeasure r) := (integrable_const K).add ((poisson_nat_memLp r).integrable (by norm_num) |>.mul_const _) have hs (M) := enrichedPoissonLog_section_variance n M k f p d u h z hz hz0 hz1 have hp : MemLp F 2 ((poissonMeasure r).prod ν) := memLp_prod_of_conditional_square_function (poissonMeasure r) ν (enrichedPoissonLog_measurable n k f p d u h z) hG hAi (fun M => (hs M).1) (fun M => by have hv := (hs M).2 rw [variance_eq_integral (hs M).1.aestronglyMeasurable.aemeasurable] at hv exact hv) refine ⟨hp,?_⟩ have hv := variance_prod_le_integral (poissonMeasure r) ν hp (fun M => (hs M).1) hG hAi (fun M => (hs M).2) (poisson_bounded_increment_variance r (norm_nonneg f) hGdiff) have he : (∫ M, A M ∂poissonMeasure r)=K+(r:ℝ)*(2*‖f‖)^2 := by rw [integral_add (integrable_const K) ((poisson_nat_memLp r).integrable (by norm_num) |>.mul_const _)] simp only [integral_const,integral_mul_const,poisson_nat_mean] simp rw [he] at hv exact hv end SphericalPerceptronFreeEnergy end end OAI