import Mathlib import OAI.Probability.Perceptron.Variational.Contact import OAI.Probability.Perceptron.Interpolation.KernelReplicaGibbs namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators BoundedContinuousFunction namespace SphericalPerceptronFreeEnergy def sourceCouplingCovariance (n k : ℕ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (j : Fin (n+1)) (x y : NormalizedSpin (n+1)×IndexedLeaf k) := perturbationAmplitude (n+1) (fun _ => 1) j * perturbationAmplitude (n+1) u j * sourceJointMonomial p d j x y lemma sourceCouplingCovariance_measurable (n k r : ℕ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (j : Fin (n+1)) (i l : Fin r) : Measurable (fun x : Fin r → NormalizedSpin (n+1)×IndexedLeaf k => sourceCouplingCovariance n k p d u j (x i) (x l)) := by have hh := (sourceReplica_covariance_measurable (N := n+1) (k := k) p d j i l).const_mul (perturbationAmplitude (n+1) (fun _ => 1) j * perturbationAmplitude (n+1) u j) exact hh lemma sourceCouplingCovariance_bound (n k : ℕ) (p d : Fin (n+1) → ℕ) (u : Fin (n+1) → ℝ) (j : Fin (n+1)) (x y : NormalizedSpin (n+1)×IndexedLeaf k) : |sourceCouplingCovariance n k p d u j x y| ≤ |perturbationAmplitude (n+1) (fun _ => 1) j*perturbationAmplitude (n+1) u j| := by unfold sourceCouplingCovariance rw [abs_mul] simpa only [mul_one] using mul_le_mul_of_nonneg_left (sourceJointMonomial_abs_le p d j x y) (abs_nonneg (perturbationAmplitude (n+1) (fun _ => 1) j*perturbationAmplitude (n+1) u j)) lemma sourceCoupling_conditional_ibp (n k r : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (h : Fin (k+1) → ℝ) (hh0 : ∀ l, 0 ≤ h l) (hh : Monotone h) (u : Fin (n+1) → ℝ) (j : Fin (n+1)) (i : Fin r) (b : SourceBaseData n k) {G : (Fin r → NormalizedSpin (n+1)×IndexedLeaf k) → ℝ} (hG : Measurable G) {B : ℝ} (hB : 0 ≤ B) (hGB : ∀ x, |G x| ≤ B) : (∫ g, gibbsReplicaMean (sourceSpinLeafKernel n k b) (sourceCouplingHamiltonian n k f p d h u (b,g)) r (fun x => sourceCouplingEnergy n k p d h j (b,g) (x i)*G x) ∂countableGaussianLaw) = ∫ g, gibbsReplicaMean (sourceSpinLeafKernel n k b) (sourceCouplingHamiltonian n k f p d h u (b,g)) r (fun x => G x*∑ l, sourceCouplingCovariance n k p d u j (x i) (x l)) - r*gibbsReplicaMean (sourceSpinLeafKernel n k b) (sourceCouplingHamiltonian n k f p d h u (b,g)) (r+1) (fun x => G (fun l => x l.succ)*sourceCouplingCovariance n k p d u j (x i.succ) (x 0)) ∂countableGaussianLaw := by let c := perturbationAmplitude (n+1) (fun _ => 1) j have hb := sourceReplica_gaussian_ibp n b.1 k r f (patternPrefix (n+1) b.1 b.2.1) p d h hh0 hh u b.2.2 j i hG hB hGB dsimp only at hb have he := congrArg (fun x : ℝ => c*x) hb simp only [sourceSpinLeafKernel_apply,sourceCouplingHamiltonian,sourceCouplingEnergy, sourceCouplingCovariance] have hs (x : Fin r → NormalizedSpin (n+1)×IndexedLeaf k) : G x*∑ l, c*perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i) (x l) = c*(G x*∑ l, perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i) (x l)) := by simp only [mul_assoc,Finset.mul_sum] ring_nf simp only [mul_assoc] change (∫ g, gibbsReplicaMean (enrichedIndexedBaseMeasure n k b.2.2) (enrichedIndexedHamiltonian n b.1 k f (patternPrefix (n+1) b.1 b.2.1) p d h u g) r (fun x => c*(countableGaussianField (sourceGaussianTestRow p d h j) (indexedGaussianRowLength (I := EnrichedIndex (n+1) (n+1) p) k) g (x i)*G x)) ∂countableGaussianLaw) = _ simp_rw [replicaMean_const_mul,integral_const_mul] rw [hb, ← integral_const_mul] apply integral_congr_ae exact ae_of_all _ fun g => by have hs₁ : (fun x : Fin r → NormalizedSpin (n+1)×IndexedLeaf k => G x * ∑ l, c*(perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i) (x l))) = (fun x => c*(G x*∑ l, perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i) (x l))) := by funext x rw [← Finset.mul_sum] ring have hs₂ : (fun x : Fin (r+1) → NormalizedSpin (n+1)×IndexedLeaf k => G (fun l => x l.succ)*(c*(perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i.succ) (x 0)))) = (fun x => c*(G (fun l => x l.succ)*(perturbationAmplitude (n+1) u j*sourceJointMonomial p d j (x i.succ) (x 0)))) := by funext x ring rw [hs₁, hs₂] simp only [replicaMean_const_mul] ring lemma sourceCoupling_annealed_ibp (n k r : ℕ) (f : ℝ →ᵇ ℝ) (p d : Fin (n+1) → ℕ) (h : Fin (k+1) → ℝ) (hh0 : ∀ l, 0 ≤ h l) (hh : Monotone h) (u : Fin (n+1) → ℝ) (j : Fin (n+1)) (i : Fin r) (z : Fin k → ℝ) (t : ℝ≥0) {G : (Fin r → NormalizedSpin (n+1)×IndexedLeaf k) → ℝ} (hG : Measurable G) {B : ℝ} (hB : 0 ≤ B) (hGB : ∀ x, |G x| ≤ B) (hYi : Integrable (fun a => tiltMean (sourceSpinLeafKernel n k a.1) (sourceCouplingHamiltonian n k f p d h u a) (fun x => |sourceCouplingEnergy n k p d h j a x|) 1) ((sourceBaseDataLaw n k z t).prod countableGaussianLaw)) : let H := sourceCouplingHamiltonian n k f p d h u let Y := sourceCouplingEnergy n k p d h j let C := sourceCouplingCovariance n k p d u j let P := (sourceBaseDataLaw n k z t).prod countableGaussianLaw (∫ a, gibbsReplicaMean (sourceSpinLeafKernel n k a.1) (H a) r (fun x => Y a (x i)*G x) ∂P) = ∫ a, gibbsReplicaMean (sourceSpinLeafKernel n k a.1) (H a) r (fun x => G x*∑ l, C (x i) (x l)) - r*gibbsReplicaMean (sourceSpinLeafKernel n k a.1) (H a) (r+1) (fun x => G (fun l => x l.succ)*C (x i.succ) (x 0)) ∂P := by dsimp only let P := (sourceBaseDataLaw n k z t).prod countableGaussianLaw let H := sourceCouplingHamiltonian n k f p d h u let Y := sourceCouplingEnergy n k p d h j let C := sourceCouplingCovariance n k p d u j let C₀ := |perturbationAmplitude (n+1) (fun _ => 1) j*perturbationAmplitude (n+1) u j| have hH := sourceCouplingHamiltonian_measurable n k f p d h u have hY := sourceCouplingEnergy_measurable n k p d h j have he := sourceCoupling_all_exp_ae n k f p d h hh0 hh u j z t have he0 : ∀ᵐ a ∂P, Integrable (fun x => Real.exp (H a x)) (sourceSpinLeafKernel n k a.1) := by filter_upwards [he] with a ha simpa only [zero_mul,add_zero] using ha 0 have he1 : ∀ᵐ a ∂P, Integrable (fun x => Real.exp (H a x)*Y a x) (sourceSpinLeafKernel n k a.1) := by filter_upwards [he] with a ha simpa only [zero_mul,add_zero,pow_one] using coupling_weighted_power_integrable (sourceSpinLeafKernel n k a.1) hH.of_uncurry_left hY.of_uncurry_left ha 0 1 have hi := kernel_replica_energy_integrable (sourceFullSpinLeafKernel n k) P i hH hY hG he0 he1 hYi hB hGB have hmG : Measurable (fun x : Fin (r+1) → NormalizedSpin (n+1)×IndexedLeaf k => G (fun l => x l.succ)) := hG.comp (Measurable.of_eval fun coordinate => measurable_pi_apply coordinate.succ) have hsum : ∀ x : Fin r → NormalizedSpin (n+1)×IndexedLeaf k, |∑ l, C (x i) (x l)| ≤ r*C₀ := by intro x apply (Finset.abs_sum_le_sum_abs _ _).trans calc _ ≤ ∑ _ : Fin r, C₀ := Finset.sum_le_sum fun l _ => sourceCouplingCovariance_bound n k p d u j _ _ _ = _ := by simp have h1G : Measurable (fun x : Fin r → NormalizedSpin (n+1)×IndexedLeaf k => G x*∑ l, C (x i) (x l)) := hG.mul (Finset.measurable_sum _ fun l _ => sourceCouplingCovariance_measurable n k r p d u j i l) have h2G : Measurable (fun x : Fin (r+1) → NormalizedSpin (n+1)×IndexedLeaf k => G (fun l => x l.succ)*C (x i.succ) (x 0)) := hmG.mul (sourceCouplingCovariance_measurable n k (r+1) p d u j i.succ 0) have hi1 := kernel_replicaMean_bounded_integrable (sourceFullSpinLeafKernel n k) P (G := fun _ x => G x*∑ l, C (x i) (x l)) hH (h1G.comp measurable_snd) (show 0 ≤ B*(r*C₀) by positivity) (fun _ x => by rw [abs_mul]; exact mul_le_mul (hGB x) (hsum x) (abs_nonneg _) hB) have hi2 := kernel_replicaMean_bounded_integrable (sourceFullSpinLeafKernel n k) P (G := fun _ x => G (fun l => x l.succ)*C (x i.succ) (x 0)) hH (h2G.comp measurable_snd) (show 0 ≤ B*C₀ by positivity) (fun _ x => by rw [abs_mul]; exact mul_le_mul (hGB _) (sourceCouplingCovariance_bound n k p d u j _ _) (abs_nonneg _) hB) change (∫ a, gibbsReplicaMean (sourceFullSpinLeafKernel n k a) (H a) r (fun x => Y a (x i)*G x) ∂P) = ∫ a, gibbsReplicaMean (sourceFullSpinLeafKernel n k a) (H a) r (fun x => G x*∑ l, C (x i) (x l))- r*gibbsReplicaMean (sourceFullSpinLeafKernel n k a) (H a) (r+1) (fun x => G (fun l => x l.succ)*C (x i.succ) (x 0)) ∂P have hiR := hi1.sub (hi2.const_mul (r:ℝ)) dsimp only [sourceFullSpinLeafKernel,Kernel.comap_apply,P,H,Y,C,Pi.sub_apply] at hi hiR ⊢ have hprodR := integral_prod _ hiR simp only [Pi.sub_apply] at hprodR rw [integral_prod _ hi, hprodR] apply integral_congr_ae exact ae_of_all _ fun b => sourceCoupling_conditional_ibp n k r f p d h hh0 hh u j i b hG hB hGB end SphericalPerceptronFreeEnergy end end OAI