import Mathlib import OAI.Probability.Perceptron.Variational.CountableGaussianResampling import OAI.Probability.Perceptron.Interpolation.IntegrableReplicaGibbs namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal BigOperators namespace SphericalPerceptronFreeEnergy variable {S : Type*} [MeasurableSpace S] (μ : Measure S) [IsProbabilityMeasure μ] omit [IsProbabilityMeasure μ] in lemma countableGaussian_affine_zero_exp_integrable (i : ℕ) {H : (ℕ → ℝ) → S → ℝ} {v : S → ℝ} (hv : Measurable v) {C : ℝ} (hvC : ∀ x, |v x| ≤ C) (haff : ∀ g t x, H (Function.update g i t) x = H (Function.update g i 0) x+t*v x) (hi : ∀ᵐ g ∂countableGaussianLaw, Integrable (fun x => Real.exp (H g x)) μ) : ∀ᵐ g ∂countableGaussianLaw, Integrable (fun x => Real.exp (H (Function.update g i 0) x)) μ := by have hp := (resampleGaussianCoordinate_measurePreserving i).quasiMeasurePreserving.ae hi have hs := Measure.measurePreserving_swap.quasiMeasurePreserving.ae hp filter_upwards [Measure.ae_ae_of_ae_prod hs] with g hg obtain ⟨t,ht⟩ := hg.exists change Integrable (fun x => Real.exp (H (Function.update g i t) x)) μ at ht have hb (x) : ‖Real.exp (-t*v x)‖ ≤ Real.exp (|t| * C) := by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] apply Real.exp_le_exp.mpr exact (le_abs_self _).trans (by rw [abs_mul,abs_neg] exact mul_le_mul_of_nonneg_left (hvC x) (abs_nonneg t)) have hh := ht.mul_bdd ((hv.const_mul (-t)).exp.aestronglyMeasurable) (ae_of_all _ hb) apply hh.congr exact ae_of_all _ fun x => by dsimp only rw [← Real.exp_add,haff] congr 1 ring lemma countableGaussian_coordinate_tilt_ibp (i : ℕ) {H : (ℕ → ℝ) → S → ℝ} {v F : S → ℝ} (hH : Measurable (Function.uncurry H)) (hv : Measurable v) (hF : Measurable F) {C D : ℝ} (hC : 0 ≤ C) (hD : 0 ≤ D) (hvC : ∀ x, |v x| ≤ C) (hFD : ∀ x, |F x| ≤ D) (haff : ∀ g t x, H (Function.update g i t) x = H (Function.update g i 0) x+t*v x) (hi0 : ∀ᵐ g ∂countableGaussianLaw, Integrable (fun x => Real.exp (H (Function.update g i 0) x)) μ) : (∫ g, g i*tiltMean μ (H g) F 1 ∂countableGaussianLaw) = ∫ g, tiltMean μ (H g) (fun x => v x*F x) 1- tiltMean μ (H g) F 1*tiltMean μ (H g) v 1 ∂countableGaussianLaw := by let R (g : ℕ → ℝ) := tiltMean μ (H g) (fun x => v x*F x) 1- tiltMean μ (H g) F 1*tiltMean μ (H g) v 1 have hm (K : S → ℝ) (hK : Measurable K) := measurable_tiltMean μ hH hK have hHg (g) : Measurable (H g) := hH.comp (measurable_const.prodMk measurable_id) have hb (K : S → ℝ) (hK : Measurable K) {B : ℝ} (hB : 0 ≤ B) (hKB : ∀ x, |K x| ≤ B) (g) : |tiltMean μ (H g) K 1| ≤ B := tiltMean_bound_general μ (hHg g) hK hB hKB have hvF (x : S) : |v x*F x| ≤ C*D := by rw [abs_mul] exact mul_le_mul (hvC x) (hFD x) (abs_nonneg _) hC have hRm : Measurable R := (hm _ (hv.mul hF)).sub ((hm _ hF).mul (hm _ hv)) have hRb (g) : |R g| ≤ 2*C*D := by calc _ ≤ |tiltMean μ (H g) (fun x => v x*F x) 1|+ |tiltMean μ (H g) F 1*tiltMean μ (H g) v 1| := abs_sub _ _ _ ≤ C*D+D*C := add_le_add (hb _ (hv.mul hF) (mul_nonneg hC hD) hvF g) (by rw [abs_mul] exact mul_le_mul (hb _ hF hD hFD g) (hb _ hv hC hvC g) (abs_nonneg _) hD) _ = _ := by ring let e := resampleGaussianCoordinate i have he := resampleGaussianCoordinate_measurePreserving i have intmap (K : (ℕ → ℝ) → ℝ) (hK : Measurable K) : (∫ p, K (e p) ∂(gaussianReal 0 1).prod countableGaussianLaw) = ∫ g, K g ∂countableGaussianLaw := by simpa only [he.map_eq] using (integral_map (μ := (gaussianReal 0 1).prod countableGaussianLaw) he.measurable.aemeasurable hK.aestronglyMeasurable).symm have hmF : Measurable (fun p : ℝ×(ℕ → ℝ) => tiltMean μ (H (e p)) F 1) := (hm _ hF).comp he.measurable have hiF : Integrable (fun p : ℝ×(ℕ → ℝ) => p.1*tiltMean μ (H (e p)) F 1) ((gaussianReal 0 1).prod countableGaussianLaw) := by apply ((memLp_id_gaussianReal (μ := 0) (v := 1) 1).integrable (by norm_num)).comp_fst countableGaussianLaw |>.mul_bdd hmF.aestronglyMeasurable exact ae_of_all _ fun p => by simpa only [Real.norm_eq_abs] using hb _ hF hD hFD (e p) have hiR : Integrable (fun p => R (e p)) ((gaussianReal 0 1).prod countableGaussianLaw) := Integrable.of_bound (hRm.comp he.measurable).aestronglyMeasurable (2*C*D) (ae_of_all _ fun p => by simpa only [Real.norm_eq_abs] using hRb (e p)) change (∫ g, g i*tiltMean μ (H g) F 1 ∂countableGaussianLaw) = ∫ g, R g ∂countableGaussianLaw rw [← intmap (fun g => g i*tiltMean μ (H g) F 1) ((measurable_pi_apply i).mul (hm _ hF)),← intmap _ hRm] simp only [e,resampleGaussianCoordinate,Function.update_self] change (∫ p, p.1*tiltMean μ (H (e p)) F 1 ∂(gaussianReal 0 1).prod countableGaussianLaw) = ∫ p, R (e p) ∂(gaussianReal 0 1).prod countableGaussianLaw rw [integral_prod_symm _ hiF,integral_prod_symm _ hiR] apply integral_congr_ae filter_upwards [hi0] with g hg let w : S → ℝ := H (Function.update g i 0) have hwm : Measurable w := hHg _ have hwI : Integrable (fun x => Real.exp (1*w x)) μ := by simpa only [one_mul] using hg let := tilt_law_probability_of_integrable μ hwI have heK (K : S → ℝ) (u : ℝ) : tiltMean (tiltLaw μ w 1) v K u = tiltMean μ (H (Function.update g i u)) K 1 := by rw [tilt_mean_twice_of_integrable μ hwm hwI u] congr 2 funext x simp only [one_mul] exact (haff g u x).symm have hh := gaussian_tilt_integrationByParts (tiltLaw μ w 1) hv hF hC hD hvC hFD simp_rw [heK] at hh exact hh lemma countableGaussian_coordinate_tilt_ibp_of_exp_integrable (i : ℕ) {H : (ℕ → ℝ) → S → ℝ} {v F : S → ℝ} (hH : Measurable (Function.uncurry H)) (hv : Measurable v) (hF : Measurable F) {C D : ℝ} (hC : 0 ≤ C) (hD : 0 ≤ D) (hvC : ∀ x, |v x| ≤ C) (hFD : ∀ x, |F x| ≤ D) (haff : ∀ g t x, H (Function.update g i t) x = H (Function.update g i 0) x+t*v x) (hi : ∀ᵐ g ∂countableGaussianLaw, Integrable (fun x => Real.exp (H g x)) μ) : (∫ g, g i*tiltMean μ (H g) F 1 ∂countableGaussianLaw) = ∫ g, tiltMean μ (H g) (fun x => v x*F x) 1- tiltMean μ (H g) F 1*tiltMean μ (H g) v 1 ∂countableGaussianLaw := countableGaussian_coordinate_tilt_ibp μ i hH hv hF hC hD hvC hFD haff (countableGaussian_affine_zero_exp_integrable μ i hv hvC haff hi) end SphericalPerceptronFreeEnergy end end OAI