import OAI.Probability.PosteriorReplicas.Geometry.FrameTubes namespace OAI open MeasureTheory ProbabilityTheory Set Matrix InnerProductSpace Metric open scoped ENNReal NNReal RealInnerProductSpace Topology noncomputable section namespace PosteriorReplicas @[fun_prop] lemma continuous_basePoint_label {d k : ℕ} (base : BaseLaw) (A : Rows d k) (x : Vec d) : Continuous (fun y => basePoint base A y x) := by cases base <;> unfold basePoint <;> fun_prop lemma baseDensity_sphere_clipped {d k : ℕ} (hk : k + 2 < d) {A : Rows d k} (hA : LinearIndependent ℝ A) (y : Labels k) : baseDensity .spherical A y = ENNReal.ofReal (baseProjectionConstant .spherical d k * (max (1 - ‖liftLabel A y‖^2) 0) ^ (((d : ℝ) - k - 2) / 2) / Real.sqrt (rowGram A).det) := by have hβ : 0 < ((d : ℝ) - k - 2) / 2 := by have : (k : ℝ) + 2 < d := by exact_mod_cast hk linarith rw [baseDensity.eq_def, ite_eq_left hA] dsimp only [baseProjectionConstant] by_cases hy : ‖liftLabel A y‖ < 1 · rw [ite_eq_left hy, max_eq_left (by nlinarith [norm_nonneg (liftLabel A y)])] · rw [ite_eq_right hy, max_eq_right (by nlinarith [le_of_not_gt hy]), Real.zero_rpow hβ.ne', mul_zero, zero_div, ENNReal.ofReal_zero] lemma continuous_baseDensity {d k : ℕ} (hk : k + 2 < d) (base : BaseLaw) {A : Rows d k} (hA : LinearIndependent ℝ A) : Continuous (baseDensity base A) := by cases base · have hβ : 0 ≤ ((d : ℝ) - k - 2) / 2 := by have : (k : ℝ) + 2 < d := by exact_mod_cast hk linarith have he : baseDensity .spherical A = fun y => ENNReal.ofReal (baseProjectionConstant .spherical d k * (max (1 - ‖liftLabel A y‖^2) 0) ^ (((d : ℝ) - k - 2) / 2) / Real.sqrt (rowGram A).det) := funext (baseDensity_sphere_clipped hk hA) rw [he] apply ENNReal.continuous_ofReal.comp apply Continuous.div_const apply Continuous.const_mul exact (Real.continuous_rpow_const hβ).comp (by fun_prop) · have he : baseDensity .gaussian A = fun y => ENNReal.ofReal ((2 * Real.pi) ^ (-(k : ℝ) / 2) * Real.exp (-‖liftLabel A y‖^2 / 2) / Real.sqrt (rowGram A).det) := by funext y rw [baseDensity.eq_def, ite_eq_left hA] rw [he] exact ENNReal.continuous_ofReal.comp (by fun_prop) lemma base_sample_representation {d k : ℕ} {A : Rows d k} (hA : LinearIndependent ℝ A) (hk : k < d) (base : BaseLaw) : ((volume.withDensity (baseDensity base A)).prod (stdGaussian (Vec d))).map (fun z => basePoint base A z.1 z.2) = base.measure d := by have : NeZero d := ⟨by omega⟩ have hb0 := (measurable_baseDensity (d := d) (k := k) base).comp (show Measurable (fun y : Labels k => (A,y)) from measurable_const.prodMk measurable_id) simp only [Function.comp_def] at hb0 have hb : Measurable (baseDensity base A) := hb0 have hm : Measurable (fun z : Labels k × Vec d => basePoint base A z.1 z.2) := by have h := (measurable_basePoint (d := d) (k := k) base).comp (show Measurable (fun z : Labels k × Vec d => ((A,z.1),z.2)) from (measurable_const.prodMk measurable_fst).prodMk measurable_snd) exact h have : IsProbabilityMeasure (volume.withDensity (baseDensity base A)) := by rw [← projected_base_measure hA hk] infer_instance apply Measure.ext_of_lintegral intro g hg have hgm : Measurable (fun z : Labels k × Vec d => g (basePoint base A z.1 z.2)) := hg.comp hm rw [lintegral_map hg hm, lintegral_prod _ hgm.aemeasurable, lintegral_withDensity_eq_lintegral_mul _ hb (by fun_prop), base_lintegral hA hk base hg] apply lintegral_congr intro y simp only [Pi.mul_apply] rw [baseFiber_eq_map, lintegral_map hg (measurable_basePoint_fixed base A y)] end PosteriorReplicas end end OAI