import Mathlib import OAI.Probability.SKRatio.Matrices.GaussianProductIntegral import OAI.Probability.SKRatio.Entropy.Partition namespace OAI section noncomputable section open scoped BigOperators Topology ENNReal NNReal open MeasureTheory ProbabilityTheory Real Filter namespace SKRatio.Planted open Calculus attribute [local instance] Classical.propDecidable variable {n : ℕ} def standardSample (β : ℝ) (n : ℕ) (z : Edge n → ℝ) : Disorder n := fun e => sqrt (β^2/n)*z e lemma standardSample_continuous (β : ℝ) (n : ℕ) : Continuous (standardSample β n) := by apply continuous_pi intro e exact (continuous_apply e).const_mul _ lemma standardSample_preserving (β : ℝ) (n : ℕ) : MeasurePreserving (standardSample β n) (Measure.pi (fun _ : Edge n => gaussianReal 0 1)) (disorderLaw β n) := by refine ⟨(standardSample_continuous β n).measurable,?_⟩ change Measure.map (fun (z : Edge n → ℝ) (e : Edge n) => sqrt (β^2/n)*z e) _ = _ rw [Measure.pi_map_pi (fun _ => by fun_prop)] unfold disorderLaw congr 1 funext e rw [gaussianReal_map_const_mul] congr 1 · simp · apply NNReal.coe_injective simp only [NNReal.coe_mk,mul_one, sq_sqrt (div_nonneg (sq_nonneg _) (Nat.cast_nonneg _)), Real.coe_toNNReal _ (div_nonneg (sq_nonneg _) (Nat.cast_nonneg _))] lemma hamiltonian_difference_le (g h : Disorder n) (x : Spin n) : |hamiltonian g 0 x-hamiltonian h 0 x| ≤ ∑ e,|g e-h e| := by rw [hamiltonian_edges,hamiltonian_edges,←Finset.sum_sub_distrib] calc _ ≤ ∑ e,|spinValue (x e.1.1)*g e*spinValue (x e.1.2)- spinValue (x e.1.1)*h e*spinValue (x e.1.2)| := Finset.abs_sum_le_sum_abs _ _ _ = _ := by apply Finset.sum_congr rfl intro e _ rw [←sub_mul,←mul_sub,abs_mul,abs_mul] cases x e.1.1 <;> cases x e.1.2 <;> simp [spinValue] lemma log_partition_difference_le (g h : Disorder n) : |log (partition g 0)-log (partition h 0)| ≤ ∑ e,|g e-h e| := by have hh (g h : Disorder n) : log (partition g 0) ≤ (∑ e,|g e-h e|)+log (partition h 0) := by have hp : partition g 0 ≤ exp (∑ e,|g e-h e|)*partition h 0 := by unfold partition weight rw [Finset.mul_sum] apply Finset.sum_le_sum intro x _ rw [←exp_add] apply exp_le_exp.mpr have ht := (le_abs_self _).trans (hamiltonian_difference_le g h x) linarith have ht := log_le_log (partition_pos _ _) hp rw [log_mul (exp_ne_zero _) (partition_pos _ _).ne',log_exp] at ht exact ht have hgh := hh g h have hhg := hh h g simp_rw [abs_sub_comm (h _) (g _)] at hhg exact abs_le.mpr ⟨by linarith,by linarith⟩ lemma edge_card_bound (n : ℕ) : (Fintype.card (Edge n):ℝ) ≤ (n:ℝ)^2 := by have h := Fintype.card_subtype_le (fun p : Fin n × Fin n => p.1 < p.2) simp only [Fintype.card_prod,Fintype.card_fin] at h exact_mod_cast (show Fintype.card (Edge n) ≤ n^2 from by simpa only [pow_two] using h) lemma standard_lipschitz_bound (β : ℝ) (n : ℕ) : sqrt (β^2/n)*sqrt (Fintype.card (Edge n)) ≤ (|β|+1)*sqrt ((n:ℝ)+1) := by by_cases hn : n=0 · subst n simpa using (by positivity : (0:ℝ) ≤ |β|+1) have hnR : 0 < (n:ℝ) := Nat.cast_pos.mpr (Nat.pos_of_ne_zero hn) have ha : 0 ≤ sqrt (β^2/n)*sqrt (Fintype.card (Edge n)) := by positivity have hb : 0 ≤ (|β|+1)*sqrt ((n:ℝ)+1) := by positivity apply (sq_le_sq₀ ha hb).mp rw [mul_pow,mul_pow,sq_sqrt (div_nonneg (sq_nonneg _) hnR.le),sq_sqrt (Nat.cast_nonneg _), sq_sqrt (by positivity : (0:ℝ) ≤ (n:ℝ)+1)] have h := mul_le_mul_of_nonneg_left (edge_card_bound n) (div_nonneg (sq_nonneg β) hnR.le) have he : β^2/(n:ℝ)*(n:ℝ)^2 = β^2*n := by field_simp rw [he] at h nlinarith [sq_abs β,abs_nonneg β,show (0:ℝ) ≤ n from hnR.le, mul_nonneg (abs_nonneg β) hnR.le] lemma log_partition_standard_lipschitz (β : ℝ) (n : ℕ) : LipschitzWith ⟨(|β|+1)*sqrt ((n:ℝ)+1),by positivity⟩ (fun z : EuclideanSpace ℝ (Edge n) => log (partition (standardSample β n z.ofLp) 0)) := by apply LipschitzWith.of_dist_le_mul intro z y rw [Real.dist_eq] calc _ ≤ ∑ e, |standardSample β n z.ofLp e-standardSample β n y.ofLp e| := log_partition_difference_le _ _ _ = sqrt (β^2/n) * ∑ e, |z e-y e| := by simp only [standardSample,←mul_sub,abs_mul,abs_of_nonneg (sqrt_nonneg _),Finset.mul_sum] _ ≤ sqrt (β^2/n) * (sqrt (Fintype.card (Edge n))*dist z y) := by apply mul_le_mul_of_nonneg_left _ (sqrt_nonneg _) have hs := Real.sum_mul_le_sqrt_mul_sqrt Finset.univ (fun _ : Edge n => (1:ℝ)) (fun e => |z e-y e|) simpa only [one_mul,one_pow,Finset.sum_const,Finset.card_univ,nsmul_eq_mul,mul_one, sq_abs,EuclideanSpace.dist_eq,Real.dist_eq] using hs _ ≤ ((|β|+1)*sqrt ((n:ℝ)+1))*dist z y := by rw [←mul_assoc] exact mul_le_mul_of_nonneg_right (standard_lipschitz_bound β n) dist_nonneg lemma log_partition_integrable (β : ℝ) (n : ℕ) : Integrable (fun g : Disorder n => log (partition g 0)) (disorderLaw β n) := by have hi := SKRatioGaussian.gaussianProduct_integrable_lipschitz (log_partition_standard_lipschitz β n) have hp := standardSample_preserving β n exact (hp.integrable_comp (by exact ((continuous_partition 0).log (fun g => (partition_pos g 0).ne')).aestronglyMeasurable)).mp hi lemma log_partition_centered_L1 (β : ℝ) (n : ℕ) : (∫ g : Disorder n, |log (partition g 0)- ∫ h : Disorder n, log (partition h 0) ∂disorderLaw β n| ∂disorderLaw β n) ≤ (2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1) := by have hp := standardSample_preserving β n have hh := SKRatioGaussian.gaussianProduct_centered_L1 (log_partition_standard_lipschitz β n) (show (0:ℝ≥0) < ⟨(|β|+1)*sqrt ((n:ℝ)+1),by positivity⟩ from by change (0:ℝ)<(|β|+1)*sqrt ((n:ℝ)+1); positivity) have hl : Continuous (fun g : Disorder n => log (partition g 0)) := (continuous_partition 0).log (fun g => (partition_pos g 0).ne') have he := (integral_map (μ := Measure.pi (fun _ : Edge n => gaussianReal 0 1)) hp.measurable.aemeasurable hl.aestronglyMeasurable).symm rw [hp.map_eq] at he change (∫ g : Disorder n, log (partition (standardSample β n g) 0) ∂Measure.pi (fun _ => gaussianReal 0 1)) = _ at he change (∫ g : Disorder n, |log (partition (standardSample β n g) 0)- ∫ h : Disorder n, log (partition (standardSample β n h) 0) ∂Measure.pi (fun _ => gaussianReal 0 1)| ∂Measure.pi (fun _ => gaussianReal 0 1)) ≤ _ at hh rw [he] at hh have he' := (integral_map (μ := Measure.pi (fun _ : Edge n => gaussianReal 0 1)) hp.measurable.aemeasurable ((hl.sub (continuous_const (y := ∫ h : Disorder n,log (partition h 0) ∂disorderLaw β n))).abs.aestronglyMeasurable)).symm rw [hp.map_eq] at he' simp only [Pi.sub_apply] at he' rw [he'] at hh change _ ≤ (2*exp (π^2/8))*((|β|+1)*sqrt ((n:ℝ)+1)) at hh simpa only [mul_assoc] using hh lemma log_partition_mean_upper (β : ℝ) (n : ℕ) : (∫ g : Disorder n, log (partition g 0) ∂disorderLaw β n) ≤ log ((2:ℝ)^n*exp (normalizingExponent β n)) := by let M := (2:ℝ)^n*exp (normalizingExponent β n) have hM : 0 < M := by dsimp [M]; positivity have hi := integral_mono (log_partition_integrable β n) (((integrable_const (log M)).add ((partition_integrable β n).div_const M)).sub (integrable_const 1)) (fun g => show log (partition g 0) ≤ log M+partition g 0/M-1 from by have hh := log_le_sub_one_of_pos (div_pos (partition_pos g 0) hM) rw [log_div (partition_pos _ _).ne' hM.ne'] at hh linarith) simp only [Pi.sub_apply,Pi.add_apply] at hi rw [integral_sub (f := fun g => log M+partition g 0/M) ((integrable_const _).add ((partition_integrable β n).div_const _)) (integrable_const _), integral_add (integrable_const _) ((partition_integrable β n).div_const _), integral_const,integral_const,probReal_univ,one_smul,integral_div,integral_partition] at hi change _ ≤ log M at ⊢ simp only [smul_eq_mul,one_mul] at hi change _ ≤ log M+M/M-1 at hi simpa only [div_self hM.ne',add_sub_cancel_right] using hi lemma log_partition_mean_lower {β : ℝ} (hβ : β^2 ≤ 1/2) (n : ℕ) : log ((2:ℝ)^n*exp (normalizingExponent β n))-log 2- 8*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1)) ≤ ∫ g : Disorder n, log (partition g 0) ∂disorderLaw β n := by let M := (2:ℝ)^n*exp (normalizingExponent β n) let m := ∫ g : Disorder n,log (partition g 0) ∂disorderLaw β n let L := (2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1) have hM : 0 < M := by dsimp [M]; positivity have hL : 0 ≤ L := by dsimp [L]; positivity have he : {g : Disorder n | M/2 ≤ partition g 0} = {g : Disorder n | log M-log 2 ≤ log (partition g 0)} := by ext g rw [←log_div hM.ne' (by norm_num)] exact (log_le_log_iff (by positivity) (partition_pos g 0)).symm have hprob := partition_lower_positive_probability hβ n change (1/8:ℝ) ≤ (disorderLaw β n).real {g | M/2 ≤ partition g 0} at hprob rw [he] at hprob change log M-log 2-8*L ≤ m by_cases ha : log M-log 2 ≤ m · linarith have hc : 0 < log M-log 2-m := by linarith have hi : Integrable (fun g : Disorder n => |log (partition g 0)-m|) (disorderLaw β n) := ((log_partition_integrable β n).sub (integrable_const m)).abs have hs := mul_meas_ge_le_integral_of_nonneg (μ := disorderLaw β n) (f := fun g => |log (partition g 0)-m|) (Eventually.of_forall (fun g => abs_nonneg _)) hi (log M-log 2-m) have hsub : {g : Disorder n | log M-log 2 ≤ log (partition g 0)} ⊆ {g : Disorder n | log M-log 2-m ≤ |log (partition g 0)-m|} := by intro g hg exact (sub_le_sub_right hg m).trans (le_abs_self _) have hp := hprob.trans (measureReal_mono (μ := disorderLaw β n) hsub) have hmul := mul_le_mul_of_nonneg_left hp hc.le have hb := log_partition_centered_L1 β n change (∫ g,|log (partition g 0)-m| ∂disorderLaw β n) ≤ L at hb linarith lemma log_partition_annealed_L1 {β : ℝ} (hβ : β^2 ≤ 1/2) (n : ℕ) : (∫ g : Disorder n, |log (partition g 0)- log ((2:ℝ)^n*exp (normalizingExponent β n))| ∂disorderLaw β n) ≤ 9*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1))+log 2 := by let a := log ((2:ℝ)^n*exp (normalizingExponent β n)) let m := ∫ g : Disorder n,log (partition g 0) ∂disorderLaw β n let L := (2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1) have hu : m ≤ a := log_partition_mean_upper β n have hl : a-log 2-8*L ≤ m := log_partition_mean_lower hβ n have hi : Integrable (fun g : Disorder n => |log (partition g 0)-m|) (disorderLaw β n) := ((log_partition_integrable β n).sub (integrable_const m)).abs have hineq := integral_mono (((log_partition_integrable β n).sub (integrable_const a)).abs) (hi.add (integrable_const (a-m))) (fun g => show |log (partition g 0)-a| ≤ |log (partition g 0)-m|+(a-m) from by have hh := abs_sub_le (log (partition g 0)) m a rw [abs_of_nonpos (sub_nonpos.mpr hu)] at hh linarith) simp only [Pi.add_apply,Pi.sub_apply] at hineq rw [integral_add hi (integrable_const _),integral_const,probReal_univ,one_smul] at hineq have hb : (∫ g,|log (partition g 0)-m| ∂disorderLaw β n) ≤ L := log_partition_centered_L1 β n change (∫ g : Disorder n, |log (partition g 0)-a| ∂disorderLaw β n) ≤ 9*L+log 2 linarith lemma partition_lower_probability {β κ : ℝ} (hβ : β^2 ≤ 1/2) (hκ : 0 < κ) {n : ℕ} (hn : 0 < n) : disorderLaw β n {g : Disorder n | partition g 0 < ((2:ℝ)^n*exp (normalizingExponent β n))*exp (-κ*n)} ≤ ENNReal.ofReal ((9*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1))+log 2)/(κ*n)) := by let M := (2:ℝ)^n*exp (normalizingExponent β n) have hM : 0 < M := by dsimp [M]; positivity let U := 9*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1))+log 2 let f : Disorder n → ℝ := fun g => |log (partition g 0)-log M| have hnR : 0 < (n:ℝ) := Nat.cast_pos.mpr hn have hkn : 0 < κ*n := mul_pos hκ hnR have hi : Integrable f (disorderLaw β n) := ((log_partition_integrable β n).sub (integrable_const (log M))).abs have hs := mul_meas_ge_le_integral_of_nonneg (μ := disorderLaw β n) (f := f) (Eventually.of_forall (fun g => abs_nonneg _)) hi (κ*n) have hsub : {g : Disorder n | partition g 0 < M*exp (-κ*n)} ⊆ {g : Disorder n | κ*n ≤ f g} := by intro g hg have hh := log_lt_log (partition_pos g 0) hg rw [log_mul hM.ne' (exp_ne_zero _),log_exp] at hh dsimp [f] have ht := neg_le_abs (log (partition g 0)-log M) linarith have hh := mul_le_mul_of_nonneg_left (measureReal_mono (μ := disorderLaw β n) hsub) hkn.le have hb := log_partition_annealed_L1 hβ n change (∫ g,f g ∂disorderLaw β n) ≤ U at hb have hreal : (disorderLaw β n).real {g : Disorder n | partition g 0 < M*exp (-κ*n)} ≤ U/(κ*n) := by apply (le_div_iff₀ hkn).mpr rw [mul_comm] exact hh.trans (hs.trans hb) rw [←ENNReal.ofReal_toReal (measure_ne_top _ _)] exact ENNReal.ofReal_le_ofReal hreal lemma sqrt_nat_add_div_tendsto : Tendsto (fun n : ℕ => sqrt ((n:ℝ)+1)/(n:ℝ)) atTop (𝓝 0) := by have hi : Tendsto (fun n : ℕ => (n:ℝ)⁻¹) atTop (𝓝 0) := tendsto_inv_atTop_zero.comp tendsto_natCast_atTop_atTop have hs := (hi.add (hi.pow 2)).sqrt have he : ∀ᶠ n : ℕ in atTop, sqrt ((n:ℝ)+1)/(n:ℝ) = sqrt ((n:ℝ)⁻¹+((n:ℝ)⁻¹)^2) := by filter_upwards [eventually_ge_atTop 1] with n hn have hnR : 0 < (n:ℝ) := Nat.cast_pos.mpr (by omega) rw [show (n:ℝ)⁻¹+((n:ℝ)⁻¹)^2 = ((n:ℝ)+1)/(n:ℝ)^2 by field_simp, sqrt_div (by positivity),sqrt_sq hnR.le] simpa only [zero_pow (by norm_num : (2:ℕ)≠0),zero_add,sqrt_zero] using hs.congr' (he.mono (fun _ h => h.symm)) lemma partition_lower_high_probability {β κ : ℝ} (hβ : β^2 ≤ 1/2) (hκ : 0 < κ) : Tendsto (fun n : ℕ => disorderLaw β n {g : Disorder n | partition g 0 < ((2:ℝ)^n*exp (normalizingExponent β n))*exp (-κ*n)}) atTop (𝓝 0) := by let C := 9*((2*exp (π^2/8))*(|β|+1)) have hi : Tendsto (fun n : ℕ => (n:ℝ)⁻¹) atTop (𝓝 0) := tendsto_inv_atTop_zero.comp tendsto_natCast_atTop_atTop have hreal : Tendsto (fun n : ℕ => (9*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1))+log 2)/(κ*n)) atTop (𝓝 0) := by have ht := (sqrt_nat_add_div_tendsto.const_mul (C/κ)).add (hi.const_mul (log 2/κ)) have he (n : ℕ) : (C/κ)*(sqrt ((n:ℝ)+1)/(n:ℝ))+(log 2/κ)*(n:ℝ)⁻¹ = (9*((2*exp (π^2/8))*(|β|+1)*sqrt ((n:ℝ)+1))+log 2)/(κ*n) := by dsimp [C] ring simpa only [he,mul_zero,add_zero] using ht have he := ENNReal.continuous_ofReal.continuousAt.tendsto.comp hreal simp only [Function.comp_def,ENNReal.ofReal_zero] at he apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds he (Eventually.of_forall (fun _ => bot_le)) filter_upwards [eventually_ge_atTop 1] with n hn exact partition_lower_probability hβ hκ (by omega) end SKRatio.Planted end end end OAI