import Mathlib import OAI.Probability.SKRatio.Quantization.BinFunctional namespace OAI noncomputable section open scoped BigOperators Matrix open MeasureTheory ProbabilityTheory Filter Real namespace SKRatio.Bins open Planted Scalar SKRatioClock.Regression variable {α : Type*} [Fintype α] [DecidableEq α] {n : ℕ} attribute [local instance] Classical.propDecidable def siteMoment (p f : Fin n → ℝ) : ℝ := (∑ i, p i*f i)/sqrt (n:ℝ) lemma siteMoment_bin {σ : Fin n → α} (hcount : ∀ a, 0 f (σ i)) = moment (binT σ) (paramB z) f := by simpa only [siteMoment,Fintype.card_fin] using vectorOf_moment hcount z u f lemma momentProduct (p f q k : Fin n → ℝ) : siteMoment p f*siteMoment q k=(∑ i, p i*f i)*(∑ i, q i*k i)/(n:ℝ) := by unfold siteMoment rw [div_mul_div_comm,←pow_two,sq_sqrt (Nat.cast_nonneg n)] def correctedForm (β : ℝ) (H p : Fin n → ℝ) : ℝ := siteMoment p H*siteMoment p (fun i => v (H i))+ siteMoment p (fun _ => 1)*siteMoment p (fun i => H i*v (H i))- β^2*siteMoment p (fun _ => 1)*siteMoment p (fun i => v (H i))+ 2*β^2*siteMoment p (fun _ => 1)*siteMoment p (fun i => m (H i)*v (H i))+ diagonalForm (fun _ _ => β^2/(n:ℝ)) compactF (fun i => compactWeight (H i)) p+ weightedForm (fun _ _ => β^2/(n:ℝ)) compactK (fun i => compactWeight (H i)) p lemma deterministic_corrected (β : ℝ) (H p : Fin n → ℝ) : deterministicForm β H p = correctedForm β H p+ (β^2-(∑ i, H i)/(n:ℝ))*siteMoment p (fun _ => 1)*siteMoment p (fun i => v (H i)) := by unfold deterministicForm correctedForm rankForm simp only [mul_assoc] simp only [←mul_assoc,momentProduct,mul_one,Finset.sum_mul] ring lemma diagonalForm_bin {σ : Fin n → α} (hcount : ∀ a, 0 β^2/(n:ℝ)) compactF (fun i => compactWeight (h (σ i))) (vectorOf z u) = β^2*(∑ a, ∑ d, binT σ d^2*(v (h d)^2/(w (h a)+w (h d)))* ((paramB z a)^2+(paramR z a)^2)) := by let p := vectorOf z u let K : α → α → ℝ := fun a d => v (h d)^2/(w (h a)+w (h d)) have he : diagonalForm (fun _ _ => β^2/(n:ℝ)) compactF (fun i => compactWeight (h (σ i))) p = β^2/(n:ℝ)*(∑ i, ∑ j, p i^2*(1:ℝ)*K (σ i) (σ j)) := by simp only [diagonalForm,compactF_weight,Finset.sum_mul,Finset.mul_sum,K,mul_one] apply Finset.sum_congr rfl intro i _ apply Finset.sum_congr rfl intro j _ ring rw [he,double_weighted σ (fun i => p i^2) (fun _ => 1) K] simp only [p,vectorOf_sq_sum hcount,sum_const_bin σ (fun _ => 1),mul_one, binT_sq,Fintype.card_fin,Finset.mul_sum] apply Finset.sum_congr rfl intro a _ apply Finset.sum_congr rfl intro d _ dsimp [K] ring lemma weightedForm_bin {σ : Fin n → α} (hcount : ∀ a, 0 β^2/(n:ℝ)) compactK (fun i => compactWeight (h (σ i))) (vectorOf z u) = β^2*(∑ a, ∑ d, binT σ a*paramB z a*kernel (h a) (h d)*(binT σ d*paramB z d)) := by let p := vectorOf z u have he : weightedForm (fun _ _ => β^2/(n:ℝ)) compactK (fun i => compactWeight (h (σ i))) p = β^2/(n:ℝ)*(∑ i, ∑ j, p i*p j*kernel (h (σ i)) (h (σ j))) := by simp only [weightedForm,quadratic,compactK_weight,Finset.mul_sum] apply Finset.sum_congr rfl intro i _ apply Finset.sum_congr rfl intro j _ ring rw [he,double_weighted σ p p (fun a d => kernel (h a) (h d))] simp only [p,vectorOf_sum hcount,binT,Fintype.card_fin,Finset.mul_sum] apply Finset.sum_congr rfl intro a _ apply Finset.sum_congr rfl intro d _ rw [show sqrt (count σ a:ℝ)/sqrt (n:ℝ)*paramB z a*kernel (h a) (h d)* (sqrt (count σ d:ℝ)/sqrt (n:ℝ)*paramB z d) = (sqrt (count σ a:ℝ)*paramB z a*sqrt (count σ d:ℝ)*paramB z d*kernel (h a) (h d))/ (sqrt (n:ℝ))^2 by ring, sq_sqrt (Nat.cast_nonneg n)] ring theorem correctedForm_bin {σ : Fin n → α} (hcount : ∀ a, 0 h (σ i)) (vectorOf z u) = finiteA β (binT σ) h z := by unfold correctedForm rw [diagonalForm_bin hcount,weightedForm_bin hcount] simp only [siteMoment_bin hcount z u h,siteMoment_bin hcount z u (fun a => v (h a)), siteMoment_bin hcount z u (fun _ => 1),siteMoment_bin hcount z u (fun a => h a*v (h a)), siteMoment_bin hcount z u (fun a => m (h a)*v (h a))] rfl end SKRatio.Bins end end OAI