import Mathlib namespace OAI noncomputable section open scoped BigOperators open MeasureTheory ProbabilityTheory Filter Real namespace SKRatio.Bins variable {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq α] attribute [local instance] Classical.propDecidable def sum (σ : ι → α) (f : ι → ℝ) (a : α) : ℝ := ∑ i with σ i = a, f i def overlap (σ : ι → α) (u z : ι → ℝ) (a : α) : ℝ := sum σ (fun i => u i*z i) a def ZeroSum (σ : ι → α) (u : ι → ℝ) : Prop := ∀ a, sum σ u a = 0 lemma sum_fibers (σ : ι → α) (f : ι → ℝ) : ∑ a, sum σ f a = ∑ i, f i := by classical simpa only [sum,Finset.mem_univ,true_and] using (Finset.sum_fiberwise_of_maps_to (s := Finset.univ) (t := Finset.univ) (g := σ) (fun _ _ => Finset.mem_univ _) f) lemma sum_weighted (σ : ι → α) (f : ι → ℝ) (c : α → ℝ) : ∑ i, f i*c (σ i) = ∑ a, sum σ f a*c a := by rw [←sum_fibers σ (fun i => f i*c (σ i))] apply Finset.sum_congr rfl intro a _ unfold sum rw [Finset.sum_mul] apply Finset.sum_congr rfl intro i hi change f i*c (σ i)=f i*c a rw [(Finset.mem_filter.mp hi).2] lemma zero_sum_weighted {σ : ι → α} {u : ι → ℝ} (hu : ZeroSum σ u) (c : α → ℝ) : (∑ i, u i*c (σ i)) = 0 := by rw [sum_weighted] simp only [show ∀ a, sum σ u a=0 from hu,zero_mul,Finset.sum_const_zero] lemma zero_sum_bilinear {σ : ι → α} {u : ι → ℝ} (hu : ZeroSum σ u) (z : ι → ℝ) (K : α → α → ℝ) : (∑ i, ∑ j, u i*z j*K (σ i) (σ j)) = 0 := by rw [Finset.sum_comm] apply Finset.sum_eq_zero intro j _ simpa only [mul_assoc] using zero_sum_weighted hu (fun a => z j*K a (σ j)) omit [Fintype α] in lemma overlap_symm (σ : ι → α) (u z : ι → ℝ) : overlap σ u z = overlap σ z u := by funext a simp only [overlap,mul_comm] omit [Fintype α] in lemma overlap_self_nonneg (σ : ι → α) (u : ι → ℝ) (a : α) : 0 ≤ overlap σ u u a := by exact Finset.sum_nonneg (fun i _ => mul_self_nonneg (u i)) omit [Fintype α] in lemma overlap_le {σ : ι → α} {u z : ι → ℝ} {s : α → ℝ} (hu : overlap σ u u = s) (hz : overlap σ z z = s) (a : α) : overlap σ u z a ≤ s a := by have h : 0 ≤ ∑ i with σ i=a, (u i-z i)^2 := Finset.sum_nonneg (fun _ _ => sq_nonneg _) have he : (∑ i with σ i=a, (u i-z i)^2) = overlap σ u u a+overlap σ z z a-2*overlap σ u z a := by unfold overlap sum simp only [Finset.mul_sum] rw [←Finset.sum_add_distrib,←Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ ring rw [he,hu,hz] at h linarith omit [Fintype α] in lemma overlap_abs_le {σ : ι → α} {u z : ι → ℝ} {s : α → ℝ} (hu : overlap σ u u = s) (hz : overlap σ z z = s) (a : α) : |overlap σ u z a| ≤ s a := by have hz' : overlap σ (fun i => -z i) (fun i => -z i) = s := by calc _ = overlap σ z z := by ext a; simp only [overlap,neg_mul_neg] _ = s := hz have hh := overlap_le hu hz' a have he : overlap σ u (fun i => -z i) a = -overlap σ u z a := by simp [overlap,sum] rw [he] at hh exact abs_le.mpr ⟨by linarith,overlap_le hu hz a⟩ omit [Fintype α] [DecidableEq α] in lemma overlap_product_bound {s q : α → ℝ} (hq : ∀ a, q a ≤ s a) (a d : α) : s a*s d-q a*q d ≤ s a*(s d-q d)+s d*(s a-q a) := by nlinarith only [mul_nonneg (sub_nonneg.mpr (hq a)) (sub_nonneg.mpr (hq d))] lemma double_weighted (σ : ι → α) (f g : ι → ℝ) (K : α → α → ℝ) : (∑ i, ∑ j, f i*g j*K (σ i) (σ j)) = ∑ a, ∑ d, sum σ f a*sum σ g d*K a d := by simp_rw [mul_assoc,←Finset.mul_sum,sum_weighted σ g] rw [sum_weighted σ f (fun a => ∑ d, sum σ g d*K a d)] lemma sum_overlap (σ : ι → α) (u z : ι → ℝ) : (∑ a, overlap σ u z a) = ∑ i, u i*z i := sum_fibers _ _ end SKRatio.Bins end end OAI