import AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedTerminalExecution
import AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedKLOneStep
import AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.IdealRGOIdentification
/-!
# Actual enhanced-state finite output KL

Source: SPHMC arXiv:2609.06906v1 Section 6.3, A1 error recursion and terminal
base case. This is the actual finite-output consumer at q=2. The stage
sampler M remains arbitrary: its actual observation KL is retained, possibly
infinite. Neither the numerical stage budget (6.5) nor final Delta-squared
accuracy or total query cost is asserted.

EnhancedTerminalExecution constructs the actual full-state transition P and
terminal retry program Lt, including the retained reference obtained from the
pre-noise sample. The theorem exposes their actual transition and terminal
stream pushforward laws. EnhancedKLOneStep supplies the real volume Gibbs
probability, target TG, ideal Gaussian observation H and one-step KL bound.
The two transitions are identified by their full update formulas and the
real/nonnegative stopping threshold coercion, not by a projected chain.

On the actual P^J terminal support, capped precision equals current precision
and is strictly greater than one. The nested volume Gibbs tilt equals the
terminal Gaussian tilt. Exponential integrability is derived from actual
Gibbs probability before combining tilts. The correct RN second moment,
dLt/dTG integrated under TG, bounds KL via the square deviation; probability
mass and square integrability are established before integral algebra.

The KL recurrence accumulates observation error along actual P^j(s0). Only
on terminal support is its residual replaced by eps^2=Delta^2/(J+1). The
actual cap output identity yields the same bound at J+m, without extra error
terms. Support, cap identity, inner first-hit criteria, output measurability
and costs are consumed parent facts, not all repeated public conjuncts.

The setting is normalized beta=1,kappa>=1 with genuine C2 Hessian bounds and
positive finite dimension. Source step eta is positive measurable and bounded
by c<1/4; Delta lies in (0,1/2]. The initial reference and history are arbitrary;
this does not prove their origin or initialization cost. Outside terminal
support, max(b,B^-1) is the terminal program extension; target identification
is not asserted there. Actual M accuracy,stage/initialization costs and both
complete paper main results remain separate.
-/

open MeasureTheory ProbabilityTheory InformationTheory
open scoped ENNReal NNReal
noncomputable section
namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL

private theorem klFun_le_square {x : ℝ} (hx : 0 ≤ x) : klFun x ≤ (x-1)^2 := by
  rcases eq_or_lt_of_le hx with h | h
  · subst x
    norm_num [klFun_zero]
  · have he := mul_le_mul_of_nonneg_left (Real.log_le_sub_one_of_pos h) hx
    rw [klFun_apply]
    nlinarith

private theorem kl_le_second_moment {X : Type*} [MeasurableSpace X]
    (μ ν : Measure X) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
    (hac : μ ≪ ν) (eps : ℝ)
    (hI : Integrable (fun x => ((μ.rnDeriv ν x).toReal)^2) ν)
    (hB : (∫ x, ((μ.rnDeriv ν x).toReal)^2 ∂ν) ≤ 1+eps^2) :
    klDiv μ ν ≤ ENNReal.ofReal (eps^2) := by
  let r := fun x => (μ.rnDeriv ν x).toReal
  have hr : Integrable r ν := by
    simpa [r] using Measure.integrableOn_toReal_rnDeriv
      (μ := μ) (ν := ν) (s := Set.univ) (measure_ne_top μ Set.univ)
  have hmass : (∫ x, r x ∂ν) = 1 := by
    simpa [r] using Measure.integral_toReal_rnDeriv hac
  have h2 : Integrable (fun x => r x^2) ν := hI
  have hlin : Integrable (fun x => 2*r x) ν := hr.const_mul 2
  have hpoly : Integrable (fun x => r x^2-2*r x) ν := h2.sub hlin
  have heq : (fun x => (r x-1)^2) = (fun x => r x^2-2*r x+1) := by
    funext x
    ring
  have hsq : Integrable (fun x => (r x-1)^2) ν := by
    rw [heq]
    exact hpoly.add (integrable_const 1)
  have hint : (∫ x, (r x-1)^2 ∂ν) ≤ eps^2 := by
    rw [heq, integral_add hpoly (integrable_const 1),
      integral_sub h2 hlin, integral_const_mul, hmass]
    simp only [integral_const, probReal_univ, smul_eq_mul, one_mul]
    change (∫ x, r x^2 ∂ν) ≤ 1+eps^2 at hB
    linarith
  rw [klDiv_eq_lintegral_klFun_of_ac hac]
  calc
    _ ≤ ∫⁻ x, ENNReal.ofReal ((r x-1)^2) ∂ν := by
      apply lintegral_mono
      intro x
      exact ENNReal.ofReal_le_ofReal (klFun_le_square ENNReal.toReal_nonneg)
    _ = ENNReal.ofReal (∫ x, (r x-1)^2 ∂ν) :=
      (ofReal_integral_eq_lintegral_ofReal hsq (ae_of_all _ fun x => sq_nonneg _)).symm
    _ ≤ ENNReal.ofReal (eps^2) := ENNReal.ofReal_le_ofReal hint

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
open MeasureTheory ProbabilityTheory InformationTheory
open scoped ENNReal NNReal
noncomputable section
namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
  [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]

private theorem actual_terminal_target (V : E → ℝ) (hV : Differentiable ℝ V)
    (β : ℝ≥0) (hlip : LipschitzWith β (gradient V))
    [IsProbabilityMeasure ((volume : Measure E).tilted (fun x => -V x))]
    (b : ℝ) (hb : 0 < b) (hstep : (β:ℝ)*b⁻¹ < 1) (u : E) :
    (((volume : Measure E).tilted (fun x => -V x)).tilted
      (fun x => -b/2*‖x-u‖^2)) =
    ((stdGaussian E).map (fun z => u+Real.sqrt b⁻¹ • z)).tilted (fun x => -V x) := by
  have hI : Integrable (fun x => Real.exp (-V x)) (volume : Measure E) := by
    by_contra h
    have hz := tilted_of_not_integrable h
    have hm := measure_univ (μ := (volume : Measure E).tilted (fun x => -V x))
    rw [hz] at hm
    simp at hm
  have hi := AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.IdealRGOIdentification.ideal_rgo_identification
    V hV β hlip b⁻¹ (inv_pos.2 hb) hstep u u
  obtain ⟨_,_,_,_,_,_,heq,hvol⟩ := hi
  rw [tilted_tilted hI]
  have hf : ((fun x => -V x)+(fun x => -b/2*‖x-u‖^2)) =
      (fun x => -(V x+‖x-u‖^2/(2*b⁻¹))) := by
    funext x
    simp only [Pi.add_apply]
    field_simp
    ring
  rw [hf, Measure.tilted]
  exact hvol.symm.trans heq

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
open MeasureTheory ProbabilityTheory InformationTheory
open scoped ENNReal NNReal
noncomputable section
universe u
namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
private theorem kernel_error_sum {A : Type u} [MeasurableSpace A] (P : Kernel A A) [IsMarkovKernel P]
    (e t : A → ℝ≥0∞) (he : Measurable e) (ht : Measurable t)
    (f : ℕ → A → ℝ≥0∞) (hzero : ∀ s, f 0 s ≤ t s)
    (hstep : ∀ n s, f (n+1) s ≤ e s + ∫⁻ x, f n x ∂P s) :
    ∀ n s, f n s ≤ (∑ j ∈ Finset.range n, ∫⁻ x, e x ∂(P^j) s) + ∫⁻ x, t x ∂(P^n) s := by
  have hp (n : ℕ) : IsMarkovKernel (P^n) := by
    induction n with
    | zero => change IsMarkovKernel Kernel.id; infer_instance
    | succ n ih =>
      let := ih
      rw [pow_succ]
      change IsMarkovKernel ((P^n) ∘ₖ P)
      infer_instance
  let := hp
  have hi (n : ℕ) : Measurable (fun s => ∫⁻ x, e x ∂(P^n) s) := he.lintegral_kernel
  intro n
  induction n with
  | zero =>
    intro s
    simp only [Finset.range_zero,Finset.sum_empty,zero_add,pow_zero]
    change f 0 s ≤ ∫⁻ x, t x ∂Measure.dirac s
    simpa only [lintegral_dirac' s ht] using hzero s
  | succ n ih =>
    intro s
    calc
      f (n+1) s ≤ e s + ∫⁻ x, f n x ∂P s := hstep n s
      _ ≤ e s + ∫⁻ x, (∑ j ∈ Finset.range n, ∫⁻ y, e y ∂(P^j) x) +
          ∫⁻ y, t y ∂(P^n) x ∂P s := add_le_add le_rfl (lintegral_mono ih)
      _ = _ := by
        rw [lintegral_add_left (Finset.measurable_sum _ (fun j _ => hi j))]
        rw [lintegral_finsetSum _ (fun j _ => hi j)]
        have hei (j : ℕ) : (∫⁻ x, ∫⁻ y, e y ∂(P^j) x ∂P s) = ∫⁻ y, e y ∂(P^(j+1)) s := by
          rw [pow_succ]
          exact (Kernel.lintegral_comp (P^j) P s he).symm
        have hti : (∫⁻ x, ∫⁻ y, t y ∂(P^n) x ∂P s) = ∫⁻ y, t y ∂(P^(n+1)) s := by
          rw [pow_succ]
          exact (Kernel.lintegral_comp (P^n) P s ht).symm
        simp_rw [hei]
        rw [hti,Finset.sum_range_succ']
        simp only [pow_zero]
        rw [show (1 : Kernel A A) s = Measure.dirac s from rfl,lintegral_dirac' s he]
        change e s + ((∑ j ∈ Finset.range n, ∫⁻ x, e x ∂(P^(j+1)) s) + _) =
          ((∑ j ∈ Finset.range n, ∫⁻ x, e x ∂(P^(j+1)) s) + e s) + _
        ac_rfl
private theorem composed_error_sum {S E : Type u} [MeasurableSpace S] [MeasurableSpace E]
    (P : Kernel S S) (T L : Kernel S E)
    [IsMarkovKernel P] [IsMarkovKernel T] [IsMarkovKernel L]
    (e : S → ℝ≥0∞) (he : Measurable e)
    (hstep : ∀ R : Kernel S E, IsMarkovKernel R →
      Measurable (fun s => klDiv (R s) (T s)) ∧
      ∀ s, klDiv ((R ∘ₖ P) s) (T s) ≤ e s+∫⁻ t, klDiv (R t) (T t) ∂P s) :
    ∀ n s, klDiv ((L ∘ₖ (P^n)) s) (T s) ≤
      (∑ j ∈ Finset.range n, ∫⁻ t, e t ∂(P^j) s)+
      ∫⁻ t, klDiv (L t) (T t) ∂(P^n) s := by
  have hp (n : ℕ) : IsMarkovKernel (P^n) := by
    induction n with
    | zero => change IsMarkovKernel Kernel.id; infer_instance
    | succ n ih =>
      let := ih
      rw [pow_succ]
      change IsMarkovKernel ((P^n) ∘ₖ P)
      infer_instance
  let := hp
  apply kernel_error_sum P e (fun s => klDiv (L s) (T s)) he (hstep L inferInstance).1
    (fun n s => klDiv ((L ∘ₖ (P^n)) s) (T s))
  · intro s
    rw [pow_zero]
    change klDiv ((L ∘ₖ Kernel.id) s) (T s) ≤ klDiv (L s) (T s)
    rw [Kernel.comp_id]
  · intro n s
    have h := (hstep (L ∘ₖ (P^n)) inferInstance).2 s
    rw [pow_succ]
    change klDiv ((L ∘ₖ ((P^n) ∘ₖ P)) s) (T s) ≤ _
    rw [← Kernel.comp_assoc]
    exact h

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
open MeasureTheory ProbabilityTheory InformationTheory
open scoped ENNReal NNReal
noncomputable section
namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
private theorem terminal_precision_large (κ b0 : ℝ≥0) (hκ : 1 ≤ κ)
    (d Δ : ℝ) (hd : 1 ≤ d) (hΔ : 0 < Δ) (hΔ1 : Δ ≤ 1/2) :
    let K := (1+(b0:ℝ))/((κ:ℝ)⁻¹+b0)
    let L := 2+Real.log (K*d*2/Δ)
    let B := (1/1024)/(Real.sqrt (d*L)+L)
    0 < B ∧ 1 < B⁻¹ := by
  intro K L B
  have hk : (1:ℝ) ≤ κ := by exact_mod_cast hκ
  have hk0 : 0 < (κ:ℝ) := lt_of_lt_of_le zero_lt_one hk
  have hki : (κ:ℝ)⁻¹ ≤ 1 := (inv_le_one₀ hk0).2 hk
  have hden : 0 < (κ:ℝ)⁻¹+(b0:ℝ) := add_pos_of_pos_of_nonneg (inv_pos.2 hk0) b0.coe_nonneg
  have hK : 1 ≤ K := by
    apply (le_div_iff₀ hden).2
    linarith
  have hprod : 1 ≤ K*d := by nlinarith
  have harg : 1 ≤ K*d*2/Δ := by
    apply (le_div_iff₀ hΔ).2
    linarith
  have hL : 2 ≤ L := by
    dsimp only [L]
    linarith [Real.log_nonneg harg]
  have hs : 0 ≤ Real.sqrt (d*L) := Real.sqrt_nonneg _
  have hb0 : 0 < B := div_pos (by norm_num) (by linarith)
  refine ⟨hb0,?_⟩
  apply (one_lt_inv₀ hb0).2
  apply (div_lt_one (by linarith : 0 < Real.sqrt (d*L)+L)).2
  linarith

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
open Set
namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL
variable {E S X : Type*} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace ℝ E]
  [FiniteDimensional ℝ E] [BorelSpace E] [MeasurableSpace S] [MeasurableSpace X]
private def firstIndex (q : ℕ → X → ℝ) (b : X → ℝ) (s : X) : ℕ := by
  classical
  exact if h : ∃ n, q n s ≤ b s then Nat.find h else 0

private def scaledCached (V : E → ℝ) (A : S → ℝ) (h g : S → E)
    (p : (S × E) × (ℝ × E)) : ℝ :=
  let s := p.1.1
  let x := p.1.2
  let t := p.2.1
  let z := Real.sqrt (A s) • p.2.2
  inner ℝ ((Real.pi/2) • (Real.cos (Real.pi/2*t) • (x-h s)-
    Real.sin (Real.pi/2*t) • z))
    (g s-gradient V (h s+Real.sin (Real.pi/2*t) • (x-h s)+
      Real.cos (Real.pi/2*t) • z))

private abbrev Attempt (X A : Type*) := X × (ℕ × ((ℕ → A) × ℝ))

private def attemptLaw {X A : Type*} [MeasurableSpace X] [MeasurableSpace A]
    (q : Measure X) (nu : Measure A) (B : ℝ) (hB : 0 < B) : Measure (Attempt X A) :=
  q.prod ((poissonMeasure (⟨2*B, by positivity⟩ : ℝ≥0)).prod
    ((Measure.infinitePi (fun _ : ℕ => nu)).prod (volume.restrict (Set.Icc 0 1))))

private def accepted {X A : Type*} (W : X × A → ℝ) (B : ℝ) : Set (Attempt X A) :=
  {p | p.2.2.2 ≤ ∏ i : Fin p.2.1, (B+W (p.1,p.2.2.1 i.val))/(2*B)}

private def output {X A : Type*} (W : X × A → ℝ) (B : ℝ) (x0 : X)
    (omega : ℕ → Attempt X A) : X := by
  classical
  exact if h : ∃ n, omega n ∈ accepted W B then (omega (Nat.find h)).1 else x0


local notation "S" => ℝ≥0 × E × E × ℕ × (ℕ → E)
set_option maxHeartbeats 2000000 in
theorem finite_output_kl {V : E → ℝ} (κ : ℝ≥0) (hκ : 1 ≤ κ)
    (hV : ContDiff ℝ 2 V)
    (hH : ∀ x w : E, (κ:ℝ)⁻¹*‖w‖^2 ≤ fderiv ℝ (fderiv ℝ V) x w w ∧
      fderiv ℝ (fderiv ℝ V) x w w ≤ ‖w‖^2)
    (hd : 0 < Module.finrank ℝ E)
    (η : S → ℝ) (hηm : Measurable η) (c Δ : ℝ)
    (hc : 0 < c) (hc1 : c < 1/4) (hη : ∀ s, 0 < η s ∧ η s ≤ c)
    (hΔ : 0 < Δ) (hΔ1 : Δ ≤ 1/2)
    (s0 : S) (M : Kernel S E) [IsMarkovKernel M] :
    let d : ℝ := Module.finrank ℝ E
    let K := fun r : ℝ => (1+r)/((κ:ℝ)⁻¹+r)
    let τ := fun s : S => if 2 ≤ K s.1 then K s.1 else c
    let L := (2:ℝ)+Real.log (K s0.1*d*(2:ℝ)/Δ)
    let B := (1/1024)/(Real.sqrt (d*L)+L)
    let J := Nat.ceil (8*Real.log (Real.exp 1*K s0.1/B))
    let _eps := Δ/Real.sqrt ((J:ℝ)+1)
    let v := fun s : S => (η s+τ s)/(1+s.1)
    let bp := fun s : S => s.1+Real.toNNReal (v s)⁻¹
    let obs := fun p : S × (E × E) => p.2.1+Real.sqrt (τ p.1/(1+p.1.1)) • p.2.2
    let center := fun p : S × (E × E) => (bp p.1:ℝ)⁻¹ •
      ((p.1.1:ℝ) • p.1.2.1+(v p.1)⁻¹ • obs p)
    let F := fun p x => V x+(bp p.1:ℝ)/2*‖x-center p‖^2
    let T := fun p x => x-(1+(bp p.1:ℝ))⁻¹ • gradient (F p) x
    let Qn := fun n p => ‖gradient (F p) ((T p)^[n] p.2.1)‖^2
    let N := firstIndex Qn (fun p => ((κ:ℝ)⁻¹+bp p.1)*d)
    let update := fun p : S × (E × E) =>
      (bp p.1,center p,(T p)^[N p] p.2.1,p.1.2.2.2.1+1,
        fun n => Nat.casesOn n (obs p) p.1.2.2.2.2)
    let bb := fun s : S => max (s.1:ℝ) B⁻¹
    let TF := fun s x => V x+bb s/2*‖x-s.2.1‖^2
    let TT := fun s x => x-(1+bb s)⁻¹ • gradient (TF s) x
    let TQn := fun n s => ‖gradient (TF s) ((TT s)^[n] (s.2.2.1))‖^2
    let TN := firstIndex TQn (fun s => d*bb s)
    let txp := fun s => (TT s)^[TN s] (s.2.2.1)
    let TA := fun s => (bb s)⁻¹
    let tg := fun s => gradient V (txp s)
    let th := fun s => s.2.1-TA s • tg s
    let tnu := (volume.restrict (Ioc (0 : ℝ) 1)).prod (stdGaussian E)
    let tW := fun s (p : E × (ℝ × E)) => min 1 (max (-1) (scaledCached V TA th tg ((s,p.1),p.2)))
    let tproposal := fun s => (stdGaussian E).map (fun z => th s+Real.sqrt (TA s) • z)
    let trho := fun s => Measure.infinitePi (fun _ : ℕ => attemptLaw (tproposal s) tnu 1 (by norm_num))
    let _tpi := fun s => ((stdGaussian E).map (fun z => s.2.1+Real.sqrt (TA s) • z)).tilted (fun x => -V x)
    let μV := (volume : Measure E).tilted (fun x => -V x)
    IsProbabilityMeasure μV ∧
    ∃ (Lt : Kernel S E) (P : Kernel S S) (TG H : Kernel S E),
      IsMarkovKernel Lt ∧ IsMarkovKernel P ∧ IsMarkovKernel TG ∧ IsMarkovKernel H ∧
      (∀ s, P s=if B⁻¹ ≤ (s.1:ℝ) then Measure.dirac s else
        ((M s).prod (stdGaussian E)).map (fun z => update (s,z))) ∧
      (∀ s, (trho s).map (output (tW s) 1 0)=Lt s) ∧
      (∀ s, TG s=μV.tilted (fun x => -((s.1:ℝ)/2)*‖x-s.2.1‖^2)) ∧
      (∀ s, H s=AutoSamplingTheory.TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing
        (TG s) (Real.sqrt (v s))) ∧
      let Q := fun s => AutoSamplingTheory.TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing
        (M s) (Real.sqrt (τ s/(1+s.1)))
      let e := fun s => if B⁻¹ ≤ (s.1:ℝ) then 0 else klDiv (Q s) (H s)
      Measurable e ∧ ∀ m : ℕ,
        klDiv ((Lt ∘ₖ (P^(J+m))) s0) (TG s0) ≤
          (∑ j ∈ Finset.range J, ∫⁻ s, e s ∂(P^j) s0)+
          ENNReal.ofReal (Δ^2/((J:ℝ)+1)) := by
  classical
  intro d K τ L B J eps v bp obs center F T Qn N update bb TF TT TQn TN txp TA tg th tnu tW tproposal trho tpi μV
  have ht := AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedTerminalExecution.enhanced_terminal_execution
    κ hκ hV hH hd η hηm c 2 Δ hc hc1 hη (by norm_num) hΔ hΔ1 s0 M
  obtain ⟨hB,heps,heps1,hbb,hn,hxp,hres,Lt,P,hLt,hP,hPs,hmass,hstable,hacc⟩ := ht
  let := hLt
  let := hP
  have hk0 : (0:ℝ≥0) < κ := lt_of_lt_of_le (by norm_num) hκ
  have ha0 : (0:ℝ≥0) < κ⁻¹ := inv_pos.2 hk0
  have ha1 : κ⁻¹ ≤ (1:ℝ≥0) := (inv_le_one₀ hk0).2 hκ
  have hHm : ∀ x w : E, ((κ⁻¹:ℝ≥0):ℝ)*‖w‖^2 ≤ fderiv ℝ (fderiv ℝ V) x w w ∧
      fderiv ℝ (fderiv ℝ V) x w w ≤ ((1:ℝ≥0):ℝ)*‖w‖^2 := by simpa using hH
  have hdR : 0 < (Module.finrank ℝ E:ℝ) := by exact_mod_cast hd
  have hτm : Measurable τ := by
    have hKm : Measurable (fun s : S => K s.1) := by dsimp [K]; fun_prop
    exact Measurable.ite (measurableSet_le measurable_const hKm) hKm measurable_const
  have hτ0 (s : S) : 0 < τ s := by
    dsimp only [τ]
    split_ifs with h
    · linarith
    · exact hc
  have hs := AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedKLOneStep.one_step_kl_error
    ha0 ha1 hV hHm hdR η τ hηm hτm (fun s => (hη s).1) hτ0 M (Real.toNNReal B⁻¹)
  obtain ⟨hμ,TG,H,P',hTG,hHG,hP',hTGf,hHf,hPsf,he',hsteps⟩ := hs
  let := hμ
  let := hTG
  let := hHG
  let := hP'
  have hstop (s : S) : Real.toNNReal B⁻¹ ≤ s.1 ↔ B⁻¹ ≤ (s.1:ℝ) := by
    change ((Real.toNNReal B⁻¹:ℝ≥0):ℝ) ≤ (s.1:ℝ) ↔ B⁻¹ ≤ (s.1:ℝ)
    rw [Real.coe_toNNReal _ (inv_pos.2 hB).le]
  have hPeq : P'=P := by
    apply Kernel.ext
    intro s
    have hx := hPsf s
    simp only [NNReal.coe_one,NNReal.coe_inv] at hx
    have hy : P s=if B⁻¹ ≤ (s.1:ℝ) then Measure.dirac s else
        ((M s).prod (stdGaussian E)).map (fun z => update (s,z)) := hPs s
    by_cases hs : B⁻¹ ≤ (s.1:ℝ)
    · have hs' := (hstop s).2 hs
      simp only [if_pos hs'] at hx
      simp only [if_pos hs] at hy
      exact hx.trans hy.symm
    · have hs' : ¬Real.toNNReal B⁻¹ ≤ s.1 := fun h => hs ((hstop s).1 h)
      simp only [if_neg hs'] at hx
      simp only [if_neg hs] at hy
      exact hx.trans hy.symm
  subst P'
  refine ⟨hμ,Lt,P,TG,H,hLt,hP,hTG,hHG,hPs,?_,hTGf,?_,?_⟩
  · intro s
    exact (hacc s).1.2.1
  · intro s
    simpa only [NNReal.coe_one] using hHf s
  intro Q e
  have heq : (fun s : S => if Real.toNNReal B⁻¹ ≤ s.1 then 0 else
      klDiv (AutoSamplingTheory.TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing
        (M s) (Real.sqrt (τ s/(1+s.1)))) (H s)) = e := by
    funext s
    by_cases hs : B⁻¹ ≤ (s.1:ℝ)
    · have hs' := (hstop s).2 hs
      simp only [if_pos hs',e,if_pos hs]
    · have hs' : ¬Real.toNNReal B⁻¹ ≤ s.1 := fun h => hs ((hstop s).1 h)
      simp only [if_neg hs',e,Q,if_neg hs]
  have he : Measurable e := by
    simp only [NNReal.coe_one] at he'
    rw [heq] at he'
    exact he'
  have hstep : ∀ R : Kernel S E, IsMarkovKernel R →
      Measurable (fun s => klDiv (R s) (TG s)) ∧
      ∀ s, klDiv ((R ∘ₖ P) s) (TG s) ≤ e s+∫⁻ t, klDiv (R t) (TG t) ∂P s := by
    intro R hR
    let := hR
    have hh := hsteps R
    simp only [NNReal.coe_one] at hh
    refine ⟨hh.1,fun s => ?_⟩
    have hh' := hh.2 s
    have heqs := congrFun heq s
    rw [heqs] at hh'
    exact hh' 
  refine ⟨he,?_⟩
  have hd1 : 1 ≤ d := by
    have hn1 : 1 ≤ Module.finrank ℝ E := hd
    dsimp only [d]
    exact_mod_cast hn1
  have hBlarge : 1 < B⁻¹ := (terminal_precision_large κ s0.1 hκ d Δ hd1 hΔ hΔ1).2
  have hlip : LipschitzWith (1:ℝ≥0) (gradient V) := by
    have hh := (AutoSamplingTheory.TechnicalLemmas.Analysis.QuadraticRegularization.strongConvexOn_and_lipschitzWith_gradient_add_quadratic
      (r:=0) hV hHm (0:E)).2
    simpa using hh
  have hterminal (s : S) (hs : B⁻¹ ≤ (s.1:ℝ)) : klDiv (Lt s) (TG s) ≤ ENNReal.ofReal (eps^2) := by
    have hb1 : 1 < (s.1:ℝ) := lt_of_lt_of_le hBlarge hs
    have hb0 : 0 < (s.1:ℝ) := lt_trans zero_lt_one hb1
    have hbstep : ((1:ℝ≥0):ℝ)*(s.1:ℝ)⁻¹ < 1 := by
      simpa using (inv_lt_one₀ hb0).2 hb1
    have heqt : TG s=tpi s := by
      rw [hTGf]
      have hh := actual_terminal_target V (hV.differentiable (by norm_num)) 1 hlip
        (s.1:ℝ) hb0 hbstep s.2.1
      have hbs : bb s=(s.1:ℝ) := hbb s hs
      dsimp only [tpi,TA]
      rw [hbs]
      simpa only [neg_div] using hh
    obtain ⟨_,hpi,_,hac,_,hI,_,_,_,hbound,_,_⟩ := hacc s
    let := hpi
    rw [heqt]
    apply kl_le_second_moment (Lt s) (tpi s) hac eps
    · simpa only [Real.rpow_two] using hI
    · simpa only [Real.rpow_two] using hbound
  have hPJ : IsMarkovKernel (P^J) := by
    induction J with
    | zero => change IsMarkovKernel Kernel.id; infer_instance
    | succ n ih =>
      let := ih
      rw [pow_succ]
      change IsMarkovKernel ((P^n) ∘ₖ P)
      infer_instance
  let := hPJ
  have hD : ∀ᵐ s ∂(P^J) s0, B⁻¹ ≤ (s.1:ℝ) := by
    rw [ae_iff]
    have hbMeas : Measurable (fun s : S => (s.1:ℝ)) := by fun_prop
    have hm : MeasurableSet {s : S | B⁻¹ ≤ (s.1:ℝ)} := measurableSet_le measurable_const hbMeas
    change (P^J) s0 {s : S | B⁻¹ ≤ (s.1:ℝ)}ᶜ=0
    rw [measure_compl hm (measure_ne_top _ _), hmass, measure_univ, tsub_self]
  have hresidual : (∫⁻ s, klDiv (Lt s) (TG s) ∂(P^J) s0) ≤ ENNReal.ofReal (eps^2) := by
    calc
      _ ≤ ∫⁻ _s, ENNReal.ofReal (eps^2) ∂(P^J) s0 :=
        lintegral_mono_ae (hD.mono fun s hs => hterminal s hs)
      _ = _ := by rw [lintegral_const, measure_univ, mul_one]
  have hepssq : eps^2=Δ^2/((J:ℝ)+1) := by
    dsimp only [eps]
    rw [div_pow, Real.sq_sqrt (by positivity)]
  intro m
  rw [hstable m]
  have hf := composed_error_sum P TG Lt e he hstep J s0
  exact hf.trans (add_le_add le_rfl (by simpa only [hepssq] using hresidual))

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.EnhancedFiniteOutputKL