Actual Gaussian convolution density and C2 normalized potential
AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_potential_c2 · theorem · Teaching coverage
Mathematical statement
The actual Gaussian add-noise probability law equals volume.withDensity(ofReal(C_eta Z_eta)). Its density is strictly positive at every y, Z_eta is globally C2, and the exact negative-log density U_eta=-log(C_eta Z_eta) is globally C2. The input law may be singular and may lack moments.
Lean statement · gaussian_convolution_potential_c2
Actual Gaussian pushforward equals explicit volume density, with everywhere-positive normalizer and genuine C2 negative-log density.
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem gaussian_convolution_potential_c2 (μ : Measure E) [IsProbabilityMeasure μ]
{η : ℝ} (hη : 0 < η) :
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let Z := fun y : E => ∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity (fun y => ENNReal.ofReal (C*Z y)) ∧
(∀ y, 0 < C*Z y) ∧ ContDiff ℝ 2 Z ∧
ContDiff ℝ 2 (fun y => -Real.log (C*Z y))Proof roadmap
- 1Differentiate the actual Gaussian weight
For u=y-x, w=exp(-norm(u)^2/(2eta)), differentiate the squared norm and exponential as Frechet maps. D_yw[v]=-eta^-1 w inner(u,v), and D_y²w[v,t]=w(eta^-2 inner(u,v)inner(u,t)-eta^-1 inner(v,t)). These are the explicit kernel derivatives, not derivatives of an assumed regularized potential.
- 2Derive probability-integrable domination
The Gaussian weight lies in (0,1]. With q=norm(u)^2/(2eta), q exp(-q)≤exp(-1)≤1 gives w norm(u)^2≤2eta. Since norm(u)≤1+norm(u)^2, the first derivative norm is at most (1+2eta)/eta. The second derivative operator norm is at most w norm(u)^2/eta²+w/eta≤3/eta. These constants are uniform in x and y, so the probability input integrates them without any moment condition.
- 3Differentiate the actual normalizer twice
Continuity of the displayed derivatives gives their Borel/strong measurability. Apply the dominated parametric-integral Frechet theorem first to w and then to Dw. Dominated continuity of the integral of D²w makes the first derivative C1, hence Z is C2. Probability mass one and everywhere w>0 imply Z(y)>0 at every observation, not merely almost everywhere.
- 4Identify the actual smoothed density
Project the existing genuine GaussianAugmentation joint density to its observation coordinate. For any measurable nonnegative test, the pushforward integral and nonnegative Fubini put the x-integral inside the y-integral. The established Bochner integrability identifies integral ofReal(C_eta w) with ofReal(C_eta Z). Equality against all such tests proves the exact volume density of the actual Gaussian add-noise law.
- 5Form the exact normalized potential and expose the source convention
The finite-dimensional Gaussian prefactor C_eta is strictly positive for eta>0, including dimension zero. Compose the C2 positive function C_eta Z with log and negate. This yields C2 of the actual normalized negative-log density, with its normalization constant retained. Source Hessian bounds require additional posterior covariance inequalities and are not inferred from C2 regularity. Source Section3.1 defines the unnormalized convolution exp(-V_eta)=exp(-V)*Gaussian. This theorem constructs the exact normalized density potential U_eta=-log(C_eta Z_mu). For Gibbs mu=exp(-V) volume/Z_V, U_eta=V_eta+log Z_V; formalizing that Gibbs specialization and constant-shift adapter remains separate. This normalization difference does not change derivatives, but the two chosen potentials are not asserted literally identical.
Full assumptions and notation
All objects and hypotheses
- E is a finite-dimensional real inner-product space equipped with its Borel measurable space, including dimension zero. eta is a strictly positive real. mu is an arbitrary probability measure on E, possibly singular and without finite moments.
- C_eta=((sqrt(2*pi*eta))^-1)^dim E and Z_eta(y)=integral exp(-norm(y-x)^2/(2*eta)) dmu(x). The actual smoothed law is the measurable pushforward of mu×standard Gaussian by (x,g)→x+sqrt(eta)g. The potential is exactly -log(C_eta Z_eta), not Gaussian averaging of an input potential.
- All first/second Gaussian derivative domination, Bochner integrability, measurability and strictly positive normalizers are derived. The local CLM dual instances choose existing canonical normed structures and add no mathematical premises. No input density, moment, curvature or supplied regularity certificate is assumed.
- Source Section3.1 defines the unnormalized convolution exp(-V_eta)=exp(-V)*Gaussian. This theorem constructs the exact normalized density potential U_eta=-log(C_eta Z_mu). For Gibbs mu=exp(-V) volume/Z_V, U_eta=V_eta+log Z_V; formalizing that Gibbs specialization and constant-shift adapter remains separate. This normalization difference does not change derivatives, but the two chosen potentials are not asserted literally identical.
Mathematical proof
1. Differentiate the actual Gaussian weight
For u=y-x, w=exp(-norm(u)^2/(2eta)), differentiate the squared norm and exponential as Frechet maps. D_yw[v]=-eta^-1 w inner(u,v), and D_y²w[v,t]=w(eta^-2 inner(u,v)inner(u,t)-eta^-1 inner(v,t)). These are the explicit kernel derivatives, not derivatives of an assumed regularized potential.
Corresponding Lean step
gaussianDeriv; gaussianFirstDeriv; realDual; innerSL
2. Derive probability-integrable domination
The Gaussian weight lies in (0,1]. With q=norm(u)^2/(2eta), q exp(-q)≤exp(-1)≤1 gives w norm(u)^2≤2eta. Since norm(u)≤1+norm(u)^2, the first derivative norm is at most (1+2eta)/eta. The second derivative operator norm is at most w norm(u)^2/eta²+w/eta≤3/eta. These constants are uniform in x and y, so the probability input integrates them without any moment condition.
Corresponding Lean step
weight_bounds; first_bound; second_bound; integrable_const
3. Differentiate the actual normalizer twice
Continuity of the displayed derivatives gives their Borel/strong measurability. Apply the dominated parametric-integral Frechet theorem first to w and then to Dw. Dominated continuity of the integral of D²w makes the first derivative C1, hence Z is C2. Probability mass one and everywhere w>0 imply Z(y)>0 at every observation, not merely almost everywhere.
Corresponding Lean step
gaussianNormalizerRegularity; hdZ; hdD; hHC; hDC; hZC; integral_exp_pos; hasFDerivAt_integral_of_dominated_of_fderiv_le; continuous_of_dominated
4. Identify the actual smoothed density
Project the existing genuine GaussianAugmentation joint density to its observation coordinate. For any measurable nonnegative test, the pushforward integral and nonnegative Fubini put the x-integral inside the y-integral. The established Bochner integrability identifies integral ofReal(C_eta w) with ofReal(C_eta Z). Equality against all such tests proves the exact volume density of the actual Gaussian add-noise law.
Corresponding Lean step
gaussianDensity; GaussianAugmentation.augmentation_eq_withDensity; Measure.ext_of_lintegral; lintegral_prod_symm; ofReal_integral_eq_lintegral_ofReal
5. Form the exact normalized potential and expose the source convention
The finite-dimensional Gaussian prefactor C_eta is strictly positive for eta>0, including dimension zero. Compose the C2 positive function C_eta Z with log and negate. This yields C2 of the actual normalized negative-log density, with its normalization constant retained. Source Hessian bounds require additional posterior covariance inequalities and are not inferred from C2 regularity. Source Section3.1 defines the unnormalized convolution exp(-V_eta)=exp(-V)*Gaussian. This theorem constructs the exact normalized density potential U_eta=-log(C_eta Z_mu). For Gibbs mu=exp(-V) volume/Z_V, U_eta=V_eta+log Z_V; formalizing that Gibbs specialization and constant-shift adapter remains separate. This normalization difference does not change derivatives, but the two chosen potentials are not asserted literally identical.
Corresponding Lean step
gaussian_convolution_potential_c2; hC; ContDiff.log; ContDiff.neg
Lean verification
The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.
Lean proof · gaussian_convolution_potential_c2
Explicit Gaussian derivative domination, two genuine parametric integral derivatives, dominated continuity, exact augmentation marginal and positive logarithm.
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem gaussian_convolution_potential_c2 (μ : Measure E) [IsProbabilityMeasure μ]
{η : ℝ} (hη : 0 < η) :
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let Z := fun y : E => ∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity (fun y => ENNReal.ofReal (C*Z y)) ∧
(∀ y, 0 < C*Z y) ∧ ContDiff ℝ 2 Z ∧
ContDiff ℝ 2 (fun y => -Real.log (C*Z y)) := by
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
have hC : 0 < C := by dsimp [C]; positivity
obtain ⟨hZ,hZC,hV,_hdZ,_hdD⟩ := gaussianNormalizerRegularity μ hη
exact ⟨gaussianDensity μ hη,fun y => mul_pos hC (hZ y),hZC,hV C hC⟩Scope and omitted-condition boundaries
- Closes the genuine Gaussian-smoothed density and global C2 normalizer/negative-log potential prerequisite, for arbitrary probability input and eta>0. It does not yet prove the score/posterior-covariance identities (4.1), Lemma4.1 curvature via Brascamp-Lieb/Cramer-Rao, higher derivative/cumulant estimates, target invariance, numerical bias/history/expected costs, PBPS process, either complete main result or composition. TV proximity does not transfer unbounded cost. Source Section3.1 defines the unnormalized convolution exp(-V_eta)=exp(-V)*Gaussian. This theorem constructs the exact normalized density potential U_eta=-log(C_eta Z_mu). For Gibbs mu=exp(-V) volume/Z_V, U_eta=V_eta+log Z_V; formalizing that Gibbs specialization and constant-shift adapter remains separate. This normalization difference does not change derivatives, but the two chosen potentials are not asserted literally identical.
Sources, dependencies, and reuse
Source and reuse
Samplinglib parents called
Mathlib API called (external library)
- hasFDerivAt_integral_of_dominated_of_fderiv_le
- continuous_of_dominated
- ContDiff.log
- contDiff_succ_iff_fderiv
- contDiff_one_iff_fderiv
- Real.mul_exp_neg_le_exp_neg_one
- integral_exp_pos
- Measure.ext_of_lintegral
- lintegral_map
- lintegral_prod_symm
- lintegral_withDensity_eq_lintegral_mul
- ofReal_integral_eq_lintegral_ofReal
- ContinuousLinearMap.toNormedAddCommGroup
- ContinuousLinearMap.toNormedSpace
Mathematical sources
- SPHMC actual Gaussian smoothing analytic prerequisite — Closes the genuine Gaussian-smoothed density and global C2 normalizer/negative-log potential prerequisite, for arbitrary probability input and eta>0. It does not yet prove the score/posterior-covariance identities (4.1), Lemma4.1 curvature via Brascamp-Lieb/Cramer-Rao, higher derivative/cumulant estimates, target invariance, numerical bias/history/expected costs, PBPS process, either complete main result or composition. TV proximity does not transfer unbounded cost.
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