production module
AutoSamplingTheory.ExampleCases.ProximalBPS.ActualL2Expectation
Read the mathematical statements and proofs in order
2 named declarations scanned from AutoSamplingTheory/ExampleCases/ProximalBPS/ActualL2Expectation.lean.
Declarations
def AutoSamplingTheory.ExampleCases.ProximalBPS.ActualL2Expectation.actual_l2_expectation_statement Partial Not mapped
No declaration docstring.
private def actual_l2_expectation_statement
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
{V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0 < (α : ℝ)) (hαβ : α ≤ β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E,
(α : ℝ) * ‖v‖ ^ 2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
(fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ) * ‖v‖ ^ 2)
(hη : 0 < η) (hβη : (β : ℝ) * η ≤ 1) : Prop := by
classical
exact
let c : E → E → E := fun y xRef => y - η • gradient V xRef
let Φ : E → E → ℝ → (E × E) → (E × E) := fun y xRef t z =>
(c y xRef + Real.cos t • (z.1 - c y xRef) +
(Real.sqrt η * Real.sin t) • z.2,
(-Real.sin t / Real.sqrt η) • (z.1 - c y xRef) + Real.cos t • z.2)
let S : E → (E × E) → (E × E) := fun xRef z =>
(z.1, z.2 - (2 * inner ℝ z.2 (gradient V z.1 - gradient V xRef) /
‖gradient V z.1 - gradient V xRef‖ ^ 2) • (gradient V z.1 - gradient V xRef))
let rate : E → (E × E) → ℝ := fun xRef z =>
Real.sqrt η * max 0 (inner ℝ z.2 (gradient V z.1 - gradient V xRef))
let Λ : E → E → (E × E) → ℝ≥0 → ℝ := fun y xRef z t =>
∫ s in (0 : ℝ)..(t : ℝ), rate xRef (Φ y xRef s z)
let τ : E → E → (E × E) → ℝ≥0 → WithTop ℝ≥0 := fun y xRef z e =>
MeasureTheory.hittingAfter
(fun t : ℝ≥0 => fun a : (E × E) × (E × E) × ℝ≥0 =>
Λ a.1.1 a.1.2 a.2.1 t - (a.2.2 : ℝ))
(Set.Ici (0 : ℝ)) 0 ((y, xRef), z, e)
let next : E → E → ℝ≥0 → ((ℝ≥0 × (E × E)) ⊕ Unit) →
((ℝ≥0 × (E × E)) ⊕ Unit) := fun y xRef e r =>
match r with
| Sum.inr _ => Sum.inr ()
| Sum.inl a =>
if τ y xRef a.2 e = ⊤ then Sum.inr () else
Sum.inl (a.1 + (τ y xRef a.2 e).untopD 0,
S xRef (Φ y xRef (((τ y xRef a.2 e).untopD 0 : ℝ≥0) : ℝ) a.2))
let record : E → E → (E × E) → (ℕ → ℝ≥0) → ℕ →
((ℝ≥0 × (E × E)) ⊕ Unit) := fun y xRef z₀ e n =>
Nat.rec (Sum.inl (0, z₀)) (fun k r => next y xRef (e k) r) n
let P : Measure (ℕ → ℝ) := Measure.infinitePi (fun _ : ℕ => expMeasure (1 : ℝ))
let ε : (ℕ → ℝ) → ℕ → ℝ≥0 := fun w k => Real.toNNReal (w k)
let history : E → E → (E × E) → (n : ℕ) → (ℕ → ℝ) →
(Fin (n + 1) → ((ℝ≥0 × (E × E)) ⊕ Unit)) :=
fun y xRef z₀ n w j => record y xRef z₀ (ε w) j.val
-- Source excerpt truncated; follow the exact source link.
AutoSamplingTheory/ExampleCases/ProximalBPS/ActualL2Expectation.lean:14published source at ed709a7f320d
Excerpt truncated; the exact source link is authoritative.
theorem AutoSamplingTheory.ExampleCases.ProximalBPS.ActualL2Expectation.actual_l2_expectation_contraction Partial Not mapped
Read the complete mathematical statement and proof, with Lean below each
No declaration docstring.
theorem actual_l2_expectation_contraction
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
{V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0 < (α : ℝ)) (hαβ : α ≤ β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E,
(α : ℝ) * ‖v‖ ^ 2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
(fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ) * ‖v‖ ^ 2)
(hη : 0 < η) (hβη : (β : ℝ) * η ≤ 1) : actual_l2_expectation_statement hα hαβ hV hH hη hβη := by
classical
unfold actual_l2_expectation_statement
intro c Φ S rate Λ τ next record P ε history Rec Hist readTime Δ Prefix m zAt K qReal q A eventTime I N liveTime d survival weight C Path Ψ Γ ρ R Vy nu
obtain ⟨Z, hZm, hZa, hZf, hZ0, h106⟩ :=
AutoSamplingTheory.ExampleCases.ProximalBPS.ActualBoundedGibbsDuality.actual_bounded_gibbs_duality
hα hαβ hV hH hη hβη
have hpair_core
(μ : Measure (E × E)) (ν : Measure (ℕ → ℝ)) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
(Z : (E × E) × (ℕ → ℝ) → (E × E)) (hZ : MeasurePreserving Z (μ.prod ν) μ) :
∃ A : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 μ, ‖A‖ ≤ 1 ∧
∀ f g : Lp ℝ 2 μ,
⟪f, A g⟫_ℝ = ∫ p : (E × E) × (ℕ → ℝ), f p.1 * g (Z p) ∂μ.prod ν := by
have hfst : MeasurePreserving Prod.fst (μ.prod ν) μ := by
refine ⟨measurable_fst, ?_⟩
simp only [Measure.map_fst_prod, measure_univ, one_smul]
let B : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 (μ.prod ν) :=
(Lp.compMeasurePreservingₗᵢ ℝ Prod.fst hfst).toContinuousLinearMap
let C : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 (μ.prod ν) :=
(Lp.compMeasurePreservingₗᵢ ℝ Z hZ).toContinuousLinearMap
let A : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 μ := B.adjoint.comp C
have hB : ‖B‖ ≤ 1 := LinearIsometry.norm_toContinuousLinearMap_le _
have hC : ‖C‖ ≤ 1 := LinearIsometry.norm_toContinuousLinearMap_le _
refine ⟨A, ?_, ?_⟩
· calc
‖A‖ ≤ ‖B.adjoint‖ * ‖C‖ := ContinuousLinearMap.opNorm_comp_le _ _
_ = ‖B‖ * ‖C‖ := by rw [ContinuousLinearMap.adjoint.norm_map]
_ ≤ 1 * 1 := mul_le_mul hB hC (norm_nonneg _) zero_le_one
_ = 1 := one_mul 1
· intro f g
change ⟪f, B.adjoint (C g)⟫_ℝ = _
rw [ContinuousLinearMap.adjoint_inner_right, L2.inner_def]
have hb : (B f : (E × E) × (ℕ → ℝ) → ℝ) =ᵐ[μ.prod ν] (fun p => f p.1) :=
Lp.coeFn_compMeasurePreserving f hfst
have hc : (C g : (E × E) × (ℕ → ℝ) → ℝ) =ᵐ[μ.prod ν] (fun p => g (Z p)) :=
Lp.coeFn_compMeasurePreserving g hZ
-- Source excerpt truncated; follow the exact source link.
AutoSamplingTheory/ExampleCases/ProximalBPS/ActualL2Expectation.lean:168published source at ed709a7f320dOpen detailed card
Excerpt truncated; the exact source link is authoritative.
Complete Lean source
AutoSamplingTheory/ExampleCases/ProximalBPS/ActualL2Expectation.lean — full module with imports and context
import AutoSamplingTheory.ExampleCases.ProximalBPS.ActualBoundedGibbsDuality
import AutoSamplingTheory.TechnicalLemmas.Probability.UnitExponentialProduct
import Mathlib.MeasureTheory.Function.L2Space
import Mathlib.MeasureTheory.Function.AEEqOfIntegral
import Mathlib.Analysis.InnerProductSpace.Adjoint
/-! Actual PBPS fixed-time L2 expectation contraction. The full literal statement below preserves the original six assumptions and the same global process. ASTIS supplies explicit integrability and quotient-representative construction; no semigroup claim is made. -/
namespace AutoSamplingTheory.ExampleCases.ProximalBPS.ActualL2Expectation
open MeasureTheory InnerProductSpace ProbabilityTheory
open scoped ContDiff NNReal ENNReal Classical
noncomputable section
set_option autoImplicit false
private def actual_l2_expectation_statement
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
{V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0 < (α : ℝ)) (hαβ : α ≤ β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E,
(α : ℝ) * ‖v‖ ^ 2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
(fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ) * ‖v‖ ^ 2)
(hη : 0 < η) (hβη : (β : ℝ) * η ≤ 1) : Prop := by
classical
exact
let c : E → E → E := fun y xRef => y - η • gradient V xRef
let Φ : E → E → ℝ → (E × E) → (E × E) := fun y xRef t z =>
(c y xRef + Real.cos t • (z.1 - c y xRef) +
(Real.sqrt η * Real.sin t) • z.2,
(-Real.sin t / Real.sqrt η) • (z.1 - c y xRef) + Real.cos t • z.2)
let S : E → (E × E) → (E × E) := fun xRef z =>
(z.1, z.2 - (2 * inner ℝ z.2 (gradient V z.1 - gradient V xRef) /
‖gradient V z.1 - gradient V xRef‖ ^ 2) • (gradient V z.1 - gradient V xRef))
let rate : E → (E × E) → ℝ := fun xRef z =>
Real.sqrt η * max 0 (inner ℝ z.2 (gradient V z.1 - gradient V xRef))
let Λ : E → E → (E × E) → ℝ≥0 → ℝ := fun y xRef z t =>
∫ s in (0 : ℝ)..(t : ℝ), rate xRef (Φ y xRef s z)
let τ : E → E → (E × E) → ℝ≥0 → WithTop ℝ≥0 := fun y xRef z e =>
MeasureTheory.hittingAfter
(fun t : ℝ≥0 => fun a : (E × E) × (E × E) × ℝ≥0 =>
Λ a.1.1 a.1.2 a.2.1 t - (a.2.2 : ℝ))
(Set.Ici (0 : ℝ)) 0 ((y, xRef), z, e)
let next : E → E → ℝ≥0 → ((ℝ≥0 × (E × E)) ⊕ Unit) →
((ℝ≥0 × (E × E)) ⊕ Unit) := fun y xRef e r =>
match r with
| Sum.inr _ => Sum.inr ()
| Sum.inl a =>
if τ y xRef a.2 e = ⊤ then Sum.inr () else
Sum.inl (a.1 + (τ y xRef a.2 e).untopD 0,
S xRef (Φ y xRef (((τ y xRef a.2 e).untopD 0 : ℝ≥0) : ℝ) a.2))
let record : E → E → (E × E) → (ℕ → ℝ≥0) → ℕ →
((ℝ≥0 × (E × E)) ⊕ Unit) := fun y xRef z₀ e n =>
Nat.rec (Sum.inl (0, z₀)) (fun k r => next y xRef (e k) r) n
let P : Measure (ℕ → ℝ) := Measure.infinitePi (fun _ : ℕ => expMeasure (1 : ℝ))
let ε : (ℕ → ℝ) → ℕ → ℝ≥0 := fun w k => Real.toNNReal (w k)
let history : E → E → (E × E) → (n : ℕ) → (ℕ → ℝ) →
(Fin (n + 1) → ((ℝ≥0 × (E × E)) ⊕ Unit)) :=
fun y xRef z₀ n w j => record y xRef z₀ (ε w) j.val
let Rec := (ℝ≥0 × (E × E)) ⊕ Unit
let Hist : ℕ → Type _ := fun n => Fin (n + 1) → Rec
let readTime : Rec → ℝ := fun r => match r with
| Sum.inl q => (q.1 : ℝ)
| Sum.inr _ => 0
let Δ : (n : ℕ) → ℝ≥0 → Set (Fin n → ℝ) := fun n T =>
{t | StrictMono (Fin.cons (0 : ℝ) t) ∧ ∀ i, t i < (T : ℝ)}
let Prefix : (n : ℕ) → ℝ≥0 → Type := fun n T => {t : Fin n → ℝ // t ∈ Δ n T}
let m : (n : ℕ) → (T : ℝ≥0) → Measure (Prefix n T) := fun n T =>
Measure.comap (fun t : Prefix n T => t.val) (volume : Measure (Fin n → ℝ))
let zAt : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) →
Prefix n T → Fin (n + 1) → (E × E) := fun y xRef z₀ n T t =>
Fin.induction z₀ (fun i z =>
S xRef (Φ y xRef (t.val i - (Fin.cons (0 : ℝ) (t.val : Fin n → ℝ) : Fin (n + 1) → ℝ) i.castSucc) z))
let K : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) →
Prefix n T → Hist n := fun y xRef z₀ n T t j =>
Sum.inl (Real.toNNReal ((Fin.cons (0 : ℝ) (t.val : Fin n → ℝ) : Fin (n + 1) → ℝ) j), zAt y xRef z₀ n T t j)
let qReal : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) →
Prefix n T → ℝ := fun y xRef z₀ n T t =>
∏ i : Fin n,
rate xRef (Φ y xRef (t.val i - (Fin.cons (0 : ℝ) (t.val : Fin n → ℝ) : Fin (n + 1) → ℝ) i.castSucc)
(zAt y xRef z₀ n T t i.castSucc)) *
Real.exp (-Λ y xRef (zAt y xRef z₀ n T t i.castSucc)
(Real.toNNReal (t.val i - (Fin.cons (0 : ℝ) (t.val : Fin n → ℝ) : Fin (n + 1) → ℝ) i.castSucc)))
let q : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) →
Prefix n T → ℝ≥0∞ := fun y xRef z₀ n T t =>
ENNReal.ofReal (qReal y xRef z₀ n T t)
let A : (n : ℕ) → ℝ≥0 → Set (Hist n) := fun n T =>
{h | (∀ j, ∃ a : ℝ≥0 × (E × E), h j = Sum.inl a) ∧
StrictMono (fun j => readTime (h j)) ∧
∀ i : Fin n, readTime (h i.succ) < (T : ℝ)}
let eventTime : E → E → (E × E) → (ℕ → ℝ) → ℕ → WithTop ℝ≥0 :=
fun y xRef z₀ w j => (record y xRef z₀ (ε w) j).elim
(fun a => (a.1 : WithTop ℝ≥0)) (fun _ => ⊤)
let I : E → E → (E × E) → ℝ≥0 → ℕ → Set (ℕ → ℝ) :=
fun y xRef z₀ T n => {w | eventTime y xRef z₀ w n ≤ (T : WithTop ℝ≥0) ∧
(T : WithTop ℝ≥0) < eventTime y xRef z₀ w (n + 1)}
let N : E → E → (E × E) → ℝ≥0 → (ℕ → ℝ) → ℕ := fun y xRef z₀ T w =>
if h : ∃ n, w ∈ I y xRef z₀ T n then Nat.find h else 0
let liveTime : Rec → ℝ≥0 := fun r => r.elim Prod.fst (fun _ => 0)
let d : (n : ℕ) → ℝ≥0 → Hist n → ℝ≥0 :=
fun n T h => T - liveTime (h ⟨n, Nat.lt_succ_self n⟩)
let survival : E → E → Rec → ℝ≥0 → ℝ → Prop :=
fun y xRef r u e => r.elim
(fun a => (u : WithTop ℝ≥0) < τ y xRef a.2 (Real.toNNReal e)) (fun _ => False)
let weight : E → E → Rec → ℝ≥0 → ℝ≥0∞ :=
fun y xRef r u => r.elim
(fun a => ENNReal.ofReal (Real.exp (-Λ y xRef a.2 u))) (fun _ => 0)
let C : E → E → (E × E) → (n : ℕ) → ℝ≥0 → Set (ℕ → ℝ) :=
fun y xRef z₀ n T => {w | history y xRef z₀ n w ∈ A n T ∧
survival y xRef (record y xRef z₀ (ε w) n) (d n T (history y xRef z₀ n w)) (w n)}
let Path : ℝ≥0 → Type _ := fun T => {s : ℝ≥0 // s ≤ T} → E × E
let Ψ : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) → Hist n → Path T :=
fun y xRef z₀ n T h s =>
Fin.foldl (n + 1) (fun z j => (h j).elim
(fun a => if a.1 ≤ s.val then Φ y xRef ((s.val - a.1 : ℝ≥0) : ℝ) a.2 else z)
(fun _ => z)) z₀
let Γ : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) → Prefix n T → Path T :=
fun y xRef z₀ n T t => Ψ y xRef z₀ n T (K y xRef z₀ n T t)
let ρ : E → E → (E × E) → (n : ℕ) → (T : ℝ≥0) → Prefix n T → ℝ≥0∞ :=
fun y xRef z₀ n T t => q y xRef z₀ n T t *
weight y xRef ((K y xRef z₀ n T t) ⟨n, Nat.lt_succ_self n⟩)
(d n T (K y xRef z₀ n T t))
let R : E × E → E × E := fun z => (z.1, -z.2)
let Vy : E → E → ℝ := fun y x => V x + ‖x - y‖ ^ 2 / (2 * η)
let nu : E → Measure (E × E) := fun y =>
((volume : Measure E).tilted (fun x => -Vy y x)).prod
(ProbabilityTheory.stdGaussian E)
∃ Z : E → E → (E × E) → ℝ≥0 → (ℕ → ℝ) → (E × E),
Measurable (fun a : ((E × E) × (E × E)) × ℝ≥0 × (ℕ → ℝ) =>
Z a.1.1.1 a.1.1.2 a.1.2 a.2.1 a.2.2) ∧
(∀ y xRef : E, ∀ z₀ : E × E, ∀ w : ℕ → ℝ, ∀ s : ℝ≥0,
∀ n : ℕ, ∀ a : ℝ≥0 × (E × E), w ∈ I y xRef z₀ s n →
record y xRef z₀ (ε w) n = Sum.inl a →
Z y xRef z₀ s w = Φ y xRef ((s - a.1 : ℝ≥0) : ℝ) a.2) ∧
(∀ y xRef : E, ∀ z₀ : E × E, ∀ w : ℕ → ℝ, ∀ s : ℝ≥0,
(¬ ∃ n, w ∈ I y xRef z₀ s n) → Z y xRef z₀ s w = z₀) ∧
(∀ y xRef : E, ∀ z₀ : E × E, ∀ᵐ w ∂P, Z y xRef z₀ 0 w = z₀) ∧
(∀ y xRef : E, ∀ T : ℝ≥0,
let op : ((E × E) → ℝ) → (E × E) → ℝ :=
fun G z => ∫ w, G (Z y xRef z T w) ∂P
let endpoint : (E × E) × (ℕ → ℝ) → E × E :=
fun a => Z y xRef a.1 T a.2
MeasurePreserving endpoint ((nu y).prod P) (nu y) ∧
∀ F G : (E × E) → ℝ, ∀ C_F C_G : ℝ,
Measurable F → Measurable G → 0 ≤ C_F → 0 ≤ C_G →
(∀ z, |F z| ≤ C_F) → (∀ z, |G z| ≤ C_G) →
Integrable (fun z => F z * op G z) (nu y) ∧
Integrable (fun z => G (R z) * op (fun a => F (R a)) z) (nu y) ∧
(∫ z, F z * op G z ∂nu y) =
∫ z, G (R z) * op (fun a => F (R a)) z ∂nu y) ∧
(∀ G : (E × E) → ℝ, Measurable G →
Measurable (fun a : ((E × E) × (E × E)) × ℝ≥0 =>
∫ w, G (Z a.1.1.1 a.1.1.2 a.1.2 a.2 w) ∂P) ∧
∀ C : ℝ, 0 ≤ C → (∀ z, |G z| ≤ C) →
∀ y xRef : E, ∀ z : E × E, ∀ T : ℝ≥0,
Integrable (fun w => G (Z y xRef z T w)) P ∧
|∫ w, G (Z y xRef z T w) ∂P| ≤ C) ∧
(∀ y xRef : E,
∃ A : ℝ≥0 → (Lp ℝ 2 (nu y) →L[ℝ] Lp ℝ 2 (nu y)),
A 0 = ContinuousLinearMap.id ℝ (Lp ℝ 2 (nu y)) ∧
∀ T : ℝ≥0, ‖A T‖ ≤ 1 ∧
∀ G : (E × E) → ℝ, ∀ hG : MemLp G 2 (nu y),
let opG : (E × E) → ℝ := fun z => ∫ w, G (Z y xRef z T w) ∂P
(∀ᵐ z ∂nu y, Integrable (fun w => G (Z y xRef z T w)) P) ∧
(∃ hOp : MemLp opG 2 (nu y), A T (hG.toLp G) = hOp.toLp opG) ∧
(∫ z, |opG z| ^ 2 ∂nu y) ≤ ∫ z, |G z| ^ 2 ∂nu y)
set_option maxHeartbeats 2200000
set_option maxRecDepth 12000
theorem actual_l2_expectation_contraction
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
{V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0 < (α : ℝ)) (hαβ : α ≤ β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E,
(α : ℝ) * ‖v‖ ^ 2 ≤ (fderiv ℝ (fderiv ℝ V) x v) v ∧
(fderiv ℝ (fderiv ℝ V) x v) v ≤ (β : ℝ) * ‖v‖ ^ 2)
(hη : 0 < η) (hβη : (β : ℝ) * η ≤ 1) : actual_l2_expectation_statement hα hαβ hV hH hη hβη := by
classical
unfold actual_l2_expectation_statement
intro c Φ S rate Λ τ next record P ε history Rec Hist readTime Δ Prefix m zAt K qReal q A eventTime I N liveTime d survival weight C Path Ψ Γ ρ R Vy nu
obtain ⟨Z, hZm, hZa, hZf, hZ0, h106⟩ :=
AutoSamplingTheory.ExampleCases.ProximalBPS.ActualBoundedGibbsDuality.actual_bounded_gibbs_duality
hα hαβ hV hH hη hβη
have hpair_core
(μ : Measure (E × E)) (ν : Measure (ℕ → ℝ)) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
(Z : (E × E) × (ℕ → ℝ) → (E × E)) (hZ : MeasurePreserving Z (μ.prod ν) μ) :
∃ A : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 μ, ‖A‖ ≤ 1 ∧
∀ f g : Lp ℝ 2 μ,
⟪f, A g⟫_ℝ = ∫ p : (E × E) × (ℕ → ℝ), f p.1 * g (Z p) ∂μ.prod ν := by
have hfst : MeasurePreserving Prod.fst (μ.prod ν) μ := by
refine ⟨measurable_fst, ?_⟩
simp only [Measure.map_fst_prod, measure_univ, one_smul]
let B : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 (μ.prod ν) :=
(Lp.compMeasurePreservingₗᵢ ℝ Prod.fst hfst).toContinuousLinearMap
let C : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 (μ.prod ν) :=
(Lp.compMeasurePreservingₗᵢ ℝ Z hZ).toContinuousLinearMap
let A : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 μ := B.adjoint.comp C
have hB : ‖B‖ ≤ 1 := LinearIsometry.norm_toContinuousLinearMap_le _
have hC : ‖C‖ ≤ 1 := LinearIsometry.norm_toContinuousLinearMap_le _
refine ⟨A, ?_, ?_⟩
· calc
‖A‖ ≤ ‖B.adjoint‖ * ‖C‖ := ContinuousLinearMap.opNorm_comp_le _ _
_ = ‖B‖ * ‖C‖ := by rw [ContinuousLinearMap.adjoint.norm_map]
_ ≤ 1 * 1 := mul_le_mul hB hC (norm_nonneg _) zero_le_one
_ = 1 := one_mul 1
· intro f g
change ⟪f, B.adjoint (C g)⟫_ℝ = _
rw [ContinuousLinearMap.adjoint_inner_right, L2.inner_def]
have hb : (B f : (E × E) × (ℕ → ℝ) → ℝ) =ᵐ[μ.prod ν] (fun p => f p.1) :=
Lp.coeFn_compMeasurePreserving f hfst
have hc : (C g : (E × E) × (ℕ → ℝ) → ℝ) =ᵐ[μ.prod ν] (fun p => g (Z p)) :=
Lp.coeFn_compMeasurePreserving g hZ
apply integral_congr_ae
filter_upwards [hb, hc] with p hp hq
rw [hp, hq]
simp [RCLike.inner_apply, mul_comm]
have haverage_core
(μ : Measure (E × E)) (ν : Measure (ℕ → ℝ)) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν]
(Z : (E × E) × (ℕ → ℝ) → (E × E)) (hZ : MeasurePreserving Z (μ.prod ν) μ) :
∃ A : Lp ℝ 2 μ →L[ℝ] Lp ℝ 2 μ, ‖A‖ ≤ 1 ∧
∀ G : (E × E) → ℝ, ∀ hG : MemLp G 2 μ,
(∀ᵐ x ∂μ, Integrable (fun w => G (Z (x, w))) ν) ∧
∃ hOp : MemLp (fun x => ∫ w, G (Z (x, w)) ∂ν) 2 μ,
A (hG.toLp G) = hOp.toLp (fun x => ∫ w, G (Z (x, w)) ∂ν) := by
classical
obtain ⟨A, hA, hpair⟩ := hpair_core μ ν Z hZ
refine ⟨A, hA, ?_⟩
intro G hG
have hfst : MeasurePreserving Prod.fst (μ.prod ν) μ := by
refine ⟨measurable_fst, ?_⟩
simp only [Measure.map_fst_prod, measure_univ, one_smul]
have hprod : Integrable (fun p : (E × E) × (ℕ → ℝ) => G (Z p)) (μ.prod ν) :=
(hG.comp_measurePreserving hZ).integrable (by norm_num)
have hop : Integrable (fun x => ∫ w, G (Z (x, w)) ∂ν) μ := hprod.integral_prod_left
have hAg : Integrable (A (hG.toLp G) : (E × E) → ℝ) μ :=
(Lp.memLp (A (hG.toLp G))).integrable (by norm_num)
have heq : (A (hG.toLp G) : (E × E) → ℝ) =ᵐ[μ] (fun x => ∫ w, G (Z (x, w)) ∂ν) := by
apply Integrable.ae_eq_of_forall_setIntegral_eq _ _ hAg hop
intro s hs hms
let i : Lp ℝ 2 μ := indicatorConstLp 2 hs hms.ne (1 : ℝ)
have hi : (i : (E × E) → ℝ) =ᵐ[μ] s.indicator (fun _ => (1 : ℝ)) := indicatorConstLp_coeFn
have hi' := hfst.quasiMeasurePreserving.ae_eq hi
have hg' := hZ.quasiMeasurePreserving.ae_eq hG.coeFn_toLp
let H : (E × E) × (ℕ → ℝ) → ℝ := fun p => (s.indicator (fun _ => (1 : ℝ)) p.1) * G (Z p)
have hH : Integrable H (μ.prod ν) := by
have hfun : H = (Prod.fst ⁻¹' s).indicator (fun p : (E × E) × (ℕ → ℝ) => G (Z p)) := by
funext p
by_cases hp : p.1 ∈ s <;> simp [H, Set.indicator, hp]
rw [hfun]
exact hprod.indicator (hs.preimage measurable_fst)
calc
(∫ x in s, A (hG.toLp G) x ∂μ) = ⟪i, A (hG.toLp G)⟫_ℝ :=
(L2.inner_indicatorConstLp_one hs hms.ne _).symm
_ = ∫ p : (E × E) × (ℕ → ℝ), i p.1 * (hG.toLp G) (Z p) ∂μ.prod ν := hpair i (hG.toLp G)
_ = ∫ p : (E × E) × (ℕ → ℝ), H p ∂μ.prod ν := by
apply integral_congr_ae
filter_upwards [hi', hg'] with p hp hq
change i p.1 = s.indicator (fun _ => (1 : ℝ)) p.1 at hp
change (hG.toLp G) (Z p) = G (Z p) at hq
dsimp only [H]
rw [hp, hq]
_ = ∫ x, ∫ w, H (x, w) ∂ν ∂μ := integral_prod H hH
_ = ∫ x, s.indicator (fun _ => (1 : ℝ)) x * (∫ w, G (Z (x, w)) ∂ν) ∂μ := by
simp only [H, integral_const_mul]
_ = ∫ x in s, (∫ w, G (Z (x, w)) ∂ν) ∂μ := by
rw [← integral_indicator hs]
congr 1
funext x
by_cases hx : x ∈ s <;> simp [Set.indicator, hx]
have hOp : MemLp (fun x => ∫ w, G (Z (x, w)) ∂ν) 2 μ := MemLp.ae_eq heq (Lp.memLp (A (hG.toLp G)))
refine ⟨hprod.prod_right_ae, hOp, ?_⟩
apply Lp.ext
exact heq.trans hOp.coeFn_toLp.symm
have hsquare_core
(μ : Measure (E × E)) (G : (E × E) → ℝ) (hG : MemLp G 2 μ) :
(∫ x, |G x| ^ 2 ∂μ) = ‖hG.toLp G‖ ^ 2 := by
calc
(∫ x, |G x| ^ 2 ∂μ) = ∫ x, ⟪(hG.toLp G) x, (hG.toLp G) x⟫_ℝ ∂μ := by
apply integral_congr_ae
filter_upwards [hG.coeFn_toLp] with x hx
rw [hx]
simp [RCLike.inner_apply, sq_abs, pow_two]
_ = ⟪hG.toLp G, hG.toLp G⟫_ℝ := rfl
_ = ‖hG.toLp G‖ ^ 2 := real_inner_self_eq_norm_sq _
refine ⟨Z, hZm, hZa, hZf, hZ0, h106, ?_, ?_⟩
· letI : IsProbabilityMeasure P :=
AutoSamplingTheory.TechnicalLemmas.Probability.UnitExponentialProduct.unit_exponential_product_laws.1
intro G hG
constructor
· have hmap : Measurable (fun a : (((E × E) × (E × E)) × ℝ≥0) × (ℕ → ℝ) =>
G (Z a.1.1.1.1 a.1.1.1.2 a.1.1.2 a.1.2 a.2)) :=
hG.comp (hZm.comp (measurable_fst.fst.prodMk
(measurable_fst.snd.prodMk measurable_snd)))
exact hmap.stronglyMeasurable.integral_prod_right.measurable
· intro C hC hbound y xRef z T
have hemb : Measurable (fun w : ℕ → ℝ => (((y, xRef), z), T, w)) :=
measurable_const.prodMk (measurable_const.prodMk measurable_id)
have hm : Measurable (fun w => G (Z y xRef z T w)) := hG.comp (hZm.comp hemb)
have hb : ∀ᵐ w ∂P, ‖G (Z y xRef z T w)‖ ≤ C :=
Filter.Eventually.of_forall fun w => by simpa only [Real.norm_eq_abs] using hbound (Z y xRef z T w)
refine ⟨Integrable.of_bound hm.aestronglyMeasurable C hb, ?_⟩
simpa using norm_integral_le_of_norm_le_const hb
· intro y xRef
have h103 := AutoSamplingTheory.ExampleCases.ProximalBPS.ActualPhaseNormalization.actual_phase_gibbs_normalization
hα hαβ hV hH hη hβη y
letI : IsProbabilityMeasure (nu y) := by
have hp := h103.2.2.2.2.2.1
rw [h103.2.2.2.2.2.2] at hp
exact hp
letI : IsProbabilityMeasure P :=
AutoSamplingTheory.TechnicalLemmas.Probability.UnitExponentialProduct.unit_exponential_product_laws.1
have hfor : ∀ T : ℝ≥0,
∃ L : Lp ℝ 2 (nu y) →L[ℝ] Lp ℝ 2 (nu y), ‖L‖ ≤ 1 ∧
∀ G : (E × E) → ℝ, ∀ hG : MemLp G 2 (nu y),
(∀ᵐ z ∂nu y, Integrable (fun w => G (Z y xRef z T w)) P) ∧
∃ hOp : MemLp (fun z => ∫ w, G (Z y xRef z T w) ∂P) 2 (nu y),
L (hG.toLp G) = hOp.toLp (fun z => ∫ w, G (Z y xRef z T w) ∂P) := by
intro T
exact haverage_core (nu y) P (fun a => Z y xRef a.1 T a.2) (h106 y xRef T).1
choose L hL hrep using hfor
refine ⟨L, ?_, ?_⟩
· apply ContinuousLinearMap.ext
intro f
obtain ⟨_, hm, he⟩ := hrep 0 (f : (E × E) → ℝ) (Lp.memLp f)
rw [Lp.toLp_coeFn] at he
apply Lp.ext
change (L 0 f : (E × E) → ℝ) =ᵐ[nu y] (f : (E × E) → ℝ)
have hpoint : ∀ z, (∫ w, f (Z y xRef z 0 w) ∂P) = f z := by
intro z
exact integral_eq_const ((hZ0 y xRef z).mono (fun w hw => congrArg f hw))
rw [he]
exact hm.coeFn_toLp.trans (Filter.Eventually.of_forall hpoint)
· intro T
refine ⟨hL T, ?_⟩
intro G hG opG
obtain ⟨hsec, hOp, he⟩ := hrep T G hG
refine ⟨hsec, ⟨hOp, he⟩, ?_⟩
rw [hsquare_core (nu y) opG hOp, hsquare_core (nu y) G hG, ← he]
have hn : ‖L T (hG.toLp G)‖ ≤ ‖hG.toLp G‖ :=
(ContinuousLinearMap.le_opNorm (L T) (hG.toLp G)).trans
(mul_le_of_le_one_left (norm_nonneg _) (hL T))
nlinarith [norm_nonneg (L T (hG.toLp G)), norm_nonneg (hG.toLp G)]
#print axioms actual_l2_expectation_contraction
end
end AutoSamplingTheory.ExampleCases.ProximalBPS.ActualL2Expectation