production module
AutoSamplingTheory.ExampleCases.SampleWiki.Cases.IdealProximalChain
1 named declarations scanned from AutoSamplingTheory/ExampleCases/SampleWiki/Cases/IdealProximalChain.lean.
Declarations
theorem AutoSamplingTheory.ExampleCases.SampleWiki.Cases.IdealProximalChain.kl_rate_from_reciprocal_step Partial Not mapped
- Exact algebraic tail of the inverse-time proximal-sampler argument. If every proximal step increases reciprocal KL by at least `h / R2`, then after any positive number `n` of steps the KL value is at most `R2 / (n h)`. Here `R2` is the abstract slot later occupied by the squared initial Wasserstein distance. Positivity of the KL values is used only for reciprocal algebra. The zero-KL case of the eventual source theorem is separately trivial once the analytic objects are present.
theorem kl_rate_from_reciprocal_step
(kl : ℕ → ℝ) (R2 h : ℝ) (n : ℕ)
(hkl : ∀ j : ℕ, 0 < kl j)
(hR2 : 0 < R2) (hh : 0 < h) (hn : 0 < n)
(hstep : ∀ j : ℕ, 1 / kl j + h / R2 ≤ 1 / kl (j + 1)) :
kl n ≤ R2 / ((n : ℝ) * h) := by
have hgrowth :
1 / kl 0 + (n : ℝ) * (h / R2) ≤ 1 / kl n :=
linear_growth_of_step_growth (fun j => 1 / kl j) (h / R2) hstep n
have hgrowth' :
1 / kl 0 + ((n : ℝ) * h) / R2 ≤ 1 / kl n := by
calc
1 / kl 0 + ((n : ℝ) * h) / R2 =
1 / kl 0 + (n : ℝ) * (h / R2) := by ring
_ ≤ 1 / kl n := hgrowth
have htime : 0 < (n : ℝ) * h :=
mul_pos (by exact_mod_cast hn) hh
exact reciprocal_growth_implies_inverse_time_bound
(hkl n) (hkl 0) hR2 htime hgrowth'
end IdealProximalChain
end Cases
end SampleWiki
end ExampleCases
end AutoSamplingTheory
AutoSamplingTheory/ExampleCases/SampleWiki/Cases/IdealProximalChain.lean:39published source at ed709a7f320d
Complete Lean source
AutoSamplingTheory/ExampleCases/SampleWiki/Cases/IdealProximalChain.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.Algebra.LinearGrowthOfStep
import AutoSamplingTheory.TechnicalLemmas.Algebra.ReciprocalGrowthRate
/-!
# SampleWiki case: ideal proximal chain
Source case:
`ASTIS-SW-SETTING-LOG-CONCAVE-SMOOTH-UPPER-IDEAL-PROXIMAL-CHAIN`
Source row points to Sinho Chewi, *Log-Concave Sampling*, Theorem 8.4.1.
The source theorem proves, under log-concavity, an inverse-time KL bound for the
ideal proximal sampler. Its analytic proof passes through simultaneous forward
and backward heat flows, KL/Fisher dissipation, displacement convexity of KL,
Cauchy--Schwarz, and Wasserstein contraction.
This module formalizes the **final discrete reciprocal-KL telescoping step**
exactly. It does not claim that the full source theorem has already been
formalized: the hypothesis `hstep` below is the still-open analytic interface
that the heat-flow/Wasserstein part of the ASTIS graph must discharge.
-/
namespace AutoSamplingTheory
namespace ExampleCases
namespace SampleWiki
namespace Cases
namespace IdealProximalChain
open TechnicalLemmas.Algebra
/-- Exact algebraic tail of the inverse-time proximal-sampler argument.
If every proximal step increases reciprocal KL by at least `h / R2`, then after
any positive number `n` of steps the KL value is at most `R2 / (n h)`.
Here `R2` is the abstract slot later occupied by the squared initial
Wasserstein distance. Positivity of the KL values is used only for reciprocal
algebra. The zero-KL case of the eventual source theorem is separately
trivial once the analytic objects are present. -/
theorem kl_rate_from_reciprocal_step
(kl : ℕ → ℝ) (R2 h : ℝ) (n : ℕ)
(hkl : ∀ j : ℕ, 0 < kl j)
(hR2 : 0 < R2) (hh : 0 < h) (hn : 0 < n)
(hstep : ∀ j : ℕ, 1 / kl j + h / R2 ≤ 1 / kl (j + 1)) :
kl n ≤ R2 / ((n : ℝ) * h) := by
have hgrowth :
1 / kl 0 + (n : ℝ) * (h / R2) ≤ 1 / kl n :=
linear_growth_of_step_growth (fun j => 1 / kl j) (h / R2) hstep n
have hgrowth' :
1 / kl 0 + ((n : ℝ) * h) / R2 ≤ 1 / kl n := by
calc
1 / kl 0 + ((n : ℝ) * h) / R2 =
1 / kl 0 + (n : ℝ) * (h / R2) := by ring
_ ≤ 1 / kl n := hgrowth
have htime : 0 < (n : ℝ) * h :=
mul_pos (by exact_mod_cast hn) hh
exact reciprocal_growth_implies_inverse_time_bound
(hkl n) (hkl 0) hR2 htime hgrowth'
end IdealProximalChain
end Cases
end SampleWiki
end ExampleCases
end AutoSamplingTheory