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AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional

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theorem AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional.initial_gibbs_phase_transport_q2_of_hessian_bounds Partial Not mapped

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- The actual SPHMC initial phase law satisfies the squared `M_κ` transport bound at `q = 2` under the paper's curvature and reference-gradient assumptions, without taking a critical point as an extra input.

theorem initial_gibbs_phase_transport_q2_of_hessian_bounds
    {U : E → ℝ} {α η : ℝ≥0} (hα : 0 < α) (hαone : α ≤ 1)
    (hU : ContDiff ℝ 2 U)
    (hH : ∀ x v : E,
      (α : ℝ) * ‖v‖ ^ 2 ≤ fderiv ℝ (fderiv ℝ U) x v v ∧
        fderiv ℝ (fderiv ℝ U) x v v ≤ ‖v‖ ^ 2)
    (xref : E) (href : ‖gradient U xref‖ ^ 2 ≤
      (α : ℝ) * (Module.finrank ℝ E : ℝ)) (hη : η ≤ 1) :
    let μ := (volume : Measure E).tilted (fun x ↦ -U x)
    let πη := gaussianSmoothing μ (Real.sqrt η)
    PhaseMetric.phaseWassersteinSq (1 / (α : ℝ))
      ((Measure.dirac xref).prod (stdGaussian E))
      (πη.prod (stdGaussian E)) ≤
        ENNReal.ofReal (5 * (1 / (α : ℝ)) * (Module.finrank ℝ E : ℝ)) := by
  have hsc : StrongConvexOn (Set.univ : Set E) (α : ℝ) U :=
    HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower hU
      (fun x v ↦ (hH x v).1)
  obtain ⟨p, _, hp⟩ := StrongConvexMinimizer.exists_isMinOn_and_gradient_eq_zero
    (show (0 : ℝ) < α by exact hα) (hU.differentiable (by norm_num)) hsc
  exact InitialGibbsPhaseTransport.initial_gibbs_phase_transport_q2
    hα hαone hU hH p xref hp href hη

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional

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AutoSamplingTheory/ExampleCases/SmoothedPicardHMC/InitialGibbsPhaseTransportUnconditional.lean — full module with imports and context
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import AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransport
import AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexMinimizer

/-!
# SPHMC q=2 initialization without a supplied minimizer

This module discharges the minimizer witness used implicitly in the proof of
Chen--Chewi--Lu--Zhang, arXiv:2609.06906v1, Lemma 4.16.  Positive Hessian
curvature yields a genuine global minimizer with zero gradient; the already
verified smoothed-Gibbs phase-transport theorem then supplies the numerical
`q = 2` estimate.

The source's all-`q` concentration statement, Picard dynamics, final sampling
accuracy and query complexity remain separate obligations.
-/

noncomputable section

open MeasureTheory ProbabilityTheory
open scoped ENNReal NNReal RealInnerProductSpace

namespace AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional

open AutoSamplingTheory.TechnicalLemmas.Measure.GaussianSmoothing
open AutoSamplingTheory.TechnicalLemmas.Analysis

variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
  [CompleteSpace E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]

/-- The actual SPHMC initial phase law satisfies the squared `M_κ` transport
bound at `q = 2` under the paper's curvature and reference-gradient assumptions,
without taking a critical point as an extra input. -/
theorem initial_gibbs_phase_transport_q2_of_hessian_bounds
    {U : E → ℝ} {α η : ℝ≥0} (hα : 0 < α) (hαone : α ≤ 1)
    (hU : ContDiff ℝ 2 U)
    (hH : ∀ x v : E,
      (α : ℝ) * ‖v‖ ^ 2 ≤ fderiv ℝ (fderiv ℝ U) x v v ∧
        fderiv ℝ (fderiv ℝ U) x v v ≤ ‖v‖ ^ 2)
    (xref : E) (href : ‖gradient U xref‖ ^ 2 ≤
      (α : ℝ) * (Module.finrank ℝ E : ℝ)) (hη : η ≤ 1) :
    let μ := (volume : Measure E).tilted (fun x ↦ -U x)
    let πη := gaussianSmoothing μ (Real.sqrt η)
    PhaseMetric.phaseWassersteinSq (1 / (α : ℝ))
      ((Measure.dirac xref).prod (stdGaussian E))
      (πη.prod (stdGaussian E)) ≤
        ENNReal.ofReal (5 * (1 / (α : ℝ)) * (Module.finrank ℝ E : ℝ)) := by
  have hsc : StrongConvexOn (Set.univ : Set E) (α : ℝ) U :=
    HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower hU
      (fun x v ↦ (hH x v).1)
  obtain ⟨p, _, hp⟩ := StrongConvexMinimizer.exists_isMinOn_and_gradient_eq_zero
    (show (0 : ℝ) < α by exact hα) (hU.differentiable (by norm_num)) hsc
  exact InitialGibbsPhaseTransport.initial_gibbs_phase_transport_q2
    hα hαone hU hH p xref hp href hη

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional