production module
AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional
Read the mathematical statements and proofs in order
1 named declarations scanned from AutoSamplingTheory/ExampleCases/SmoothedPicardHMC/InitialGibbsPhaseTransportUnconditional.lean.
Declarations
theorem AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.InitialGibbsPhaseTransportUnconditional.initial_gibbs_phase_transport_q2_of_hessian_bounds Partial Not mapped
Read the complete mathematical statement and proof, with Lean below each
- 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
AutoSamplingTheory/ExampleCases/SmoothedPicardHMC/InitialGibbsPhaseTransportUnconditional.lean:33published source at ed709a7f320dOpen detailed card
Complete Lean source
AutoSamplingTheory/ExampleCases/SmoothedPicardHMC/InitialGibbsPhaseTransportUnconditional.lean — full module with imports and context
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