AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.CanonicalLogSobolev
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Declarations
theorem AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.CanonicalLogSobolev.finite_klDiv_and_toReal_le_half_mul_information Partial Not mapped
Read the complete mathematical statement and proof, with Lean below each
- Applying a generator log-Sobolev inequality to the canonical density `d mu / d pi` gives finite canonical KL together with the KL--Fisher bound. The constant convention is the one used by `Generator.SatisfiesLogSobolev`: if a Gibbs law has curvature `lambda`, then its expected constant here is `C = lambda⁻¹`, so the conclusion reads `KL <= FI / (2 * lambda)`. The finiteness conjunct is essential: `ENNReal.toReal ∞ = 0`, so an inequality about `klDiv.toReal` alone would hide a failed entropy-domain obligation. Its proof comes from the entropy-integrability field of `hAdmissible`, not from LSI alone. Chewi and `Generator.SatisfiesLogSobolev` call the constant `C`; SALD and Lee--Shen--Tian use the reciprocal rate `c_LSI = lambda = C⁻¹`.
theorem finite_klDiv_and_toReal_le_half_mul_information
(mu pi : Measure (EuclideanSpace ℝ ι)) [IsProbabilityMeasure mu]
[SigmaFinite mu] [Measure.HaveLebesgueDecomposition mu pi]
(generator :
(EuclideanSpace ℝ ι → ℝ) →ₗ[ℝ] (EuclideanSpace ℝ ι → ℝ))
{C : ℝ}
(hLSI : Generator.SatisfiesLogSobolev pi generator C)
(hAdmissible : Generator.LogSobolevAdmissible pi generator
(InformationTheory.RNLogRatio.density mu pi))
(hScore :
InformationTheory.CanonicalRelativeFisher.SmoothFiniteScoreDomain mu pi)
(hPair :
InformationTheory.CanonicalDirichletFisher.DirichletPairDomain
mu pi generator)
(hGamma :
InformationTheory.CanonicalDirichletFisher.HasCanonicalFisherGamma
mu pi generator) :
_root_.InformationTheory.klDiv mu pi ≠ ∞ ∧
(_root_.InformationTheory.klDiv mu pi).toReal ≤
(C / 2) *
InformationTheory.CanonicalRelativeFisher.information mu pi hScore := by
let _ : IsProbabilityMeasure pi := hLSI.1
have hLogRatioIntegrable : Integrable (MeasureTheory.llr mu pi) mu := by
rw [← MeasureTheory.integrable_rnDeriv_mul_log_iff
hScore.absolutelyContinuous]
simpa [InformationTheory.RNLogRatio.density] using
hAdmissible.2.2.2.1
have hFinite : _root_.InformationTheory.klDiv mu pi ≠ ∞ :=
_root_.InformationTheory.klDiv_ne_top
hScore.absolutelyContinuous hLogRatioIntegrable
refine ⟨hFinite, ?_⟩
have hApplied := hLSI.2.2
(InformationTheory.RNLogRatio.density mu pi) hAdmissible
have hEntropy :
Generator.densityEntropy pi
(InformationTheory.RNLogRatio.density mu pi) =
(_root_.InformationTheory.klDiv mu pi).toReal := by
unfold Generator.densityEntropy
change
(∫ x, (mu.rnDeriv pi x).toReal *
Real.log (mu.rnDeriv pi x).toReal ∂pi) =
(_root_.InformationTheory.klDiv mu pi).toReal
rw [MeasureTheory.integral_rnDeriv_mul_log
hScore.absolutelyContinuous]
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AutoSamplingTheory/TechnicalLemmas/FunctionalInequalities/CanonicalLogSobolev.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.Generator
import AutoSamplingTheory.TechnicalLemmas.InformationTheory.CanonicalDirichletFisher
import Mathlib.Tactic
/-!
# Canonical log-Sobolev to KL--Fisher bridge
This file applies the generator-level density formulation of a log-Sobolev
inequality to Mathlib's canonical Radon--Nikodym density. The result records
both finiteness of the canonical `ENNReal` Kullback--Leibler divergence and the
usual real-valued KL--Fisher estimate.
The theorem is an interface bridge, not a proof that a particular Gibbs law
satisfies a log-Sobolev inequality. A concrete consumer must still establish
the log-Sobolev predicate, admissibility of the canonical density, the
generator integration-by-parts domain, and the carré-du-champ/score identity.
In particular, this file proves neither Bakry--Émery nor Talagrand transport.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace FunctionalInequalities
namespace CanonicalLogSobolev
open MeasureTheory
open scoped ENNReal
noncomputable section
variable {ι : Type*} [Fintype ι]
/-- Applying a generator log-Sobolev inequality to the canonical density
`d mu / d pi` gives finite canonical KL together with the KL--Fisher bound.
The constant convention is the one used by `Generator.SatisfiesLogSobolev`:
if a Gibbs law has curvature `lambda`, then its expected constant here is
`C = lambda⁻¹`, so the conclusion reads `KL <= FI / (2 * lambda)`.
The finiteness conjunct is essential: `ENNReal.toReal ∞ = 0`, so an inequality
about `klDiv.toReal` alone would hide a failed entropy-domain obligation. Its
proof comes from the entropy-integrability field of `hAdmissible`, not from LSI
alone. Chewi and `Generator.SatisfiesLogSobolev` call the constant `C`; SALD
and Lee--Shen--Tian use the reciprocal rate `c_LSI = lambda = C⁻¹`. -/
theorem finite_klDiv_and_toReal_le_half_mul_information
(mu pi : Measure (EuclideanSpace ℝ ι)) [IsProbabilityMeasure mu]
[SigmaFinite mu] [Measure.HaveLebesgueDecomposition mu pi]
(generator :
(EuclideanSpace ℝ ι → ℝ) →ₗ[ℝ] (EuclideanSpace ℝ ι → ℝ))
{C : ℝ}
(hLSI : Generator.SatisfiesLogSobolev pi generator C)
(hAdmissible : Generator.LogSobolevAdmissible pi generator
(InformationTheory.RNLogRatio.density mu pi))
(hScore :
InformationTheory.CanonicalRelativeFisher.SmoothFiniteScoreDomain mu pi)
(hPair :
InformationTheory.CanonicalDirichletFisher.DirichletPairDomain
mu pi generator)
(hGamma :
InformationTheory.CanonicalDirichletFisher.HasCanonicalFisherGamma
mu pi generator) :
_root_.InformationTheory.klDiv mu pi ≠ ∞ ∧
(_root_.InformationTheory.klDiv mu pi).toReal ≤
(C / 2) *
InformationTheory.CanonicalRelativeFisher.information mu pi hScore := by
let _ : IsProbabilityMeasure pi := hLSI.1
have hLogRatioIntegrable : Integrable (MeasureTheory.llr mu pi) mu := by
rw [← MeasureTheory.integrable_rnDeriv_mul_log_iff
hScore.absolutelyContinuous]
simpa [InformationTheory.RNLogRatio.density] using
hAdmissible.2.2.2.1
have hFinite : _root_.InformationTheory.klDiv mu pi ≠ ∞ :=
_root_.InformationTheory.klDiv_ne_top
hScore.absolutelyContinuous hLogRatioIntegrable
refine ⟨hFinite, ?_⟩
have hApplied := hLSI.2.2
(InformationTheory.RNLogRatio.density mu pi) hAdmissible
have hEntropy :
Generator.densityEntropy pi
(InformationTheory.RNLogRatio.density mu pi) =
(_root_.InformationTheory.klDiv mu pi).toReal := by
unfold Generator.densityEntropy
change
(∫ x, (mu.rnDeriv pi x).toReal *
Real.log (mu.rnDeriv pi x).toReal ∂pi) =
(_root_.InformationTheory.klDiv mu pi).toReal
rw [MeasureTheory.integral_rnDeriv_mul_log
hScore.absolutelyContinuous]
simpa [InformationTheory.RNLogRatio.logRatio] using
(InformationTheory.RNLogRatio.toReal_klDiv_eq_integral_logRatio_of_probability
mu pi hScore.absolutelyContinuous).symm
have hDirichlet :
Generator.dirichletForm pi generator
(InformationTheory.RNLogRatio.density mu pi)
(fun x => Real.log
(InformationTheory.RNLogRatio.density mu pi x)) =
InformationTheory.CanonicalRelativeFisher.information mu pi hScore := by
rw [show
(fun x => Real.log (InformationTheory.RNLogRatio.density mu pi x)) =
InformationTheory.RNLogRatio.logRatio mu pi by
funext x
exact (InformationTheory.RNLogRatio.logRatio_apply mu pi x).symm]
exact
InformationTheory.CanonicalDirichletFisher.dirichletForm_density_logRatio_eq_information
mu pi generator hScore hPair hGamma
rw [hEntropy, hDirichlet] at hApplied
exact hApplied
end
end CanonicalLogSobolev
end FunctionalInequalities
end TechnicalLemmas
end AutoSamplingTheory