AutoSamplingTheory.TechnicalLemmas.InformationTheory.GeodesicFisherTransport
3 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/InformationTheory/GeodesicFisherTransport.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.InformationTheory.GeodesicFisherTransport.value_le_neg_directionalDerivative Partial Not mapped
- A zero-geodesically-convex functional whose endpoint is a minimizer of value zero is bounded by the negative initial directional derivative. This is the direct specialization of Chewi display (1.4.7) with `alpha = 0`.
theorem value_le_neg_directionalDerivative
{M : Type*} [MetricSpace M]
{isGeodesic : (ℝ → M) → Prop} {F : M → ℝ}
(hconvex : GeodesicConvexity.IsAlphaGeodesicallyConvex isGeodesic F 0)
{path : ℝ → M} (hpath : isGeodesic path)
{pairing : ℝ}
(hderiv : HasDerivAt (fun t => F (path t)) pairing 0)
(hterminal : F (path 1) = 0) :
F (path 0) ≤ -pairing := by
have hfirst :=
GeodesicConvexity.firstOrder_geodesicConvexity
hconvex hpath hderiv
rw [hterminal] at hfirst
simp only [zero_div, zero_mul, add_zero] at hfirst
linarith
/-- Scalar Cauchy--Schwarz closure: a nonnegative value bounded by
`sqrt(fisher) * distance` satisfies the squared Fisher--transport inequality. -/
AutoSamplingTheory/TechnicalLemmas/InformationTheory/GeodesicFisherTransport.lean:32published source at ed709a7f320d
theorem AutoSamplingTheory.TechnicalLemmas.InformationTheory.GeodesicFisherTransport.sq_le_fisher_mul_sq_of_le_sqrt_mul Partial Not mapped
- Scalar Cauchy--Schwarz closure: a nonnegative value bounded by `sqrt(fisher) * distance` satisfies the squared Fisher--transport inequality.
theorem sq_le_fisher_mul_sq_of_le_sqrt_mul
{value fisher distance : ℝ}
(hvalue : 0 ≤ value) (hfisher : 0 ≤ fisher) (hdistance : 0 ≤ distance)
(hbound : value ≤ Real.sqrt fisher * distance) :
value ^ 2 ≤ fisher * distance ^ 2 := by
have hsqrt : 0 ≤ Real.sqrt fisher := Real.sqrt_nonneg fisher
have hsq : value ^ 2 ≤ (Real.sqrt fisher * distance) ^ 2 := by
nlinarith
rw [mul_pow, Real.sq_sqrt hfisher] at hsq
exact hsq
/-- Reusable geodesic Fisher--transport join.
If a nonnegative zero-geodesically-convex functional vanishes at the terminal
point of a selected geodesic, and the negative initial directional derivative
is at most `sqrt(fisher) * dist`, then
`F(x)^2 <= fisher * dist(x,y)^2`.
For the SampleWiki ideal-proximal spine the intended specialization is
`F = KL(· || pi)`, `y = pi`, and `fisher = FI(· || pi)`. -/
AutoSamplingTheory/TechnicalLemmas/InformationTheory/GeodesicFisherTransport.lean:50published source at ed709a7f320d
theorem AutoSamplingTheory.TechnicalLemmas.InformationTheory.GeodesicFisherTransport.sq_le_fisher_mul_dist_sq_of_geodesic_first_order Partial Not mapped
- Reusable geodesic Fisher--transport join. If a nonnegative zero-geodesically-convex functional vanishes at the terminal point of a selected geodesic, and the negative initial directional derivative is at most `sqrt(fisher) * dist`, then `F(x)^2 <= fisher * dist(x,y)^2`. For the SampleWiki ideal-proximal spine the intended specialization is `F = KL(· || pi)`, `y = pi`, and `fisher = FI(· || pi)`.
theorem sq_le_fisher_mul_dist_sq_of_geodesic_first_order
{M : Type*} [MetricSpace M]
{isGeodesic : (ℝ → M) → Prop} {F : M → ℝ}
(hconvex : GeodesicConvexity.IsAlphaGeodesicallyConvex isGeodesic F 0)
{path : ℝ → M} (hpath : isGeodesic path)
{pairing fisher : ℝ}
(hderiv : HasDerivAt (fun t => F (path t)) pairing 0)
(hterminal : F (path 1) = 0)
(hvalue : 0 ≤ F (path 0))
(hfisher : 0 ≤ fisher)
(hcs : -pairing ≤ Real.sqrt fisher * dist (path 0) (path 1)) :
F (path 0) ^ 2 ≤ fisher * dist (path 0) (path 1) ^ 2 := by
have hfirst : F (path 0) ≤ -pairing :=
value_le_neg_directionalDerivative hconvex hpath hderiv hterminal
exact sq_le_fisher_mul_sq_of_le_sqrt_mul
hvalue hfisher dist_nonneg (hfirst.trans hcs)
end GeodesicFisherTransport
end InformationTheory
end TechnicalLemmas
end AutoSamplingTheory
AutoSamplingTheory/TechnicalLemmas/InformationTheory/GeodesicFisherTransport.lean:71published source at ed709a7f320d
Complete Lean source
AutoSamplingTheory/TechnicalLemmas/InformationTheory/GeodesicFisherTransport.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.Geometry.GeodesicConvexity
import AutoSamplingTheory.TechnicalLemmas.InformationTheory.FisherTransport
import Mathlib.Tactic
/-!
# Geodesic first order inequality to Fisher--transport control
This module isolates the abstract geometric logic used between Chewi's
first-order geodesic-convexity inequality (display (1.4.7)) and the
Fisher--Wasserstein estimate consumed by the proximal sampler.
The source-specific analytic task is deliberately exposed as one input:
for the selected geodesic from the current law to the minimizer, the negative
directional derivative is bounded by `sqrt(fisher) * distance`. For KL in
Wasserstein space this is the first-variation / Cauchy--Schwarz step.
No measure-level Fisher definition, optimal-map theorem, or KL differentiation
is manufactured here.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace InformationTheory
namespace GeodesicFisherTransport
open TechnicalLemmas.Geometry
/-- A zero-geodesically-convex functional whose endpoint is a minimizer of
value zero is bounded by the negative initial directional derivative.
This is the direct specialization of Chewi display (1.4.7) with `alpha = 0`. -/
theorem value_le_neg_directionalDerivative
{M : Type*} [MetricSpace M]
{isGeodesic : (ℝ → M) → Prop} {F : M → ℝ}
(hconvex : GeodesicConvexity.IsAlphaGeodesicallyConvex isGeodesic F 0)
{path : ℝ → M} (hpath : isGeodesic path)
{pairing : ℝ}
(hderiv : HasDerivAt (fun t => F (path t)) pairing 0)
(hterminal : F (path 1) = 0) :
F (path 0) ≤ -pairing := by
have hfirst :=
GeodesicConvexity.firstOrder_geodesicConvexity
hconvex hpath hderiv
rw [hterminal] at hfirst
simp only [zero_div, zero_mul, add_zero] at hfirst
linarith
/-- Scalar Cauchy--Schwarz closure: a nonnegative value bounded by
`sqrt(fisher) * distance` satisfies the squared Fisher--transport inequality. -/
theorem sq_le_fisher_mul_sq_of_le_sqrt_mul
{value fisher distance : ℝ}
(hvalue : 0 ≤ value) (hfisher : 0 ≤ fisher) (hdistance : 0 ≤ distance)
(hbound : value ≤ Real.sqrt fisher * distance) :
value ^ 2 ≤ fisher * distance ^ 2 := by
have hsqrt : 0 ≤ Real.sqrt fisher := Real.sqrt_nonneg fisher
have hsq : value ^ 2 ≤ (Real.sqrt fisher * distance) ^ 2 := by
nlinarith
rw [mul_pow, Real.sq_sqrt hfisher] at hsq
exact hsq
/-- Reusable geodesic Fisher--transport join.
If a nonnegative zero-geodesically-convex functional vanishes at the terminal
point of a selected geodesic, and the negative initial directional derivative
is at most `sqrt(fisher) * dist`, then
`F(x)^2 <= fisher * dist(x,y)^2`.
For the SampleWiki ideal-proximal spine the intended specialization is
`F = KL(· || pi)`, `y = pi`, and `fisher = FI(· || pi)`. -/
theorem sq_le_fisher_mul_dist_sq_of_geodesic_first_order
{M : Type*} [MetricSpace M]
{isGeodesic : (ℝ → M) → Prop} {F : M → ℝ}
(hconvex : GeodesicConvexity.IsAlphaGeodesicallyConvex isGeodesic F 0)
{path : ℝ → M} (hpath : isGeodesic path)
{pairing fisher : ℝ}
(hderiv : HasDerivAt (fun t => F (path t)) pairing 0)
(hterminal : F (path 1) = 0)
(hvalue : 0 ≤ F (path 0))
(hfisher : 0 ≤ fisher)
(hcs : -pairing ≤ Real.sqrt fisher * dist (path 0) (path 1)) :
F (path 0) ^ 2 ≤ fisher * dist (path 0) (path 1) ^ 2 := by
have hfirst : F (path 0) ≤ -pairing :=
value_le_neg_directionalDerivative hconvex hpath hderiv hterminal
exact sq_le_fisher_mul_sq_of_le_sqrt_mul
hvalue hfisher dist_nonneg (hfirst.trans hcs)
end GeodesicFisherTransport
end InformationTheory
end TechnicalLemmas
end AutoSamplingTheory