production module
AutoSamplingTheory.TechnicalLemmas.Measure.ChewiTheorem1_3_23
2 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Measure/ChewiTheorem1_3_23.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.Measure.ChewiTheorem1_3_23.wassersteinDistance_displacementInterpolation_eq_abs Partial Not mapped
- Arbitrary-time form of the constant-speed identity for the displacement interpolation generated by one quadratic-optimal coupling.
theorem wassersteinDistance_displacementInterpolation_eq_abs
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hμ₀ : WassersteinSpace.IsAbsolutelyContinuousFiniteSecondMoment μ₀)
(hμ₁ : WassersteinSpace.IsAbsolutelyContinuousFiniteSecondMoment μ₁)
(hγ : IsQuadraticOptimalCoupling γ μ₀ μ₁)
{s t : ℝ} (hs : s ∈ Icc (0 : ℝ) 1) (ht : t ∈ Icc (0 : ℝ) 1) :
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ s)
(displacementInterpolation γ t) =
ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rcases le_total s t with hst | hts
· have h :=
DisplacementInterpolationConstantSpeed.wassersteinDistance_interpolation_eq_of_le
(E := E) hμ₀ hμ₁ hγ hs.1 hst ht.2
have habs : |s - t| = t - s := by
rw [abs_sub_comm, abs_of_nonneg (sub_nonneg.mpr hst)]
simpa [habs] using h
· have h :=
DisplacementInterpolationConstantSpeed.wassersteinDistance_interpolation_eq_of_le
(E := E) hμ₀ hμ₁ hγ ht.1 hts hs.2
calc
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ s)
(displacementInterpolation γ t) =
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ t)
(displacementInterpolation γ s) :=
WassersteinSymmetry.wassersteinDistance_comm _ _
_ = ENNReal.ofReal (s - t) *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := h
_ = ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rw [abs_of_nonneg (sub_nonneg.mpr hts)]
/-- Chewi Theorem 1.3.23 in the repository's source-side geodesic interface:
any curve represented by an optimal displacement interpolation has constant
`W₂` speed on `[0,1]`. -/
AutoSamplingTheory/TechnicalLemmas/Measure/ChewiTheorem1_3_23.lean:44published source at ed709a7f320d
theorem AutoSamplingTheory.TechnicalLemmas.Measure.ChewiTheorem1_3_23.chewi_theorem_1_3_23_constant_speed Partial Not mapped
- Chewi Theorem 1.3.23 in the repository's source-side geodesic interface: any curve represented by an optimal displacement interpolation has constant `W₂` speed on `[0,1]`.
theorem chewi_theorem_1_3_23_constant_speed
{μ₀ μ₁ : Measure E} {curve : ℝ → Measure E}
(hcurve : IsWassersteinGeodesic μ₀ μ₁ curve)
{s t : ℝ} (hs : s ∈ Icc (0 : ℝ) 1) (ht : t ∈ Icc (0 : ℝ) 1) :
WassersteinSpace.wassersteinDistance (curve s) (curve t) =
ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rcases hcurve with ⟨hμ₀, hμ₁, γ, hγ, hrepr⟩
rw [hrepr s hs, hrepr t ht]
exact wassersteinDistance_displacementInterpolation_eq_abs
(E := E) hμ₀ hμ₁ hγ hs ht
end
end ChewiTheorem1_3_23
end Measure
end TechnicalLemmas
end AutoSamplingTheory
AutoSamplingTheory/TechnicalLemmas/Measure/ChewiTheorem1_3_23.lean:82published source at ed709a7f320d
Complete Lean source
AutoSamplingTheory/TechnicalLemmas/Measure/ChewiTheorem1_3_23.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementInterpolationConstantSpeed
import AutoSamplingTheory.TechnicalLemmas.Measure.WassersteinSymmetry
/-!
# Chewi Theorem 1.3.23: constant-speed displacement interpolation
This is the source-facing closure of the Chapter 1.3 transport spine.
For an optimal quadratic coupling `γ` of two `P₂,ac` endpoint laws, the
McCann/displacement interpolation travels at constant `W₂` speed:
`W₂(μ_s, μ_t) = |s-t| W₂(μ₀, μ₁)` for `s,t ∈ [0,1]`.
The hard ingredients are already proved in separate reusable modules:
* finite-second-moment endpoints give finite `W₂`;
* the exact `W₂` triangle inequality;
* exact cost scaling of the canonical two-time interpolation coupling;
* ordered-time constant speed;
* symmetry of `W₂`.
This file only closes the order split and packages the result through the
source-side `IsWassersteinGeodesic` predicate.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace Measure
namespace ChewiTheorem1_3_23
open MeasureTheory Set
open scoped ENNReal
noncomputable section
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
[SecondCountableTopology E] [StandardBorelSpace E] [Nonempty E]
open DisplacementInterpolation
/-- Arbitrary-time form of the constant-speed identity for the displacement
interpolation generated by one quadratic-optimal coupling. -/
theorem wassersteinDistance_displacementInterpolation_eq_abs
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hμ₀ : WassersteinSpace.IsAbsolutelyContinuousFiniteSecondMoment μ₀)
(hμ₁ : WassersteinSpace.IsAbsolutelyContinuousFiniteSecondMoment μ₁)
(hγ : IsQuadraticOptimalCoupling γ μ₀ μ₁)
{s t : ℝ} (hs : s ∈ Icc (0 : ℝ) 1) (ht : t ∈ Icc (0 : ℝ) 1) :
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ s)
(displacementInterpolation γ t) =
ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rcases le_total s t with hst | hts
· have h :=
DisplacementInterpolationConstantSpeed.wassersteinDistance_interpolation_eq_of_le
(E := E) hμ₀ hμ₁ hγ hs.1 hst ht.2
have habs : |s - t| = t - s := by
rw [abs_sub_comm, abs_of_nonneg (sub_nonneg.mpr hst)]
simpa [habs] using h
· have h :=
DisplacementInterpolationConstantSpeed.wassersteinDistance_interpolation_eq_of_le
(E := E) hμ₀ hμ₁ hγ ht.1 hts hs.2
calc
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ s)
(displacementInterpolation γ t) =
WassersteinSpace.wassersteinDistance
(displacementInterpolation γ t)
(displacementInterpolation γ s) :=
WassersteinSymmetry.wassersteinDistance_comm _ _
_ = ENNReal.ofReal (s - t) *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := h
_ = ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rw [abs_of_nonneg (sub_nonneg.mpr hts)]
/-- Chewi Theorem 1.3.23 in the repository's source-side geodesic interface:
any curve represented by an optimal displacement interpolation has constant
`W₂` speed on `[0,1]`. -/
theorem chewi_theorem_1_3_23_constant_speed
{μ₀ μ₁ : Measure E} {curve : ℝ → Measure E}
(hcurve : IsWassersteinGeodesic μ₀ μ₁ curve)
{s t : ℝ} (hs : s ∈ Icc (0 : ℝ) 1) (ht : t ∈ Icc (0 : ℝ) 1) :
WassersteinSpace.wassersteinDistance (curve s) (curve t) =
ENNReal.ofReal |s - t| *
WassersteinSpace.wassersteinDistance μ₀ μ₁ := by
rcases hcurve with ⟨hμ₀, hμ₁, γ, hγ, hrepr⟩
rw [hrepr s hs, hrepr t ht]
exact wassersteinDistance_displacementInterpolation_eq_abs
(E := E) hμ₀ hμ₁ hγ hs ht
end
end ChewiTheorem1_3_23
end Measure
end TechnicalLemmas
end AutoSamplingTheory