AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementRealQuadraticCost
3 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Measure/DisplacementRealQuadraticCost.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementRealQuadraticCost.ofReal_integral_norm_sq_eq_lintegral_quadraticCost Partial Not mapped
- The real Bochner integral of squared displacement and the ENNReal quadratic-cost lintegral are the same finite quantity, viewed in ENNReal.
theorem ofReal_integral_norm_sq_eq_lintegral_quadraticCost
(γ : Measure (E × E))
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
∫⁻ z, WassersteinSpace.quadraticCost (E := E) z ∂γ := by
simpa [WassersteinSpace.quadraticCost] using
(ofReal_integral_eq_lintegral_ofReal hcost
(Filter.Eventually.of_forall fun z : E × E => sq_nonneg ‖z.1 - z.2‖))
/-- For a quadratic-cost optimal coupling, the real squared-displacement
integral is exactly the squared Wasserstein distance after embedding into
ENNReal. -/
AutoSamplingTheory/TechnicalLemmas/Measure/DisplacementRealQuadraticCost.lean:38published source at ed709a7f320d
theorem AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementRealQuadraticCost.ofReal_integral_norm_sq_eq_wassersteinDistance_sq_of_optimal Partial Not mapped
- For a quadratic-cost optimal coupling, the real squared-displacement integral is exactly the squared Wasserstein distance after embedding into ENNReal.
theorem ofReal_integral_norm_sq_eq_wassersteinDistance_sq_of_optimal
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hγ : DisplacementInterpolation.IsQuadraticOptimalCoupling γ μ₀ μ₁)
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2 := by
calc
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
∫⁻ z, WassersteinSpace.quadraticCost (E := E) z ∂γ :=
ofReal_integral_norm_sq_eq_lintegral_quadraticCost γ hcost
_ = Transport.transportCost
(WassersteinSpace.quadraticCost (E := E)) μ₀ μ₁ := hγ.2
_ = WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2 :=
(WassersteinSpace.wassersteinDistance_sq μ₀ μ₁).symm
/-- Real-valued form convenient for the potential-energy inequality: the
quadratic coupling integral is the `toReal` value of `W₂^2`. Integrability of
the real cost supplies finiteness automatically through the preceding ENNReal
identity. -/
AutoSamplingTheory/TechnicalLemmas/Measure/DisplacementRealQuadraticCost.lean:50published source at ed709a7f320d
theorem AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementRealQuadraticCost.integral_norm_sq_eq_wassersteinDistance_sq_toReal_of_optimal Partial Not mapped
- Real-valued form convenient for the potential-energy inequality: the quadratic coupling integral is the `toReal` value of `W₂^2`. Integrability of the real cost supplies finiteness automatically through the preceding ENNReal identity.
theorem integral_norm_sq_eq_wassersteinDistance_sq_toReal_of_optimal
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hγ : DisplacementInterpolation.IsQuadraticOptimalCoupling γ μ₀ μ₁)
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
(∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
(WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2).toReal := by
have hnonneg : 0 ≤ ∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ :=
integral_nonneg fun z => sq_nonneg ‖z.1 - z.2‖
have h := congrArg ENNReal.toReal
(ofReal_integral_norm_sq_eq_wassersteinDistance_sq_of_optimal hγ hcost)
simpa [ENNReal.toReal_ofReal hnonneg] using h
end
end DisplacementRealQuadraticCost
end Measure
end TechnicalLemmas
end AutoSamplingTheory
AutoSamplingTheory/TechnicalLemmas/Measure/DisplacementRealQuadraticCost.lean:69published source at ed709a7f320d
Complete Lean source
AutoSamplingTheory/TechnicalLemmas/Measure/DisplacementRealQuadraticCost.lean — full module with imports and context
import AutoSamplingTheory.TechnicalLemmas.Measure.DisplacementInterpolation
import Mathlib.MeasureTheory.Integral.Bochner.Basic
/-!
# Real quadratic coupling cost and the squared Wasserstein distance
Chewi's strong-displacement-convexity correction is a real-valued term
`∫ ||x-y||^2 d gamma`, while Samplinglib's Kantorovich/Wasserstein layer uses
the extended-nonnegative cost
`quadraticCost(x,y) = ENNReal.ofReal (||x-y||^2)`.
This module is the exact bridge between those two representations. Under
ordinary real integrability, Mathlib's `ofReal_integral_eq_lintegral_ofReal`
identifies the two costs. If the coupling is quadratic-cost optimal, the
existing `wassersteinDistance_sq` theorem then identifies that cost with
`W₂^2`.
No existence of an optimal coupling is proved here; the optimality witness is
an explicit input.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace Measure
namespace DisplacementRealQuadraticCost
open MeasureTheory
open scoped ENNReal
noncomputable section
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
/-- The real Bochner integral of squared displacement and the ENNReal
quadratic-cost lintegral are the same finite quantity, viewed in ENNReal. -/
theorem ofReal_integral_norm_sq_eq_lintegral_quadraticCost
(γ : Measure (E × E))
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
∫⁻ z, WassersteinSpace.quadraticCost (E := E) z ∂γ := by
simpa [WassersteinSpace.quadraticCost] using
(ofReal_integral_eq_lintegral_ofReal hcost
(Filter.Eventually.of_forall fun z : E × E => sq_nonneg ‖z.1 - z.2‖))
/-- For a quadratic-cost optimal coupling, the real squared-displacement
integral is exactly the squared Wasserstein distance after embedding into
ENNReal. -/
theorem ofReal_integral_norm_sq_eq_wassersteinDistance_sq_of_optimal
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hγ : DisplacementInterpolation.IsQuadraticOptimalCoupling γ μ₀ μ₁)
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2 := by
calc
ENNReal.ofReal (∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
∫⁻ z, WassersteinSpace.quadraticCost (E := E) z ∂γ :=
ofReal_integral_norm_sq_eq_lintegral_quadraticCost γ hcost
_ = Transport.transportCost
(WassersteinSpace.quadraticCost (E := E)) μ₀ μ₁ := hγ.2
_ = WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2 :=
(WassersteinSpace.wassersteinDistance_sq μ₀ μ₁).symm
/-- Real-valued form convenient for the potential-energy inequality: the
quadratic coupling integral is the `toReal` value of `W₂^2`. Integrability of
the real cost supplies finiteness automatically through the preceding ENNReal
identity. -/
theorem integral_norm_sq_eq_wassersteinDistance_sq_toReal_of_optimal
{γ : Measure (E × E)} {μ₀ μ₁ : Measure E}
(hγ : DisplacementInterpolation.IsQuadraticOptimalCoupling γ μ₀ μ₁)
(hcost : Integrable (fun z : E × E => ‖z.1 - z.2‖ ^ 2) γ) :
(∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ) =
(WassersteinSpace.wassersteinDistance μ₀ μ₁ ^ 2).toReal := by
have hnonneg : 0 ≤ ∫ z, ‖z.1 - z.2‖ ^ 2 ∂γ :=
integral_nonneg fun z => sq_nonneg ‖z.1 - z.2‖
have h := congrArg ENNReal.toReal
(ofReal_integral_norm_sq_eq_wassersteinDistance_sq_of_optimal hγ hcost)
simpa [ENNReal.toReal_ofReal hnonneg] using h
end
end DisplacementRealQuadraticCost
end Measure
end TechnicalLemmas
end AutoSamplingTheory