production module
AutoSamplingTheory.TechnicalLemmas.Measure.WassersteinTriangleExact
2 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/Measure/WassersteinTriangleExact.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.Measure.WassersteinTriangleExact.wassersteinDistance_le_add_of_lt_left Partial Not mapped
- Close the second strict threshold while keeping the first one fixed.
theorem wassersteinDistance_le_add_of_lt_left
(μ₁ μ₂ μ₃ : Measure E)
[IsProbabilityMeasure μ₁] [IsProbabilityMeasure μ₂] [IsProbabilityMeasure μ₃]
{r₁₂ : ℝ≥0∞}
(hr₁₂ : WassersteinSpace.wassersteinDistance μ₁ μ₂ < r₁₂) :
WassersteinSpace.wassersteinDistance μ₁ μ₃ ≤
r₁₂ + WassersteinSpace.wassersteinDistance μ₂ μ₃ := by
apply ENNReal.le_of_forall_pos_le_add
intro ε hε hfinite
have h23finite : WassersteinSpace.wassersteinDistance μ₂ μ₃ < ∞ :=
(ENNReal.add_lt_top.mp hfinite).2
have hεne : (ε : ℝ≥0∞) ≠ 0 := by
exact_mod_cast (ne_of_gt hε)
have h23lt :
WassersteinSpace.wassersteinDistance μ₂ μ₃ <
WassersteinSpace.wassersteinDistance μ₂ μ₃ + (ε : ℝ≥0∞) :=
ENNReal.lt_add_right h23finite.ne hεne
have hstrict :=
WassersteinTriangle.wassersteinDistance_lt_add_of_lt
μ₁ μ₂ μ₃ hr₁₂ h23lt
exact (by
simpa [add_assoc] using hstrict.le)
/-- Chewi's `W₂` triangle inequality, obtained by closing the remaining strict
threshold after the transport/gluing/Minkowski join. -/
AutoSamplingTheory/TechnicalLemmas/Measure/WassersteinTriangleExact.lean:31published source at 0e31a3cda412
theorem AutoSamplingTheory.TechnicalLemmas.Measure.WassersteinTriangleExact.wassersteinDistance_triangle Partial Not mapped
- Chewi's `W₂` triangle inequality, obtained by closing the remaining strict threshold after the transport/gluing/Minkowski join.
theorem wassersteinDistance_triangle
(μ₁ μ₂ μ₃ : Measure E)
[IsProbabilityMeasure μ₁] [IsProbabilityMeasure μ₂] [IsProbabilityMeasure μ₃] :
WassersteinSpace.wassersteinDistance μ₁ μ₃ ≤
WassersteinSpace.wassersteinDistance μ₁ μ₂ +
WassersteinSpace.wassersteinDistance μ₂ μ₃ := by
apply ENNReal.le_of_forall_pos_le_add
intro ε hε hfinite
have h12finite : WassersteinSpace.wassersteinDistance μ₁ μ₂ < ∞ :=
(ENNReal.add_lt_top.mp hfinite).1
have hεne : (ε : ℝ≥0∞) ≠ 0 := by
exact_mod_cast (ne_of_gt hε)
have h12lt :
WassersteinSpace.wassersteinDistance μ₁ μ₂ <
WassersteinSpace.wassersteinDistance μ₁ μ₂ + (ε : ℝ≥0∞) :=
ENNReal.lt_add_right h12finite.ne hεne
have hclosedSecond :=
wassersteinDistance_le_add_of_lt_left μ₁ μ₂ μ₃ h12lt
exact (by
simpa [add_assoc, add_left_comm, add_comm] using hclosedSecond)
end
end WassersteinTriangleExact
end Measure
end TechnicalLemmas
end AutoSamplingTheory
AutoSamplingTheory/TechnicalLemmas/Measure/WassersteinTriangleExact.lean:56published source at 0e31a3cda412