test module
Tests.GaussianComplexityMixtureFubini
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Complete Lean source
Tests/GaussianComplexityMixtureFubini.lean — full module with imports and context
import AutoSamplingTheory.ExampleCases.GaussianComplexity.MixtureFubini
import Mathlib.Tactic.NormNum.RealSqrt
open Matrix MeasureTheory
open AutoSamplingTheory.TechnicalLemmas.Probability.OrthogonalHaar
open AutoSamplingTheory.ExampleCases.GaussianComplexity.DeterminantFamily
open AutoSamplingTheory.ExampleCases.GaussianComplexity.MixtureFubini
-- The endpoint ell=0 still has genuine joint absolute L1; n=3 uses a real half power.
example :
Integrable (fun z : Matrix.orthogonalGroup (Fin 3) ℝ × EuclideanSpace ℝ (Fin 3) =>
(z.1 : Matrix (Fin 3) (Fin 3) ℝ).det *
(Real.sqrt (singleBlockPrecision 4 z.1).det / (2 * Real.pi) ^ (3 / 2 : ℝ) *
Real.exp (-((WithLp.ofLp z.2) ⬝ᵥ
(singleBlockPrecision 4 z.1 *ᵥ WithLp.ofLp z.2)) / 2)))
((orthogonalHaar 3).prod volume) := by
have h := (literal_mixture_transform (n := 3) (by decide) (κ := 4) (by norm_num)
(ℓ := 0) (by norm_num)).1
norm_num only [Nat.cast_ofNat, neg_zero, zero_mul, Real.exp_zero, one_mul] at h
exact h
-- At n=4,kappa=4,ell=1 the closed transform coefficient is exactly -1/4.
example :
let p : Matrix.orthogonalGroup (Fin 4) ℝ → EuclideanSpace ℝ (Fin 4) → ℝ :=
fun O x => Real.sqrt (singleBlockPrecision 4 O).det / (2 * Real.pi) ^ (2 : ℝ) *
Real.exp (-((WithLp.ofLp x) ⬝ᵥ
(singleBlockPrecision 4 O *ᵥ WithLp.ofLp x)) / 2)
(∫ O : Matrix.orthogonalGroup (Fin 4) ℝ,
(O : Matrix (Fin 4) (Fin 4) ℝ).det *
(∫ x : EuclideanSpace ℝ (Fin 4), Real.exp (-‖x‖ ^ 2) * p O x)
∂orthogonalHaar 4) =
(-1 / 4 : ℝ) *
(∫ O : Matrix.orthogonalGroup (Fin 4) ℝ,
(3 * (O : Matrix (Fin 4) (Fin 4) ℝ) 0 0 - 1) /
(9 - 3 * (O : Matrix (Fin 4) (Fin 4) ℝ) 0 0) ^ (2 : ℝ)
∂orthogonalHaar 4) := by
have h := (literal_mixture_transform (n := 4) (by decide) (κ := 4) (by norm_num)
(ℓ := 1) (by norm_num)).2.2
norm_num [Real.rpow_two] at h ⊢
exact h
#print axioms literal_mixture_transform