Dense closable gradient on the actual Gaussian outer marginal
AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.GaussianMarginalGradient.gaussian_marginal_gradient_closable · theorem · Teaching coverage
Mathematical statement
Let E be a finite-dimensional real Hilbert space with its Borel structure, including rank zero. Let μ be any probability measure on E and η>0. For independent X∼μ and G∼N(0,I), define the actual joint law J of (X,X+√η G) and its second marginal ν=J.snd. There exists one genuine real linear partial gradient operator D₀ from scalar L²(ν) to E-valued L²(ν), with norm-dense domain, closability and a closed graph for its operator closure. For every scalar class u and vector class v in these two actual L² spaces, (u,v) lies in D₀.graph if and only if there exists a globally C∞ compactly supported real function f with u=f ν-almost everywhere and v=∇f ν-almost everywhere. The gradient is the actual inverse-Riesz Fréchet derivative. No finite moment, input density, potential, integrability, normalizer or gradient-domain certificate is supplied. This is authored background for the paper's density/closedness invocation, not its full rough-input B.13 theorem.
Lean statement · gaussian_marginal_gradient_closable
Let E be a finite-dimensional real Hilbert space with its Borel structure, including rank zero. Let μ be any probability measure on E and η>0. For independent X∼μ and G∼N(0,I), define the actual joint law J of (X,X+√η G) and its second marginal ν=J.snd. There exists one genuine real linear partial gradient operator D₀ from scalar L²(ν) to E-valued L²(ν), with norm-dense domain, closability and a closed graph for its operator closure. For every scalar class u and vector class v in these two actual L² spaces, (u,v) lies in D₀.graph if and only if there exists a globally C∞ compactly supported real function f with u=f ν-almost everywhere and v=∇f ν-almost everywhere. The gradient is the actual inverse-Riesz Fréchet derivative. No finite moment, input density, potential, integrability, normalizer or gradient-domain certificate is supplied. This is authored background for the paper's density/closedness invocation, not its full rough-input B.13 theorem.
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem gaussian_marginal_gradient_closable
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
(μ : Measure E) [IsProbabilityMeasure μ] {η : ℝ} (hη : 0 < η) :
let J := (μ.prod (stdGaussian E)).map
(fun p : E × E => (p.1, p.1 + Real.sqrt η • p.2))
let ν := J.snd
∃ D : Lp ℝ 2 ν →ₗ.[ℝ] Lp E 2 ν,
Dense (D.domain : Set (Lp ℝ 2 ν)) ∧ D.IsClosable ∧ D.closure.IsClosed ∧
∀ (u : Lp ℝ 2 ν) (v : Lp E 2 ν), (u,v) ∈ D.graph ↔
∃ f : E → ℝ, ContDiff ℝ ∞ f ∧ HasCompactSupport f ∧
u =ᵐ[ν] f ∧ v =ᵐ[ν] gradient fProof roadmap
- 1Keep the actual independent Gaussian marginal
The augmentation map is measurable. Actual product and map probability give J and ν as probabilities. Mapping the joint law by snd equals the actual add-noise pushforward; no replacement conditional measure is introduced.
- 2Produce the positive C2 outer density
Invoke the existing Gaussian-convolution producer with only probability μ and η>0. Its exact dimensional prefactor is C=(sqrt(2πη)⁻¹)^dimE, including rank0. It produces ρ>0 and C2 W=-logρ. Continuity of ρ supplies the actual strong-measurability domain.
- 3Derive L1 before evaluating the real normalizer
Apply the actual measure equality to the whole space. Probability mass1 and the with-density definition yield the nonnegative extended integral1. Continuous positive ρ gives the precise AEStrong/nonnegative prerequisites; finiteness of this extended integral proves actual L1.
- 4Identify the true normalized Gibbs law
Only after L1 is known, identify the Bochner integral with the nonnegative extended integral and conclude its real value is1. Positivity permits exp(logρ)=ρ. The genuine tilted denominator is therefore1, giving exactly the same ν.
- 5Join the genuine weighted-gradient graph
Rewrite the whole measure-indexed target using the exact tilted-law equality. Apply the existing weighted-gradient construction with C1 W and internally derived exponential integrability. It supplies the actual compact-gradient graph, dense domain, closability and closed closure on ν. D₀ here is the outer gradient, distinct from the microscopic joint block D in the previous result.
- 6Exercise the actual paper law and noncentered zero-dimensional class
The actual PBPS macroscopic-energy producer supplies probability for its unchanged μ/J/ν under the original curvature and step hypotheses. Smooth compact f and its true gradient produce actual scalar/vector L2 representatives belonging to the same D₀.graph. In rank0, f=1 is compact and its class has real mean1, paired with the zero gradient. No centering premise is present.
Full assumptions and notation
All objects and hypotheses
- Finite-dimensional real Hilbert space E with Borel measurable structure; rank zero is an explicit authored extension.
- Any actual probability measure μ on E and any positive real η. No moment or input-density assumption.
- The exact graph uses globally smooth compactly supported real representatives; these are existential in the graph equivalence, not a supplied closed-gradient or regularity certificate.
Mathematical proof
1. Keep the actual independent Gaussian marginal
The augmentation map is measurable. Actual product and map probability give J and ν as probabilities. Mapping the joint law by snd equals the actual add-noise pushforward; no replacement conditional measure is introduced.
Corresponding Lean step
hpair; Measure.isProbabilityMeasure_map; hmap; Measure.map_map
2. Produce the positive C2 outer density
Invoke the existing Gaussian-convolution producer with only probability μ and η>0. Its exact dimensional prefactor is C=(sqrt(2πη)⁻¹)^dimE, including rank0. It produces ρ>0 and C2 W=-logρ. Continuity of ρ supplies the actual strong-measurability domain.
Corresponding Lean step
GaussianConvolutionRegularity.gaussian_convolution_potential_c2; hνdensity; hpos; hZ; hW; hρ
3. Derive L1 before evaluating the real normalizer
Apply the actual measure equality to the whole space. Probability mass1 and the with-density definition yield the nonnegative extended integral1. Continuous positive ρ gives the precise AEStrong/nonnegative prerequisites; finiteness of this extended integral proves actual L1.
Corresponding Lean step
hmass; withDensity_apply; Measure.restrict_univ; hnn; lintegral_ofReal_ne_top_iff_integrable; hI
4. Identify the true normalized Gibbs law
Only after L1 is known, identify the Bochner integral with the nonnegative extended integral and conclude its real value is1. Positivity permits exp(logρ)=ρ. The genuine tilted denominator is therefore1, giving exactly the same ν.
Corresponding Lean step
ofReal_integral_eq_lintegral_ofReal; ENNReal.ofReal_eq_one; hnorm; hexp; Real.exp_log; hWI; Measure.tilted; htilt
5. Join the genuine weighted-gradient graph
Rewrite the whole measure-indexed target using the exact tilted-law equality. Apply the existing weighted-gradient construction with C1 W and internally derived exponential integrability. It supplies the actual compact-gradient graph, dense domain, closability and closed closure on ν. D₀ here is the outer gradient, distinct from the microscopic joint block D in the previous result.
Corresponding Lean step
rw [← htilt]; WeightedGradient.compact_gradient_closable; hW.of_le; hWI
6. Exercise the actual paper law and noncentered zero-dimensional class
The actual PBPS macroscopic-energy producer supplies probability for its unchanged μ/J/ν under the original curvature and step hypotheses. Smooth compact f and its true gradient produce actual scalar/vector L2 representatives belonging to the same D₀.graph. In rank0, f=1 is compact and its class has real mean1, paired with the zero gradient. No centering premise is present.
Corresponding Lean step
Tests.ProximalBPSGaussianMarginalGradient.actual_pbps_compact_gradient_graph; rank_zero_noncentered_graph; actual50 probability output; canonical continuous_gradient_of_contDiff_one (Test only)
Lean verification
The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.
Lean proof · gaussian_marginal_gradient_closable
Keep the actual independent Gaussian marginal; Produce the positive C2 outer density; Derive L1 before evaluating the real normalizer; Identify the true normalized Gibbs law; Join the genuine weighted-gradient graph; Exercise the actual paper law and noncentered zero-dimensional class
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem gaussian_marginal_gradient_closable
{E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
(μ : Measure E) [IsProbabilityMeasure μ] {η : ℝ} (hη : 0 < η) :
let J := (μ.prod (stdGaussian E)).map
(fun p : E × E => (p.1, p.1 + Real.sqrt η • p.2))
let ν := J.snd
∃ D : Lp ℝ 2 ν →ₗ.[ℝ] Lp E 2 ν,
Dense (D.domain : Set (Lp ℝ 2 ν)) ∧ D.IsClosable ∧ D.closure.IsClosed ∧
∀ (u : Lp ℝ 2 ν) (v : Lp E 2 ν), (u,v) ∈ D.graph ↔
∃ f : E → ℝ, ContDiff ℝ ∞ f ∧ HasCompactSupport f ∧
u =ᵐ[ν] f ∧ v =ᵐ[ν] gradient f := by
let J := (μ.prod (stdGaussian E)).map
(fun p : E × E => (p.1, p.1 + Real.sqrt η • p.2))
let ν := J.snd
change ∃ D : Lp ℝ 2 ν →ₗ.[ℝ] Lp E 2 ν,
Dense (D.domain : Set (Lp ℝ 2 ν)) ∧ D.IsClosable ∧ D.closure.IsClosed ∧
∀ (u : Lp ℝ 2 ν) (v : Lp E 2 ν), (u,v) ∈ D.graph ↔
∃ f : E → ℝ, ContDiff ℝ ∞ f ∧ HasCompactSupport f ∧
u =ᵐ[ν] f ∧ v =ᵐ[ν] gradient f
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let Z := fun y : E => ∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ
let ρ := fun y : E => C*Z y
let W := fun y : E => -Real.log (ρ y)
have hpair : Measurable (fun p : E × E =>
(p.1, p.1 + Real.sqrt η • p.2)) := by fun_prop
let : IsProbabilityMeasure J := Measure.isProbabilityMeasure_map hpair.aemeasurable
let : IsProbabilityMeasure ν := Measure.isProbabilityMeasure_map measurable_snd.aemeasurable
have hmap : ν = (μ.prod (stdGaussian E)).map
(fun p : E × E => p.1 + Real.sqrt η • p.2) :=
Measure.map_map measurable_snd hpair
obtain ⟨hdensity,hpos,hZ,hW⟩ :=
AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_potential_c2 μ hη
have hνdensity : ν = (volume : Measure E).withDensity
(fun y => ENNReal.ofReal (ρ y)) := hmap.trans hdensity
have hρ : Continuous ρ := continuous_const.mul hZ.continuous
have hnn : 0 ≤ᵐ[(volume : Measure E)] ρ :=
Filter.Eventually.of_forall fun y => (hpos y).le
have hmass : (∫⁻ y, ENNReal.ofReal (ρ y) ∂(volume : Measure E)) = 1 := by
have hm := congrArg (fun m : Measure E => m Set.univ) hνdensity
rw [withDensity_apply _ MeasurableSet.univ] at hm
simpa only [measure_univ,Measure.restrict_univ] using hm.symm
have hI : Integrable ρ (volume : Measure E) :=
(lintegral_ofReal_ne_top_iff_integrable hρ.aestronglyMeasurable hnn).mp
(by rw [hmass]; exact ENNReal.one_ne_top)
have hnorm : (∫ y, ρ y ∂(volume : Measure E)) = 1 :=
ENNReal.ofReal_eq_one.mp ((ofReal_integral_eq_lintegral_ofReal hI hnn).trans hmass)
have hexp (y : E) : Real.exp (-W y) = ρ y := by
dsimp only [W]
rw [neg_neg,Real.exp_log (hpos y)]
have hWI : Integrable (fun y => Real.exp (-W y)) (volume : Measure E) := by
simpa only [hexp] using hI
have htilt : (volume : Measure E).tilted (fun y => -W y) = ν := by
rw [Measure.tilted]
simp_rw [hexp]
rw [hnorm]
simpa only [div_one] using hνdensity.symm
rw [← htilt]
exact WeightedGradient.compact_gradient_closable W
(hW.of_le (by norm_num)) hWI
end
end AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.GaussianMarginalGradientSource assumptions versus formal assumptions
| Source | Actual Lean | Difference kind | Why it matters |
|---|---|---|---|
| C.1 density/closedness invocation for the actual outer Gibbs-Gaussian marginal. | Any probability μ and η>0 on finite real Hilbert/Borel E, including rank0; one genuine dense closable compact gradient on exactly ν=J.snd. | generalization | Authored background extension explicitly attributed; actual paper consumer retains all original global C2 Hessian/positive curvature/step-cap premises. |
| Gradient on smooth compact functions with density and closedness for approximation. | Exact scalar/vector L2 graph with genuine gradient representatives, dense domain, closability and closed operator closure; real normalizer and integrability derived internally. | same | Makes the omitted analytic domain construction explicit with existing compiled Gaussian/weighted-gradient parents. |
| B.13 every-L2 reflected-mean H1 and energy estimate, Gamma and full sampler/cost results. | Actual Gaussian outer marginal nu=J.snd admits a dense genuine smooth-compact gradient graph, is closable, and has closed closure. No literal Tf graph membership, arbitrary rough L2 smoothing estimate, Gamma/half-turn/main/errors/cost or actual-input composition is proved. Focused3893 passed; complete independent mathematics/source/exact-commit/shared integration remain pending. | unresolved | No literal Tf closure membership, rough allL2 energy, positive root, convergence/error/expected queries or actual-input composition is asserted. |
Actual Gaussian outer marginal nu=J.snd admits a dense genuine smooth-compact gradient graph, is closable, and has closed closure. No literal Tf graph membership, arbitrary rough L2 smoothing estimate, Gamma/half-turn/main/errors/cost or actual-input composition is proved. Focused3893 passed; complete independent mathematics/source/exact-commit/shared integration remain pending.
Encoder–denoiser: accepted · equivalent-after-elaboration
A generalization is not a source correction. Proposed missing conditions require separate independent repair review. No proposed repair silently changes the original theorem.
Scope and omitted-condition boundaries
- Actual Gaussian outer marginal nu=J.snd admits a dense genuine smooth-compact gradient graph, is closable, and has closed closure. No literal Tf graph membership, arbitrary rough L2 smoothing estimate, Gamma/half-turn/main/errors/cost or actual-input composition is proved. Focused3893 passed; complete independent mathematics/source/exact-commit/shared integration remain pending.
Sources, dependencies, and reuse
Source and reuse
Samplinglib parents called
AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_potential_c2AutoSamplingTheory.TechnicalLemmas.FunctionalInequalities.WeightedGradient.compact_gradient_closable
Mathlib API called (external library)
- MeasureTheory.Measure.isProbabilityMeasure_map
- MeasureTheory.Measure.map_map
- MeasureTheory.withDensity_apply
- MeasureTheory.Measure.restrict_univ
- MeasureTheory.lintegral_ofReal_ne_top_iff_integrable
- MeasureTheory.ofReal_integral_eq_lintegral_ofReal
- ENNReal.ofReal_eq_one
- Real.exp_log
- MeasureTheory.Measure.tilted
- ContDiff.of_le
Mathematical sources
- Fixed PBPS arXiv2609.06905v1 Appendix C.1 density/closedness sentence physical4573-4576, required toward B.13 physical3779-3786. Authored generic Gaussian-marginal background integration; not full B.13. — Actual Gaussian outer marginal nu=J.snd admits a dense genuine smooth-compact gradient graph, is closable, and has closed closure. No literal Tf graph membership, arbitrary rough L2 smoothing estimate, Gamma/half-turn/main/errors/cost or actual-input composition is proved. Focused3893 passed; complete independent mathematics/source/exact-commit/shared integration remain pending.
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