Actual source smoothed Gibbs potential and preserved partition
AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedGibbsPotential.smoothed_gibbs_potential · theorem · Teaching coverage
Mathematical statement
The original Gibbs mass Z_V is strictly positive and mu is a probability measure. The actual Gaussian add-noise law equals volume.withDensity(ofReal(exp(-V_eta)/Z_V)). The source unnormalized weight A_eta is integrable with integral exactly Z_V, so this same law is volume.tilted(-V_eta). A_eta is positive everywhere, V_eta is globally C2, and at every y the normalized negative-log density U_eta(y)=V_eta(y)+log Z_V.
Lean statement · smoothed_gibbs_potential
Actual source unnormalized Gaussian convolution positive/integrable, preserved original Gibbs partition, actual smoothed Gibbs law, C2 potential and exact normalized constant shift.
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 smoothed_gibbs_potential {V : E → ℝ} {α η : ℝ} (hα : 0 < α) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E, α*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ V) x v v) (hη : 0 < η) :
let ZV := ∫ x, Real.exp (-V x) ∂(volume : Measure E)
let μ := (volume : Measure E).tilted (fun x => -V x)
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let A := fun y : E => C*∫ x, Real.exp (-V x-‖y-x‖^2/(2*η)) ∂(volume : Measure E)
0 < ZV ∧ IsProbabilityMeasure μ ∧
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity
(fun y => ENNReal.ofReal (Real.exp (-(-Real.log (A y)))/ZV)) ∧
Integrable A (volume : Measure E) ∧
(∫ y, A y ∂(volume : Measure E)) = ZV ∧
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).tilted (fun y => -(-Real.log (A y))) ∧
(∀ y, 0 < A y) ∧
ContDiff ℝ 2 (fun y => -Real.log (A y)) ∧
∀ y, -Real.log (C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ) =
-Real.log (A y)+Real.log ZVProof roadmap
- 1Derive the original Gibbs probability
The genuine lower Hessian produces strong convexity of V; the existing Gibbs-integrability producer yields integrable exp(-V) without a minimizer premise. The positive exponential integral gives Z_V>0, and the exact exponential tilt is therefore a probability measure.
- 2Use the actual Gaussian density and regularity producer
Apply the independently admitted shared arbitrary-probability Gaussian result to this derived mu. It identifies the true pushforward law, gives positive density and C2 of the normalizer and normalized negative-log density. These facts concern the actual two independent variables x and standard Gaussian g.
- 3Connect the source unnormalized convolution exactly
The tilted Bochner-integral identity inserts the actual original Gibbs density. Exponential additivity and moving the fixed Z_V outside the integral yield C_eta Z_mu=A_eta/Z_V at every observation, with the exact Gaussian prefactor retained. Positivity of this density and Z_V gives A_eta>0 everywhere.
- 4Derive integrability and partition preservation from probability
The true smoothed pushforward is a probability measure. Evaluating its withDensity identification on the whole space gives lintegral ofReal(A_eta/Z_V)=1. Its continuous nonnegative density and this finite mass imply actual Bochner integrability, then ordinary integral(A_eta/Z_V)=1. Multiplication by positive Z_V gives integrability of A_eta and integral A_eta=Z_V.
- 5Identify the actual source Gibbs law
Everywhere positivity gives exp(-V_eta)=A_eta exactly. Insert the derived integral A_eta=Z_V into the definition of exponential tilt: the actual Gaussian-smoothed law is precisely volume.tilted(-V_eta), with no supplied Gibbs or normalizer witness.
- 6Preserve the source potential convention and derive C2
Real log_div at positive A_eta and Z_V gives the exact additive constant U_eta=V_eta+log Z_V. The shared theorem already proved C2 of U_eta; subtraction of the fixed log Z_V therefore proves C2 of the actual source V_eta. The potentials are not asserted literally equal. Neither this constant identity nor C2 proves the source score/covariance or Hessian inequalities.
Full assumptions and notation
All objects and hypotheses
- E is a finite-dimensional real inner-product space equipped with its Borel measurable space, including dimension zero. V:E→R is globally C2. alpha>0, eta>0, and for every x,v, alpha norm(v)^2≤D2V(x)[v,v]. The source upper Hessian bound and eta upper cap are not required for this normalization/regularity adapter.
- Z_V=integral exp(-V(x))dx, mu=volume.tilted(-V), C_eta=(sqrt(2*pi*eta))^(-dim E), A_eta(y)=C_eta integral exp(-V(x)-norm(y-x)^2/(2eta))dx, and the SOURCE potential is V_eta(y)=-log A_eta(y). These are actual functions and measures, not supplied normalized Gibbs certificates.
- Original Gibbs integrability, positive Z_V, mu probability, actual Gaussian add-noise density, integrable A_eta and preserved partition are derived. The normalized probability-density potential is U_eta=-log(C_eta integral exp(-norm(y-x)^2/(2eta))dmu(x)); the exact identity U_eta=V_eta+log Z_V is a conclusion. No moments, minimizer, input law, conditional representative, smoothed regularity or smoothed Hessian certificate is passed.
Mathematical proof
1. Derive the original Gibbs probability
The genuine lower Hessian produces strong convexity of V; the existing Gibbs-integrability producer yields integrable exp(-V) without a minimizer premise. The positive exponential integral gives Z_V>0, and the exact exponential tilt is therefore a probability measure.
Corresponding Lean step
HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower; StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOn; integral_exp_pos; isProbabilityMeasure_tilted
2. Use the actual Gaussian density and regularity producer
Apply the independently admitted shared arbitrary-probability Gaussian result to this derived mu. It identifies the true pushforward law, gives positive density and C2 of the normalizer and normalized negative-log density. These facts concern the actual two independent variables x and standard Gaussian g.
Corresponding Lean step
GaussianConvolutionRegularity.gaussian_convolution_potential_c2; hc
3. Connect the source unnormalized convolution exactly
The tilted Bochner-integral identity inserts the actual original Gibbs density. Exponential additivity and moving the fixed Z_V outside the integral yield C_eta Z_mu=A_eta/Z_V at every observation, with the exact Gaussian prefactor retained. Positivity of this density and Z_V gives A_eta>0 everywhere.
Corresponding Lean step
integral_tilted; Real.exp_add; integral_div; he; hA; hlaw
4. Derive integrability and partition preservation from probability
The true smoothed pushforward is a probability measure. Evaluating its withDensity identification on the whole space gives lintegral ofReal(A_eta/Z_V)=1. Its continuous nonnegative density and this finite mass imply actual Bochner integrability, then ordinary integral(A_eta/Z_V)=1. Multiplication by positive Z_V gives integrability of A_eta and integral A_eta=Z_V.
Corresponding Lean step
Measure.isProbabilityMeasure_map; withDensity_apply; lintegral_ofReal_ne_top_iff_integrable; ofReal_integral_eq_lintegral_ofReal; hiD; hIntD; hiA; hIntA
5. Identify the actual source Gibbs law
Everywhere positivity gives exp(-V_eta)=A_eta exactly. Insert the derived integral A_eta=Z_V into the definition of exponential tilt: the actual Gaussian-smoothed law is precisely volume.tilted(-V_eta), with no supplied Gibbs or normalizer witness.
Corresponding Lean step
Measure.tilted; Real.exp_log; hIntA; hTilt
6. Preserve the source potential convention and derive C2
Real log_div at positive A_eta and Z_V gives the exact additive constant U_eta=V_eta+log Z_V. The shared theorem already proved C2 of U_eta; subtraction of the fixed log Z_V therefore proves C2 of the actual source V_eta. The potentials are not asserted literally equal. Neither this constant identity nor C2 proves the source score/covariance or Hessian inequalities.
Corresponding Lean step
Real.log_div; hv; ContDiff.sub; contDiff_const
Lean verification
The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.
Lean proof · smoothed_gibbs_potential
Genuine Hessian-to-Gibbs normalization, shared actual Gaussian law, exact tilted integral, true probability total mass, derived integrability/partition, source tilt and positive logarithm.
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 smoothed_gibbs_potential {V : E → ℝ} {α η : ℝ} (hα : 0 < α) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E, α*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ V) x v v) (hη : 0 < η) :
let ZV := ∫ x, Real.exp (-V x) ∂(volume : Measure E)
let μ := (volume : Measure E).tilted (fun x => -V x)
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let A := fun y : E => C*∫ x, Real.exp (-V x-‖y-x‖^2/(2*η)) ∂(volume : Measure E)
0 < ZV ∧ IsProbabilityMeasure μ ∧
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity
(fun y => ENNReal.ofReal (Real.exp (-(-Real.log (A y)))/ZV)) ∧
Integrable A (volume : Measure E) ∧
(∫ y, A y ∂(volume : Measure E)) = ZV ∧
(μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).tilted (fun y => -(-Real.log (A y))) ∧
(∀ y, 0 < A y) ∧
ContDiff ℝ 2 (fun y => -Real.log (A y)) ∧
∀ y, -Real.log (C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ) =
-Real.log (A y)+Real.log ZV := by
let ZV := ∫ x, Real.exp (-V x) ∂(volume : Measure E)
let μ := (volume : Measure E).tilted (fun x => -V x)
let C := ((Real.sqrt (2*Real.pi*η))⁻¹)^Module.finrank ℝ E
let A := fun y : E => C*∫ x, Real.exp (-V x-‖y-x‖^2/(2*η)) ∂(volume : Measure E)
have hi := AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOn
hα (hV.differentiable (by norm_num))
(AutoSamplingTheory.TechnicalLemmas.Analysis.HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower hV hH)
have hZ : 0 < ZV := integral_exp_pos hi
have : IsProbabilityMeasure μ := isProbabilityMeasure_tilted hi
have hc := AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_potential_c2 μ hη
have he (y : E) : C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ = A y/ZV := by
rw [show μ = (volume : Measure E).tilted (fun x => -V x) from rfl,integral_tilted]
dsimp only [A,ZV]
rw [show (C*∫ x, Real.exp (-V x-‖y-x‖^2/(2*η)) ∂(volume : Measure E))/
(∫ x, Real.exp (-V x) ∂(volume : Measure E)) =
C*((∫ x, Real.exp (-V x-‖y-x‖^2/(2*η)) ∂(volume : Measure E))/
(∫ x, Real.exp (-V x) ∂(volume : Measure E))) by ring]
congr 1
rw [← integral_div]
apply integral_congr_ae
filter_upwards with x
rw [smul_eq_mul,show Real.exp (-V x-‖y-x‖^2/(2*η)) =
Real.exp (-V x)*Real.exp (-‖y-x‖^2/(2*η)) by
rw [show -V x-‖y-x‖^2/(2*η) = -V x+(-‖y-x‖^2/(2*η)) by ring,Real.exp_add]]
ring
have hA (y : E) : 0 < A y :=
(div_pos_iff_of_pos_right hZ).mp (he y ▸ hc.2.1 y)
have hv (y : E) : -Real.log (C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ) =
-Real.log (A y)+Real.log ZV := by
rw [he,Real.log_div (hA y).ne' hZ.ne']; ring
have hlaw : (μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity (fun y => ENNReal.ofReal (A y/ZV)) := by
convert hc.1 using 1
congr 1
funext y
exact congrArg ENNReal.ofReal (he y).symm
have hDcont : Continuous (fun y => A y/ZV) := by
have hefun : (fun y => A y/ZV) =
(fun y => C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ) :=
funext (fun y => (he y).symm)
rw [hefun]
exact continuous_const.mul hc.2.2.1.continuous
have hnonneg : ∀ y, 0 ≤ A y/ZV := fun y => (div_pos (hA y) hZ).le
have : IsProbabilityMeasure ((μ.prod (stdGaussian E)).map
(fun p => p.1+Real.sqrt η • p.2)) := Measure.isProbabilityMeasure_map (by fun_prop)
have hm : ∫⁻ y, ENNReal.ofReal (A y/ZV) ∂(volume : Measure E) = 1 := by
have hm := (congrArg (fun m : Measure E => m Set.univ) hlaw).symm
simpa only [withDensity_apply _ MeasurableSet.univ,setLIntegral_univ,
measure_univ] using hm
have hiD : Integrable (fun y => A y/ZV) (volume : Measure E) :=
(lintegral_ofReal_ne_top_iff_integrable hDcont.aestronglyMeasurable
(Filter.Eventually.of_forall hnonneg)).mp (by rw [hm]; exact ENNReal.one_ne_top)
have hIntD : (∫ y, A y/ZV ∂(volume : Measure E)) = 1 := by
have hp := ofReal_integral_eq_lintegral_ofReal hiD (Filter.Eventually.of_forall hnonneg)
rw [hm] at hp
have ht := congrArg ENNReal.toReal hp
simpa only [ENNReal.toReal_ofReal (integral_nonneg hnonneg),ENNReal.toReal_one] using ht
have hiA : Integrable A (volume : Measure E) := by
convert hiD.mul_const ZV using 1
funext y
exact (div_mul_cancel₀ (A y) hZ.ne').symm
have hIntA : (∫ y, A y ∂(volume : Measure E)) = ZV := by
rw [integral_div] at hIntD
simpa only [one_mul] using (div_eq_iff hZ.ne').mp hIntD
have hTilt : (μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).tilted (fun y => -(-Real.log (A y))) := by
rw [Measure.tilted]
simp_rw [neg_neg,Real.exp_log (hA _)]
rw [hIntA]
exact hlaw
refine ⟨hZ,inferInstance,?_,hiA,hIntA,hTilt,hA,?_,hv⟩
· change (μ.prod (stdGaussian E)).map (fun p => p.1+Real.sqrt η • p.2) =
(volume : Measure E).withDensity (fun y => ENNReal.ofReal (Real.exp (-(-Real.log (A y)))/ZV))
convert hlaw using 1
congr 1
funext y
rw [neg_neg,Real.exp_log (hA y)]
have hg : (fun y => -Real.log (A y)) =
(fun y => -Real.log (C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ)-Real.log ZV) := by
funext y; rw [hv]; ring
rw [hg]
exact hc.2.2.2.sub contDiff_const
end
end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedGibbsPotentialSource assumptions versus formal assumptions
| Source | Actual Lean | Difference kind | Why it matters |
|---|---|---|---|
| Equation1.1 explicitly V in C2 with positive lower and upper Hessian bounds; Section3.1 eta>0 and unnormalized exp(-V_eta)=exp(-V)*Gaussian. | E is a finite-dimensional real inner-product space equipped with its Borel measurable space, including dimension zero. V:E->R is globally C2. alpha>0, eta>0, and for every x,v, alpha norm(v)^2<=D2V(x)[v,v]. The source upper Hessian bound and eta upper cap are not required for this normalization/regularity adapter. | generalization | The lower Hessian suffices for original Gibbs integrability; no upper Hessian or eta cap is consumed. Finite-dimensional Borel Hilbert formulation includes dimension zero. |
| Source smoothed potential is unnormalized; target probability law is normalized separately. | The original Gibbs mass Z_V is strictly positive and mu is a probability measure. The actual Gaussian add-noise law equals volume.withDensity(ofReal(exp(-V_eta)/Z_V)). The source unnormalized weight A_eta is integrable with integral exactly Z_V, so this same law is volume.tilted(-V_eta). A_eta is positive everywhere, V_eta is globally C2, and at every y the normalized negative-log density U_eta(y)=V_eta(y)+log Z_V. | source-implicit | The exact source convolution, preserved partition and normalized potential constant are derived from real measure semantics and source Gibbs hypotheses. |
| Equation4.1 and Lemma4.1 use posterior derivative identities and quantitative Hessian bounds. | Only source potential C2, normalization and actual law are proved. | unresolved | Actual source unnormalized smoothed potential V_eta, positive finite partition Z_V preserved by smoothing, genuine original and smoothed Gibbs probability laws, normalized U_eta=V_eta+log Z_V and source V_eta C2. No posterior score/covariance, curvature/higher derivative inequalities, exact-flow stationarity, numerical accuracy/stochastic errors/history/work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost. |
Actual source unnormalized smoothed potential V_eta, positive finite partition Z_V preserved by smoothing, genuine original and smoothed Gibbs probability laws, normalized U_eta=V_eta+log Z_V and source V_eta C2. No posterior score/covariance, curvature/higher derivative inequalities, exact-flow stationarity, numerical accuracy/stochastic errors/history/work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost.
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 source unnormalized smoothed potential V_eta, positive finite partition Z_V preserved by smoothing, genuine original and smoothed Gibbs probability laws, normalized U_eta=V_eta+log Z_V and source V_eta C2. No posterior score/covariance, curvature/higher derivative inequalities, exact-flow stationarity, numerical accuracy/stochastic errors/history/work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost.
Sources, dependencies, and reuse
Source and reuse
Samplinglib parents called
AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_potential_c2AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOnAutoSamplingTheory.TechnicalLemmas.Analysis.HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower
Mathlib API called (external library)
- integral_exp_pos
- isProbabilityMeasure_tilted
- integral_tilted
- Real.exp_add
- Measure.isProbabilityMeasure_map
- withDensity_apply
- lintegral_ofReal_ne_top_iff_integrable
- ofReal_integral_eq_lintegral_ofReal
- integral_div
- Real.exp_log
- Measure.tilted
- Real.log_div
- ContDiff.sub
Mathematical sources
- SPHMC source smoothing definition and Gibbs normalization — Actual source unnormalized smoothed potential V_eta, positive finite partition Z_V preserved by smoothing, genuine original and smoothed Gibbs probability laws, normalized U_eta=V_eta+log Z_V and source V_eta C2. No posterior score/covariance, curvature/higher derivative inequalities, exact-flow stationarity, numerical accuracy/stochastic errors/history/work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost.
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