Samplinglib
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Actual normalized reference and returned sampling precision

ASTIS expanded proof component for Fan Chen,Sinho Chewi,Jianfeng Lu and Matthew S.Zhang,Smoothed Picard Hamiltonian Monte Carlo. Fixed-call normalization,not a complete sampler theorem.

arXiv:2609.06906v1 · Sections6.1 and6.3: actual reference and next-call coordinate normalization · faithful paraphrase

Complete source statement (Samplinglib restatement)

N and p->S(out(p)) are measurable. For every p, the actual output satisfies norm(grad F_p(out))^2<=a*d and every earlier iterate strictly fails that threshold. The scaled reference satisfies norm(grad G_p(S(out)))^2<=d/k. G_p is C2 with genuine Hessian bounds [a/c,1]. Both exponential Gibbs weights are integrable with strictly positive integrals, and both tilted laws are probability measures. S#pi_p=pibar_p and grad G_p(S(x))=c^(-1/2)*grad F_p(x). For every next variance t>=0, R#H(pibar_p,sqrt(t))=H(pi_p,sqrt(t/c)). For every actual probability nubar and t,B>=0, a supplied W2(nubar,H(pibar_p,sqrt(t)))^2<=ofReal(B) implies W2(R#nubar,H(pi_p,sqrt(t/c)))^2<=ofReal(B/c).

  • E is a complete finite-dimensional real inner-product space with its Borel measurable structure and canonical volume; d=dim(E)>0. U is C2 and its genuine Hessian lies between alpha*norm(v)^2 and beta*norm(v)^2 for every x,v, with 0<alpha<=beta.
  • eta>=0,tau>0,r>=0. The actual probability nu satisfies W2(nu,law(X+sqrt(eta)*Z))^2<=ofReal(r^2), where X has the normalized Gibbs law volume.tilted(-U) and Z is an independent standard Gaussian. This is the outer input to the existing actual reference construction.
  • A=eta+tau,a=alpha+1/A,c=beta+1/A,k=c/a. For p=(y,z), u(p)=y+sqrt(tau)*z and F_p(x)=U(x)+norm(x-u(p))^2/(2*A). Here a is a curvature lower bound, not an RGO variance.
  • T_p(x)=x-c^(-1)*grad F_p(x). N(p) is the least n with norm(grad F_p(T_p^n(y)))^2<=a*d if such an n exists, otherwise zero; out(p)=T_p^N(p)(y). The inherited finite-hit proof eliminates the default branch.
  • S(x)=sqrt(c)*x,R(x)=x/sqrt(c),G_p(x)=F_p(R(x)). pi_p=volume.tilted(-F_p) and pibar_p=volume.tilted(-G_p). Write H(mu,sigma)=law(X+sigma*Z) for independent X~mu,Z~stdGaussian(E). W2 squared is the extended nonnegative infimum of quadratic coupling costs.

Actual normalized reference,laws and returned precision

\[\|\nabla G_p(S\,\mathrm{out}(p))\|^2\le d/k,\quad S_\#\pi_p=\bar\pi_p,\quad R_\#H(\bar\pi_p,\sqrt t)=H(\pi_p,\sqrt{t/c}),\quad W_2^2\le B/c.\]

Read the formalized proofs

Each statement and proof below has its own closed Lean disclosure. Samplinglib parents, Mathlib calls and external mathematical sources are distinguished in each proof.

Samplinglib mathematical lesson

Actual normalized reference and returned sampling precision

AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.NormalizedReferenceCall.normalized_reference_call · theorem · Teaching coverage

Read this first

Mathematical statement

N and p→S(out(p)) are measurable. For every p, the actual output satisfies norm(grad F_p(out))^2≤a*d and every earlier iterate strictly fails that threshold. The scaled reference satisfies norm(grad G_p(S(out)))^2≤d/k. G_p is C2 with genuine Hessian bounds [a/c,1]. Both exponential Gibbs weights are integrable with strictly positive integrals, and both tilted laws are probability measures. S#pi_p=pibar_p and grad G_p(S(x))=c^(-1/2)*grad F_p(x). For every next variance t≥0, R#H(pibar_p,sqrt(t))=H(pi_p,sqrt(t/c)). For every actual probability nubar and t,B≥0, a supplied W2(nubar,H(pibar_p,sqrt(t)))^2≤ofReal(B) implies W2(R#nubar,H(pi_p,sqrt(t/c)))^2≤ofReal(B/c).

\[\|\nabla G_p(S\,\mathrm{out}(p))\|^2\le d/k,\quad S_\#\pi_p=\bar\pi_p,\quad R_\#H(\bar\pi_p,\sqrt t)=H(\pi_p,\sqrt{t/c}),\quad W_2^2\le B/c.\]
Lean statement · normalized_reference_call

Actual first-hit reference normalization,genuine Hessian,positive Gibbs laws,Gaussian variance and returned Wasserstein precision.

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 normalized_reference_call [FiniteDimensional ℝ E]
    [MeasurableSpace E] [BorelSpace E] {U : E → ℝ} {α β : ℝ≥0}
    (hα : 0 < α) (hαβ : α ≤ β) (hU : ContDiff ℝ 2 U)
    (hH : ∀ x v : E, (α:ℝ)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ U) x v v ∧
      fderiv ℝ (fderiv ℝ U) x v v ≤ (β:ℝ)*‖v‖^2)
    {η τ r : ℝ} (hη : 0 ≤ η) (hτ : 0 < τ) (hr : 0 ≤ r)
    (hd : 0 < (Module.finrank ℝ E : ℝ))
    (ν : Measure E) [IsProbabilityMeasure ν]
    (hw : TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance ν
      (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing
        ((volume : Measure E).tilted (fun x => -U x)) (Real.sqrt η)) ^ 2 ≤ ENNReal.ofReal (r^2)) :
    let d : ℝ := Module.finrank ℝ E
    let A := η+τ
    let a := (α:ℝ)+A⁻¹
    let c := (β:ℝ)+A⁻¹
    let k := c/a
    let u := fun p : E × E => p.1+Real.sqrt τ • p.2
    let F := fun p x => U x+A⁻¹/2*‖x-u p‖^2
    let T := fun p x => x-c⁻¹ • gradient (F p) x
    let N := actualIndex T (fun p x => ‖gradient (F p) x‖^2) (a*d)
    let out := fun p => (T p)^[N p] p.1
    let S := fun x : E => Real.sqrt c • x
    let R := fun x : E => (Real.sqrt c)⁻¹ • x
    let G := fun p x => F p (R x)
    let π := fun p => (volume : Measure E).tilted (fun x => -F p x)
    let πbar := fun p => (volume : Measure E).tilted (fun x => -G p x)
    Measurable N ∧ Measurable (fun p => S (out p)) ∧
    (∀ p, ‖gradient (F p) (out p)‖^2 ≤ a*d ∧
      (∀ j < N p, a*d < ‖gradient (F p) ((T p)^[j] p.1)‖^2) ∧
      ‖gradient (G p) (S (out p))‖^2 ≤ d/k ∧
      ContDiff ℝ 2 (G p) ∧
      (∀ x v, (a/c)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ (G p)) x v v ∧
        fderiv ℝ (fderiv ℝ (G p)) x v v ≤ ‖v‖^2) ∧
      Integrable (fun x => Real.exp (-F p x)) (volume : Measure E) ∧
      0 < ∫ x : E, Real.exp (-F p x) ∧ IsProbabilityMeasure (π p) ∧
      Integrable (fun x => Real.exp (-G p x)) (volume : Measure E) ∧
      0 < ∫ x : E, Real.exp (-G p x) ∧ IsProbabilityMeasure (πbar p) ∧
      (π p).map S = πbar p ∧
      (∀ x, gradient (G p) (S x) = (Real.sqrt c)⁻¹ • gradient (F p) x) ∧
      (∀ t : ℝ, 0 ≤ t →
        (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (πbar p) (Real.sqrt t)).map R =
          TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (π p) (Real.sqrt (t/c))) ∧
      (∀ (νbar : Measure E) (t B : ℝ), IsProbabilityMeasure νbar → 0 ≤ t → 0 ≤ B →
        TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance νbar
          (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (πbar p) (Real.sqrt t)) ^ 2 ≤
            ENNReal.ofReal B →
        TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance (νbar.map R)
          (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (π p) (Real.sqrt (t/c))) ^ 2 ≤
            ENNReal.ofReal (B/c)))

Exact module and namespace context

Proof roadmap

  1. 1Retain the actual first-hit program and pair dependence

    The parent JointReferenceGradientDescent theorem is applied to the same U,eta,tau and actual outer input law. actualIndex is definitionally the same first ad-hit program. Thus N and out are measurable, the stopped gradient satisfies the threshold, and every earlier iterate fails it. Continuous S preserves output measurability. No supplied reference point replaces the program.

  2. 2Differentiate the actual regularized potential

    Differentiate the quadratic norm term twice. Its first derivative is A^(-1) inner(x-u,.) and its second derivative is A^(-1) inner(.,.). Adding these genuine derivatives to those of U shifts both Hessian bounds by A^(-1); no independent Hessian field is assumed.

  3. 3Apply the chain rule and certify the scaled reference

    For any real scalar s, differentiating F(s*x) gives s times its gradient and s^2 times its Hessian quadratic form. Set s=1/sqrt(c), using c>0. The actual stopped threshold ad becomes ad/c=d/k. The same chain rule gives normalized curvature [a/c,1].

  4. 4Prove both Gibbs normalizations before identifying probability laws

    Positive Hessian lower bounds imply strong convexity of F and G. StrongConvexGibbsIntegrability supplies integrability of their actual exponential weights without a minimizer assumption. Positive exponential integrals then give nonzero finite normalizers and actual probability tilted measures.

  5. 5Cancel the same volume Jacobian in numerator and denominator

    For s=sqrt(c)>0, the volume substitution has J=abs((s^d)^(-1))>0. On each measurable B it gives I_F(S^(-1)B)=J*I_G(B), and also Z_F=J*Z_G. The tilted setwise formula cancels J, proving S#pi_F=pi_G. The private identity also supports total-integral degenerate inputs; the actual public consumer separately proves true positive normalization.

  6. 6Transform the actual independent Gaussian product law

    Expand H(mu,sigma) as the pushforward of mu.prod(stdGaussian) by (x,z)→x+sigma*z. Product-map and map-composition identities show R(SX+sqrt(t)Z)=X+sqrt(t/c)Z. The next t is distinct from the current eta and tau; t=0 is included.

  7. 7Push each coupling and take the cost infimum

    For any coupling gamma, map the pair by (x,y)→(s*x,s*y). Its two marginals are exactly the scaled marginals, and its quadratic cost is s^2 times the original cost. Since ofReal(s^2) is positive and finite for nonzero s, it commutes with both indexed infima defining transport cost, even for infinite cost or an empty coupling set. No optimal coupling or separate second-moment assumption is used.

  8. 8Propagate the supplied next-call precision

    Apply the coupling bound with s=1/sqrt(c), substitute the proved smoothing-law identity, and use the nonnegative supplied budget B. This yields actual returned squared precision B/c. The source choice B=k*epsilon^2 therefore returns epsilon^2/a. This step consumes the normalized sampler guarantee; constructing that sampler and propagating conditional histories and total costs remain separate.

Full assumptions and notation

All objects and hypotheses

  • E is a complete finite-dimensional real inner-product space with its Borel measurable structure and canonical volume; d=dim(E)>0. U is C2 and its genuine Hessian lies between alpha*norm(v)^2 and beta*norm(v)^2 for every x,v, with 0<alpha≤beta.
  • eta≥0,tau>0,r≥0. The actual probability nu satisfies W2(nu,law(X+sqrt(eta)*Z))^2≤ofReal(r^2), where X has the normalized Gibbs law volume.tilted(-U) and Z is an independent standard Gaussian. This is the outer input to the existing actual reference construction.
  • A=eta+tau,a=alpha+1/A,c=beta+1/A,k=c/a. For p=(y,z), u(p)=y+sqrt(tau)*z and F_p(x)=U(x)+norm(x-u(p))^2/(2*A). Here a is a curvature lower bound, not an RGO variance.
  • T_p(x)=x-c^(-1)*grad F_p(x). N(p) is the least n with norm(grad F_p(T_p^n(y)))^2≤a*d if such an n exists, otherwise zero; out(p)=T_p^N(p)(y). The inherited finite-hit proof eliminates the default branch.
  • S(x)=sqrt(c)*x,R(x)=x/sqrt(c),G_p(x)=F_p(R(x)). pi_p=volume.tilted(-F_p) and pibar_p=volume.tilted(-G_p). Write H(mu,sigma)=law(X+sigma*Z) for independent X~mu,Z~stdGaussian(E). W2 squared is the extended nonnegative infimum of quadratic coupling costs.

Mathematical proof

1. Retain the actual first-hit program and pair dependence

The parent JointReferenceGradientDescent theorem is applied to the same U,eta,tau and actual outer input law. actualIndex is definitionally the same first ad-hit program. Thus N and out are measurable, the stopped gradient satisfies the threshold, and every earlier iterate fails it. Continuous S preserves output measurability. No supplied reference point replaces the program.

\[N(p)=\min\{n:\|\nabla F_p(T_p^n(p_1))\|^2\le ad\},\qquad p\mapsto S(\mathrm{out}(p))\text{ is measurable}.\]
Corresponding Lean step

actualIndex; normalized_reference_call: hP,hNm,hom,hp,hearly

2. Differentiate the actual regularized potential

Differentiate the quadratic norm term twice. Its first derivative is A^(-1) inner(x-u,.) and its second derivative is A^(-1) inner(.,.). Adding these genuine derivatives to those of U shifts both Hessian bounds by A^(-1); no independent Hessian field is assumed.

\[D^2F_p(x)[v,v]=D^2U(x)[v,v]+A^{-1}\|v\|^2,\qquad a\|v\|^2\le D^2F_p(x)[v,v]\le c\|v\|^2.\]
Corresponding Lean step

regularized_hessian: hq,hfd,hdd; normalized_reference_call: hreg,hFH

3. Apply the chain rule and certify the scaled reference

For any real scalar s, differentiating F(s*x) gives s times its gradient and s^2 times its Hessian quadratic form. Set s=1/sqrt(c), using c>0. The actual stopped threshold ad becomes ad/c=d/k. The same chain rule gives normalized curvature [a/c,1].

\[\nabla G_p(Sx)=c^{-1/2}\nabla F_p(x),\quad D^2G_p(x)[v,v]=c^{-1}D^2F_p(Rx)[v,v],\quad ad/c=d/k.\]
Corresponding Lean step

differential_scaling; normalized_laws: hD,hGH; normalized_reference_call: hi,hb

4. Prove both Gibbs normalizations before identifying probability laws

Positive Hessian lower bounds imply strong convexity of F and G. StrongConvexGibbsIntegrability supplies integrability of their actual exponential weights without a minimizer assumption. Positive exponential integrals then give nonzero finite normalizers and actual probability tilted measures.

\[0<Z_F=\int e^{-F(x)}\,dx<\infty,\qquad 0<Z_G=\int e^{-G(x)}\,dx<\infty.\]
Corresponding Lean step

normalized_laws: hI,hIG; HessianStrongConvexity.strongConvexOn_univ_of_fderiv2_lower; integral_exp_pos; isProbabilityMeasure_tilted

5. Cancel the same volume Jacobian in numerator and denominator

For s=sqrt(c)>0, the volume substitution has J=abs((s^d)^(-1))>0. On each measurable B it gives I_F(S^(-1)B)=J*I_G(B), and also Z_F=J*Z_G. The tilted setwise formula cancels J, proving S#pi_F=pi_G. The private identity also supports total-integral degenerate inputs; the actual public consumer separately proves true positive normalization.

\[(S_\#\pi_F)(B)=\frac{J\int_B e^{-G(x)}dx}{JZ_G}=\pi_G(B),\qquad J=c^{-d/2}.\]
Corresponding Lean step

scaled_gibbs: hJ,hZ,hI; Measure.integral_comp_smul; tilted_apply_eq_ofReal_integral'

6. Transform the actual independent Gaussian product law

Expand H(mu,sigma) as the pushforward of mu.prod(stdGaussian) by (x,z)→x+sigma*z. Product-map and map-composition identities show R(SX+sqrt(t)Z)=X+sqrt(t/c)Z. The next t is distinct from the current eta and tau; t=0 is included.

\[R_\#H(S_\#\pi,\sqrt t)=H(\pi,c^{-1/2}\sqrt t)=H(\pi,\sqrt{t/c}).\]
Corresponding Lean step

scaled_smoothing: law,hp; normalized_laws: hsm; Measure.map_prod_map; Measure.map_map; Real.sqrt_div

7. Push each coupling and take the cost infimum

For any coupling gamma, map the pair by (x,y)→(s*x,s*y). Its two marginals are exactly the scaled marginals, and its quadratic cost is s^2 times the original cost. Since ofReal(s^2) is positive and finite for nonzero s, it commutes with both indexed infima defining transport cost, even for infinite cost or an empty coupling set. No optimal coupling or separate second-moment assumption is used.

\[\int\|sx-sy\|^2d\gamma=s^2\int\|x-y\|^2d\gamma,\quad W_2^2(s_\#\mu,s_\#\nu)\le s^2W_2^2(\mu,\nu).\]
Corresponding Lean step

scaled_wasserstein: hcouple,hcost; ENNReal.mul_iInf_of_ne; Transport.transportCost_le_lintegral_of_isCoupling

8. Propagate the supplied next-call precision

Apply the coupling bound with s=1/sqrt(c), substitute the proved smoothing-law identity, and use the nonnegative supplied budget B. This yields actual returned squared precision B/c. The source choice B=k*epsilon^2 therefore returns epsilon^2/a. This step consumes the normalized sampler guarantee; constructing that sampler and propagating conditional histories and total costs remain separate.

\[W_2^2(\bar\nu,H(\bar\pi,\sqrt t))\le B\Longrightarrow W_2^2(R_\#\bar\nu,H(\pi,\sqrt{t/c}))\le B/c;\quad \frac{k\varepsilon^2}{c}=\frac{\varepsilon^2}{a}.\]
Corresponding Lean step

normalized_laws: hprec; normalized_reference_call: hprec

Lean verification

The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.

Lean proof · normalized_reference_call

Chain rules,actual first-hit parent,positive strong-convex Gibbs normalization,Haar substitution,product maps,and arbitrary-coupling infimum scaling.

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.

Download module (.lean)
theorem normalized_reference_call [FiniteDimensional ℝ E]
    [MeasurableSpace E] [BorelSpace E] {U : E → ℝ} {α β : ℝ≥0}
    (hα : 0 < α) (hαβ : α ≤ β) (hU : ContDiff ℝ 2 U)
    (hH : ∀ x v : E, (α:ℝ)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ U) x v v ∧
      fderiv ℝ (fderiv ℝ U) x v v ≤ (β:ℝ)*‖v‖^2)
    {η τ r : ℝ} (hη : 0 ≤ η) (hτ : 0 < τ) (hr : 0 ≤ r)
    (hd : 0 < (Module.finrank ℝ E : ℝ))
    (ν : Measure E) [IsProbabilityMeasure ν]
    (hw : TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance ν
      (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing
        ((volume : Measure E).tilted (fun x => -U x)) (Real.sqrt η)) ^ 2 ≤ ENNReal.ofReal (r^2)) :
    let d : ℝ := Module.finrank ℝ E
    let A := η+τ
    let a := (α:ℝ)+A⁻¹
    let c := (β:ℝ)+A⁻¹
    let k := c/a
    let u := fun p : E × E => p.1+Real.sqrt τ • p.2
    let F := fun p x => U x+A⁻¹/2*‖x-u p‖^2
    let T := fun p x => x-c⁻¹ • gradient (F p) x
    let N := actualIndex T (fun p x => ‖gradient (F p) x‖^2) (a*d)
    let out := fun p => (T p)^[N p] p.1
    let S := fun x : E => Real.sqrt c • x
    let R := fun x : E => (Real.sqrt c)⁻¹ • x
    let G := fun p x => F p (R x)
    let π := fun p => (volume : Measure E).tilted (fun x => -F p x)
    let πbar := fun p => (volume : Measure E).tilted (fun x => -G p x)
    Measurable N ∧ Measurable (fun p => S (out p)) ∧
    (∀ p, ‖gradient (F p) (out p)‖^2 ≤ a*d ∧
      (∀ j < N p, a*d < ‖gradient (F p) ((T p)^[j] p.1)‖^2) ∧
      ‖gradient (G p) (S (out p))‖^2 ≤ d/k ∧
      ContDiff ℝ 2 (G p) ∧
      (∀ x v, (a/c)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ (G p)) x v v ∧
        fderiv ℝ (fderiv ℝ (G p)) x v v ≤ ‖v‖^2) ∧
      Integrable (fun x => Real.exp (-F p x)) (volume : Measure E) ∧
      0 < ∫ x : E, Real.exp (-F p x) ∧ IsProbabilityMeasure (π p) ∧
      Integrable (fun x => Real.exp (-G p x)) (volume : Measure E) ∧
      0 < ∫ x : E, Real.exp (-G p x) ∧ IsProbabilityMeasure (πbar p) ∧
      (π p).map S = πbar p ∧
      (∀ x, gradient (G p) (S x) = (Real.sqrt c)⁻¹ • gradient (F p) x) ∧
      (∀ t : ℝ, 0 ≤ t →
        (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (πbar p) (Real.sqrt t)).map R =
          TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (π p) (Real.sqrt (t/c))) ∧
      (∀ (νbar : Measure E) (t B : ℝ), IsProbabilityMeasure νbar → 0 ≤ t → 0 ≤ B →
        TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance νbar
          (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (πbar p) (Real.sqrt t)) ^ 2 ≤
            ENNReal.ofReal B →
        TechnicalLemmas.Measure.WassersteinSpace.wassersteinDistance (νbar.map R)
          (TechnicalLemmas.Measure.GaussianSmoothing.gaussianSmoothing (π p) (Real.sqrt (t/c))) ^ 2 ≤
            ENNReal.ofReal (B/c))) := by
  let d : ℝ := Module.finrank ℝ E
  let A := η+τ
  let a := (α:ℝ)+A⁻¹
  let c := (β:ℝ)+A⁻¹
  let k := c/a
  let u := fun p : E × E => p.1+Real.sqrt τ • p.2
  let F := fun p x => U x+A⁻¹/2*‖x-u p‖^2
  let T := fun p x => x-c⁻¹ • gradient (F p) x
  let N := actualIndex T (fun p x => ‖gradient (F p) x‖^2) (a*d)
  let out := fun p => (T p)^[N p] p.1
  let S := fun x : E => Real.sqrt c • x
  let R := fun x : E => (Real.sqrt c)⁻¹ • x
  let G := fun p x => F p (R x)
  have hA : 0 < A := add_pos_of_nonneg_of_pos hη hτ
  have ha : 0 < a := add_pos_of_nonneg_of_pos α.coe_nonneg (inv_pos.mpr hA)
  have hc : 0 < c := add_pos_of_nonneg_of_pos β.coe_nonneg (inv_pos.mpr hA)
  have hs : 0 < Real.sqrt c := Real.sqrt_pos.mpr hc
  have hi : (Real.sqrt c)⁻¹^2=c⁻¹ := by rw [inv_pow,Real.sq_sqrt hc.le]
  have hP := JointReferenceGradientDescent.joint_reference_gradient_descent
    hα hαβ hU hH hη hτ hr hd ν hw
  have hNm : Measurable N := hP.1
  have hom : Measurable out := hP.2.1
  refine ⟨hNm,(by fun_prop : Measurable S).comp hom,fun p => ?_⟩
  have hreg := regularized_hessian hU A⁻¹ (u p)
  have hFH (x v : E) : a*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ (F p)) x v v ∧
      fderiv ℝ (fderiv ℝ (F p)) x v v ≤ c*‖v‖^2 := by
    rw [hreg.2]
    dsimp [a,c]
    constructor <;> nlinarith [(hH x v).1,(hH x v).2]
  obtain ⟨hG,hGH,hI,hZ,hprob,hIG,hZG,hprobG,hmap,hgrad,hsm,hprec⟩ :=
    normalized_laws ha hc hreg.1 hFH
  have hp : ‖gradient (F p) (out p)‖^2 ≤ a*d := (hP.2.2.1 p).1
  have hearly : ∀ j < N p, a*d < ‖gradient (F p) ((T p)^[j] p.1)‖^2 :=
    (hP.2.2.1 p).2.2.2.1
  refine ⟨hp,hearly,?_,hG,hGH,hI,hZ,hprob,hIG,hZG,hprobG,hmap,hgrad,hsm,
    fun νbar t B _ ht _ hbudget => hprec νbar t B ht hbudget⟩
  rw [hgrad,norm_smul,Real.norm_eq_abs,mul_pow,sq_abs,hi]
  have hb := mul_le_mul_of_nonneg_left hp (inv_pos.mpr hc).le
  calc
    c⁻¹*‖gradient (F p) (out p)‖^2 ≤ c⁻¹*(a*d) := hb
    _ = d/k := by dsimp [k]; field_simp

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.NormalizedReferenceCall

Exact module and namespace context

Source assumptions versus formal assumptions

SourceActual LeanDifference kindWhy it matters
Normalize F(x/sqrt(c)) and divide the resulting output by sqrt(c).True differential,normalized Gibbs,smoothing and quadratic transport calculations.source-implicitThe source convention is expanded into actual law equalities and the required one-sided cost inequality.
The reference is built by the inner gradient stopping rule.The same actual first ad-hit,with measurable scaled output and d/k bound.sameThe terminal reference is not substituted and no admissible point is supplied as an assumption.
Normalized beta=1,Euclidean positive-parameter setting.General beta,coordinate-free,d>0,tau>0; eta,t,r,B may vanish.generalizationPositive curvature remains required; neither dimension zero nor beta zero is included.
Upstream and next sampler precision guarantees participate in the recursive call.Distinct outer W2 input and next normalized output budget B>=0.sameThe theorem constructs neither supplied sampler guarantee. B=k*epsilon^2 yields epsilon^2/a with a the regularized curvature.
Implicit normalizing constants and change of variables.Both weights L1,strictly positive normalizers,actual probability laws and Jacobian cancellation proved.source-implicitPrivate total-integral conventions are not used to weaken actual Gibbs normalization.
This normalization is used within a recursive sampler.Fixed-pair potential and law identities with joint reference measurability.sameAll-parameter kernels,measurable sampler selection,history and cumulative costs remain separate.

Fixed-call normalization of the actual first ad-hit reference and actual sampling laws. General beta, coordinate-free finite dimension and eta=0,t=0,r=0,B=0 extend the source; d>0,tau>0,0<alpha<=beta remain required. The outer W2 input and next normalized output precision are distinct supplied guarantees. No sampler achieving the next budget, all-parameter kernel, measurable sampler selection, conditional history or stage costs are proved. The public transport conclusion is the needed inequality, not a full isometry theorem. For source B=k*epsilon^2, B/c=epsilon^2/a; a here denotes regularized curvature. Returned probability is a standard measurable-pushforward consequence, not an extra public conjunct. Both main results remain incomplete.

Encoder–denoiser: accepted · domain-mismatch

Detected semantic differences

  • objects: Coordinate convention expanded into actual law calculations. — Independent formal reviewer accepted: Coordinate convention expanded into actual law calculations.
  • conclusion: Actual ad first-hit retained. — Independent formal reviewer accepted: Actual ad first-hit retained.
  • domains: General beta,coordinate-free and zero boundaries disclosed; supports domain-mismatch. — Independent formal reviewer accepted: General beta,coordinate-free and zero boundaries disclosed; supports domain-mismatch.
  • assumptions: Two distinct supplied precision guarantees. — Independent formal reviewer accepted: Two distinct supplied precision guarantees.
  • conclusion: Positive normalization and change-of-variable details proved. — Independent formal reviewer accepted: Positive normalization and change-of-variable details proved.
  • scopes: Fixed pair and recursive global boundary disclosed. — Independent formal reviewer accepted: Fixed pair and recursive global boundary disclosed.

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
  • Fixed-call normalization of the actual first ad-hit reference and actual sampling laws. General beta, coordinate-free finite dimension and eta=0,t=0,r=0,B=0 extend the source; d>0,tau>0,0<alpha≤beta remain required. The outer W2 input and next normalized output precision are distinct supplied guarantees. No sampler achieving the next budget, all-parameter kernel, measurable sampler selection, conditional history or stage costs are proved. The public transport conclusion is the needed inequality, not a full isometry theorem. For source B=k*epsilon^2, B/c=epsilon^2/a; a here denotes regularized curvature. Returned probability is a standard measurable-pushforward consequence, not an extra public conjunct. Both main results remain incomplete.
Sources, dependencies, and reuse

Source and reuse

Samplinglib parents called

Mathlib API called (external library)

  • MeasureTheory.Measure.integral_comp_smul
  • MeasureTheory.tilted_apply_eq_ofReal_integral'
  • MeasureTheory.Measure.map_prod_map
  • MeasureTheory.Measure.map_map
  • ENNReal.mul_iInf_of_ne

Mathematical sources

  • SPHMC Sections6.1 and6.3 normalization convention and next call — Fixed-call normalization of the actual first ad-hit reference and actual sampling laws. General beta, coordinate-free finite dimension and eta=0,t=0,r=0,B=0 extend the source; d>0,tau>0,0<alpha<=beta remain required. The outer W2 input and next normalized output precision are distinct supplied guarantees. No sampler achieving the next budget, all-parameter kernel, measurable sampler selection, conditional history or stage costs are proved. The public transport conclusion is the needed inequality, not a full isometry theorem. For source B=k*epsilon^2, B/c=epsilon^2/a; a here denotes regularized curvature. Returned probability is a standard measurable-pushforward consequence, not an extra public conjunct. Both main results remain incomplete.

Samplinglib prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.

Which proof obligations and prerequisites are covered?

  • Formalized proof edge; source adapter/review separate Actual normalized reference and returned sampling precision