Actual source smoothed Hessian upper
AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedHessianUpper.smoothed_hessian_upper · theorem · Teaching coverage
Mathematical statement
For every observation y and direction v, the actual selected RGO posterior R_y has covarianceBilin(R_y)(v,v)≥norm(v)^2/(beta+eta^-1). The actual source unnormalized Gaussian convolution V_eta has genuine Hessian D2V_eta(y)[v,v]≤beta/(1+beta eta)*norm(v)^2. Source beta=1 gives exactly (1+eta)^-1. Brascamp-Lieb/Hessian lower and the full two-sided Lemma4.1 are not claimed.
Lean statement · smoothed_hessian_upper
For every observation y and direction v, the actual selected RGO posterior R_y has covarianceBilin(R_y)(v,v)>=norm(v)^2/(beta+eta^-1). The actual source unnormalized Gaussian convolution V_eta has genuine Hessian D2V_eta(y)[v,v]<=beta/(1+beta eta)*norm(v)^2. Source beta=1 gives exactly (1+eta)^-1. Brascamp-Lieb/Hessian lower and the full two-sided Lemma4.1 are not claimed.
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_hessian_upper {V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0<α) (hαβ : α≤β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E, (α:ℝ)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ V) x v v ∧
fderiv ℝ (fderiv ℝ V) x v v ≤ (β:ℝ)*‖v‖^2) (hη : 0<η) :
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)
let Vη := fun y => -Real.log (A y)
let R := fun y : E => μ.tilted (fun x => -‖x-y‖^2/(2*η))
(∀ y v, ‖v‖^2/((β:ℝ)+η⁻¹) ≤ covarianceBilin (R y) v v) ∧
∀ y v, fderiv ℝ (fderiv ℝ Vη) y v v ≤ ((β:ℝ)/(1+(β:ℝ)*η))*‖v‖^2Proof roadmap
- 1Use the actual quadratic posterior potential
For each y define W_y(x)=V(x)+norm(x-y)^2/(2eta). Differentiate the genuine squared norm twice. C2 and actual Hessian bounds become alpha+eta^-1 through beta+eta^-1. eta>0 ensures positive precision and the lower bound.
- 2Identify the actual selected posterior measure
Strong convexity derives integrability of exp(-V). The true tilted_tilted identity identifies R_y=mu.tilted(-quadratic) with volume.tilted(-W_y), without assuming any posterior density or normalizer. Apply the new canonical covariance lower producer.
- 3Keep the true source unnormalized potential
The source defines exp(-V_eta)=C_eta integral exp(-V(x)-norm(y-x)^2/(2eta))dx. Its true normalized negative-log density is U_eta=V_eta+log Z_V, by the existing actual smoothed Gibbs producer. The fixed constant cancels in first and second derivatives.
- 4Apply the actual posterior covariance identity
Original Gibbs probability is derived, and the canonical Gaussian derivative producer gives the actual selected-posterior covariance identity, with posterior L2 proved there. No Hessian identity or moment is supplied to this consumer.
- 5Subtract the covariance lower and simplify the exact constant
eta squared is positive. Subtract the genuine covariance lower bound and simplify the reciprocal expression using eta>0 and beta≥0. The exact Hessian upper is beta/(1+beta eta), including the source beta=1 constant.
- 6Retain the separate lower-Hessian boundary
The source two-sided Lemma4.1 also needs Brascamp-Lieb covariance upper. This packet supplies its Cramer-Rao half only. Generic alpha/beta and all eta>0 extend the source normalized beta=1 and eta≤1 assumptions explicitly. The actual nonquadratic source test checks the full posterior and literal convolution without covariance or curvature certificates.
Full assumptions and notation
All objects and hypotheses
- E is a complete finite-dimensional real inner-product space with its Borel measurable space and canonical volume, including dimension zero. alpha,beta are NNReal, 0<alpha≤beta. U or V is genuinely C2; actual Hessian at every point and direction lies between alpha*norm(v)^2 and beta*norm(v)^2.
- Every Gibbs law is the actual volume.tilted(-potential). Probability, finite second moments, score integrability, centered score pairing and covariance bounds are derived. No minimizer, finite input moments, partition constant, derivative/score/covariance or well-behaved certificate is supplied.
- eta>0 is arbitrary; source eta≤1 is unnecessary for this half. C_eta=(sqrt(2 pi eta)^-1)^d is the actual Gaussian prefactor. V_eta is the literal unnormalized source convolution; U_eta=V_eta+log Z_V, and R_y is the actual selected quadratic tilt of the original Gibbs law.
Mathematical proof
1. Use the actual quadratic posterior potential
For each y define W_y(x)=V(x)+norm(x-y)^2/(2eta). Differentiate the genuine squared norm twice. C2 and actual Hessian bounds become alpha+eta^-1 through beta+eta^-1. eta>0 ensures positive precision and the lower bound.
Corresponding Lean step
smoothed_hessian_upper: hq,hWfd,hWdd,hb; HasFDerivAt.norm_sq
2. Identify the actual selected posterior measure
Strong convexity derives integrability of exp(-V). The true tilted_tilted identity identifies R_y=mu.tilted(-quadratic) with volume.tilted(-W_y), without assuming any posterior density or normalizer. Apply the new canonical covariance lower producer.
Corresponding Lean step
StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOn; tilted_tilted; gibbs_covariance_lower
3. Keep the true source unnormalized potential
The source defines exp(-V_eta)=C_eta integral exp(-V(x)-norm(y-x)^2/(2eta))dx. Its true normalized negative-log density is U_eta=V_eta+log Z_V, by the existing actual smoothed Gibbs producer. The fixed constant cancels in first and second derivatives.
Corresponding Lean step
SmoothedGibbsPotential.smoothed_gibbs_potential; fderiv_add_const
4. Apply the actual posterior covariance identity
Original Gibbs probability is derived, and the canonical Gaussian derivative producer gives the actual selected-posterior covariance identity, with posterior L2 proved there. No Hessian identity or moment is supplied to this consumer.
Corresponding Lean step
GaussianConvolutionRegularity.gaussian_convolution_derivatives; hDD
5. Subtract the covariance lower and simplify the exact constant
eta squared is positive. Subtract the genuine covariance lower bound and simplify the reciprocal expression using eta>0 and beta≥0. The exact Hessian upper is beta/(1+beta eta), including the source beta=1 constant.
Corresponding Lean step
div_le_div_of_nonneg_right; field_simp; ring
6. Retain the separate lower-Hessian boundary
The source two-sided Lemma4.1 also needs Brascamp-Lieb covariance upper. This packet supplies its Cramer-Rao half only. Generic alpha/beta and all eta>0 extend the source normalized beta=1 and eta≤1 assumptions explicitly. The actual nonquadratic source test checks the full posterior and literal convolution without covariance or curvature certificates.
Corresponding Lean step
Tests.GibbsCovarianceLower.actual_nonconstant_source
Lean verification
The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.
Lean proof · smoothed_hessian_upper
Actual Gibbs integrability and score L2, position L2 via gradient monotonicity, centered-linear and score IBP, nonnegative scalar square, bilinear scaling; actual quadratic posterior and exact source potential Hessian adapter.
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_hessian_upper {V : E → ℝ} {α β : ℝ≥0} {η : ℝ}
(hα : 0<α) (hαβ : α≤β) (hV : ContDiff ℝ 2 V)
(hH : ∀ x v : E, (α:ℝ)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ V) x v v ∧
fderiv ℝ (fderiv ℝ V) x v v ≤ (β:ℝ)*‖v‖^2) (hη : 0<η) :
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)
let Vη := fun y => -Real.log (A y)
let R := fun y : E => μ.tilted (fun x => -‖x-y‖^2/(2*η))
(∀ y v, ‖v‖^2/((β:ℝ)+η⁻¹) ≤ covarianceBilin (R y) v v) ∧
∀ y v, fderiv ℝ (fderiv ℝ Vη) y v v ≤ ((β:ℝ)/(1+(β:ℝ)*η))*‖v‖^2 := by
let μ := (volume : Measure E).tilted (fun x => -V x)
let R := fun y : E => μ.tilted (fun x => -‖x-y‖^2/(2*η))
let r : ℝ≥0 := ⟨η⁻¹,(inv_pos.mpr hη).le⟩
have hr : (r:ℝ)=η⁻¹ := rfl
have ha : (0:ℝ)<α := hα
have h0 := AutoSamplingTheory.TechnicalLemmas.Analysis.QuadraticRegularization.strongConvexOn_and_lipschitzWith_gradient_add_quadratic
(r:=0) hV hH (0:E)
simp only [NNReal.coe_zero,zero_div,zero_mul,add_zero] at h0
have hi := AutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOn
ha (hV.differentiable (by norm_num)) h0.1
have hR (y : E) : ∀ v : E, ‖v‖^2/((β:ℝ)+η⁻¹) ≤ covarianceBilin (R y) v v := by
let W := fun x => V x+(r:ℝ)/2*‖x-y‖^2
have hVd : Differentiable ℝ V := hV.differentiable (by norm_num)
have hVdd : Differentiable ℝ (fderiv ℝ V) := (hV.fderiv_right (m:=1) (by norm_num)).differentiable_one
have hW : ContDiff ℝ 2 W := hV.add (contDiff_const.mul ((contDiff_id.sub contDiff_const).norm_sq (𝕜:=ℝ)))
have hq (x : E) : HasFDerivAt (fun z => (r:ℝ)/2*‖z-y‖^2)
((r:ℝ) • innerSL ℝ (x-y)) x := by
convert (((hasFDerivAt_id x).sub_const y).norm_sq).const_mul ((r:ℝ)/2)
using 1 <;> first | rfl | (ext v; simp;ring)
have hWfd (x : E) : fderiv ℝ W x = fderiv ℝ V x+(r:ℝ) • innerSL ℝ (x-y) :=
((hVd x).hasFDerivAt.add (hq x)).fderiv
let J : E →L[ℝ] (E →L[ℝ] ℝ) :=
{toFun := fun v => innerSL ℝ v
map_add' := by intros;ext;simp
map_smul' := by intros;ext;simp
cont := (innerSL ℝ (E:=E)).continuous}
have hWdd (x : E) : HasFDerivAt (fderiv ℝ W)
(fderiv ℝ (fderiv ℝ V) x+(r:ℝ) • J) x := by
rw [show fderiv ℝ W=(fun z => fderiv ℝ V z+(r:ℝ) • innerSL ℝ (z-y)) from funext hWfd]
convert (hVdd x).hasFDerivAt.add ((J.hasFDerivAt.comp x ((hasFDerivAt_id x).sub_const y)).const_smul (r:ℝ)) using 1 <;> rfl
have hb (x v : E) : ((α+r:ℝ≥0):ℝ)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ W) x v v ∧
fderiv ℝ (fderiv ℝ W) x v v ≤ ((β+r:ℝ≥0):ℝ)*‖v‖^2 := by
rw [(hWdd x).fderiv]
change ((α:ℝ)+r)*‖v‖^2 ≤ fderiv ℝ (fderiv ℝ V) x v v+(r:ℝ)*inner ℝ v v ∧
fderiv ℝ (fderiv ℝ V) x v v+(r:ℝ)*inner ℝ v v ≤ ((β:ℝ)+r)*‖v‖^2
rw [real_inner_self_eq_norm_sq]
constructor <;> nlinarith [(hH x v).1,(hH x v).2]
have hc := AutoSamplingTheory.TechnicalLemmas.Analysis.GibbsGradientMoment.gibbs_covariance_lower
(show 0<α+r from by positivity) (show α+r≤β+r from by simpa only [add_comm] using (add_le_add_right hαβ r)) hW hb
have hRW : R y=(volume : Measure E).tilted (fun x => -W x) := by
dsimp only [R,μ]
rw [tilted_tilted hi]
congr 1
funext x
simp only [Pi.add_apply,W]
rw [hr]
field_simp [hη.ne']
ring
rw [hRW]
simpa only [NNReal.coe_add,hr] using hc.2.2
refine ⟨hR,?_⟩
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)
let Vη := fun y => -Real.log (A y)
let U := fun y : E => -Real.log (C*∫ x, Real.exp (-‖y-x‖^2/(2*η)) ∂μ)
let ZV := ∫ x, Real.exp (-V x) ∂(volume : Measure E)
obtain ⟨_hZ,hμ,_hlaw,_hI,_hInt,_hTilt,_hA,_hC2,hshift⟩ :=
AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedGibbsPotential.smoothed_gibbs_potential
ha hV (fun x v => (hH x v).1) hη
have : IsProbabilityMeasure μ := hμ
have hC : 0<C := by dsimp only [C]; positivity
obtain ⟨_hRm,_hD,hDD⟩ :=
AutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_derivatives μ hη hC
have he : U=(fun y => Vη y+Real.log ZV) := funext hshift
have hd : fderiv ℝ U=fderiv ℝ Vη := by
rw [he]
funext y
exact fderiv_add_const _
change ∀ y v w, fderiv ℝ (fderiv ℝ U) y v w = _ at hDD
rw [hd] at hDD
intro y v
rw [hDD y v v,real_inner_self_eq_norm_sq]
have hden : 0<(β:ℝ)+η⁻¹ := add_pos_of_nonneg_of_pos β.coe_nonneg (inv_pos.mpr hη)
have hbden : 0<1+(β:ℝ)*η := by positivity
calc
‖v‖^2/η-covarianceBilin (R y) v v/η^2 ≤
‖v‖^2/η-(‖v‖^2/((β:ℝ)+η⁻¹))/η^2 :=
sub_le_sub_left (div_le_div_of_nonneg_right (hR y v) (sq_nonneg η)) _
_ = ((β:ℝ)/(1+(β:ℝ)*η))*‖v‖^2 := by
field_simp [hη.ne',hden.ne',hbden.ne']
ring
end
end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedHessianUpperSource assumptions versus formal assumptions
| Source | Actual Lean | Difference kind | Why it matters |
|---|---|---|---|
| Source V has kappa^-1 I<=Hess V<=I, 0<eta<=1; Euclidean space. | E is a complete finite-dimensional real inner-product space with its Borel measurable space and canonical volume, including dimension zero. alpha,beta are NNReal, 0<alpha<=beta. U or V is genuinely C2; actual Hessian at every point and direction lies between alpha*norm(v)^2 and beta*norm(v)^2. Every Gibbs law is the actual volume.tilted(-potential). Probability, finite second moments, score integrability, centered score pairing and covariance bounds are derived. No minimizer, finite input moments, partition constant, derivative/score/covariance or well-behaved certificate is supplied. eta>0 is arbitrary; source eta<=1 is unnecessary for this half. C_eta=(sqrt(2 pi eta)^-1)^d is the actual Gaussian prefactor. V_eta is the literal unnormalized source convolution; U_eta=V_eta+log Z_V, and R_y is the actual selected quadratic tilt of the original Gibbs law. | generalization | Actual arbitrary positive alpha<=beta and eta>0 yield the exact source upper constant for beta=1. Finite-dimensional Borel Hilbert incl dimension zero. All hidden IBP/moment/normalization conditions proved, no source assumption added. |
| Cramer-Rao covariance lower is invoked in the upper-Hessian half of Lemma4.1. Author book Theorem3.5.8 proves an arbitrary smooth-observable inequality under well-behaved regularity. | For every observation y and direction v, the actual selected RGO posterior R_y has covarianceBilin(R_y)(v,v)>=norm(v)^2/(beta+eta^-1). The actual source unnormalized Gaussian convolution V_eta has genuine Hessian D2V_eta(y)[v,v]<=beta/(1+beta eta)*norm(v)^2. Source beta=1 gives exactly (1+eta)^-1. Brascamp-Lieb/Hessian lower and the full two-sided Lemma4.1 are not claimed. | same | Prove only the linear-observable covariance corollary and its real source consumer. Direct centered-linear score pairing plus nonnegative scalar square avoids a matrix inverse and mean-score assumption; all integrability derived. Full nonlinear Cramer-Rao and BL are separate. |
| Lemma4.1 has two-sided curvature. | Actual Gibbs all-direction covariance lower bound and its actual RGO/source V_eta Hessian upper consumer only. No Brascamp-Lieb covariance upper/Hessian lower, full Lemma4.1, general nonlinear Cramer-Rao, higher regularity, exact stationarity, approximate/stochastic/history work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost. | unresolved | Only covariance lower/Hessian upper is established; other half requires a genuine BL producer. |
Actual Gibbs all-direction covariance lower bound and its actual RGO/source V_eta Hessian upper consumer only. No Brascamp-Lieb covariance upper/Hessian lower, full Lemma4.1, general nonlinear Cramer-Rao, higher regularity, exact stationarity, approximate/stochastic/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 Gibbs all-direction covariance lower bound and its actual RGO/source V_eta Hessian upper consumer only. No Brascamp-Lieb covariance upper/Hessian lower, full Lemma4.1, general nonlinear Cramer-Rao, higher regularity, exact stationarity, approximate/stochastic/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.Analysis.GibbsGradientMoment.gibbs_covariance_lowerAutoSamplingTheory.TechnicalLemmas.Analysis.QuadraticRegularization.strongConvexOn_and_lipschitzWith_gradient_add_quadraticAutoSamplingTheory.TechnicalLemmas.Analysis.StrongConvexGibbsIntegrability.integrable_exp_neg_of_strongConvexOnAutoSamplingTheory.ExampleCases.SmoothedPicardHMC.SmoothedGibbsPotential.smoothed_gibbs_potentialAutoSamplingTheory.TechnicalLemmas.Measure.GaussianConvolutionRegularity.gaussian_convolution_derivatives
Mathlib API called (external library)
- tilted_tilted
- fderiv_add_const
- HasFDerivAt.norm_sq
- HasFDerivAt.const_mul
- HasFDerivAt.add
- HasFDerivAt.comp
- div_le_div_of_nonneg_right
Mathematical sources
- SPHMC Lemma4.1 Cramer-Rao half — Actual Gibbs all-direction covariance lower bound and its actual RGO/source V_eta Hessian upper consumer only. No Brascamp-Lieb covariance upper/Hessian lower, full Lemma4.1, general nonlinear Cramer-Rao, higher regularity, exact stationarity, approximate/stochastic/history work, PBPS process or either complete main/composition. TV never transfers unbounded expected cost.
- Auxiliary pinned author book Theorem3.5.8 / Corollary3.5.9 — Linear-observable corollary only; genuine hidden regularity proved; not a Lean dependency.
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