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2020 2021 2022 2023 | import Mathlib
namespace OAI
/- Prescribed correlated-total rounding and minimization over finite joint laws, without an independence requirement. -/
noncomputable section
open Finset
open scoped BigOperators
namespace KServer.Rounding
variable {J : Type*} [Fintype J] [DecidableEq J]
def move (p : J → ℝ) (x y : J) (ε : ℝ) : J → ℝ :=
fun z => p z + ε * ((if z = y then 1 else 0) - (if z = x then 1 else 0))
omit [Fintype J] in
lemma move_nonneg {p : J → ℝ} (hp : ∀ z, 0 ≤ p z) {x y : J} {ε : ℝ}
(hε : 0 ≤ ε) (hx : ε ≤ p x) : ∀ z, 0 ≤ move p x y ε z := by
intro z
by_cases hz : z = x
· subst z
by_cases hy : x = y
· simp [move, hy, hp]
· simp only [move, ite_eq_right hy, ite_true]
linarith
· by_cases hy : z = y
· simp only [move, ite_eq_left hy, ite_eq_right hz]
linarith [hp z]
· simpa only [move, ite_eq_right hy, ite_eq_right hz, sub_self, mul_zero, add_zero] using hp z
lemma move_sum (p : J → ℝ) (x y : J) (ε : ℝ) (f : J → ℝ) :
(∑ z, move p x y ε z * f z) = (∑ z, p z * f z) + ε * (f y - f x) := by
calc (∑ z, move p x y ε z * f z) =
∑ z, (p z * f z + (if z = y then ε * f z else 0) -
(if z = x then ε * f z else 0)) := by
apply sum_congr rfl
intro z _
simp only [move]
split_ifs <;> ring
_ = _ := by rw [sum_sub_distrib, sum_add_distrib]; simp; ring
omit [Fintype J] in
lemma move_coordinate (p : J → ℝ) {x y z : J} {ε : ℝ} (hε : 0 ≤ ε)
(hz : z ≠ x) : p z ≤ move p x y ε z := by
by_cases hy : z = y
· simp only [move, ite_eq_left hy, ite_eq_right hz]; linarith
· simp [move, hy, hz]
variable {S I : Type*} [Fintype S] [Fintype I] [DecidableEq S] [DecidableEq I]
/-- Each fiber records the actual observed total, not a conditional mean. -/
abbrev Outcome (r : S → ℕ) := {x : S × Finset I // x.2.card = r x.1}
def subset {r : S → ℕ} (x : Outcome (I := I) r) : Finset I := x.val.2
def state {r : S → ℕ} (x : Outcome (I := I) r) : S := x.val.1
def Marginal {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (i : I) : ℝ :=
∑ x, p x * (if i ∈ subset x then 1 else 0)
def Mass {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (ω : S) : ℝ :=
∑ x, p x * (if state x = ω then 1 else 0)
def Feasible {r : S → ℕ} (p₀ p : Outcome (I := I) r → ℝ) : Prop :=
(∀ x, 0 ≤ p x) ∧ ∀ ω, Mass p ω = Mass p₀ ω
omit [DecidableEq I] in
lemma mass_total {r : S → ℕ} (p : Outcome (I := I) r → ℝ) :
(∑ ω, Mass p ω) = ∑ x, p x := by
simp only [Mass]
rw [sum_comm]
apply sum_congr rfl
intro x _
simp
lemma marginal_total {r : S → ℕ} (p : Outcome (I := I) r → ℝ) :
(∑ i, Marginal p i) = ∑ ω, Mass p ω * r ω := by
simp only [Marginal, Mass]
rw [sum_comm]
simp_rw [sum_mul]
conv_rhs => rw [sum_comm]
apply sum_congr rfl
intro x _
have hx : (subset x).card = r (state x) := x.property
simp only [← mul_sum]
have h : (∑ i : I, if i ∈ subset x then (1 : ℝ) else 0) = (subset x).card := by simp
rw [h, hx]
simp
omit [DecidableEq I] in
lemma feasible_mass {r : S → ℕ} {p₀ p : Outcome (I := I) r → ℝ}
(hp : Feasible p₀ p) : (∑ x, p x) = ∑ x, p₀ x := by
rw [← mass_total p, ← mass_total p₀]
exact sum_congr rfl fun ω _ => hp.2 ω
lemma move_feasible {r : S → ℕ} {p₀ p : Outcome (I := I) r → ℝ} (hp : Feasible p₀ p)
{x y : Outcome (I := I) r} (hxy : state x = state y)
{ε : ℝ} (hε : 0 ≤ ε) (hx : ε ≤ p x) : Feasible p₀ (move p x y ε) := by
refine ⟨move_nonneg hp.1 hε hx, ?_⟩
intro ω
rw [Mass, move_sum, hxy]
simpa [Mass] using hp.2 ω
omit [DecidableEq I] in
lemma continuous_mass {r : S → ℕ} (ω : S) : Continuous (fun p : Outcome (I := I) r → ℝ => Mass p ω) := by
unfold Mass
fun_prop
omit [DecidableEq S] in
lemma continuous_marginal {r : S → ℕ} (i : I) : Continuous (fun p : Outcome (I := I) r → ℝ => Marginal p i) := by
unfold Marginal
fun_prop
omit [DecidableEq I] in
lemma feasible_compact {r : S → ℕ} (p₀ : Outcome (I := I) r → ℝ)
(h₀ : ∑ x, p₀ x = 1) : IsCompact {p | Feasible p₀ p} := by
have hc : IsClosed {p | Feasible p₀ p} := by
change IsClosed ({p : Outcome (I := I) r → ℝ | ∀ x, 0 ≤ p x} ∩
{p | ∀ ω, Mass p ω = Mass p₀ ω})
apply IsClosed.inter
· simp only [Set.ofPred_forall]
exact isClosed_iInter fun x => isClosed_le continuous_const (continuous_apply x)
· simp only [Set.ofPred_forall]
exact isClosed_iInter fun ω => isClosed_eq (continuous_mass ω) continuous_const
apply (isCompact_pi_infinite fun _ : Outcome (I := I) r =>
isCompact_Icc (a := (0 : ℝ)) (b := 1)).of_isClosed_subset hc
intro p hp x
refine ⟨hp.1 x, ?_⟩
have he : ∑ z, p z = 1 := (feasible_mass hp).trans h₀
rw [← he]
exact single_le_sum (fun z _ => hp.1 z) (mem_univ x)
def Objective {r : S → ℕ} (c : Outcome (I := I) r → ℝ) (f : I → ℝ)
(p : Outcome (I := I) r → ℝ) : ℝ :=
(∑ x, p x * c x) + 10 * ∑ i, |Marginal p i - f i|
omit [DecidableEq S] in
lemma objective_continuous {r : S → ℕ} (c : Outcome (I := I) r → ℝ) (f : I → ℝ) :
Continuous (Objective c f) := by
apply Continuous.add
· fun_prop
· apply Continuous.const_mul
apply continuous_finsetSum
intro i _
exact ((continuous_marginal i).sub continuous_const).abs
lemma exists_minimizer {r : S → ℕ} (p₀ c : Outcome (I := I) r → ℝ) (f : I → ℝ)
(hp₀ : ∀ x, 0 ≤ p₀ x) (h₀ : ∑ x, p₀ x = 1) :
∃ p, Feasible p₀ p ∧ IsMinOn (Objective c f) {p | Feasible p₀ p} p := by
exact (feasible_compact p₀ h₀).exists_isMinOn ⟨p₀, hp₀, fun _ => rfl⟩
(objective_continuous c f).continuousOn
def exchange (A : Finset I) (i j : I) : Finset I := insert j (A.erase i)
omit [Fintype I] in
lemma exchange_card {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) :
(exchange A i j).card = A.card := by
rw [exchange, card_insert_of_notMem (fun h => hj (mem_of_mem_erase h)), card_erase_of_mem hi]
have := card_pos.mpr ⟨i, hi⟩
omega
omit [Fintype I] in
lemma exchange_indicator {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) (a : I) :
(if a ∈ exchange A i j then (1 : ℝ) else 0) = (if a ∈ A then 1 else 0) +
(if a = j then 1 else 0) - (if a = i then 1 else 0) := by
have hij : i ≠ j := by intro h; subst j; contradiction
by_cases ha : a = i
· subst a; simp [exchange, hij, hi]
· by_cases hb : a = j
· subst a; simp [exchange, Ne.symm hij, hj]
· simp [exchange, ha, hb]
def afterExchange {r : S → ℕ} (x : Outcome (I := I) r) (i j : I)
(hi : i ∈ subset x) (hj : j ∉ subset x) : Outcome (I := I) r :=
⟨(state x, exchange (subset x) i j), (exchange_card hi hj).trans x.property⟩
omit [Fintype I] [Fintype S] [DecidableEq S] in
lemma exchange_state {r : S → ℕ} (x : Outcome (I := I) r) (i j : I)
(hi : i ∈ subset x) (hj : j ∉ subset x) :
state (afterExchange x i j hi hj) = state x := rfl
lemma move_exchange_marginal {r : S → ℕ} (p : Outcome (I := I) r → ℝ)
(x : Outcome (I := I) r) (i j : I) (hi : i ∈ subset x) (hj : j ∉ subset x)
(ε : ℝ) (a : I) :
Marginal (move p x (afterExchange x i j hi hj) ε) a = Marginal p a +
ε * ((if a = j then 1 else 0) - (if a = i then 1 else 0)) := by
rw [Marginal, move_sum]
change _ + ε * ((if a ∈ exchange (subset x) i j then 1 else 0) - _) = _
rw [exchange_indicator hi hj]
unfold Marginal
ring
lemma deviation_descent (a f : I → ℝ) {i j : I} (hij : i ≠ j) {ε : ℝ}
(hε : 0 ≤ ε) (hi : ε ≤ a i - f i) (hj : ε ≤ f j - a j) :
(∑ x, |a x + ε * ((if x = j then 1 else 0) - (if x = i then 1 else 0)) - f x|) =
(∑ x, |a x - f x|) - 2 * ε := by
have he (x : I) :
|a x + ε * ((if x = j then 1 else 0) - (if x = i then 1 else 0)) - f x| =
|a x - f x| - (if x = i then ε else 0) - (if x = j then ε else 0) := by
by_cases hx : x = i
· subst x
simp only [ite_eq_right hij, ite_true]
rw [abs_of_nonneg (by linarith : 0 ≤ a i + ε * (0 - 1) - f i),
abs_of_nonneg (by linarith : 0 ≤ a i - f i)]
ring
· by_cases hy : x = j
· subst x
simp only [ite_true, ite_eq_right (Ne.symm hij)]
rw [abs_of_nonpos (by linarith : a j + ε * (1 - 0) - f j ≤ 0),
abs_of_nonpos (by linarith : a j - f j ≤ 0)]
ring
· simp [hx, hy]
simp_rw [he]
rw [sum_sub_distrib, sum_sub_distrib]
simp
ring
omit [DecidableEq I] in
lemma discrepancy_pair (a f : I → ℝ) (hs : ∑ i, a i = ∑ i, f i)
(hne : ¬∀ i, a i = f i) : ∃ i j, a i > f i ∧ a j < f j := by
have hi : ∃ i, f i < a i := by
by_contra! h
apply hne
intro i
exact (sum_eq_sum_iff_of_le (fun i _ => h i)).mp hs i (mem_univ _)
have hj : ∃ j, a j < f j := by
by_contra! h
apply hne
have he := (sum_eq_sum_iff_of_le (fun i _ => h i)).mp hs.symm
intro i
exact (he i (mem_univ i)).symm
obtain ⟨i, hi⟩ := hi
obtain ⟨j, hj⟩ := hj
exact ⟨i, j, hi, hj⟩
omit [DecidableEq S] in
lemma support_mem {r : S → ℕ} {p : Outcome (I := I) r → ℝ} (hp : ∀x, 0 ≤ p x)
{i : I} (hi : 0 < Marginal p i) : ∃ x, 0 < p x ∧ i ∈ subset x := by
by_contra! h
have he : Marginal p i = 0 := by
apply sum_eq_zero
intro x _
by_cases hh : 0 < p x
· simp [h x hh]
· have hz := le_antisymm (le_of_not_gt hh) (hp x)
simp [hz]
linarith
omit [DecidableEq S] in
lemma support_notMem {r : S → ℕ} {p : Outcome (I := I) r → ℝ} (hp : ∀x, 0 ≤ p x)
(h₁ : ∑ x, p x = 1) {i : I} (hi : Marginal p i < 1) :
∃ x, 0 < p x ∧ i ∉ subset x := by
by_contra! h
have he : Marginal p i = ∑ x, p x := by
apply sum_congr rfl
intro x _
by_cases hh : 0 < p x
· simp [h x hh]
· have hz := le_antisymm (le_of_not_gt hh) (hp x)
simp [hz]
linarith
omit [Fintype I] in
lemma exists_bridge {A B : Finset I} {i j : I} (hij : i ≠ j)
(hiA : i ∈ A) (hjA : j ∈ A) (hiB : i ∉ B) (hjB : j ∉ B)
(hc : A.card ≤ B.card + 1) : ∃ h, h ∈ B ∧ h ∉ A := by
by_contra! hh
have hBA : B ⊆ A := hh
have hsub : insert i (insert j B) ⊆ A := by
intro a ha
rcases mem_insert.mp ha with rfl | ha
· exact hiA
rcases mem_insert.mp ha with rfl | ha
· exact hjA
exact hBA ha
have hcard := card_le_card hsub
have hn : i ∉ insert j B := by simp [hij, hiB]
rw [card_insert_of_notMem hn, card_insert_of_notMem hjB] at hcard
omega
/-- The local Lipschitz property needed by the repair objective. It will be
instantiated by Hamming distance from the state's preliminary rounding. -/
def ExchangeCost {r : S → ℕ} (c : Outcome (I := I) r → ℝ) : Prop :=
∀ (x : Outcome (I := I) r) (i j : I) (hi : i ∈ subset x) (hj : j ∉ subset x),
c (afterExchange x i j hi hj) - c x ≤ 2
lemma one_exchange_improves {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ}
(hp : Feasible p₀ p) (hc : ExchangeCost c)
{i j : I} (hi : f i < Marginal p i) (hj : Marginal p j < f j)
(x : Outcome (I := I) r) (hx : 0 < p x) (hxi : i ∈ subset x) (hxj : j ∉ subset x) :
∃ q, Feasible p₀ q ∧ Objective c f q < Objective c f p := by
have hij : i ≠ j := by intro he; subst j; linarith
let ε := min (p x) (min (Marginal p i - f i) (f j - Marginal p j))
have hε : 0 < ε := lt_min hx (lt_min (sub_pos.mpr hi) (sub_pos.mpr hj))
have hεx : ε ≤ p x := min_le_left _ _
have hεi : ε ≤ Marginal p i - f i := (min_le_right _ _).trans (min_le_left _ _)
have hεj : ε ≤ f j - Marginal p j := (min_le_right _ _).trans (min_le_right _ _)
let y := afterExchange x i j hxi hxj
let q := move p x y ε
refine ⟨q, move_feasible (x := x) (y := y) hp rfl hε.le hεx, ?_⟩
have hd : (∑ a, |Marginal q a - f a|) = (∑ a, |Marginal p a - f a|) - 2 * ε := by
simp only [q, y, move_exchange_marginal]
exact deviation_descent _ _ hij hε.le hεi hεj
have hcost : (∑ z, q z * c z) ≤ (∑ z, p z * c z) + 2 * ε := by
dsimp only [q]
rw [move_sum]
have hh := mul_le_mul_of_nonneg_left (hc x i j hxi hxj) hε.le
dsimp [y]
linarith
unfold Objective
rw [hd]
linarith
lemma two_exchanges_improve {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ}
(hp : Feasible p₀ p) (hc : ExchangeCost c)
{i j : I} (hi : f i < Marginal p i) (hj : Marginal p j < f j)
(x y : Outcome (I := I) r) (hx : 0 < p x) (hy : 0 < p y)
(hxi : i ∈ subset x) (hxj : j ∈ subset x)
(hyi : i ∉ subset y) (hyj : j ∉ subset y)
(h : I) (hyh : h ∈ subset y) (hxh : h ∉ subset x) :
∃ q, Feasible p₀ q ∧ Objective c f q < Objective c f p := by
have hij : i ≠ j := by intro he; subst j; linarith
have hyx : y ≠ x := by intro he; subst y; contradiction
let ε := min (min (p x) (p y)) (min (Marginal p i - f i) (f j - Marginal p j))
have hε : 0 < ε := lt_min (lt_min hx hy) (lt_min (sub_pos.mpr hi) (sub_pos.mpr hj))
have hεx : ε ≤ p x := (min_le_left _ _).trans (min_le_left _ _)
have hεy : ε ≤ p y := (min_le_left _ _).trans (min_le_right _ _)
have hεi : ε ≤ Marginal p i - f i := (min_le_right _ _).trans (min_le_left _ _)
have hεj : ε ≤ f j - Marginal p j := (min_le_right _ _).trans (min_le_right _ _)
let x' := afterExchange x i h hxi hxh
let y' := afterExchange y h j hyh hyj
let mid := move p x x' ε
let q := move mid y y' ε
have hmid : Feasible p₀ mid := move_feasible (x := x) (y := x') hp rfl hε.le hεx
have hq : Feasible p₀ q := move_feasible (x := y) (y := y') hmid rfl hε.le
(hεy.trans (move_coordinate p hε.le hyx))
refine ⟨q, hq, ?_⟩
have hm (a : I) : Marginal q a = Marginal p a +
ε * ((if a = j then 1 else 0) - (if a = i then 1 else 0)) := by
dsimp only [q, mid, x', y']
rw [move_exchange_marginal, move_exchange_marginal]
ring
have hd : (∑ a, |Marginal q a - f a|) = (∑ a, |Marginal p a - f a|) - 2 * ε := by
simp only [hm]
exact deviation_descent _ _ hij hε.le hεi hεj
have hcost : (∑ z, q z * c z) ≤ (∑ z, p z * c z) + 4 * ε := by
dsimp only [q, mid]
rw [move_sum, move_sum]
have hhx := mul_le_mul_of_nonneg_left (hc x i h hxi hxh) hε.le
have hhy := mul_le_mul_of_nonneg_left (hc y h j hyh hyj) hε.le
dsimp only [x', y']
linarith
unfold Objective
rw [hd]
linarith
/-- A minimizer has the prescribed unconditional marginals, even when different
fibers have different adjacent totals. This is the source's essential
correlation-tolerant two-state exchange argument. -/
lemma minimizer_marginals {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ}
(hr : ∀ ω ν, r ω ≤ r ν + 1) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1)
(hfSum : ∑ i, f i = ∑ ω, Mass p₀ ω * r ω)
(hp : Feasible p₀ p) (h₀ : ∑ x, p₀ x = 1) (hc : ExchangeCost c)
(hmin : IsMinOn (Objective c f) {p | Feasible p₀ p} p) :
∀ i, Marginal p i = f i := by
by_contra hne
have hsum : ∑ i, Marginal p i = ∑ i, f i := by
rw [marginal_total, hfSum]
exact sum_congr rfl fun ω _ => by rw [hp.2 ω]
obtain ⟨i, j, hi, hj⟩ := discrepancy_pair (Marginal p) f hsum hne
have hij : i ≠ j := by intro he; subst j; linarith
by_cases hex : ∃ x, 0 < p x ∧ i ∈ subset x ∧ j ∉ subset x
· obtain ⟨x, hx, hxi, hxj⟩ := hex
obtain ⟨q, hq, hqCost⟩ := one_exchange_improves hp hc hi hj x hx hxi hxj
exact (not_lt_of_ge (hmin hq)) hqCost
· obtain ⟨x, hx, hxi⟩ := support_mem hp.1 ((hf i).1.trans_lt hi)
have hxj : j ∈ subset x := by
by_contra hh
exact hex ⟨x, hx, hxi, hh⟩
obtain ⟨y, hy, hyj⟩ := support_notMem hp.1 ((feasible_mass hp).trans h₀) (hj.trans_le (hf j).2)
have hyi : i ∉ subset y := fun hh => hex ⟨y, hy, hh, hyj⟩
have hcard : (subset x).card ≤ (subset y).card + 1 := by
rw [show (subset x).card = r (state x) from x.property,
show (subset y).card = r (state y) from y.property]
exact hr _ _
obtain ⟨h, hyh, hxh⟩ := exists_bridge hij hxi hxj hyi hyj hcard
obtain ⟨q, hq, hqCost⟩ := two_exchanges_improve hp hc hi hj x y hx hy hxi hxj hyi hyj h hyh hxh
exact (not_lt_of_ge (hmin hq)) hqCost
/-- The compact finite-law repair step, including its quantitative cost bound. -/
theorem finite_repair {r : S → ℕ} (p₀ c : Outcome (I := I) r → ℝ) (f : I → ℝ)
(hr : ∀ ω ν, r ω ≤ r ν + 1) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1)
(hfSum : ∑ i, f i = ∑ ω, Mass p₀ ω * r ω)
(hp₀ : ∀ x, 0 ≤ p₀ x) (h₀ : ∑ x, p₀ x = 1) (hc : ExchangeCost c) :
∃ p, Feasible p₀ p ∧ (∀ i, Marginal p i = f i) ∧
(∑ x, p x * c x) ≤ (∑ x, p₀ x * c x) + 10 * ∑ i, |Marginal p₀ i - f i| := by
obtain ⟨p, hp, hm⟩ := exists_minimizer p₀ c f hp₀ h₀
have hmar := minimizer_marginals hr hf hfSum hp h₀ hc hm
refine ⟨p, hp, hmar, ?_⟩
have hh := hm (show Feasible p₀ p₀ from ⟨hp₀, fun _ => rfl⟩)
simpa [Objective, hmar] using hh
def hamming (A B : Finset I) : ℝ :=
∑ i, |(if i ∈ A then (1 : ℝ) else 0) - (if i ∈ B then 1 else 0)|
lemma hamming_self (A : Finset I) : hamming A A = 0 := by simp [hamming]
lemma hamming_triangle (A B C : Finset I) : hamming A C ≤ hamming A B + hamming B C := by
rw [hamming, hamming, hamming, ← sum_add_distrib]
exact sum_le_sum fun i _ => abs_sub_le _ _ _
lemma hamming_exchange {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) :
hamming (exchange A i j) A = 2 := by
have hij : i ≠ j := by intro he; subst j; contradiction
have he (a : I) :
|(if a ∈ exchange A i j then (1 : ℝ) else 0) - (if a ∈ A then 1 else 0)| =
(if a = j then 1 else 0) + (if a = i then 1 else 0) := by
rw [exchange_indicator hi hj]
by_cases ha : a = i
· subst a; simp [hij]
· by_cases hb : a = j
· subst a; simp [Ne.symm hij]
· simp [ha, hb]
simp only [hamming, he, sum_add_distrib]
norm_num
def HammingCost {r : S → ℕ} (A₀ : S → Finset I) (x : Outcome (I := I) r) : ℝ :=
hamming (subset x) (A₀ (state x))
omit [Fintype S] [DecidableEq S] in
lemma hamming_exchangeCost {r : S → ℕ} (A₀ : S → Finset I) :
ExchangeCost (HammingCost (r := r) A₀) := by
intro x i j hi hj
have hh := hamming_triangle (exchange (subset x) i j) (subset x) (A₀ (state x))
rw [hamming_exchange hi hj] at hh
change hamming (exchange (subset x) i j) (A₀ (state x)) - _ ≤ 2
unfold HammingCost
linarith
def seed {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) : Outcome (I := I) r → ℝ :=
fun x => ∑ ω, if x = e ω then w ω else 0
omit [Fintype I] in
lemma seed_nonneg {r : S → ℕ} {w : S → ℝ} (hw : ∀ ω, 0 ≤ w ω)
(e : S → Outcome (I := I) r) : ∀ x, 0 ≤ seed w e x := by
intro x
exact sum_nonneg fun ω _ => by split_ifs; exact hw ω; rfl
lemma seed_sum {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r)
(g : Outcome (I := I) r → ℝ) :
(∑ x, seed w e x * g x) = ∑ ω, w ω * g (e ω) := by
simp only [seed, sum_mul]
rw [sum_comm]
apply sum_congr rfl
intro ω _
simp [ite_mul]
lemma seed_total {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) :
(∑ x, seed w e x) = ∑ ω, w ω := by
simpa using seed_sum w e (fun _ => 1)
lemma seed_mass {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r)
(he : ∀ ω, state (e ω) = ω) (ω : S) : Mass (seed w e) ω = w ω := by
rw [Mass, seed_sum]
simp [he]
lemma seed_marginal {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) (i : I) :
Marginal (seed w e) i = ∑ ω, w ω * (if i ∈ subset (e ω) then 1 else 0) := by
exact seed_sum _ _ _
/-- Joint-law repair in the exact Hamming metric of the manuscript. All
correlation is retained by preserving every original state probability. -/
theorem hamming_repair (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1)
(r : S → ℕ) (hr : ∀ ω ν, r ω ≤ r ν + 1) (A₀ : S → Finset I)
(hA : ∀ ω, (A₀ ω).card = r ω) (f : I → ℝ) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1)
(hs : ∑ i, f i = ∑ ω, w ω * r ω) :
∃ p : Outcome (I := I) r → ℝ, (∀ x, 0 ≤ p x) ∧ (∀ ω, Mass p ω = w ω) ∧
(∀ i, Marginal p i = f i) ∧
(∑ x, p x * HammingCost A₀ x) ≤
10 * ∑ i, |(∑ ω, w ω * (if i ∈ A₀ ω then 1 else 0)) - f i| := by
let e : S → Outcome (I := I) r := fun ω => ⟨(ω, A₀ ω), hA ω⟩
have he (ω : S) : state (e ω) = ω := rfl
have hsubset (ω : S) : subset (e ω) = A₀ ω := rfl
have hmass := seed_mass w e he
have hfs : ∑ i, f i = ∑ ω, Mass (seed w e) ω * r ω := by simpa [hmass] using hs
obtain ⟨p, hp, hmar, hcost⟩ := finite_repair (seed w e) (HammingCost A₀) f hr hf hfs
(seed_nonneg hw e) ((seed_total w e).trans h₁) (hamming_exchangeCost A₀)
refine ⟨p, hp.1, fun ω => (hp.2 ω).trans (hmass ω), hmar, ?_⟩
have hzero : (∑ x, seed w e x * HammingCost A₀ x) = 0 := by
rw [seed_sum]
simp [HammingCost, he, hsubset, hamming_self]
simpa [hzero, seed_marginal, hsubset] using hcost
lemma hamming_comm (A B : Finset I) : hamming A B = hamming B A := by
apply sum_congr rfl
intro i _
exact abs_sub_comm _ _
lemma hamming_subset {A B : Finset I} (h : B ⊆ A) :
hamming A B = (A.card : ℝ) - B.card := by
have hn (i : I) : (0 : ℝ) ≤ (if i ∈ A then 1 else 0) - (if i ∈ B then 1 else 0) := by
by_cases hi : i ∈ B
· simp [hi, h hi]
· simp [hi]; split_ifs <;> norm_num
simp only [hamming, abs_of_nonneg (hn _)]
rw [sum_sub_distrib]
simp
/-- Deterministic adjustment to any attainable integer total, with optimal
Hamming cost. The permitted coordinates H may omit all integral targets. -/
lemma adjust_subset (H A : Finset I) (hAH : A ⊆ H) {r : ℕ} (hr : r ≤ H.card) :
∃ B : Finset I, B ⊆ H ∧ B.card = r ∧ hamming B A = |(r : ℝ) - A.card| := by
by_cases hsmall : r ≤ A.card
· obtain ⟨B, hBA, hBr⟩ := exists_subset_card_eq hsmall
refine ⟨B, hBA.trans hAH, hBr, ?_⟩
rw [hamming_comm, hamming_subset hBA, hBr, abs_of_nonpos (sub_nonpos.mpr (by exact_mod_cast hsmall : (r : ℝ) ≤ A.card))]
ring
· have hbig : A.card ≤ r := le_of_not_ge hsmall
have hc : r - A.card ≤ (H \ A).card := by
rw [card_sdiff, inter_eq_left.mpr hAH]
omega
obtain ⟨C, hCH, hCr⟩ := exists_subset_card_eq hc
have hdis : Disjoint A C := by
apply disjoint_left.mpr
intro a ha hca
exact (mem_sdiff.mp (hCH hca)).2 ha
let B := A ∪ C
have hAB : A ⊆ B := subset_union_left
have hBH : B ⊆ H := union_subset hAH (hCH.trans sdiff_subset)
have hBr : B.card = r := by
dsimp [B]
rw [card_union_of_disjoint hdis, hCr]
omega
refine ⟨B, hBH, hBr, ?_⟩
rw [hamming_subset hAB, hBr, abs_of_nonneg (sub_nonneg.mpr (by exact_mod_cast hbig : (A.card : ℝ) ≤ r))]
/-- The literal scalar interval used by the source's preliminary clipping. -/
def clip (b : ℝ) (x : ℤ) : ℤ := max ⌊b⌋ (min ⌈b⌉ x)
def Balanced (b : ℝ) (x : ℤ) : Prop := x = ⌊b⌋ ∨ x = ⌈b⌉
lemma balanced_iff_bounds (b : ℝ) (x : ℤ) :
Balanced b x ↔ ⌊b⌋ ≤ x ∧ x ≤ ⌈b⌉ := by
have hl := Int.floor_le_ceil b
have hu := Int.ceil_le_floor_add_one b
unfold Balanced
omega
lemma clip_balanced (b : ℝ) (x : ℤ) : Balanced b (clip b x) := by
rw [balanced_iff_bounds]
exact ⟨le_max_left _ _, max_le (Int.floor_le_ceil b) (min_le_left _ _)⟩
lemma balanced_bounds {b : ℝ} {x : ℤ} (h : Balanced b x) :
⌊b⌋ ≤ x ∧ x ≤ ⌈b⌉ := (balanced_iff_bounds b x).mp h
lemma clip_up {a b : ℝ} (hab : a ≤ b) {x : ℤ} (hx : Balanced a x) :
clip b x = max ⌊b⌋ x := by
unfold clip
rw [min_eq_right ((balanced_bounds hx).2.trans (Int.ceil_mono hab))]
lemma clip_down {a b : ℝ} (hab : b ≤ a) {x : ℤ} (hx : Balanced a x) :
clip b x = min ⌈b⌉ x := by
unfold clip
rw [max_eq_right (le_min (Int.floor_le_ceil b) ((Int.floor_mono hab).trans (balanced_bounds hx).1))]
omit [DecidableEq S] in
/-- Exact source clipping estimate, with arbitrary finite weights and no
independence assumptions. -/
lemma clipping_bound (w : S → ℝ) (_hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1)
{a b : ℝ} (X : S → ℤ) (hX : ∀ ω, Balanced a (X ω))
(hmean : ∑ ω, w ω * (X ω : ℝ) = a) :
(∑ ω, w ω * |(clip b (X ω) : ℝ) - X ω|) ≤ |a - b| := by
rcases le_total a b with hab | hba
· simp_rw [clip_up hab (hX _)]
by_cases hf : ⌊b⌋ ≤ ⌊a⌋
· have hh (ω : S) : max ⌊b⌋ (X ω) = X ω := max_eq_right (hf.trans (balanced_bounds (hX ω)).1)
simp [hh]
· have hl : ⌈a⌉ ≤ ⌊b⌋ := by have := Int.ceil_le_floor_add_one a; omega
have hh (ω : S) : max ⌊b⌋ (X ω) = ⌊b⌋ := max_eq_left ((balanced_bounds (hX ω)).2.trans hl)
have hn (ω : S) : (0 : ℝ) ≤ (⌊b⌋ : ℝ) - X ω := by
exact_mod_cast sub_nonneg.mpr ((balanced_bounds (hX ω)).2.trans hl)
simp_rw [hh, abs_of_nonneg (hn _), mul_sub]
rw [sum_sub_distrib, ← sum_mul, h₁, one_mul, hmean, abs_of_nonpos (sub_nonpos.mpr hab)]
linarith [Int.floor_le b]
· simp_rw [clip_down hba (hX _)]
by_cases hc : ⌈a⌉ ≤ ⌈b⌉
· have hh (ω : S) : min ⌈b⌉ (X ω) = X ω := min_eq_right ((balanced_bounds (hX ω)).2.trans hc)
simp [hh]
· have hu : ⌈b⌉ ≤ ⌊a⌋ := by have := Int.ceil_le_floor_add_one a; omega
have hh (ω : S) : min ⌈b⌉ (X ω) = ⌈b⌉ := min_eq_left (hu.trans (balanced_bounds (hX ω)).1)
have hn (ω : S) : (⌈b⌉ : ℝ) - X ω ≤ 0 := by
exact_mod_cast sub_nonpos.mpr (hu.trans (balanced_bounds (hX ω)).1)
simp_rw [hh, abs_of_nonpos (hn _), mul_neg, mul_sub]
rw [sum_neg_distrib, sum_sub_distrib, ← sum_mul, h₁, one_mul, hmean, abs_of_nonneg (sub_nonneg.mpr hba)]
linarith [Int.le_ceil b]
def fraction (b : ℝ) : ℝ := b - ⌊b⌋
def fractionalSet (b : I → ℝ) : Finset I := univ.filter fun i => ⌊b i⌋ < ⌈b i⌉
def liftSet (b : I → ℝ) (A : Finset I) (i : I) : ℤ :=
⌊b i⌋ + if i ∈ A then 1 else 0
lemma fraction_range (b : ℝ) : 0 ≤ fraction b ∧ fraction b < 1 := by
unfold fraction
constructor <;> linarith [Int.floor_le b, Int.lt_floor_add_one b]
lemma ceil_formula (b : ℝ) : ⌈b⌉ = ⌊b⌋ + if ⌊b⌋ < ⌈b⌉ then 1 else 0 := by
have := Int.ceil_le_floor_add_one b
have := Int.floor_le_ceil b
split_ifs <;> omega
lemma not_fractional {b : ℝ} (h : ¬⌊b⌋ < ⌈b⌉) : (⌊b⌋ : ℝ) = b := by
have he : ⌊b⌋ = ⌈b⌉ := by have := Int.floor_le_ceil b; omega
apply le_antisymm (Int.floor_le b)
rw [he]
exact Int.le_ceil b
lemma fraction_zero_iff (b : ℝ) : fraction b = 0 ↔ ¬⌊b⌋ < ⌈b⌉ := by
constructor
· intro h
have he : b = (⌊b⌋ : ℝ) := by unfold fraction at h; linarith
have hc := Int.ceil_le.mpr he.le
omega
· intro h
simp [fraction, not_fractional h]
lemma liftSet_sum (b : I → ℝ) (A : Finset I) :
(∑ i, liftSet b A i) = (∑ i, ⌊b i⌋) + A.card := by
simp [liftSet, sum_add_distrib]
lemma liftSet_balanced (b : I → ℝ) {A : Finset I} (hA : A ⊆ fractionalSet b) (i : I) :
Balanced (b i) (liftSet b A i) := by
unfold liftSet
by_cases hi : i ∈ A
· simp only [ite_eq_left hi]
right
have hbi : ⌊b i⌋ < ⌈b i⌉ := (mem_filter.mp (hA hi)).2
rw [ceil_formula, ite_eq_left hbi]
· left
simp [hi]
lemma balanced_liftSet (b : I → ℝ) (Y : I → ℤ) (hY : ∀ i, Balanced (b i) (Y i)) :
∃ A : Finset I, A ⊆ fractionalSet b ∧ ∀ i, Y i = liftSet b A i := by
let A := univ.filter fun i => ⌊b i⌋ < Y i
have hA : A ⊆ fractionalSet b := by
intro i hi
have hi' : ⌊b i⌋ < Y i := (mem_filter.mp hi).2
exact mem_filter.mpr ⟨mem_univ _, hi'.trans_le (balanced_bounds (hY i)).2⟩
refine ⟨A, hA, ?_⟩
intro i
have hu := Int.ceil_le_floor_add_one (b i)
have := balanced_bounds (hY i)
by_cases hi : i ∈ A
· unfold liftSet
rw [ite_eq_left hi]
have hh : ⌊b i⌋ < Y i := (mem_filter.mp hi).2
omega
· unfold liftSet
rw [ite_eq_right hi]
have hh : ¬⌊b i⌋ < Y i := by simpa [A] using hi
omega
lemma liftSet_distance (b : I → ℝ) (A B : Finset I) :
(∑ i, |(liftSet b A i : ℝ) - liftSet b B i|) = hamming A B := by
apply sum_congr rfl
intro i _
unfold liftSet
push_cast
congr 1
ring
omit [DecidableEq I] in
lemma total_endpoints (b : I → ℝ) :
(∑ i, ⌊b i⌋) ≤ ⌊∑ i, b i⌋ ∧ ⌈∑ i, b i⌉ ≤ (∑ i, ⌊b i⌋) + (fractionalSet b).card := by
constructor
· apply Int.le_floor.mpr
push_cast
exact sum_le_sum fun i _ => Int.floor_le _
· apply Int.ceil_le.mpr
have he : (∑ i, ⌈b i⌉) = (∑ i, ⌊b i⌋) + (fractionalSet b).card := by
calc
(∑ i, ⌈b i⌉) = ∑ i, (⌊b i⌋ + if ⌊b i⌋ < ⌈b i⌉ then (1 : ℤ) else 0) :=
sum_congr rfl (fun i _ => ceil_formula (b i))
_ = _ := ?_
rw [sum_add_distrib]
congr 1
simp [fractionalSet]
rw [← he]
push_cast
exact sum_le_sum fun i _ => Int.le_ceil _
def residual (b : I → ℝ) (N : ℤ) : ℕ := (N - ∑ i, ⌊b i⌋).toNat
omit [DecidableEq I] in
lemma residual_cast (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) :
(residual b N : ℤ) = N - ∑ i, ⌊b i⌋ := by
unfold residual
apply Int.toNat_of_nonneg
exact sub_nonneg.mpr ((total_endpoints b).1.trans (balanced_bounds hN).1)
omit [DecidableEq I] in
lemma residual_bound (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) :
residual b N ≤ (fractionalSet b).card := by
have hcast := residual_cast b hN
have hu := (balanced_bounds hN).2.trans (total_endpoints b).2
omega
omit [DecidableEq I] in
lemma residual_adjacent (b : I → ℝ) {N M : ℤ}
(hN : Balanced (∑ i, b i) N) (hM : Balanced (∑ i, b i) M) :
residual b N ≤ residual b M + 1 := by
have hcastN := residual_cast b hN
have hcastM := residual_cast b hM
have hN' := balanced_bounds hN
have hM' := balanced_bounds hM
have := Int.ceil_le_floor_add_one (∑ i, b i)
omega
omit [DecidableEq I] in
lemma residual_cast_real (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) :
(residual b N : ℝ) = N - ∑ i, (⌊b i⌋ : ℝ) := by
have he := congrArg (fun z : ℤ => (z : ℝ)) (residual_cast b hN)
simpa using he
omit [DecidableEq I] [DecidableEq S] in
lemma residual_mean (w : S → ℝ) (h₁ : ∑ ω, w ω = 1) (b : I → ℝ) (N : S → ℤ)
(hN : ∀ ω, Balanced (∑ i, b i) (N ω)) (hm : ∑ ω, w ω * (N ω : ℝ) = ∑ i, b i) :
(∑ i, fraction (b i)) = ∑ ω, w ω * residual b (N ω) := by
simp_rw [residual_cast_real b (hN _), mul_sub, fraction]
rw [sum_sub_distrib, sum_sub_distrib, ← sum_mul, h₁, one_mul, hm]
/-- The statewise preliminary adjustment has exactly the source's cost. -/
lemma preliminary_state (b : I → ℝ) (X : I → ℤ) {N : ℤ}
(hN : Balanced (∑ i, b i) N) :
∃ A : Finset I, A ⊆ fractionalSet b ∧ A.card = residual b N ∧
(∑ i, |(liftSet b A i : ℝ) - clip (b i) (X i)|) =
|(N : ℝ) - ∑ i, (clip (b i) (X i) : ℝ)| := by
obtain ⟨Y, hY, he⟩ := balanced_liftSet b (fun i => clip (b i) (X i))
(fun i => clip_balanced _ _)
obtain ⟨A, hA, hcard, hcost⟩ := adjust_subset (fractionalSet b) Y hY (residual_bound b hN)
refine ⟨A, hA, hcard, ?_⟩
simp_rw [he]
rw [liftSet_distance, hcost, residual_cast_real b hN]
congr 1
have hy := congrArg (fun z : ℤ => (z : ℝ)) (liftSet_sum b Y)
push_cast at hy
rw [hy]
ring
def mean (w : S → ℝ) (X : S → ℝ) : ℝ := ∑ ω, w ω * X ω
def dist₁ (X Y : I → ℝ) : ℝ := ∑ i, |X i - Y i|
omit [DecidableEq I] in
lemma dist₁_triangle (X Y Z : I → ℝ) : dist₁ X Z ≤ dist₁ X Y + dist₁ Y Z := by
unfold dist₁
rw [← sum_add_distrib]
exact sum_le_sum fun i _ => abs_sub_le _ _ _
omit [DecidableEq I] in
lemma abs_total_le (X Y : I → ℝ) : |(∑ i, X i) - ∑ i, Y i| ≤ dist₁ X Y := by
rw [← sum_sub_distrib]
exact abs_sum_le_sum_abs _ _
omit [DecidableEq S] in
lemma mean_mono (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) {X Y : S → ℝ}
(h : ∀ ω, X ω ≤ Y ω) : mean w X ≤ mean w Y :=
sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h ω) (hw ω)
omit [DecidableEq S] in
lemma mean_add (w : S → ℝ) (X Y : S → ℝ) :
mean w (fun ω => X ω + Y ω) = mean w X + mean w Y := by
simp [mean, mul_add, sum_add_distrib]
omit [DecidableEq S] in
lemma mean_abs_sub (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (X Y : S → ℝ) :
|mean w X - mean w Y| ≤ mean w (fun ω => |X ω - Y ω|) := by
calc
|mean w X - mean w Y| = |∑ ω, w ω * (X ω - Y ω)| := by
simp [mean, mul_sub, sum_sub_distrib]
_ ≤ ∑ ω, |w ω * (X ω - Y ω)| := abs_sum_le_sum_abs _ _
_ = _ := by simp [mean, abs_mul, abs_of_nonneg (hw _)]
omit [DecidableEq I] [DecidableEq S] in
lemma dist₁_mean (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (X Y : S → I → ℝ) :
dist₁ (fun i => mean w (fun ω => X ω i)) (fun i => mean w (fun ω => Y ω i)) ≤
mean w (fun ω => dist₁ (X ω) (Y ω)) := by
calc
_ ≤ ∑ i, mean w (fun ω => |X ω i - Y ω i|) :=
sum_le_sum fun i _ => mean_abs_sub w hw _ _
_ = _ := by unfold mean dist₁; rw [sum_comm]; simp_rw [mul_sum]
omit [DecidableEq S] in
lemma preliminary_bounds (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1)
(a b : I → ℝ) (X : S → I → ℤ) (N : S → ℤ)
(hX : ∀ ω i, Balanced (a i) (X ω i))
(hm : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i)
(A : S → Finset I)
(hadj : ∀ ω, (∑ i, |(liftSet b (A ω) i : ℝ) - clip (b i) (X ω i)|) =
|(N ω : ℝ) - ∑ i, (clip (b i) (X ω i) : ℝ)|) :
let L := mean w (fun ω => dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ)))
let T := dist₁ a b
let U := mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|)
let D := dist₁ (fun i => mean w (fun ω => (liftSet b (A ω) i : ℝ))) b
L ≤ 2*T + U ∧ D ≤ 3*T + U := by
dsimp only
let Y : S → I → ℝ := fun ω i => clip (b i) (X ω i)
let Z : S → I → ℝ := fun ω i => liftSet b (A ω) i
let V : S → I → ℝ := fun ω i => X ω i
have hclip : mean w (fun ω => dist₁ (Y ω) (V ω)) ≤ dist₁ a b := by
unfold mean dist₁
simp_rw [mul_sum]
rw [sum_comm]
exact sum_le_sum fun i _ => clipping_bound w hw h₁ (fun ω => X ω i) (fun ω => hX ω i) (hm i)
have hadjust : mean w (fun ω => dist₁ (Z ω) (Y ω)) ≤
mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) + mean w (fun ω => dist₁ (Y ω) (V ω)) := by
rw [← mean_add]
apply mean_mono w hw
intro ω
change (∑ i, |(liftSet b (A ω) i : ℝ) - clip (b i) (X ω i)|) ≤ _
rw [hadj ω]
have hsum : |(∑ i, (X ω i : ℝ)) - ∑ i, (clip (b i) (X ω i) : ℝ)| ≤ dist₁ (Y ω) (V ω) := by
change |(∑ i, V ω i) - ∑ i, Y ω i| ≤ dist₁ (Y ω) (V ω)
rw [abs_sub_comm (∑ i, V ω i) (∑ i, Y ω i)]
exact abs_total_le (Y ω) (V ω)
calc
_ ≤ |(N ω : ℝ) - ∑ i, (X ω i : ℝ)| + |(∑ i, (X ω i : ℝ)) - ∑ i, (clip (b i) (X ω i) : ℝ)| := abs_sub_le _ _ _
_ ≤ _ := add_le_add le_rfl hsum
have hL : mean w (fun ω => dist₁ (Z ω) (V ω)) ≤ 2 * dist₁ a b +
mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by
have htri := mean_mono w hw (fun ω => dist₁_triangle (Z ω) (Y ω) (V ω))
rw [mean_add] at htri
linarith
refine ⟨hL, ?_⟩
have htri := dist₁_triangle (fun i => mean w (fun ω => Z ω i)) a b
have hmean := dist₁_mean w hw Z V
have hmeans : (fun i => mean w (fun ω => V ω i)) = a := funext hm
rw [hmeans] at hmean
linarith
omit [DecidableEq I] in
lemma weighted_state {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (f : S → ℝ) :
(∑ x, p x * f (state x)) = ∑ ω, Mass p ω * f ω := by
simp only [Mass, sum_mul]
rw [sum_comm]
apply sum_congr rfl
intro x _
simp only [mul_assoc, ← mul_sum]
simp
omit [Fintype I] [DecidableEq S] in
lemma liftSet_mean (w : S → ℝ) (h₁ : ∑ ω, w ω = 1) (b : I → ℝ)
(A : S → Finset I) (i : I) :
mean w (fun ω => (liftSet b (A ω) i : ℝ)) =
(⌊b i⌋ : ℝ) + ∑ ω, w ω * (if i ∈ A ω then 1 else 0) := by
unfold mean liftSet
push_cast
simp_rw [mul_add]
rw [sum_add_distrib, ← sum_mul, h₁, one_mul]
omit [DecidableEq S] in
lemma marginal_support {r : S → ℕ} {p : Outcome (I := I) r → ℝ}
(hp : ∀ x, 0 ≤ p x) (b : I → ℝ) (hm : ∀ i, Marginal p i = fraction (b i))
{x : Outcome (I := I) r} (hx : 0 < p x) : subset x ⊆ fractionalSet b := by
intro i hi
apply mem_filter.mpr
refine ⟨mem_univ _, ?_⟩
by_contra h
have he : Marginal p i = 0 := (hm i).trans ((fraction_zero_iff _).mpr h)
have hpos : p x ≤ Marginal p i := by
calc
p x = p x * (if i ∈ subset x then 1 else 0) := by simp [hi]
_ ≤ _ := single_le_sum (f := fun y => p y * (if i ∈ subset y then 1 else 0))
(fun y _ => mul_nonneg (hp y) (by split_ifs <;> norm_num)) (mem_univ x)
linarith
/-- Full finite joint-law formulation of Section 09's star lemma. The first
coordinate retains the original state and hence all its correlations. A kernel
is obtained by finite disintegration below. Nonnegativity of a,b is needed only
to deduce nonnegative integer output, not for this stronger signed statement. -/
theorem rounding_star_joint (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1)
(a b : I → ℝ) (X : S → I → ℤ) (N : S → ℤ)
(hX : ∀ ω i, Balanced (a i) (X ω i))
(hmX : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i)
(hN : ∀ ω, Balanced (∑ i, b i) (N ω))
(hmN : mean w (fun ω => (N ω : ℝ)) = ∑ i, b i) :
∃ (p : Outcome (I := I) (fun ω => residual b (N ω)) → ℝ)
(X' : Outcome (I := I) (fun ω => residual b (N ω)) → I → ℤ),
(∀ x, 0 ≤ p x) ∧ (∀ ω, Mass p ω = w ω) ∧
(∀ x i, Balanced (b i) (X' x i)) ∧
(∀ x, (∑ i, X' x i) = N (state x)) ∧
(∀ i, (∑ x, p x * (X' x i : ℝ)) = b i) ∧
(∑ x, p x * dist₁ (fun i => (X' x i : ℝ)) (fun i => (X (state x) i : ℝ))) ≤
32 * dist₁ a b + 11 * mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by
choose A hAH hAr hcost using fun ω => preliminary_state b (X ω) (hN ω)
let r : S → ℕ := fun ω => residual b (N ω)
have hr : ∀ ω ν, r ω ≤ r ν + 1 := fun ω ν => residual_adjacent b (hN ω) (hN ν)
have hf (i : I) : 0 ≤ fraction (b i) ∧ fraction (b i) ≤ 1 :=
⟨(fraction_range _).1, (fraction_range _).2.le⟩
obtain ⟨p, hp, hmass, hmar, hrepair⟩ := hamming_repair w hw h₁ r hr A hAr
(fun i => fraction (b i)) hf (residual_mean w h₁ b N hN hmN)
let A' : Outcome (I := I) r → Finset I :=
fun x => if subset x ⊆ fractionalSet b then subset x else A (state x)
have hA'H (x : Outcome (I := I) r) : A' x ⊆ fractionalSet b := by
dsimp [A']; split_ifs with h
· exact h
· exact hAH _
have hA'r (x : Outcome (I := I) r) : (A' x).card = r (state x) := by
dsimp [A']; split_ifs
· exact x.property
· exact hAr _
let X' : Outcome (I := I) r → I → ℤ := fun x => liftSet b (A' x)
have hpos (x : Outcome (I := I) r) (hx : 0 < p x) : A' x = subset x :=
ite_eq_left (marginal_support hp b hmar hx)
have htotal : ∑ x, p x = 1 := by rw [← mass_total, show (fun ω => Mass p ω) = w from funext hmass]; exact h₁
have hmean (i : I) : (∑ x, p x * (X' x i : ℝ)) = b i := by
have he : (∑ x, p x * (X' x i : ℝ)) =
mean p (fun x => (liftSet b (subset x) i : ℝ)) := by
apply sum_congr rfl
intro x _
by_cases hx : 0 < p x
· simp only [X', hpos x hx]
· simp [le_antisymm (le_of_not_gt hx) (hp x)]
rw [he, liftSet_mean p htotal b subset i]
change (⌊b i⌋ : ℝ) + Marginal p i = b i
rw [hmar]
unfold fraction
ring
refine ⟨p, X', hp, hmass, fun x i => liftSet_balanced b (hA'H x) i, ?_, hmean, ?_⟩
· intro x
rw [show (∑ i, X' x i) = (∑ i, ⌊b i⌋) + (A' x).card from liftSet_sum b (A' x), hA'r]
rw [show r (state x) = residual b (N (state x)) from rfl, residual_cast b (hN _)]
ring
· let L := mean w (fun ω => dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ)))
let D := dist₁ (fun i => mean w (fun ω => (liftSet b (A ω) i : ℝ))) b
have hD : (∑ i, |(∑ ω, w ω * (if i ∈ A ω then 1 else 0)) - fraction (b i)|) = D := by
apply sum_congr rfl
intro i _
dsimp only
rw [liftSet_mean w h₁ b A i]
unfold fraction
congr 1
ring
rw [hD] at hrepair
have hbound : (∑ x, p x * dist₁ (fun i => (X' x i : ℝ)) (fun i => (X (state x) i : ℝ))) ≤
(∑ x, p x * HammingCost A x) + L := by
calc
_ ≤ ∑ x, p x * (HammingCost A x +
dist₁ (fun i => (liftSet b (A (state x)) i : ℝ)) (fun i => (X (state x) i : ℝ))) := by
apply sum_le_sum
intro x _
by_cases hx : 0 < p x
· apply mul_le_mul_of_nonneg_left _ (hp x)
have ht := dist₁_triangle (fun i => (X' x i : ℝ))
(fun i => (liftSet b (A (state x)) i : ℝ)) (fun i => (X (state x) i : ℝ))
simpa only [X', hpos x hx, dist₁, liftSet_distance, HammingCost] using ht
· simp [le_antisymm (le_of_not_gt hx) (hp x)]
_ = _ := by
simp_rw [mul_add]
rw [sum_add_distrib, weighted_state p (fun ω =>
dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ)))]
simp only [hmass]
rfl
have hb := preliminary_bounds w hw h₁ a b X N hX hmX A hcost
change L ≤ _ ∧ D ≤ _ at hb
linarith
/-- Finite disintegration, including genuinely zero-probability input states. -/
def conditionalKernel (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J)
(ω : S) (j : J) : ℝ :=
if w ω = 0 then (if j = e ω then 1 else 0)
else p j * (if st j = ω then 1 else 0) / w ω
omit [Fintype J] [Fintype S] in
lemma conditionalKernel_nonneg (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J)
(hw : ∀ ω, 0 ≤ w ω) (hp : ∀ j, 0 ≤ p j) (ω : S) (j : J) :
0 ≤ conditionalKernel w p st e ω j := by
unfold conditionalKernel
split_ifs
· norm_num
· norm_num
· exact div_nonneg (mul_nonneg (hp j) zero_le_one) (hw ω)
· simp
omit [Fintype S] in
lemma conditionalKernel_sum (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J)
(hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (ω : S) :
(∑ j, conditionalKernel w p st e ω j) = 1 := by
by_cases hw : w ω = 0
· simp [conditionalKernel, hw]
· simp only [conditionalKernel, ite_eq_right hw, ← sum_div, hm ω, div_self hw]
omit [Fintype S] in
lemma conditionalKernel_identity (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J)
(hp : ∀ j, 0 ≤ p j)
(hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (ω : S) (j : J) :
w ω * conditionalKernel w p st e ω j = p j * (if st j = ω then 1 else 0) := by
by_cases hw : w ω = 0
· have hsmall : p j * (if st j = ω then 1 else 0) ≤ 0 := by
calc
_ ≤ ∑ j, p j * (if st j = ω then 1 else 0) :=
single_le_sum (fun j _ => mul_nonneg (hp j) (by split_ifs <;> norm_num)) (mem_univ j)
_ = 0 := (hm ω).trans hw
have hz : p j * (if st j = ω then 1 else 0) = 0 :=
le_antisymm hsmall (mul_nonneg (hp j) (by split_ifs <;> norm_num))
simp [hw, hz]
· simp only [conditionalKernel, ite_eq_right hw]
field_simp
lemma conditionalKernel_average (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J)
(hp : ∀ j, 0 ≤ p j)
(hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (F : S → J → ℝ) :
(∑ ω, w ω * ∑ j, conditionalKernel w p st e ω j * F ω j) =
∑ j, p j * F (st j) j := by
simp_rw [mul_sum, ← mul_assoc, conditionalKernel_identity w p st e hp hm]
rw [sum_comm]
apply sum_congr rfl
intro j _
simp only [mul_assoc, ← mul_sum]
simp [eq_comm]
/-- The source's exact finite randomized kernel, with the constants 32 and 11,
all correlations preserved, and valid outputs even at null input states. -/
theorem rounding_star (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1)
(a b : I → ℝ) (_ha : ∀ i, 0 ≤ a i) (hb : ∀ i, 0 ≤ b i)
(X : S → I → ℤ) (N : S → ℤ)
(hX : ∀ ω i, Balanced (a i) (X ω i))
(hmX : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i)
(hN : ∀ ω, Balanced (∑ i, b i) (N ω))
(hmN : mean w (fun ω => (N ω : ℝ)) = ∑ i, b i) :
∃ (κ : S → Outcome (I := I) (fun ω => residual b (N ω)) → ℝ)
(X' : S → Outcome (I := I) (fun ω => residual b (N ω)) → I → ℤ),
(∀ ω x, 0 ≤ κ ω x) ∧ (∀ ω, (∑ x, κ ω x) = 1) ∧
(∀ ω x i, 0 ≤ X' ω x i ∧ Balanced (b i) (X' ω x i)) ∧
(∀ ω x, (∑ i, X' ω x i) = N ω) ∧
(∀ i, (∑ ω, w ω * ∑ x, κ ω x * (X' ω x i : ℝ)) = b i) ∧
(∑ ω, w ω * ∑ x, κ ω x * dist₁ (fun i => (X' ω x i : ℝ)) (fun i => (X ω i : ℝ))) ≤
32 * dist₁ a b + 11 * mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by
obtain ⟨p, Z, hp, hmass, hZ, htotal, hmean, hcost⟩ :=
rounding_star_joint w hw h₁ a b X N hX hmX hN hmN
choose A hAH hAr hAcost using fun ω => preliminary_state b (X ω) (hN ω)
let r : S → ℕ := fun ω => residual b (N ω)
let e : S → Outcome (I := I) r := fun ω => ⟨(ω, A ω), hAr ω⟩
let κ := conditionalKernel w p state e
let Z' : S → Outcome (I := I) r → I → ℤ :=
fun ω x => if state x = ω then Z x else liftSet b (A ω)
have hZ' (ω : S) (x : Outcome (I := I) r) (i : I) : Balanced (b i) (Z' ω x i) := by
dsimp [Z']; split_ifs
· exact hZ x i
· exact liftSet_balanced b (hAH ω) i
refine ⟨κ, Z', conditionalKernel_nonneg w p state e hw hp,
conditionalKernel_sum w p state e hmass, ?_, ?_, ?_, ?_⟩
· intro ω x i
exact ⟨(Int.floor_nonneg.mpr (hb i)).trans (balanced_bounds (hZ' ω x i)).1, hZ' ω x i⟩
· intro ω x
dsimp [Z']
split_ifs with hx
· exact (htotal x).trans (congrArg N hx)
· rw [liftSet_sum, hAr, residual_cast b (hN ω)]
ring
· intro i
rw [conditionalKernel_average w p state e hp hmass]
simp only [Z', ite_true]
exact hmean i
· rw [conditionalKernel_average w p state e hp hmass]
simpa only [Z', ite_true] using hcost
end KServer.Rounding
/-! Continuation of Section09: finite top-down tree coupling. The sampled
ancestors are retained as part of the joint state; no conditional means given
those ancestors are assumed. -/
namespace KServer.TreeRounding
open KServer.Rounding
structure Law (α : Type) where
Ω : Type
finite : Fintype Ω
weight : Ω → ℝ
nonneg : ∀ ω, 0 ≤ weight ω
total : ∑ ω, weight ω=1
point : Ω → α
attribute [instance] Law.finite
def Law.avg {α : Type} (L : Law α) (f : α → ℝ) : ℝ :=
∑ ω, L.weight ω*f (L.point ω)
lemma Law.avg_const {α : Type} (L : Law α) (c : ℝ) : L.avg (fun _ => c)=c := by
simp [Law.avg, ← sum_mul, L.total]
lemma Law.avg_add {α : Type} (L : Law α) (f g : α → ℝ) :
L.avg (fun x => f x+g x)=L.avg f+L.avg g := by
simp [Law.avg, mul_add, sum_add_distrib]
lemma Law.avg_sub {α : Type} (L : Law α) (f g : α → ℝ) :
L.avg (fun x => f x-g x)=L.avg f-L.avg g := by
simp [Law.avg, mul_sub, sum_sub_distrib]
lemma Law.avg_sum {α I : Type} [Fintype I] (L : Law α) (f : I → α → ℝ) :
L.avg (fun x => ∑ i, f i x)=∑ i, L.avg (f i) := by
simp only [Law.avg, mul_sum]; rw [sum_comm]
lemma Law.avg_mono {α : Type} (L : Law α) {f g : α → ℝ} (h : ∀ x, f x ≤ g x) :
L.avg f ≤ L.avg g := sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h _) (L.nonneg ω)
lemma Law.avg_nonneg {α : Type} (L : Law α) {f : α → ℝ} (h : ∀ x, 0 ≤ f x) :
0 ≤ L.avg f := sum_nonneg fun ω _ => mul_nonneg (L.nonneg ω) (h _)
lemma Law.avg_congr {α : Type} (L : Law α) {f g : α → ℝ}
(h : ∀ ω, f (L.point ω)=g (L.point ω)) : L.avg f=L.avg g :=
sum_congr rfl fun ω _ => congrArg (L.weight ω * ·) (h ω)
/-- A finite extension with a normalized kernel retains the entire old state. -/
def Law.extend {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ)
(hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → β) : Law (α × β) where
Ω := L.Ω × J
finite := inferInstance
weight p := L.weight p.1*κ p.1 p.2
nonneg p := mul_nonneg (L.nonneg p.1) (hκ p.1 p.2)
total := by simp [Fintype.sum_prod_type, ← mul_sum, hκ1, L.total]
point p := (L.point p.1, z p.1 p.2)
lemma Law.extend_avg {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ)
(hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → β) (f : α × β → ℝ) :
(L.extend κ hκ hκ1 z).avg f =
∑ ω, L.weight ω*∑ j, κ ω j*f (L.point ω, z ω j) := by
change (∑ p : L.Ω × J, (L.weight p.1*κ p.1 p.2)*f (L.point p.1,z p.1 p.2)) = _
rw [Fintype.sum_prod_type]
simp only [mul_sum, mul_assoc]
lemma Law.extend_old {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ)
(hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → β) (f : α → ℝ) :
(L.extend κ hκ hκ1 z).avg (fun p => f p.1) = L.avg f := by
rw [Law.extend_avg]
simp [← sum_mul, hκ1, Law.avg]
def Law.map {α β : Type} (L : Law α) (f : α → β) : Law β :=
{ L with point := f ∘ L.point }
@[simp] lemma Law.map_avg {α β : Type} (L : Law α) (f : α → β) (g : β → ℝ) :
(L.map f).avg g=L.avg (g ∘ f) := rfl
structure Tree (n : ℕ) [NeZero n] where
parent : Fin n → Fin n
root : parent 0=0
lower : ∀ v : Fin n, v≠0 → (parent v).val<v.val
variable {n : ℕ} [NeZero n]
abbrev Tree.Child (T : Tree n) (v : Fin n) := {u : Fin n // u≠0 ∧ T.parent u=v}
instance (T : Tree n) (v : Fin n) : Fintype (T.Child v) := by
classical
unfold Tree.Child
infer_instance
instance (T : Tree n) (v : Fin n) : DecidableEq (T.Child v) := Classical.decEq _
lemma Tree.child_gt (T : Tree n) (v : Fin n) (u : T.Child v) : v.val<u.val.val := by
simpa [u.property.2] using T.lower u.val u.property.1
def Tree.park (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : ℝ :=
q v-∑ u : T.Child v, q u.val
def Tree.star (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : Option (T.Child v) → ℝ
| none => T.park q v
| some u => q u.val
lemma Tree.star_sum (T : Tree n) (q : Fin n → ℝ) (v : Fin n) :
∑ i, T.star q v i=q v := by
simp [Fintype.sum_option, Tree.star, Tree.park]
structure Counts (n : ℕ) where
subtree : Fin n → ℤ
park : Fin n → ℤ
structure PairState (n : ℕ) where
old : Counts n
new : Counts n
def Tree.intStar (T : Tree n) (c : Counts n) (v : Fin n) : Option (T.Child v) → ℤ
| none => c.park v
| some u => c.subtree u.val
def Tree.Consistent (T : Tree n) (c : Counts n) : Prop :=
∀ v, c.park v+∑ u : T.Child v, c.subtree u.val=c.subtree v
lemma Tree.intStar_sum (T : Tree n) {c : Counts n} (hc : T.Consistent c) (v : Fin n) :
∑ i, T.intStar c v i=c.subtree v := by
simpa [Fintype.sum_option, Tree.intStar] using hc v
def Tree.Valid (T : Tree n) (q : Fin n → ℝ) (c : Counts n) : Prop :=
(∀ v, 0 ≤ c.subtree v ∧ Balanced (q v) (c.subtree v)) ∧
(∀ v, 0 ≤ c.park v ∧ Balanced (T.park q v) (c.park v)) ∧ T.Consistent c
def Tree.Means (T : Tree n) (q : Fin n → ℝ) (L : Law (Counts n)) : Prop :=
(∀ v, L.avg (fun c => (c.subtree v:ℝ))=q v) ∧
(∀ v, L.avg (fun c => (c.park v:ℝ))=T.park q v)
/-- Set just the new children and the new park of one star. -/
def Tree.setStar (T : Tree n) (c : Counts n) (v : Fin n)
(z : Option (T.Child v) → ℤ) : Counts n where
subtree u := if h : u≠0 ∧ T.parent u=v then z (some ⟨u,h⟩) else c.subtree u
park u := if u=v then z none else c.park u
lemma Tree.setStar_old (T : Tree n) (c : Counts n) (v u : Fin n)
(z : Option (T.Child v) → ℤ) (h : ¬(u≠0 ∧ T.parent u=v)) :
(T.setStar c v z).subtree u=c.subtree u := by simp [Tree.setStar, h]
lemma Tree.setStar_child (T : Tree n) (c : Counts n) (v : Fin n)
(z : Option (T.Child v) → ℤ) (u : T.Child v) :
(T.setStar c v z).subtree u.val=z (some u) := by
simp only [Tree.setStar, dite_eq_left u.property]
lemma Tree.setStar_root (T : Tree n) (c : Counts n) (v : Fin n)
(z : Option (T.Child v) → ℤ) : (T.setStar c v z).subtree 0=c.subtree 0 := by
simp [Tree.setStar]
lemma Tree.setStar_self (T : Tree n) (c : Counts n) (v : Fin n)
(z : Option (T.Child v) → ℤ) : (T.setStar c v z).subtree v=c.subtree v := by
apply T.setStar_old
rintro ⟨hv,hp⟩
have h := T.lower v hv
rw [hp] at h
exact (lt_irrefl _) h
lemma Tree.setStar_intStar (T : Tree n) (c : Counts n) (v : Fin n)
(z : Option (T.Child v) → ℤ) : T.intStar (T.setStar c v z) v=z := by
funext i
cases i with
| none => simp [Tree.intStar, Tree.setStar]
| some u => exact T.setStar_child c v z u
lemma Tree.setStar_other (T : Tree n) (c : Counts n) (v w : Fin n)
(z : Option (T.Child v) → ℤ) (hw : w≠v) :
T.intStar (T.setStar c v z) w=T.intStar c w := by
funext i
cases i with
| none => simp [Tree.intStar, Tree.setStar, hw]
| some u =>
apply T.setStar_old
rintro ⟨_,hp⟩
exact hw (u.property.2.symm.trans hp)
lemma Tree.setStar_before (T : Tree n) (c : Counts n) (v w : Fin n)
(z : Option (T.Child v) → ℤ) (hw : w.val ≤ v.val) :
(T.setStar c v z).subtree w=c.subtree w := by
apply T.setStar_old
rintro ⟨h0,hp⟩
have h := T.lower w h0
rw [hp] at h
omega
def Tree.Assigned (T : Tree n) (m : ℕ) (v : Fin n) : Prop :=
v=0 ∨ (T.parent v).val < m
lemma Tree.assigned_self (T : Tree n) (v : Fin n) : T.Assigned v.val v := by
by_cases h : v=0
· exact Or.inl h
· exact Or.inr (T.lower v h)
lemma Tree.assigned_next (T : Tree n) (v u : Fin n) (h : T.Assigned (v.val+1) u) :
T.Assigned v.val u ∨ (u≠0 ∧ T.parent u=v) := by
by_cases h0 : u=0
· exact Or.inl (Or.inl h0)
rcases h with h | h
· exact (h0 h).elim
by_cases hp : (T.parent u).val<v.val
· exact Or.inl (Or.inr hp)
· right
exact ⟨h0, Fin.ext (by omega)⟩
lemma Tree.assigned_not_child (T : Tree n) (v u : Fin n) (h : T.Assigned v.val u) :
¬(u≠0 ∧ T.parent u=v) := by
rintro ⟨h0,hp⟩
rcases h with h | h
· exact h0 h
· rw [hp] at h; exact lt_irrefl _ h
/-- The induction stores the original joint law and every already rounded
ancestor, so all conditional correlations are retained. -/
structure Stage (T : Tree n) (a b : Fin n → ℝ) (k : ℤ)
(L₀ : Law (Counts n)) (m : ℕ) where
law : Law (PairState n)
oldLaw : ∀ f : Counts n → ℝ, law.avg (fun s => f s.old)=L₀.avg f
oldValid : ∀ ω, T.Valid a (law.point ω).old
root : ∀ ω, (law.point ω).new.subtree 0=k
balanced : ∀ u, T.Assigned m u → ∀ ω,
0 ≤ (law.point ω).new.subtree u ∧ Balanced (b u) ((law.point ω).new.subtree u)
means : ∀ u, T.Assigned m u → law.avg (fun s => (s.new.subtree u:ℝ))=b u
parkBalanced : ∀ u, u.val < m → ∀ ω,
0 ≤ (law.point ω).new.park u ∧ Balanced (T.park b u) ((law.point ω).new.park u)
parkMeans : ∀ u, u.val < m → law.avg (fun s => (s.new.park u:ℝ))=T.park b u
consistent : ∀ u, u.val < m → ∀ ω,
(law.point ω).new.park u+∑ c : T.Child u, (law.point ω).new.subtree c.val=
(law.point ω).new.subtree u
cost : ∀ u, u.val < m →
law.avg (fun s => dist₁ (fun i => (T.intStar s.new u i:ℝ))
(fun i => (T.intStar s.old u i:ℝ))) ≤
32*dist₁ (T.star a u) (T.star b u)+
11*law.avg (fun s => |(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|)
/-- The saved old law's means are valid at every intermediate refinement. -/
lemma Stage.oldMean {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} {L₀ : Law (Counts n)}
{m : ℕ} (S : Stage T a b k L₀ m) (hmean : T.Means a L₀) (v : Fin n)
(i : Option (T.Child v)) :
mean S.law.weight (fun ω => (T.intStar (S.law.point ω).old v i:ℝ))=T.star a v i := by
change S.law.avg (fun s => (T.intStar s.old v i:ℝ)) = _
rw [S.oldLaw (fun c => (T.intStar c v i:ℝ))]
cases i with
| none => exact hmean.2 v
| some u => exact hmean.1 u.val
/-- A finite kernel is extended and its output written into one star. -/
def stepLaw {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J]
(κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → Option (T.Child v) → ℤ) : Law (PairState n) :=
(L.extend κ hκ hκ1 z).map fun p => ⟨p.1.old,T.setStar p.1.new v p.2⟩
lemma stepLaw_avg {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J]
(κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → Option (T.Child v) → ℤ) (f : PairState n → ℝ) :
(stepLaw L v κ hκ hκ1 z).avg f=
∑ ω, L.weight ω*∑ j, κ ω j*f ⟨(L.point ω).old,T.setStar (L.point ω).new v (z ω j)⟩ := by
unfold stepLaw
rw [Law.map_avg, Law.extend_avg]
rfl
lemma stepLaw_preserve {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J]
(κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1)
(z : L.Ω → J → Option (T.Child v) → ℤ) (f : PairState n → ℝ)
(hf : ∀ s Z, f ⟨s.old,T.setStar s.new v Z⟩=f s) :
(stepLaw L v κ hκ hκ1 z).avg f=L.avg f := by
rw [stepLaw_avg]
simp only [hf, ← sum_mul, hκ1, one_mul]
rfl
/-- One complete top-down update. The only existence input is the proved
finite star kernel, not a policy or a tree-rounding interface. -/
theorem Stage.next {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} {L₀ : Law (Counts n)}
(ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v)
(hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v)
(hmean : T.Means a L₀) (v : Fin n) (S : Stage T a b k L₀ v.val) :
Nonempty (Stage T a b k L₀ (v.val+1)) := by
classical
let L := S.law
let old : L.Ω → Option (T.Child v) → ℤ := fun ω => T.intStar (L.point ω).old v
let N : L.Ω → ℤ := fun ω => (L.point ω).new.subtree v
have hsa : ∀ i, 0 ≤ T.star a v i := by
intro i; cases i with
| none => exact hpa v
| some u => exact ha u.val
have hsb : ∀ i, 0 ≤ T.star b v i := by
intro i; cases i with
| none => exact hpb v
| some u => exact hb u.val
have hX : ∀ ω i, Balanced (T.star a v i) (old ω i) := by
intro ω i; cases i with
| none => exact (S.oldValid ω).2.1 v |>.2
| some u => exact (S.oldValid ω).1 u.val |>.2
have hmX : ∀ i, mean L.weight (fun ω => (old ω i:ℝ))=T.star a v i := S.oldMean hmean v
have hN : ∀ ω, Balanced (∑ i, T.star b v i) (N ω) := by
rw [T.star_sum]
exact fun ω => (S.balanced v (T.assigned_self v) ω).2
have hmN : mean L.weight (fun ω => (N ω:ℝ))=∑ i, T.star b v i := by
rw [T.star_sum]
exact S.means v (T.assigned_self v)
obtain ⟨κ,z,hκ,hκ1,hz,hztot,hzmean,hcost⟩ :=
rounding_star L.weight L.nonneg L.total (T.star a v) (T.star b v)
hsa hsb old N hX hmX hN hmN
let R := stepLaw L v κ hκ hκ1 z
have hpres (f : PairState n → ℝ)
(hf : ∀ s Z, f ⟨s.old,T.setStar s.new v Z⟩=f s) : R.avg f=L.avg f :=
stepLaw_preserve L v κ hκ hκ1 z f hf
have hcount (u : Fin n) (hu : ¬(u≠0 ∧ T.parent u=v)) :
R.avg (fun s => (s.new.subtree u:ℝ))=L.avg (fun s => (s.new.subtree u:ℝ)) := by
apply hpres
intro s Z
rw [T.setStar_old _ _ _ _ hu]
have hchild (u : T.Child v) : R.avg (fun s => (s.new.subtree u.val:ℝ))=b u.val := by
rw [stepLaw_avg]
simpa only [Tree.setStar_child, Tree.star] using hzmean (some u)
have hpark : R.avg (fun s => (s.new.park v:ℝ))=T.park b v := by
rw [stepLaw_avg]
simpa only [Tree.setStar, ite_true, Tree.star] using hzmean none
refine ⟨{
law := R
oldLaw := ?_
oldValid := ?_
root := ?_
balanced := ?_
means := ?_
parkBalanced := ?_
parkMeans := ?_
consistent := ?_
cost := ?_ }⟩
· intro f
exact (hpres _ (fun _ _ => rfl)).trans (S.oldLaw f)
· intro ω
exact S.oldValid ω.1
· intro ω
change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree 0=k
rw [T.setStar_root]
exact S.root ω.1
· intro u hu ω
rcases T.assigned_next v u hu with hu | hu
· change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u ∧
Balanced (b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u)
rw [T.setStar_old _ _ _ _ (T.assigned_not_child v u hu)]
exact S.balanced u hu ω.1
· change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u ∧
Balanced (b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u)
have he := T.setStar_child (L.point ω.1).new v (z ω.1 ω.2) ⟨u,hu⟩
change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u=z ω.1 ω.2 (some ⟨u,hu⟩) at he
rw [he]
exact hz ω.1 ω.2 (some ⟨u,hu⟩)
· intro u hu
rcases T.assigned_next v u hu with hu | hu
· exact (hcount u (T.assigned_not_child v u hu)).trans (S.means u hu)
· exact hchild ⟨u,hu⟩
· intro u hu ω
change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u ∧
Balanced (T.park b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u)
by_cases huv : u=v
· subst u
simpa only [Tree.setStar, ite_true, Tree.star] using hz ω.1 ω.2 none
· have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega
simpa only [Tree.setStar, ite_eq_right huv] using S.parkBalanced u hul ω.1
· intro u hu
by_cases huv : u=v
· subst u; exact hpark
· have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega
have he : R.avg (fun s => (s.new.park u:ℝ))=L.avg (fun s => (s.new.park u:ℝ)) := by
apply hpres
intro s Z
simp only [Tree.setStar, ite_eq_right huv]
exact he.trans (S.parkMeans u hul)
· intro u hu ω
change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u+
∑ c : T.Child u, (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree c.val=
(T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u
by_cases huv : u=v
· subst u
rw [T.setStar_self]
have he := hztot ω.1 ω.2
rw [Fintype.sum_option] at he
simp only [Tree.setStar_child]
simpa only [Tree.setStar, ite_true] using he
· have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega
rw [T.setStar_before _ _ _ _ hul.le]
have he := congrArg (fun f => ∑ i, f i) (T.setStar_other (L.point ω.1).new v u (z ω.1 ω.2) huv)
simp only [Fintype.sum_option, Tree.intStar] at he
rw [he]
exact S.consistent u hul ω.1
· intro u hu
by_cases huv : u=v
· subst u
have hleft : R.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ))
(fun i => (T.intStar s.old v i:ℝ)))=
∑ ω, L.weight ω*∑ j, κ ω j*dist₁ (fun i => (z ω j i:ℝ)) (fun i => (old ω i:ℝ)) := by
rw [stepLaw_avg]
simp only [Tree.setStar_intStar]
rfl
rw [hleft]
have hright : R.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)=
mean L.weight (fun ω => |(N ω:ℝ)-∑ i, (old ω i:ℝ)|) := by
rw [hpres _ (by intro s Z; rw [T.setStar_self])]
unfold Law.avg mean
apply sum_congr rfl
intro ω _
congr 1
change |((L.point ω).new.subtree v:ℝ)-((L.point ω).old.subtree v:ℝ)| =
|((L.point ω).new.subtree v:ℝ)-∑ i, (T.intStar (L.point ω).old v i:ℝ)|
rw [← Int.cast_sum, T.intStar_sum (S.oldValid ω).2.2]
rw [hright]
exact hcost
· have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega
rw [hpres _ (by intro s Z; rw [T.setStar_other _ _ _ _ huv])]
rw [hpres _ (by intro s Z; rw [T.setStar_before _ _ _ _ hul.le])]
exact S.cost u hul
def initialCounts (k : ℤ) : Counts n where
subtree v := if v=0 then k else 0
park _ := 0
lemma stage_zero {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} (hk : 0 ≤ k) (hb0 : b 0=(k:ℝ))
(L₀ : Law (Counts n)) (hvalid : ∀ ω, T.Valid a (L₀.point ω)) :
Nonempty (Stage T a b k L₀ 0) := by
classical
let L := L₀.map fun c => (⟨c,initialCounts k⟩ : PairState n)
have hroot : ∀ ω, (L.point ω).new.subtree 0=k := by
intro ω
change (if (0 : Fin n)=0 then k else 0)=k
simp
refine ⟨{
law := L
oldLaw := fun _ => rfl
oldValid := hvalid
root := hroot
balanced := ?_
means := ?_
parkBalanced := by intro u hu; omega
parkMeans := by intro u hu; omega
consistent := by intro u hu; omega
cost := by intro u hu; omega }⟩
· intro u hu ω
have hu0 : u=0 := hu.resolve_right (by omega)
subst u
rw [hroot ω, hb0]
exact ⟨hk, Or.inl (by simp)⟩
· intro u hu
have hu0 : u=0 := hu.resolve_right (by omega)
subst u
rw [hb0]
calc _ = L.avg (fun _ => (k:ℝ)) := L.avg_congr fun ω => by rw [hroot ω]
_ = _ := L.avg_const _
/-- All vertices are processed in increasing order; the parent order is the
only tree-shape assumption used by the constructive correlated coupling. -/
theorem tree_coupling {T : Tree n} {a b : Fin n → ℝ} {k : ℤ}
(ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v)
(hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v)
(hk : 0 ≤ k) (hb0 : b 0=(k:ℝ)) (L₀ : Law (Counts n))
(hvalid : ∀ ω, T.Valid a (L₀.point ω)) (hmean : T.Means a L₀) :
∃ L : Law (PairState n),
(∀ f : Counts n → ℝ, L.avg (fun s => f s.old)=L₀.avg f) ∧
(∀ ω, T.Valid a (L.point ω).old ∧ T.Valid b (L.point ω).new ∧ (L.point ω).new.subtree 0=k) ∧
(∀ v, L.avg (fun s => (s.new.subtree v:ℝ))=b v) ∧
(∀ v, L.avg (fun s => (s.new.park v:ℝ))=T.park b v) ∧
(∀ v, L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ))
(fun i => (T.intStar s.old v i:ℝ))) ≤
32*dist₁ (T.star a v) (T.star b v)+
11*L.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)) := by
have hstage : ∀ m, m ≤ n → Nonempty (Stage T a b k L₀ m) := by
intro m
induction m with
| zero => intro _; exact stage_zero hk hb0 L₀ hvalid
| succ m ih =>
intro hm
obtain ⟨S⟩ := ih (by omega)
exact S.next ha hpa hb hpb hmean ⟨m,by omega⟩
obtain ⟨S⟩ := hstage n le_rfl
have hassigned (v : Fin n) : T.Assigned n v := Or.inr (T.parent v).isLt
refine ⟨S.law,S.oldLaw,?_,?_,?_,?_⟩
· intro ω
exact ⟨S.oldValid ω, ⟨fun v => S.balanced v (hassigned v) ω,
fun v => S.parkBalanced v v.isLt ω, fun v => S.consistent v v.isLt ω⟩,S.root ω⟩
· intro v; exact S.means v (hassigned v)
· intro v; exact S.parkMeans v v.isLt
· intro v; exact S.cost v v.isLt
lemma Law.avg_mul {α : Type} (L : Law α) (c : ℝ) (f : α → ℝ) :
L.avg (fun x => c*f x)=c*L.avg f := by
simp only [Law.avg, mul_sum, mul_left_comm (L.weight _) c]
lemma Law.avg_le_of_support {α : Type} (L : Law α) {f g : α → ℝ}
(h : ∀ ω, f (L.point ω) ≤ g (L.point ω)) : L.avg f ≤ L.avg g :=
sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h ω) (L.nonneg ω)
/-- Every nonroot vertex occurs in exactly one child list. -/
def Tree.childEquiv (T : Tree n) : (Σ v : Fin n, T.Child v) ≃ {v : Fin n // v≠0} where
toFun p := ⟨p.2.val,p.2.property.1⟩
invFun u := ⟨T.parent u.val,⟨u.val,u.property,rfl⟩⟩
left_inv := by
rintro ⟨v,u,hu,hp⟩
dsimp
subst v
rfl
right_inv := by intro u; rfl
lemma Tree.weighted_children (T : Tree n) (w f : Fin n → ℝ) (h0 : f 0=0) :
(∑ v, w v*∑ u : T.Child v, f u.val)=∑ u, w (T.parent u)*f u := by
classical
simp_rw [mul_sum]
rw [← Fintype.sum_sigma (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)]
have he := Fintype.sum_equiv (T.childEquiv)
(fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)
(fun u : {v : Fin n // v≠0} => w (T.parent u.val)*f u.val)
(by intro p; change w p.1*f p.2.val=w (T.parent p.2.val)*f p.2.val
rw [p.2.property.2])
rw [he]
have hsub := Fintype.sum_subtype_add_sum_subtype (fun v : Fin n => v≠0)
(fun u => w (T.parent u)*f u)
have hz : (∑ u : {v : Fin n // ¬v≠0}, w (T.parent u.val)*f u.val)=0 := by
apply sum_eq_zero
intro u _
have hu : u.val=0 := not_ne_iff.mp u.property
simp [hu,h0]
simpa only [hz, add_zero] using hsub
lemma Tree.star_distance (T : Tree n) (a b : Fin n → ℝ) (v : Fin n) :
dist₁ (T.star a v) (T.star b v) ≤
|a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val| := by
have hp : |T.park a v-T.park b v| ≤
|a v-b v|+∑ u : T.Child v, |a u.val-b u.val| := by
calc _ = |(a v-b v)-∑ u : T.Child v, (a u.val-b u.val)| := by
unfold Tree.park
rw [sum_sub_distrib]
congr 1; ring
_ ≤ |a v-b v|+|∑ u : T.Child v, (a u.val-b u.val)| := abs_sub _ _
_ ≤ _ := add_le_add_right (abs_sum_le_sum_abs (fun u : T.Child v => a u.val-b u.val) Finset.univ) _
simpa only [dist₁, Fintype.sum_option, Tree.star] using
(show |T.park a v-T.park b v|+(∑ u : T.Child v, |a u.val-b u.val|) ≤
|a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val| by linarith)
lemma Tree.children_distance_le (T : Tree n) (c d : Counts n) (v : Fin n) :
(∑ u : T.Child v, |(c.subtree u.val:ℝ)-(d.subtree u.val:ℝ)|) ≤
dist₁ (fun i => (T.intStar c v i:ℝ)) (fun i => (T.intStar d v i:ℝ)) := by
simp only [dist₁, Fintype.sum_option, Tree.intStar]
linarith [abs_nonneg ((c.park v:ℝ)-(d.park v:ℝ))]
/-- The radius at a nonroot node is one tau-th of its parent radius. -/
lemma Tree.parent_weight (T : Tree n) {τ : ℝ} (hτ : 0 < τ) (w f : Fin n → ℝ)
(hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : f 0=0) :
(∑ u, w u*f u)=(1/τ)*(∑ u, w (T.parent u)*f u) := by
rw [mul_sum]
apply sum_congr rfl
intro u _
by_cases hu : u=0
· simp [hu,h0]
· rw [hscale u hu]
field_simp
lemma Tree.star_weight_bound (T : Tree n) {τ : ℝ} (hτ : 0 < τ)
(w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u)
(hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : a 0=b 0) :
(∑ v, w v*dist₁ (T.star a v) (T.star b v)) ≤
(2+1/τ)*(∑ u, w (T.parent u)*|a u-b u|) := by
calc _ ≤ ∑ v, w v*(|a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val|) :=
sum_le_sum fun v _ => mul_le_mul_of_nonneg_left (T.star_distance a b v) (hw v)
_ = (∑ v, w v*|a v-b v|)+2*(∑ v, w v*∑ u : T.Child v, |a u.val-b u.val|) := by
simp only [mul_add,mul_left_comm (w _) (2:ℝ),sum_add_distrib,mul_sum]
_ = _ := by
rw [T.weighted_children w (fun u => |a u-b u|) (by simp [h0]), T.parent_weight hτ w _ hscale (by simp [h0])]
ring
/-- Finite, exact absorption of the local 32/11 bounds. No tree depth or
initialization cost enters the coefficient. -/
theorem Tree.rounding_absorption (T : Tree n) {τ : ℝ} (hτ : 22 ≤ τ)
(w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u)
(hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : a 0=b 0)
(L : Law (PairState n)) (hroot : ∀ ω, (L.point ω).new.subtree 0=(L.point ω).old.subtree 0)
(hcost : ∀ v, L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ))
(fun i => (T.intStar s.old v i:ℝ))) ≤
32*dist₁ (T.star a v) (T.star b v)+
11*L.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)) :
L.avg (fun s => ∑ u, w (T.parent u)*|(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|) ≤
132*(∑ u, w (T.parent u)*|a u-b u|) := by
have ht : 0 < τ := by linarith
let F : Fin n → PairState n → ℝ := fun u s => |(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|
let V := ∑ u, w (T.parent u)*|a u-b u|
let N := L.avg (fun s => ∑ u, w (T.parent u)*F u s)
have hV : 0 ≤ V := sum_nonneg fun u _ => mul_nonneg (hw _) (abs_nonneg _)
have hN : 0 ≤ N := L.avg_nonneg fun s => sum_nonneg fun u _ => mul_nonneg (hw _) (abs_nonneg _)
have hF0 : ∀ ω, F 0 (L.point ω)=0 := by intro ω; simp [F,hroot ω]
have havg0 : L.avg (F 0)=0 := by
calc _ = L.avg (fun _ => 0) := L.avg_congr hF0
_ = 0 := L.avg_const _
have hNavg : N=∑ u, w (T.parent u)*L.avg (F u) := by
dsimp [N]
rw [L.avg_sum]
simp_rw [L.avg_mul]
have hparent : (∑ v, w v*L.avg (F v))=(1/τ)*N := by
rw [T.parent_weight ht w _ hscale havg0, hNavg]
have hchildren : (∑ v, w v*L.avg (fun s => ∑ u : T.Child v, F u.val s))=N := by
simp_rw [L.avg_sum]
rw [T.weighted_children w (fun u => L.avg (F u)) havg0, hNavg]
have hrec : N ≤ (64+32/τ)*V+(11/τ)*N := by
calc N = ∑ v, w v*L.avg (fun s => ∑ u : T.Child v, F u.val s) := hchildren.symm
_ ≤ ∑ v, w v*L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ))
(fun i => (T.intStar s.old v i:ℝ))) := by
apply sum_le_sum
intro v _
exact mul_le_mul_of_nonneg_left (L.avg_mono (fun s => T.children_distance_le s.new s.old v)) (hw v)
_ ≤ ∑ v, w v*(32*dist₁ (T.star a v) (T.star b v)+11*L.avg (F v)) :=
sum_le_sum fun v _ => mul_le_mul_of_nonneg_left (hcost v) (hw v)
_ = 32*(∑ v, w v*dist₁ (T.star a v) (T.star b v))+11*(∑ v, w v*L.avg (F v)) := by
simp only [mul_add,mul_left_comm (w _) (32:ℝ),mul_left_comm (w _) (11:ℝ),sum_add_distrib,mul_sum]
_ ≤ 32*((2+1/τ)*V)+11*((1/τ)*N) := by
rw [hparent]
exact add_le_add_left (mul_le_mul_of_nonneg_left (T.star_weight_bound ht w a b hw hscale h0) (by norm_num : (0:ℝ) ≤32)) _
_ = _ := by ring
have h11 : 11/τ ≤ 1/2 := (div_le_iff₀ ht).mpr (by linarith)
have h32 : 32/τ ≤ 2 := (div_le_iff₀ ht).mpr (by linarith)
have hrec' : N ≤ 66*V+(1/2)*N := hrec.trans (add_le_add
(mul_le_mul_of_nonneg_right (by linarith : 64+32/τ ≤66) hV)
(mul_le_mul_of_nonneg_right h11 hN))
change N ≤ 132*V
linarith
def Law.pure {α : Type} (x : α) : Law α where
Ω := Unit
finite := inferInstance
weight _ := 1
nonneg _ := by norm_num
total := by simp
point _ := x
@[simp] lemma Law.avg_pure {α : Type} (x : α) (f : α → ℝ) : (Law.pure x).avg f=f x := by
change (∑ ω : Unit, (1:ℝ)*f x)=f x
simp
lemma balanced_integer {r : ℝ} {j k : ℤ} (hr : r=(k:ℝ)) (hj : Balanced r j) : j=k := by
simpa [hr,KServer.Rounding.Balanced] using hj
/-- Deterministic park of all k units at the root, solely for initialization. -/
def stock (k : ℤ) : Counts n where
subtree v := if v=0 then k else 0
park v := if v=0 then k else 0
def stockMass (k : ℤ) (v : Fin n) : ℝ := if v=0 then (k:ℝ) else 0
lemma stockMass_park (T : Tree n) (k : ℤ) (v : Fin n) :
T.park (stockMass k) v=stockMass k v := by
have hs : (∑ u : T.Child v, stockMass k u.val)=0 :=
sum_eq_zero fun u _ => by simp [stockMass,u.property.1]
simp [Tree.park,hs]
lemma stock_valid (T : Tree n) {k : ℤ} (hk : 0 ≤ k) : T.Valid (stockMass k) (stock k) := by
have hb (v : Fin n) : 0 ≤ (stock k : Counts n).subtree v ∧
KServer.Rounding.Balanced (stockMass k v) ((stock k : Counts n).subtree v) := by
by_cases hv : v=0
· simp [stock,stockMass,hv,KServer.Rounding.Balanced,hk]
· simp [stock,stockMass,hv,KServer.Rounding.Balanced]
refine ⟨hb,?_,?_⟩
· intro v
rw [stockMass_park]
exact hb v
· intro v
have hs : (∑ u : T.Child v, (stock k : Counts n).subtree u.val)=0 :=
sum_eq_zero fun u _ => by simp [stock,u.property.1]
change (stock k : Counts n).subtree v+_=(stock k).subtree v
rw [hs,add_zero]
lemma stock_means (T : Tree n) (k : ℤ) : T.Means (stockMass k) (Law.pure (stock k)) := by
constructor <;> intro v <;> simp [Law.avg_pure,stock,stockMass,stockMass_park]
/-- Actual balanced law at the initial fractional configuration. This is not
an assumed rounding interface: it is obtained by the finite star construction. -/
theorem tree_initialization (T : Tree n) (b : Fin n → ℝ) {k : ℤ} (hk : 0 ≤ k)
(hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v) (hb0 : b 0=(k:ℝ)) :
∃ L : Law (Counts n), (∀ ω, T.Valid b (L.point ω) ∧ (L.point ω).subtree 0=k) ∧
T.Means b L := by
have ha (v : Fin n) : 0 ≤ stockMass k v := by
dsimp [stockMass]; split_ifs <;> positivity
obtain ⟨R,hRold,hRv,hRs,hRp,hRc⟩ := tree_coupling ha
(fun v => by rw [stockMass_park]; exact ha v) hb hpb hk hb0
(Law.pure (stock k)) (fun _ => stock_valid T hk) (stock_means T k)
refine ⟨R.map PairState.new,?_,?_,?_⟩
· intro ω; exact (hRv ω).2
· intro v; exact hRs v
· intro v; exact hRp v
/-- Section09's one-step top-down rounding, including the uniform constant132.
The old marginal is kept exactly, and the new root and all parks are balanced. -/
theorem rounded_step (T : Tree n) {τ : ℝ} (hτ : 22 ≤ τ)
(w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u)
(hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) {k : ℤ} (hk : 0 ≤ k)
(ha0 : a 0=(k:ℝ)) (hb0 : b 0=(k:ℝ))
(ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v)
(hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v)
(L₀ : Law (Counts n)) (hvalid : ∀ ω, T.Valid a (L₀.point ω)) (hmean : T.Means a L₀) :
∃ L : Law (PairState n),
(∀ f : Counts n → ℝ, L.avg (fun s => f s.old)=L₀.avg f) ∧
(∀ ω, T.Valid a (L.point ω).old ∧ T.Valid b (L.point ω).new ∧ (L.point ω).new.subtree 0=k) ∧
T.Means b (L.map PairState.new) ∧
L.avg (fun s => ∑ u, w (T.parent u)*|(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|) ≤
132*(∑ u, w (T.parent u)*|a u-b u|) := by
obtain ⟨L,hLold,hLv,hLs,hLp,hLc⟩ := tree_coupling ha hpa hb hpb hk hb0 L₀ hvalid hmean
refine ⟨L,hLold,hLv,⟨hLs,hLp⟩,?_⟩
apply T.rounding_absorption hτ w a b hw hscale (ha0.trans hb0.symm) L _ hLc
intro ω
rw [(hLv ω).2.2, balanced_integer ha0 ((hLv ω).1.1 0).2]
end KServer.TreeRounding
end
/- Finite-tree park conservation and geometric subcapacity. -/
noncomputable section
open scoped BigOperators
open Finset
namespace KServer.Rounding
structure Tree (n : ℕ) [NeZero n] where
parent : Fin n → Fin n
root : parent 0=0
lower : ∀ v : Fin n, v≠0 → (parent v).val<v.val
variable {n : ℕ} [NeZero n]
abbrev Tree.Child (T : Tree n) (v : Fin n) := {u : Fin n // u≠0 ∧ T.parent u=v}
instance (T : Tree n) (v : Fin n) : Fintype (T.Child v) := by
classical
unfold Tree.Child
infer_instance
instance (T : Tree n) (v : Fin n) : DecidableEq (T.Child v) := Classical.decEq _
def Tree.park (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : ℝ :=
q v-∑ u : T.Child v, q u.val
def Tree.childEquiv (T : Tree n) : (Σ v : Fin n, T.Child v) ≃ {v : Fin n // v≠0} where
toFun p := ⟨p.2.val,p.2.property.1⟩
invFun u := ⟨T.parent u.val,⟨u.val,u.property,rfl⟩⟩
left_inv := by
rintro ⟨v,u,hu,hp⟩
dsimp
subst v
rfl
right_inv := by intro u; rfl
lemma Tree.weighted_children (T : Tree n) (w f : Fin n → ℝ) (h0 : f 0=0) :
(∑ v, w v*∑ u : T.Child v, f u.val)=∑ u, w (T.parent u)*f u := by
classical
simp_rw [mul_sum]
rw [← Fintype.sum_sigma (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)]
have he := Fintype.sum_equiv (T.childEquiv)
(fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)
(fun u : {v : Fin n // v≠0} => w (T.parent u.val)*f u.val)
(by intro p; change w p.1*f p.2.val=w (T.parent p.2.val)*f p.2.val
rw [p.2.property.2])
rw [he]
have hsub := Fintype.sum_subtype_add_sum_subtype (fun v : Fin n => v≠0)
(fun u => w (T.parent u)*f u)
have hz : (∑ u : {v : Fin n // ¬v≠0}, w (T.parent u.val)*f u.val)=0 := by
apply sum_eq_zero
intro u _
have hu : u.val=0 := not_ne_iff.mp u.property
simp [hu,h0]
simpa only [hz, add_zero] using hsub
/-- True precisely on a vertex's descendants (including the vertex itself). -/
def Tree.under (T : Tree n) (v w : Fin n) : Bool :=
if w=v then true else if _hw : w=0 then false else T.under v (T.parent w)
termination_by w.val
decreasing_by exact T.lower w _hw
lemma Tree.under_self (T : Tree n) (v : Fin n) : T.under v v=true := by
rw [Tree.under,ite_eq_left rfl]
lemma Tree.under_le (T : Tree n) (v w : Fin n) (h : T.under v w=true) : v.val ≤ w.val := by
by_cases hwv : w=v
· subst w; exact le_rfl
· by_cases hw0 : w=0
· rw [Tree.under,ite_eq_right hwv,dite_eq_left hw0] at h
contradiction
· have hp : T.under v (T.parent w)=true := by
rw [Tree.under,ite_eq_right hwv,dite_eq_right hw0] at h
exact h
exact (T.under_le v (T.parent w) hp).trans (T.lower w hw0).le
termination_by w.val
decreasing_by exact T.lower w hw0
lemma Tree.under_parent_self (T : Tree n) (v : Fin n) (hv : v≠0) :
T.under v (T.parent v)=false := by
cases hh : T.under v (T.parent v)
· rfl
· have h := T.under_le v (T.parent v) hh
have := T.lower v hv
omega
lemma Tree.under_zero (T : Tree n) (v : Fin n) : T.under v 0=(v==0) := by
rw [Tree.under]
by_cases h : v=0
· subst v; simp
· simp [h,Ne.symm h]
def Tree.indicator (T : Tree n) (v w : Fin n) : ℝ := if T.under v w then 1 else 0
lemma Tree.indicator_parent (T : Tree n) (v w : Fin n) (hw : w≠0) :
T.indicator v w-T.indicator v (T.parent w) = if w=v then 1 else 0 := by
by_cases h : w=v
· subst w
simp [Tree.indicator,T.under_self,T.under_parent_self v hw]
· have he : T.under v w=T.under v (T.parent w) := by
rw [Tree.under,ite_eq_right h,dite_eq_right hw]
simp [Tree.indicator,he,h]
/-- Literal telescoping over one subtree of the concrete parent tree. -/
theorem Tree.park_subtree_total (T : Tree n) (q : Fin n → ℝ) (v : Fin n) :
(∑ w, T.indicator v w*T.park q w)=q v := by
classical
let q0 : Fin n → ℝ := fun w => if w=0 then 0 else q w
have hq0 : q0 0=0 := by simp [q0]
have he : ∀ w, (∑ u : T.Child w, q u.val) = ∑ u : T.Child w, q0 u.val := by
intro w
apply sum_congr rfl
intro u _
simp [q0,u.property.1]
have hs := T.weighted_children (T.indicator v) q0 hq0
simp_rw [Tree.park,mul_sub,he]
rw [sum_sub_distrib,hs,←sum_sub_distrib]
have hpoint : ∀ w : Fin n,
T.indicator v w*q w-T.indicator v (T.parent w)*q0 w = if w=v then q w else 0 := by
intro w
by_cases hw : w=0
· subst w
by_cases hv : v=0
· subst v; simp [q0,Tree.indicator,T.under_zero]
· simp [q0,Tree.indicator,T.under_zero,hv,Ne.symm hv]
· simp only [q0,ite_eq_right hw]
rw [←sub_mul,T.indicator_parent v w hw]
split_ifs <;> simp
simp_rw [hpoint]
simp
lemma Tree.indicator_nonneg (T : Tree n) (v w : Fin n) : 0 ≤ T.indicator v w := by
unfold Tree.indicator
split <;> norm_num
lemma Tree.park_nonneg (T : Tree n) {q : Fin n → ℝ}
(h : ∀ v, (∑ u : T.Child v, q u.val) ≤ q v) (v : Fin n) : 0 ≤ T.park q v :=
sub_nonneg.mpr (h v)
/-- The mass of any finite collection of descendant parks is bounded by its
root allocation; overlapping depths do not introduce a height factor. -/
theorem Tree.selected_park_capacity (T : Tree n) (q : Fin n → ℝ) (v : Fin n)
(hp : ∀ w, 0 ≤ T.park q w) (S : Finset (Fin n))
(hS : ∀ w ∈ S, T.under v w=true) :
(∑ w ∈ S, T.park q w) ≤ q v := by
have hbound : (∑ w ∈ S, T.park q w) ≤ ∑ w, T.indicator v w*T.park q w := by
calc _ = ∑ w ∈ S, T.indicator v w*T.park q w := by
apply sum_congr rfl
intro w hw
simp [Tree.indicator,hS w hw]
_ ≤ _ := sum_le_sum_of_subset_of_nonneg (subset_univ _) (fun w _ _ =>
mul_nonneg (T.indicator_nonneg v w) (hp w))
simpa [T.park_subtree_total] using hbound
/-- Several descendant collections may be charged simultaneously to a fixed
cut. The hypotheses are explicit incidence data, not an assumed mass bound. -/
theorem Tree.cut_park_capacity (T : Tree n) (q : Fin n → ℝ)
(hp : ∀ w, 0 ≤ T.park q w) (S F : Finset (Fin n))
(hcover : ∀ w ∈ S, ∃ v ∈ F, T.under v w=true) :
(∑ w ∈ S, T.park q w) ≤ ∑ v ∈ F, q v := by
classical
have hpoint : ∀ w ∈ S, T.park q w ≤ ∑ v ∈ F, T.indicator v w*T.park q w := by
intro w hw
obtain ⟨v,hv,hu⟩ := hcover w hw
calc _ = T.indicator v w*T.park q w := by simp [Tree.indicator,hu]
_ ≤ _ := single_le_sum (fun z _ => mul_nonneg (T.indicator_nonneg z w) (hp w)) hv
calc _ ≤ ∑ w ∈ S, ∑ v ∈ F, T.indicator v w*T.park q w := sum_le_sum hpoint
_ = ∑ v ∈ F, ∑ w ∈ S, T.indicator v w*T.park q w := sum_comm
_ ≤ ∑ v ∈ F, ∑ w, T.indicator v w*T.park q w := by
apply sum_le_sum
intro v _
exact sum_le_sum_of_subset_of_nonneg (subset_univ _) (fun w _ _ =>
mul_nonneg (T.indicator_nonneg v w) (hp w))
_ = _ := by simp_rw [T.park_subtree_total]
section Geometry
variable {Y : Type*} [MetricSpace Y] [Fintype Y] [DecidableEq Y]
/-- Finite posterior counting mass; repeated hidden locations contribute their
full weight and do not require an injective posterior support. -/
def countingMass (μ : Y → ℝ) (R : Finset Y) : ℝ := ∑ y ∈ R, μ y
omit [DecidableEq Y] in
/-- A cell with a nearby validity witness lies in the source's 67r ball. -/
lemma witness_ball_inclusion {R : Finset Y} {y z : Y} {r : ℝ}
(hz : z ∈ R) (hnear : dist y z ≤ 27*r)
(hdiam : ∀ a ∈ R, ∀ b ∈ R, dist a b ≤ 40*r) :
R ⊆ univ.filter (fun a => dist y a ≤ 67*r) := by
intro a ha
apply mem_filter.mpr
refine ⟨mem_univ _,?_⟩
have ht := dist_triangle y z a
have hd := hdiam z hz a ha
linarith
omit [NeZero n] [MetricSpace Y] [Fintype Y] in
lemma disjoint_counting_mass {μ : Y → ℝ} (hμ : ∀ y, 0 ≤ μ y)
{R : Fin n → Finset Y} {F : Finset (Fin n)} {B : Finset Y}
(hdisj : Set.PairwiseDisjoint (↑F) R) (hsub : ∀ v ∈ F, R v ⊆ B) :
(∑ v ∈ F, countingMass μ (R v)) ≤ countingMass μ B := by
unfold countingMass
rw [←sum_biUnion hdisj]
apply sum_le_sum_of_subset_of_nonneg
· intro y hy
obtain ⟨v,hv,hy⟩ := mem_biUnion.mp hy
exact hsub v hv hy
· intro y _ _
exact hμ y
/-- Cumulative park capacity with the exact geometric radius 67. Grouping is by
actual tree ancestors; posterior regions are those fixed-prefix cells. The cut
F may contain unoccupied roots too, and can be the full depth-j cut. -/
theorem Tree.geometric_park_capacity (T : Tree n) (q : Fin n → ℝ)
(hp : ∀ w, 0 ≤ T.park q w) (S F : Finset (Fin n))
(hcover : ∀ w ∈ S, ∃ v ∈ F, T.under v w=true)
(R : Fin n → Finset Y) (μ : Y → ℝ) (hμ : ∀ y, 0 ≤ μ y)
{C r : ℝ} (hC : 0 ≤ C) (y : Y)
(hq : ∀ v ∈ F, q v ≤ C*countingMass μ (R v))
(hdisj : Set.PairwiseDisjoint (↑F) R)
(hwitness : ∀ v ∈ F, ∃ z ∈ R v, dist y z ≤ 27*r)
(hdiam : ∀ v ∈ F, ∀ a ∈ R v, ∀ b ∈ R v, dist a b ≤ 40*r) :
(∑ w ∈ S, T.park q w) ≤
C*countingMass μ (univ.filter (fun z => dist y z ≤ 67*r)) := by
have hsub : ∀ v ∈ F, R v ⊆ univ.filter (fun z => dist y z ≤ 67*r) := by
intro v hv
obtain ⟨z,hz,hn⟩ := hwitness v hv
exact witness_ball_inclusion hz hn (hdiam v hv)
calc _ ≤ ∑ v ∈ F, q v := T.cut_park_capacity q hp S F hcover
_ ≤ ∑ v ∈ F, C*countingMass μ (R v) := sum_le_sum hq
_ = C*(∑ v ∈ F, countingMass μ (R v)) := (mul_sum _ _ _).symm
_ ≤ _ := mul_le_mul_of_nonneg_left (disjoint_counting_mass hμ hdisj hsub) hC
end Geometry
end KServer.Rounding
end
end OAI
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