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| import OAI.Probability.FreeIsing.Gaussian.PiIntegrationByParts | |
| import OAI.Probability.FreeIsing.Posterior.GaussianGradient | |
| import OAI.Probability.FreeIsing.Posterior.GaussianTesting | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory | |
| open scoped NNReal | |
| namespace Problem367.FinitePosterior | |
| variable {S V : Type*} [Fintype S] [Nonempty S] [Fintype V] [DecidableEq V] | |
| theorem integral_fieldSquareGradient_mul_noise | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) | |
| (signal : V → ℝ) (t : ℝ) (v : V) : | |
| (∫ z, fieldSquareGradient energy spin observable | |
| (gaussianObservationCurve signal z t) v * z v | |
| ∂Measure.pi (fun _ : V => gaussianReal 0 1)) = | |
| Real.sqrt t * ∫ z, fieldSquareHessianDiagonal energy spin observable | |
| (gaussianObservationCurve signal z t) v | |
| ∂Measure.pi (fun _ : V => gaussianReal 0 1) := by | |
| have h := Problem367.gaussian_pi_integral_mul_affine_of_bounded_deriv | |
| (fun j => t * signal j) (fun _ => Real.sqrt t) v | |
| (continuous_fieldSquareGradient energy spin observable v) | |
| (continuous_fieldSquareHessianDiagonal energy spin observable v) | |
| (fun z r => hasDerivAt_fieldSquareGradient_update energy spin observable z v r | |
| (fun s => hcoords s v)) | |
| (fun z => abs_fieldSquareGradient_le energy spin observable z v A | |
| (fun s => hcoords s v) hbound) | |
| (fun z => abs_fieldSquareHessianDiagonal_le energy spin observable z v A | |
| (fun s => hcoords s v) hbound) | |
| simpa only [gaussianObservationCurve, Pi.add_def, Pi.smul_def, smul_eq_mul, | |
| mul_comm] using h | |
| section Planted | |
| variable [MeasurableSpace S] [MeasurableSingletonClass S] | |
| def finiteStandardObservation (spin : S → V → ℝ) (t : ℝ) | |
| (x : S × (V → ℝ)) : V → ℝ := gaussianObservationCurve (spin x.1) x.2 t | |
| omit [Nonempty S] [Fintype V] [DecidableEq V] in | |
| lemma measurable_finiteStandardObservation (spin : S → V → ℝ) (t : ℝ) : | |
| Measurable (finiteStandardObservation spin t) := by | |
| unfold finiteStandardObservation gaussianObservationCurve | |
| exact ((measurable_of_finite spin).comp measurable_fst).const_smul t |>.add | |
| (measurable_snd.const_smul (Real.sqrt t)) | |
| omit [DecidableEq V] in | |
| private theorem integrable_bounded_test | |
| {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsFiniteMeasure μ] | |
| (X : Ω → V → ℝ) (hX : Measurable X) (f : (V → ℝ) → ℝ) | |
| (hf : Continuous f) (C : ℝ) (hbound : ∀ z, |f z| ≤ C) : | |
| Integrable (fun x => f (X x)) μ := by | |
| apply Integrable.of_bound (hf.measurable.comp hX).aestronglyMeasurable C | |
| exact Filter.Eventually.of_forall fun x => by | |
| simpa only [Real.norm_eq_abs, Function.comp_def] using hbound (X x) | |
| omit [Fintype S] [Nonempty S] [DecidableEq V] [MeasurableSingletonClass S] in | |
| theorem integrable_finiteStandardNoise (μ : Measure S) [IsFiniteMeasure μ] (v : V) : | |
| Integrable (fun x : S × (V → ℝ) => x.2 v) | |
| (μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) := by | |
| have h := (measurePreserving_eval (fun _ : V => gaussianReal 0 1) v).integrable_comp_of_integrable ((memLp_id_gaussianReal 1).integrable (by norm_num)) | |
| exact h.comp_snd μ | |
| omit [DecidableEq V] in | |
| theorem integrable_finiteStandardGradient (μ : Measure S) [IsFiniteMeasure μ] | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) (t : ℝ) (v : V) : | |
| Integrable (fun x => fieldSquareGradient energy spin observable | |
| (finiteStandardObservation spin t x) v) | |
| (μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) := | |
| integrable_bounded_test _ _ (measurable_finiteStandardObservation spin t) _ | |
| (continuous_fieldSquareGradient energy spin observable v) (4 * A ^ 2) | |
| (fun z => abs_fieldSquareGradient_le energy spin observable z v A | |
| (fun s => hcoords s v) hbound) | |
| theorem integrable_finiteStandardHessian (μ : Measure S) [IsFiniteMeasure μ] | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) (t : ℝ) (v : V) : | |
| Integrable (fun x => fieldSquareHessianDiagonal energy spin observable | |
| (finiteStandardObservation spin t x) v) | |
| (μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) := | |
| integrable_bounded_test _ _ (measurable_finiteStandardObservation spin t) _ | |
| (continuous_fieldSquareHessianDiagonal energy spin observable v) (16 * A ^ 2) | |
| (fun z => abs_fieldSquareHessianDiagonal_le energy spin observable z v A | |
| (fun s => hcoords s v) hbound) | |
| omit [DecidableEq V] in | |
| theorem integrable_finiteStandardGradient_mul_noise | |
| (μ : Measure S) [IsFiniteMeasure μ] | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) (t : ℝ) (v : V) : | |
| Integrable (fun x => fieldSquareGradient energy spin observable | |
| (finiteStandardObservation spin t x) v * x.2 v) | |
| (μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) := by | |
| have hg := integrable_finiteStandardGradient μ energy spin observable A hbound hcoords t v | |
| have h := (integrable_finiteStandardNoise μ v).mul_bdd hg.aestronglyMeasurable | |
| (Filter.Eventually.of_forall fun x => by | |
| simpa only [Real.norm_eq_abs, Function.comp_def] using abs_fieldSquareGradient_le energy spin observable | |
| (finiteStandardObservation spin t x) v A (fun s => hcoords s v) hbound) | |
| simpa only [mul_comm] using h | |
| theorem integral_finiteStandardGradient_mul_noise | |
| (μ : Measure S) [IsFiniteMeasure μ] | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) (t : ℝ) (v : V) : | |
| (∫ x, fieldSquareGradient energy spin observable | |
| (finiteStandardObservation spin t x) v * x.2 v | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) = | |
| Real.sqrt t * ∫ x, fieldSquareHessianDiagonal energy spin observable | |
| (finiteStandardObservation spin t x) v | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1)) := by | |
| rw [integral_prod _ (integrable_finiteStandardGradient_mul_noise | |
| μ energy spin observable A hbound hcoords t v), | |
| integral_prod _ (integrable_finiteStandardHessian | |
| μ energy spin observable A hbound hcoords t v), ← integral_const_mul] | |
| apply integral_congr_ae | |
| exact Filter.Eventually.of_forall fun s => | |
| integral_fieldSquareGradient_mul_noise energy spin observable A hbound hcoords (spin s) t v | |
| theorem hasDerivAt_finiteStandardEnergy_of_posterior_test | |
| (μ : Measure S) [IsProbabilityMeasure μ] | |
| (energy : S → ℝ) (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) | |
| {t : ℝ} (ht : 0 < t) | |
| (hposterior : ∀ v, | |
| (∫ x, fieldSquareGradient energy spin observable | |
| (finiteStandardObservation spin t x) v * spin x.1 v | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) = | |
| ∫ x, fieldSquareGradient energy spin observable | |
| (finiteStandardObservation spin t x) v * | |
| fieldMean energy spin (fun s => spin s v) (finiteStandardObservation spin t x) | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) : | |
| HasDerivAt | |
| (fun r => ∫ x, fieldMean energy spin observable (finiteStandardObservation spin r x) ^ 2 | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) | |
| (∫ x, ∑ v, fieldCovariance energy spin observable | |
| (finiteStandardObservation spin t x) v ^ 2 | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) t := by | |
| let ρ := μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1)) | |
| let Y := finiteStandardObservation spin t | |
| let g := fun x v => fieldSquareGradient energy spin observable (Y x) v | |
| let H := fun x v => fieldSquareHessianDiagonal energy spin observable (Y x) v | |
| let p := fun x v => fieldMean energy spin (fun s => spin s v) (Y x) | |
| let c := 1 / (2 * Real.sqrt t) | |
| have hy : Measurable Y := measurable_finiteStandardObservation spin t | |
| have hg (v : V) : Integrable (fun x => g x v) ρ := | |
| integrable_finiteStandardGradient μ energy spin observable A hbound hcoords t v | |
| have hH (v : V) : Integrable (fun x => H x v) ρ := | |
| integrable_finiteStandardHessian μ energy spin observable A hbound hcoords t v | |
| have hn (v : V) : Integrable (fun x => g x v * x.2 v) ρ := | |
| integrable_finiteStandardGradient_mul_noise μ energy spin observable A hbound hcoords t v | |
| have hs (v : V) : Integrable (fun x => g x v * spin x.1 v) ρ := by | |
| apply (hg v).mul_bdd | |
| (((measurable_of_finite (fun s => spin s v)).comp measurable_fst).aestronglyMeasurable) | |
| exact Filter.Eventually.of_forall fun x => by | |
| simpa only [Real.norm_eq_abs, Function.comp_def] using | |
| (abs_spin_eq_one (fun s => spin s v) (fun s => hcoords s v) x.1).le | |
| have hp (v : V) : Integrable (fun x => g x v * p x v) ρ := by | |
| apply (hg v).mul_bdd | |
| (((continuous_fieldMean energy spin (fun s => spin s v)).measurable.comp hy).aestronglyMeasurable) | |
| exact Filter.Eventually.of_forall fun x => by | |
| simpa only [Real.norm_eq_abs, Function.comp_def] using abs_fieldMean_le energy spin (fun s => spin s v) | |
| (Y x) 1 (fun s => (abs_spin_eq_one (fun s => spin s v) (fun s => hcoords s v) s).le) | |
| have hvEq (v : V) : | |
| (fun x : S × (V → ℝ) => g x v * gaussianObservationVelocity (spin x.1) x.2 t v) = | |
| (fun x => g x v * spin x.1 v + c * (g x v * x.2 v)) := by | |
| funext x | |
| change g x v * (spin x.1 v + c * x.2 v) = _ | |
| ring | |
| have hv (v : V) : Integrable | |
| (fun x => g x v * gaussianObservationVelocity (spin x.1) x.2 t v) ρ := by | |
| rw [hvEq] | |
| exact (hs v).add ((hn v).const_mul c) | |
| have hcancel (x : S × (V → ℝ)) (v : V) : | |
| g x v * p x v + (1 / 2 : ℝ) * H x v = | |
| fieldCovariance energy spin observable (Y x) v ^ 2 := by | |
| dsimp [g, H, p, fieldSquareGradient, fieldSquareHessianDiagonal] | |
| ring | |
| have hc (v : V) : Integrable | |
| (fun x => fieldCovariance energy spin observable (Y x) v ^ 2) ρ := by | |
| exact ((hp v).add ((hH v).const_mul (1 / 2 : ℝ))).congr | |
| (Filter.Eventually.of_forall fun x => hcancel x v) | |
| have hstep (v : V) : | |
| (∫ x, g x v * gaussianObservationVelocity (spin x.1) x.2 t v ∂ρ) = | |
| ∫ x, fieldCovariance energy spin observable (Y x) v ^ 2 ∂ρ := by | |
| rw [hvEq, integral_add (hs v) ((hn v).const_mul c), integral_const_mul] | |
| have hnoise : (∫ x, g x v * x.2 v ∂ρ) = Real.sqrt t * ∫ x, H x v ∂ρ := | |
| integral_finiteStandardGradient_mul_noise μ energy spin observable A hbound hcoords t v | |
| rw [hnoise] | |
| have hcoef : c * Real.sqrt t = (1 / 2 : ℝ) := by | |
| dsimp [c] | |
| field_simp [ne_of_gt (Real.sqrt_pos.mpr ht)] | |
| rw [← mul_assoc, hcoef, hposterior v] | |
| rw [← integral_const_mul, ← integral_add (hp v) ((hH v).const_mul (1 / 2 : ℝ))] | |
| exact integral_congr_ae (Filter.Eventually.of_forall fun x => hcancel x v) | |
| have hd := hasDerivAt_integral_fieldMean_square_observation ρ energy spin observable A | |
| hbound hcoords (fun x : S × (V → ℝ) => spin x.1) Prod.snd | |
| ((measurable_of_finite spin).comp measurable_fst) measurable_snd | |
| (fun x v => (abs_spin_eq_one (fun s => spin s v) (fun s => hcoords s v) x.1).le) | |
| (fun v => integrable_finiteStandardNoise μ v) ht | |
| apply hd.congr_deriv | |
| change (∫ x, ∑ v, g x v * gaussianObservationVelocity (spin x.1) x.2 t v ∂ρ) = _ | |
| rw [integral_finsetSum _ (fun v _ => hv v), integral_finsetSum _ (fun v _ => hc v)] | |
| exact Finset.sum_congr rfl fun v _ => hstep v | |
| theorem hasDerivAt_finiteStandardEnergy [StandardBorelSpace S] | |
| (μ : Measure S) [IsProbabilityMeasure μ] (energy : S → ℝ) | |
| (hprior : ∀ s, μ.real {s} = Real.exp (energy s) / ∑ a, Real.exp (energy a)) | |
| (spin : S → V → ℝ) (observable : S → ℝ) | |
| (A : ℝ) (hbound : ∀ s, |observable s| ≤ A) | |
| (hcoords : ∀ s v, spin s v = -1 ∨ spin s v = 1) | |
| {t : ℝ} (ht : 0 < t) : | |
| HasDerivAt | |
| (fun r => ∫ x, fieldMean energy spin observable (finiteStandardObservation spin r x) ^ 2 | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) | |
| (∫ x, ∑ v, fieldCovariance energy spin observable | |
| (finiteStandardObservation spin t x) v ^ 2 | |
| ∂μ.prod (Measure.pi (fun _ : V => gaussianReal 0 1))) t := by | |
| apply hasDerivAt_finiteStandardEnergy_of_posterior_test μ energy spin observable A hbound hcoords ht | |
| intro v | |
| have hsq : ∀ s i, spin s i ^ 2 = 1 := by | |
| intro s i | |
| rcases hcoords s i with h | h <;> simp [h] | |
| exact Problem367.finiteStandardGaussianPlanted_integral_test_fieldMean μ energy hprior t ht.le | |
| spin hsq (fun s => spin s v) (fun z => fieldSquareGradient energy spin observable z v) | |
| (continuous_fieldSquareGradient energy spin observable v).measurable (4 * A ^ 2) | |
| (fun z => by simpa only [Real.norm_eq_abs] using | |
| abs_fieldSquareGradient_le energy spin observable z v A (fun s => hcoords s v) hbound) | |
| end Planted | |
| end Problem367.FinitePosterior | |
| end | |
| end OAI | |