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Add lean source and binary files (part 122)
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import OAI.Probability.GaussianReplacement.FiberConditional
namespace OAI
open MeasureTheory ProbabilityTheory Set Filter
open scoped ENNReal NNReal RealInnerProductSpace Topology
noncomputable section
namespace CurrentProjection
open InnerProductSpace
open InformationTheory
lemma fiberLeft_finite {d k : ℕ} [Nonempty (Sphere d)] (hk : 1≤k) (hkd : k<d-1) :
IsFiniteMeasure (fiberTwoPointLeft d k) := by
have := fiberRight_finite hk hkd
have h := fiber_quadratic_eq hk hkd 1 (fun _ => 1) measurable_const 1 (by norm_num) (fun _ => le_rfl)
simp only [fiberBilinearTest,BoundedContinuousFunction.coe_one,Pi.one_apply,
ENNReal.coe_one,mul_one,lintegral_one] at h
constructor
rw [h]
exact measure_lt_top _ _
lemma fiberBilinear_integral_ne_top {d k : ℕ} (μ : Measure (Rows k d×(Sphere d×Sphere d)))
[IsFiniteMeasure μ] (H : BoundedContinuousFunction (Rows k d) ℝ≥0)
(b a : Sphere d→ℝ≥0∞) {M N : ℝ≥0∞} (hM : M≠∞) (hN : N≠∞)
(hbM : ∀ s, b s≤M) (haN : ∀ s, a s≤N) :
(∫⁻ z, fiberBilinearTest H b a z ∂μ) ≠ ∞ := by
apply ne_top_of_le_ne_top
(ENNReal.mul_ne_top (ENNReal.mul_ne_top (ENNReal.mul_ne_top ENNReal.coe_ne_top hM) hN)
(measure_ne_top μ Set.univ))
calc
_ ≤ ∫⁻ z, (nndist H 0 : ℝ≥0∞)*M*N ∂μ := by
apply lintegral_mono
intro z
exact mul_le_mul (mul_le_mul (ENNReal.coe_le_coe.mpr (show H z.1≤nndist H 0 by
simpa using (BoundedContinuousFunction.nndist_coe_le_nndist (f:=H) (g:=0) z.1)))
(hbM z.2.1) bot_le bot_le) (haN z.2.2) bot_le bot_le
_ = _ := lintegral_const _
lemma fiberBilinear_add_left {d k : ℕ} (μ : Measure (Rows k d×(Sphere d×Sphere d)))
(H : BoundedContinuousFunction (Rows k d) ℝ≥0) (b a c : Sphere d→ℝ≥0∞)
(hb : Measurable b) (hc : Measurable c) :
(∫⁻ z, fiberBilinearTest H (b+a) c z ∂μ) =
(∫⁻ z, fiberBilinearTest H b c z ∂μ)+(∫⁻ z, fiberBilinearTest H a c z ∂μ) := by
rw [show fiberBilinearTest H (b+a) c = (fun z => fiberBilinearTest H b c z+fiberBilinearTest H a c z) by
funext z; simp only [fiberBilinearTest,Pi.add_apply,mul_add,add_mul]]
exact lintegral_add_left (measurable_fiberBilinearTest H hb hc) _
lemma fiberBilinear_add_right {d k : ℕ} (μ : Measure (Rows k d×(Sphere d×Sphere d)))
(H : BoundedContinuousFunction (Rows k d) ℝ≥0) (b a c : Sphere d→ℝ≥0∞)
(hb : Measurable b) (ha : Measurable a) :
(∫⁻ z, fiberBilinearTest H b (a+c) z ∂μ) =
(∫⁻ z, fiberBilinearTest H b a z ∂μ)+(∫⁻ z, fiberBilinearTest H b c z ∂μ) := by
rw [show fiberBilinearTest H b (a+c) = (fun z => fiberBilinearTest H b a z+fiberBilinearTest H b c z) by
funext z; simp only [fiberBilinearTest,Pi.add_apply,mul_add]]
exact lintegral_add_left (measurable_fiberBilinearTest H hb ha) _
lemma fiber_bilinear_eq {d k : ℕ} [Nonempty (Sphere d)] (hk : 1≤k) (hkd : k<d-1)
(H : BoundedContinuousFunction (Rows k d) ℝ≥0)
(b a : Sphere d→ℝ≥0∞) (hb : Measurable b) (ha : Measurable a)
{M N : ℝ≥0∞} (hM : M≠∞) (hN : N≠∞) (hbM : ∀ s, b s≤M) (haN : ∀ s, a s≤N) :
(∫⁻ z, fiberBilinearTest H b a z ∂fiberTwoPointLeft d k) =
∫⁻ z, fiberBilinearTest H b a z ∂fiberTwoPointRight d k := by
have := fiberRight_finite hk hkd
have hbb := fiber_quadratic_eq hk hkd H b hb M hM hbM
have haa := fiber_quadratic_eq hk hkd H a ha N hN haN
have hsum := fiber_quadratic_eq hk hkd H (b+a) (hb.add ha) (M+N)
(ENNReal.add_ne_top.mpr ⟨hM,hN⟩) (fun s => add_le_add (hbM s) (haN s))
rw [fiberBilinear_add_left _ H b a (b+a) hb (hb.add ha),
fiberBilinear_add_right _ H b b a hb hb,
fiberBilinear_add_right _ H a b a ha hb,
fiberBilinear_add_left _ H b a (b+a) hb (hb.add ha),
fiberBilinear_add_right _ H b b a hb hb,
fiberBilinear_add_right _ H a b a ha hb,
fiberLeft_bilinear_comm H a b ha hb,fiberRight_bilinear_comm (by omega) H a b ha hb,
hbb,haa] at hsum
have hbbfin := fiberBilinear_integral_ne_top (fiberTwoPointRight d k) H b b hM hM hbM hbM
have haafin := fiberBilinear_integral_ne_top (fiberTwoPointRight d k) H a a hN hN haN haN
simp only [add_assoc] at hsum
have h := (ENNReal.add_right_inj hbbfin).mp hsum
rw [←add_assoc,←add_assoc] at h
have h' := (ENNReal.add_left_inj haafin).mp h
rw [←mul_two,←mul_two] at h'
exact (ENNReal.mul_left_inj (by norm_num : (2:ℝ≥0∞)≠0) (by norm_num : (2:ℝ≥0∞)≠∞)).mp h'
lemma fiber_indicator_lintegral {d k : ℕ}
(μ : Measure (Rows k d×(Sphere d×Sphere d)))
(H : BoundedContinuousFunction (Rows k d) ℝ≥0)
{B D : Set (Sphere d)} (hB : MeasurableSet B) (hD : MeasurableSet D) :
(∫⁻ C, (H C : ℝ≥0∞) ∂(μ.restrict (Set.univ ×ˢ (B ×ˢ D))).map Prod.fst) =
∫⁻ z, fiberBilinearTest H (B.indicator (fun _ => 1)) (D.indicator (fun _ => 1)) z ∂μ := by
have hH : Measurable (fun C => (H C : ℝ≥0∞)) := ENNReal.continuous_coe.measurable.comp H.continuous.measurable
rw [lintegral_map hH measurable_fst,←lintegral_indicator (MeasurableSet.univ.prod (hB.prod hD))]
apply lintegral_congr
intro z
by_cases hb : z.2.1∈B <;> by_cases hd : z.2.2∈D <;>
simp [fiberBilinearTest,Set.indicator,hb,hd]
lemma fst_restrict_sphere_rectangle {d k : ℕ}
(μ : Measure (Rows k d×(Sphere d×Sphere d)))
{A : Set (Rows k d)} {B D : Set (Sphere d)} (hA : MeasurableSet A) :
((μ.restrict (Set.univ ×ˢ (B ×ˢ D))).map Prod.fst) A = μ (A ×ˢ (B ×ˢ D)) := by
rw [Measure.map_apply measurable_fst hA,Measure.restrict_apply (measurable_fst hA)]
congr 1
ext z
simp only [Set.mem_inter_iff,Set.mem_preimage,Set.mem_prod,Set.mem_univ,true_and]
lemma snd_restrict_sphere_rectangle {d k : ℕ}
(μ : Measure (Rows k d×(Sphere d×Sphere d)))
{A : Set (Rows k d)} {E : Set (Sphere d×Sphere d)} (hE : MeasurableSet E) :
((μ.restrict (A ×ˢ Set.univ)).map Prod.snd) E = μ (A ×ˢ E) := by
rw [Measure.map_apply measurable_snd hE,Measure.restrict_apply (measurable_snd hE)]
congr 1
ext z
simp only [Set.mem_inter_iff,Set.mem_preimage,Set.mem_prod,Set.mem_univ,and_true]
exact and_comm
lemma fiber_three_rectangle_eq {d k : ℕ} [Nonempty (Sphere d)] (hk : 1≤k) (hkd : k<d-1)
{A : Set (Rows k d)} {B D : Set (Sphere d)}
(hA : MeasurableSet A) (hB : MeasurableSet B) (hD : MeasurableSet D) :
fiberTwoPointLeft d k (A ×ˢ (B ×ˢ D)) = fiberTwoPointRight d k (A ×ˢ (B ×ˢ D)) := by
have := fiberLeft_finite hk hkd
have heq : ((fiberTwoPointLeft d k).restrict (Set.univ ×ˢ (B ×ˢ D))).map Prod.fst =
((fiberTwoPointRight d k).restrict (Set.univ ×ˢ (B ×ˢ D))).map Prod.fst := by
apply ext_of_forall_lintegral_eq_of_IsFiniteMeasure
intro H
rw [fiber_indicator_lintegral _ H hB hD,fiber_indicator_lintegral _ H hB hD]
apply fiber_bilinear_eq hk hkd H _ _ (measurable_const.indicator hB) (measurable_const.indicator hD)
(M:=1) (N:=1) (by norm_num) (by norm_num)
· intro s
by_cases hs : s∈B <;> simp [hs]
· intro s
by_cases hs : s∈D <;> simp [hs]
have h := congrArg (fun μ : Measure (Rows k d) => μ A) heq
simpa only [fst_restrict_sphere_rectangle _ hA] using h
theorem fiberTwoPointMain : FiberTwoPointMain := by
intro d k hk hkd
let : IsProbabilityMeasure (uniformSphere d) :=
uniformSphere_probability_of_pos (by omega)
let : Nonempty (Sphere d) := nonempty_of_isProbabilityMeasure (uniformSphere d)
have := fiberLeft_finite hk hkd
have := fiberRight_finite hk hkd
refine ⟨inferInstance,inferInstance,?_⟩
apply Measure.ext_prod
intro A E hA hE
have heq : ((fiberTwoPointLeft d k).restrict (A ×ˢ Set.univ)).map Prod.snd =
((fiberTwoPointRight d k).restrict (A ×ˢ Set.univ)).map Prod.snd := by
apply Measure.ext_prod
intro B D hB hD
rw [snd_restrict_sphere_rectangle _ (hB.prod hD),snd_restrict_sphere_rectangle _ (hB.prod hD)]
exact fiber_three_rectangle_eq hk hkd hA hB hD
have h := congrArg (fun μ : Measure (Sphere d×Sphere d) => μ E) heq
simpa only [snd_restrict_sphere_rectangle _ hE] using h
def fiberTwoPointFromVersions (d k : ℕ)
(p : Rows k d×(Fin k→ℝ) → ℝ≥0∞)
(κ : Kernel (Rows k d×(Fin k→ℝ)) (Sphere d)) :
Measure (Rows k d×(Sphere d×Sphere d)) :=
((((gaussianRows k d).prod (uniformSphere d)).withDensity
(fun z => p (z.1,label z.1 (z.2:Vector d)))) ⊗ₘ
(κ.comap (fun z => (z.1,label z.1 (z.2:Vector d)))
(measurable_fst.prodMk measurable_own_label))).map
(fun z => (z.1.1,(z.1.2,z.2)))
lemma fiberTwoPoint_version_invariance {d k : ℕ} [Nonempty (Sphere d)]
(hk : 1 ≤ k) (hkd : k < d-1)
(p : Rows k d×(Fin k→ℝ) → ℝ≥0∞) (hpmeas : Measurable p)
(hp : ((gaussianRows k d).prod (volume : Measure (Fin k→ℝ))).withDensity p =
(fiberObservationLaw d k).fst)
(κ : Kernel (Rows k d×(Fin k→ℝ)) (Sphere d)) [IsMarkovKernel κ]
(hκ : (fiberObservationLaw d k).fst ⊗ₘ κ = fiberObservationLaw d k) :
fiberTwoPointFromVersions d k p κ = fiberTwoPointLeft d k := by
let μ := (gaussianRows k d).prod (uniformSphere d)
let obs : Rows k d×Sphere d → Rows k d×(Fin k→ℝ) :=
fun z => (z.1,label z.1 (z.2:Vector d))
have hobs : Measurable obs := measurable_fst.prodMk measurable_own_label
have hdens := projectionJoint_withDensity (uniformSphere d) (gaussianRows k d)
(spherical_projection_ac hk hkd)
have hp' : p =ᵐ[(gaussianRows k d).prod (volume : Measure (Fin k→ℝ))]
(fun o => exactDensity (uniformSphere d) o.1 o.2) := by
apply (withDensity_eq_iff_of_sigmaFinite hpmeas.aemeasurable
(measurable_exactDensity (uniformSphere d)).aemeasurable).mp
rw [hp,hdens,fiberObservationLaw_fst]
have hpObs : p =ᵐ[projectionJoint (uniformSphere d) (gaussianRows k d)]
(fun o => exactDensity (uniformSphere d) o.1 o.2) := by
rw [←hdens]
exact (withDensity_absolutelyContinuous _ _).ae_le hp'
have hpo : (fun z => p (obs z)) =ᵐ[μ]
(fun z => exactDensity (uniformSphere d) z.1 (label z.1 (z.2:Vector d))) :=
ae_of_ae_map hobs.aemeasurable hpObs
have hκeq : κ =ᵐ[(fiberObservationLaw d k).fst] sphericalFiberKernel d k := by
apply Kernel.ae_eq_of_compProd_eq
rw [hκ]
exact ((fiberObservationLaw d k).disintegrate (fiberObservationLaw d k).condKernel).symm
rw [fiberObservationLaw_fst] at hκeq
have hκobs : (fun z => κ (obs z)) =ᵐ[μ]
(fun z => sphericalFiberKernel d k (obs z)) := ae_of_ae_map hobs.aemeasurable hκeq
have hκweight : κ.comap obs hobs =ᵐ[μ.withDensity
(fun z => exactDensity (uniformSphere d) z.1 (label z.1 (z.2:Vector d)))]
(sphericalFiberKernel d k).comap obs hobs :=
(withDensity_absolutelyContinuous _ _).ae_le hκobs
unfold fiberTwoPointFromVersions fiberTwoPointLeft
rw [withDensity_congr_ae hpo]
rw [Measure.compProd_congr hκweight]
lemma fiberTwoPoint_allVersions {d k : ℕ} [Nonempty (Sphere d)]
(hk : 1 ≤ k) (hkd : k < d-1)
(p : Rows k d×(Fin k→ℝ) → ℝ≥0∞) (hpmeas : Measurable p)
(hp : ((gaussianRows k d).prod (volume : Measure (Fin k→ℝ))).withDensity p =
(fiberObservationLaw d k).fst)
(κ : Kernel (Rows k d×(Fin k→ℝ)) (Sphere d)) [IsMarkovKernel κ]
(hκ : (fiberObservationLaw d k).fst ⊗ₘ κ = fiberObservationLaw d k) :
IsFiniteMeasure (fiberTwoPointFromVersions d k p κ) ∧
IsFiniteMeasure (fiberTwoPointRight d k) ∧
fiberTwoPointFromVersions d k p κ = fiberTwoPointRight d k := by
rw [fiberTwoPoint_version_invariance hk hkd p hpmeas hp κ hκ]
exact fiberTwoPointMain d k hk hkd
end CurrentProjection
end
end OAI