Download lean/OAI/Probability/SKFluctuations/Diagonal.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
- Browser
- Download file 34.2 kB
-
https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Probability/SKFluctuations/Diagonal.lean
- Command line
-
hf download hf://datasets/roseking/openAI-math-dataset/lean/OAI/Probability/SKFluctuations/Diagonal.lean
-
curl -L -o Diagonal.lean https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Probability/SKFluctuations/Diagonal.lean
34.2 kB
| import Mathlib | |
| import OAI.Probability.SKFluctuations.MarkedAttachPreserves | |
| import OAI.Probability.SKFluctuations.ScalarWeightedJet | |
| namespace OAI | |
| /-! Diagonal. -/ | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory Filter | |
| open scoped BigOperators Topology | |
| open MeasureTheory Filter Set | |
| open scoped Topology | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| namespace SKFluctuations.GaussianCalculus | |
| open MeasureTheory ProbabilityTheory Filter Set Hierarchy | |
| open scoped Topology NNReal BigOperators | |
| variable {ι : Type*} [Fintype ι] | |
| theorem ExpNormBounded.diagonal {f : (ι → ℝ) → ℝ} (hf : ExpNormBounded f) | |
| (x a : ι → ℝ) : ExpNormBounded (fun z => f (x+a*z)) := by | |
| obtain ⟨C,c,hC,hc,hb⟩ := hf.2 | |
| refine ⟨hf.1.comp (continuous_const.add (continuous_const.mul continuous_id)), | |
| C*Real.exp (c*‖x‖), c*‖a‖, by positivity, by positivity, fun z => ?_⟩ | |
| calc | |
| _ ≤ C*Real.exp (c*‖x+a*z‖) := hb _ | |
| _ ≤ C*Real.exp (c*(‖x‖+‖a‖*‖z‖)) := by | |
| gcongr | |
| exact (norm_add_le _ _).trans (add_le_add le_rfl (norm_mul_le a z)) | |
| _ = _ := by rw [mul_add,Real.exp_add]; ring_nf | |
| theorem ExpNormBounded.diagonal_integrable {f : (ι → ℝ) → ℝ} (hf : ExpNormBounded f) | |
| {ν : Measure (ι → ℝ)} (hν : ExponentialIncrement ν) (x a : ι → ℝ) : | |
| Integrable (fun z => f (x+a*z)) ν := by | |
| simpa only [one_smul,zero_add] using (hf.diagonal x a).affine_integrable hν 0 1 | |
| theorem ExpNormBounded.diagonal_coord_integrable {f : (ι → ℝ) → ℝ} (hf : ExpNormBounded f) | |
| (q : ι → ℝ≥0) (x a : ι → ℝ) (i : ι) : | |
| Integrable (fun z => z i*f (x+a*z)) (Measure.pi fun i => gaussianReal 0 (q i)) := by | |
| simpa only [one_smul,zero_add] using (hf.diagonal x a).affine_coord_integrable q 0 1 i | |
| theorem standardGaussianVector_diagonal_stein {n : ℕ} (i : Fin (n+1)) | |
| {f f₁ : (Fin (n+1) → ℝ) → ℝ} (hf : ExpNormBounded f) (hf₁ : ExpNormBounded f₁) | |
| (hd : ∀ x t, HasDerivAt (fun s : ℝ => f (x+s • Pi.single i 1)) | |
| (f₁ (x+t • Pi.single i 1)) t) (x a : Fin (n+1) → ℝ) : | |
| (∫ z, z i*f (x+a*z) ∂Measure.pi (fun _ : Fin (n+1) => gaussianReal 0 1)) = | |
| a i * ∫ z, f₁ (x+a*z) ∂Measure.pi (fun _ : Fin (n+1) => gaussianReal 0 1) := by | |
| have h := standardGaussianVector_stein i | |
| (f := fun z => f (x+a*z)) (f₁ := fun z => a i*f₁ (x+a*z)) | |
| ?_ (hf.diagonal_integrable (exponentialIncrement_gaussian (fun _ => 1)) x a) | |
| ((hf₁.diagonal_integrable (exponentialIncrement_gaussian (fun _ => 1)) x a).const_mul (a i)) | |
| (hf.diagonal_coord_integrable (fun _ => 1) x a i) | |
| · simpa only [integral_const_mul] using h | |
| · intro y t | |
| have he (s : ℝ) : x+a*i.insertNth s y = | |
| (x+a*i.insertNth 0 y)+(a i*s) • Pi.single i 1 := by | |
| ext j | |
| by_cases hj : j = i | |
| · subst j | |
| simp | |
| · obtain ⟨k,rfl⟩ := (Fin.eq_self_or_eq_succAbove i j).resolve_left hj | |
| simp | |
| have hd' := (hd (x+a*i.insertNth 0 y) (a i*t)).comp t | |
| ((hasDerivAt_id t).const_mul (a i)) | |
| simpa only [Function.comp_def, ← he,mul_one] using hd'.congr_deriv (mul_comm _ _) | |
| end SKFluctuations.GaussianCalculus | |
| namespace SKFluctuations.GaussianCalculus | |
| open MeasureTheory ProbabilityTheory Filter Set Hierarchy | |
| open scoped Topology NNReal BigOperators | |
| theorem hasDerivAt_diagonal_heat_continuation {n : ℕ} | |
| {F : (Fin (n+1) → ℝ) → ℝ} {G H : Fin (n+1) → (Fin (n+1) → ℝ) → ℝ} {C : ℝ≥0} | |
| (hF : LipschitzWith C F) (hG : ∀ i, BddSmooth 0 (G i)) (hH : ∀ i, BddSmooth 0 (H i)) | |
| (hd : ∀ x v t, HasDerivAt (fun s : ℝ => F (x+s • v)) | |
| (∑ i, v i*G i (x+t • v)) t) | |
| (hd₁ : ∀ i x t, HasDerivAt (fun s : ℝ => G i (x+s • Pi.single i 1)) | |
| (H i (x+t • Pi.single i 1)) t) | |
| {a a' : ℝ → (Fin (n+1) → ℝ)} {l r A B t m : ℝ} (ht : t ∈ Ioo l r) | |
| (ha : ∀ s ∈ Ioo l r, HasDerivAt a (a' s) s) | |
| (hA : ∀ s ∈ Ioo l r, ‖a s‖ ≤ A) (hB : ∀ s ∈ Ioo l r, ‖a' s‖ ≤ B) | |
| (hm : m ≠ 0) (x : Fin (n+1) → ℝ) : | |
| HasDerivAt (fun s => Real.log (∫ z, Real.exp (m*F (x+a s*z)) | |
| ∂Measure.pi (fun _ : Fin (n+1) => gaussianReal 0 1))/m) | |
| (∑ i, a t i*a' t i * | |
| (tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+a t*z)) (fun z => H i (x+a t*z)) + m * | |
| tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+a t*z)) (fun z => (G i (x+a t*z))^2))) t := by | |
| let P := fun y => Real.exp (m*F y) | |
| let P₁ := fun i y => m*G i y*P y | |
| let P₂ := fun i y => (m*H i y + m^2*(G i y)^2)*P y | |
| let ν := Measure.pi (fun _ : Fin (n+1) => gaussianReal 0 1) | |
| have hν : ExponentialIncrement ν := exponentialIncrement_gaussian (fun _ => 1) | |
| have hP : ExpNormBounded P := ExpNormBounded.exp_lipschitz hF m | |
| have hB₁ (i) : BddSmooth 0 (fun y => m*G i y) := (hG i).const_mul m | |
| have hB₂ (i) : BddSmooth 0 (fun y => m*H i y + m^2*(G i y)^2) := by | |
| simpa only [pow_two] using ((hH i).const_mul m).add (((hG i).mul (hG i)).const_mul (m*m)) | |
| have hdP (y v : Fin (n+1) → ℝ) (s : ℝ) : | |
| HasDerivAt (fun r : ℝ => P (y+r • v)) (∑ i, v i*P₁ i (y+s • v)) s := by | |
| apply (((hd y v s).const_mul m).exp).congr_deriv | |
| dsimp [P₁,P] | |
| rw [Finset.mul_sum, Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| ring | |
| have hdP₁ (i) (y : Fin (n+1) → ℝ) (s : ℝ) : | |
| HasDerivAt (fun r : ℝ => P₁ i (y+r • Pi.single i 1)) | |
| (P₂ i (y+s • Pi.single i 1)) s := by | |
| have hp := hdP y (Pi.single i 1) s | |
| simp only [Pi.single_apply, ite_mul, one_mul, zero_mul, Finset.sum_ite_eq', Finset.mem_univ, ite_true] at hp | |
| apply (((hd₁ i y s).const_mul m).mul hp).congr_deriv | |
| dsimp [P₂,P₁] | |
| ring | |
| have hs (i) : (∫ z, z i*P₁ i (x+a t*z) ∂ν) = | |
| a t i*∫ z, P₂ i (x+a t*z) ∂ν := | |
| standardGaussianVector_diagonal_stein i (hP.bdd_mul (hB₁ i)) | |
| (hP.bdd_mul (hB₂ i)) (hdP₁ i) x (a t) | |
| have h := hasDerivAt_integral_exp_scaledSource hν hF (fun i => (hG i).continuous) | |
| hd ht ha hA hB m x | |
| have hp : 0 < ∫ z, P (x+a t*z) ∂ν := partition_pos m (hP.diagonal_integrable hν x _) | |
| have hGs (i) : BddSmooth 0 (fun y => (G i y)^2) := by | |
| simpa only [pow_two] using (hG i).mul (hG i) | |
| have hiH (i) : Integrable (fun z => H i (x+a t*z)*P (x+a t*z)) ν := | |
| (hP.bdd_mul (hH i)).diagonal_integrable hν x _ | |
| have hiGs (i) : Integrable (fun z => (G i (x+a t*z))^2*P (x+a t*z)) ν := | |
| (hP.bdd_mul (hGs i)).diagonal_integrable hν x _ | |
| have he (i) : (∫ z, P₂ i (x+a t*z) ∂ν) = | |
| m*(∫ z, H i (x+a t*z)*P (x+a t*z) ∂ν) + | |
| m^2*(∫ z, (G i (x+a t*z))^2*P (x+a t*z) ∂ν) := by | |
| rw [← integral_const_mul, ← integral_const_mul, | |
| ← integral_add ((hiH i).const_mul m) ((hiGs i).const_mul (m^2))] | |
| apply integral_congr_ae | |
| exact Eventually.of_forall fun z => by dsimp [P₂]; ring | |
| have he' : (∫ z, m*(∑ i, (a' t*z) i*G i (x+a t*z))*P (x+a t*z) ∂ν) = | |
| ∑ i, a' t i*(∫ z, z i*P₁ i (x+a t*z) ∂ν) := by | |
| simp_rw [← integral_const_mul] | |
| rw [← integral_finsetSum _ (fun i _ => | |
| ((hP.bdd_mul (hB₁ i)).diagonal_coord_integrable (fun _ => 1) x (a t) i).const_mul (a' t i))] | |
| apply integral_congr_ae | |
| exact Eventually.of_forall fun z => by | |
| dsimp only | |
| rw [Finset.mul_sum,Finset.sum_mul] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| dsimp [P₁] | |
| ring | |
| apply ((h.log hp.ne').div_const m).congr_deriv | |
| change ((∫ z, m*(∑ i, (a' t*z) i*G i (x+a t*z))*P (x+a t*z) ∂ν)/ | |
| (∫ z, P (x+a t*z) ∂ν))/m = _ | |
| rw [he',Finset.sum_div,Finset.sum_div] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| rw [hs,he] | |
| simp only [tiltedMean] | |
| dsimp [P,ν] at * | |
| field_simp | |
| end SKFluctuations.GaussianCalculus | |
| namespace SKFluctuations.GaussianCalculus | |
| open MeasureTheory ProbabilityTheory Filter Set Hierarchy | |
| open scoped Topology NNReal BigOperators | |
| theorem hasDerivAt_signed_variance_continuation {n : ℕ} | |
| {F : (Fin (n+1) → ℝ) → ℝ} {G H : Fin (n+1) → (Fin (n+1) → ℝ) → ℝ} {C : ℝ≥0} | |
| (hF : LipschitzWith C F) (hG : ∀ i, BddSmooth 0 (G i)) (hH : ∀ i, BddSmooth 0 (H i)) | |
| (hd : ∀ x v t, HasDerivAt (fun s : ℝ => F (x+s • v)) | |
| (∑ i, v i*G i (x+t • v)) t) | |
| (hd₁ : ∀ i x t, HasDerivAt (fun s : ℝ => G i (x+s • Pi.single i 1)) | |
| (H i (x+t • Pi.single i 1)) t) | |
| (q d : Fin (n+1) → ℝ) {t m : ℝ} (ht : ∀ i, 0 < q i+t*d i) (hm : m ≠ 0) | |
| (x : Fin (n+1) → ℝ) : | |
| HasDerivAt (fun s => Real.log (∫ z, Real.exp (m*F (x+(fun i => Real.sqrt (q i+s*d i))*z)) | |
| ∂Measure.pi (fun _ : Fin (n+1) => gaussianReal 0 1))/m) | |
| (∑ i, (d i/2) * | |
| (tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+(fun i => Real.sqrt (q i+t*d i))*z)) | |
| (fun z => H i (x+(fun i => Real.sqrt (q i+t*d i))*z)) + m * | |
| tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+(fun i => Real.sqrt (q i+t*d i))*z)) | |
| (fun z => (G i (x+(fun i => Real.sqrt (q i+t*d i))*z))^2))) t := by | |
| let a := fun s i => Real.sqrt (q i+s*d i) | |
| let a' := fun s i => d i/(2*Real.sqrt (q i+s*d i)) | |
| have ha : Continuous a := continuous_pi fun i => (continuous_const.add (continuous_id.mul continuous_const)).sqrt | |
| have ha' : ContinuousAt a' t := continuousAt_pi.mpr fun i => | |
| continuousAt_const.div (continuousAt_const.mul | |
| (continuousAt_const.add (continuousAt_id.mul continuousAt_const)).sqrt) | |
| (mul_ne_zero (by norm_num) (Real.sqrt_ne_zero'.mpr (ht i))) | |
| have hp : ∀ᶠ s in 𝓝 t, ∀ i, 0 < q i+s*d i := by | |
| rw [eventually_all] | |
| intro i | |
| exact (continuousAt_const.add (continuousAt_id.mul continuousAt_const)).eventually | |
| (eventually_gt_nhds (ht i)) | |
| have hA : ∀ᶠ s in 𝓝 t, ‖a s‖ ≤ ‖a t‖+1 := | |
| (ha.continuousAt.norm.eventually (eventually_lt_nhds (lt_add_one _))).mono fun _ h => h.le | |
| have hB : ∀ᶠ s in 𝓝 t, ‖a' s‖ ≤ ‖a' t‖+1 := | |
| (ha'.norm.eventually (eventually_lt_nhds (lt_add_one _))).mono fun _ h => h.le | |
| obtain ⟨l,r,htr,hlr⟩ := (hp.and (hA.and hB)).exists_Ioo_subset | |
| have haD (s) (hs : s ∈ Ioo l r) : HasDerivAt a (a' s) s := by | |
| apply hasDerivAt_pi.mpr | |
| intro i | |
| simpa only [a, a', id_eq, one_mul] using | |
| (((hasDerivAt_id s).mul_const (d i)).const_add (q i)).sqrt ((hlr hs).1 i).ne' | |
| have hh := hasDerivAt_diagonal_heat_continuation hF hG hH hd hd₁ htr haD | |
| (fun s hs => (hlr hs).2.1) (fun s hs => (hlr hs).2.2) hm x | |
| apply hh.congr_deriv | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| dsimp [a,a'] | |
| rw [show Real.sqrt (q i+t*d i)*(d i/(2*Real.sqrt (q i+t*d i))) = d i/2 by | |
| field_simp [Real.sqrt_ne_zero'.mpr (ht i)]] | |
| end SKFluctuations.GaussianCalculus | |
| namespace SKFluctuations.Hierarchy | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped Topology NNReal BigOperators | |
| variable {ι : Type*} [Fintype ι] | |
| theorem integral_diagonalGaussian (q : ι → ℝ≥0) {f : (ι → ℝ) → ℝ} (hf : Continuous f) : | |
| (∫ z, f (fun i => Real.sqrt (q i)*z i) ∂Measure.pi fun _ : ι => gaussianReal 0 1) = | |
| ∫ z, f z ∂Measure.pi fun i => gaussianReal 0 (q i) := by | |
| have hh := integral_map_of_stronglyMeasurable (μ := Measure.pi fun _ : ι => gaussianReal 0 1) | |
| (diagonalDriver q).measurable hf.stronglyMeasurable | |
| change (∫ z, f z ∂linearGaussian (diagonalDriver q) 1) = _ at hh | |
| rw [linearGaussian_diagonal] at hh | |
| exact hh.symm | |
| noncomputable def varianceContinuation (m : ℝ) (F : (ι → ℝ) → ℝ) (q : ι → ℝ) : (ι → ℝ) → ℝ := | |
| shiftedContinuation (Measure.pi fun i => gaussianReal 0 (Real.toNNReal (q i))) m F | |
| noncomputable def varianceTest (m : ℝ) (F A : (ι → ℝ) → ℝ) (q : ι → ℝ) : (ι → ℝ) → ℝ := | |
| shiftedMean (Measure.pi fun i => gaussianReal 0 (Real.toNNReal (q i))) m F A | |
| theorem varianceContinuation_eq {F : (ι → ℝ) → ℝ} (hF : Continuous F) | |
| (m : ℝ) {q : ι → ℝ} (hq : ∀ i, 0 ≤ q i) (x : ι → ℝ) : | |
| varianceContinuation m F q x = Real.log (∫ z, Real.exp (m*F (x+(fun i => Real.sqrt (q i))*z)) | |
| ∂Measure.pi fun _ : ι => gaussianReal 0 1)/m := by | |
| have hi := integral_diagonalGaussian (fun i => Real.toNNReal (q i)) | |
| (f := fun z => Real.exp (m*F (x+z))) (by fun_prop) | |
| simp only [Real.coe_toNNReal _ (hq _)] at hi | |
| exact congrArg (fun z => Real.log z/m) hi.symm | |
| theorem varianceTest_eq {F A : (ι → ℝ) → ℝ} (hF : Continuous F) (hA : Continuous A) | |
| (m : ℝ) {q : ι → ℝ} (hq : ∀ i, 0 ≤ q i) (x : ι → ℝ) : | |
| varianceTest m F A q x = tiltedMean (Measure.pi fun _ : ι => gaussianReal 0 1) m | |
| (fun z => F (x+(fun i => Real.sqrt (q i))*z)) (fun z => A (x+(fun i => Real.sqrt (q i))*z)) := by | |
| have hn := integral_diagonalGaussian (fun i => Real.toNNReal (q i)) | |
| (f := fun z => A (x+z)*Real.exp (m*F (x+z))) (by fun_prop) | |
| have hd := integral_diagonalGaussian (fun i => Real.toNNReal (q i)) | |
| (f := fun z => Real.exp (m*F (x+z))) (by fun_prop) | |
| simp only [Real.coe_toNNReal _ (hq _)] at hn hd | |
| exact congrArg₂ (· / ·) hn.symm hd.symm | |
| end SKFluctuations.Hierarchy | |
| namespace SKFluctuations.Hierarchy | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped Topology NNReal BigOperators | |
| variable {ι : Type*} [Fintype ι] | |
| noncomputable def signedVarianceDerivative (m : ℝ) (F : (ι → ℝ) → ℝ) | |
| (G H : ι → (ι → ℝ) → ℝ) (d q : ι → ℝ) (x : ι → ℝ) : ℝ := | |
| ∑ i, (d i/2)*(varianceTest m F (H i) q x + m*varianceTest m F (fun y => (G i y)^2) q x) | |
| theorem parametric_signed_variance {n : ℕ} | |
| {F : (Fin (n+1) → ℝ) → ℝ} {G H : Fin (n+1) → (Fin (n+1) → ℝ) → ℝ} {C : ℝ≥0} | |
| (hF : LipschitzWith C F) (hG : ∀ i, BddSmooth 0 (G i)) (hH : ∀ i, BddSmooth 0 (H i)) | |
| (hd : ∀ x v t, HasDerivAt (fun s : ℝ => F (x+s • v)) | |
| (∑ i, v i*G i (x+t • v)) t) | |
| (hd₁ : ∀ i x t, HasDerivAt (fun s : ℝ => G i (x+s • Pi.single i 1)) | |
| (H i (x+t • Pi.single i 1)) t) | |
| (q d : Fin (n+1) → ℝ) {m : ℝ} (hm : 0 < m) : | |
| ∃ K, ∀ l r, (∀ t ∈ Ioo l r, ∀ i, 0 < q i+t*d i) → | |
| ParametricRegular l r K | |
| (fun t => varianceContinuation m F (fun i => q i+t*d i)) | |
| (fun t => signedVarianceDerivative m F G H d (fun i => q i+t*d i)) := by | |
| have hGs (i) : BddSmooth 0 (fun y => (G i y)^2) := by | |
| simpa only [pow_two] using (hG i).mul (hG i) | |
| choose BH hBH bH using fun i => (hH i).bound | |
| choose BG hBG bG using fun i => (hGs i).bound | |
| let K : ℝ := ∑ i, (|d i|/2)*(BH i+m*BG i) | |
| have hK : 0 ≤ K := Finset.sum_nonneg fun i _ => | |
| mul_nonneg (div_nonneg (abs_nonneg _) (by norm_num)) | |
| (add_nonneg (hBH i) (mul_nonneg hm.le (hBG i))) | |
| have hi (t : ℝ) (x : Fin (n+1) → ℝ) : | |
| Integrable (fun z => Real.exp (m*F (x+z))) | |
| (Measure.pi fun i => gaussianReal 0 (Real.toNNReal (q i+t*d i))) := | |
| (exponentialIncrement_gaussian _).integrable_shift hF m x | |
| refine ⟨K, fun l r hq => ⟨hK, ?_, ?_, ?_, ?_⟩⟩ | |
| · intro t _ | |
| exact ⟨C,lipschitzWith_shiftedContinuation hF hm (hi t)⟩ | |
| · intro t _ | |
| exact continuous_finsetSum _ fun i _ => | |
| ((continuous_shiftedMean hF (hH i).continuous (hBH i) (bH i) (hi t)).add | |
| ((continuous_shiftedMean hF (hGs i).continuous (hBG i) (bG i) (hi t)).const_mul m)).const_mul (d i/2) | |
| · intro t _ x | |
| have hBH' (i) : |varianceTest m F (H i) (fun i => q i+t*d i) x| ≤ BH i := | |
| abs_tiltedMean_le ((hH i).continuous.comp (continuous_const.add continuous_id)).measurable | |
| (hi t x) (fun z => bH i (x+z)) | |
| have hBG' (i) : |varianceTest m F (fun y => (G i y)^2) (fun i => q i+t*d i) x| ≤ BG i := | |
| abs_tiltedMean_le ((hGs i).continuous.comp (continuous_const.add continuous_id)).measurable | |
| (hi t x) (fun z => bG i (x+z)) | |
| apply (Finset.abs_sum_le_sum_abs _ _).trans | |
| apply Finset.sum_le_sum | |
| intro i _ | |
| rw [abs_mul,abs_div,abs_of_pos (by norm_num : (0:ℝ) < 2)] | |
| apply mul_le_mul_of_nonneg_left _ (by positivity) | |
| apply (abs_add_le _ _).trans | |
| rw [abs_mul,abs_of_pos hm] | |
| exact add_le_add (hBH' i) (mul_le_mul_of_nonneg_left (hBG' i) hm.le) | |
| · intro t ht x | |
| have hh := GaussianCalculus.hasDerivAt_signed_variance_continuation hF hG hH hd hd₁ q d | |
| (hq t ht) hm.ne' x | |
| have he : (fun s => varianceContinuation m F (fun i => q i+s*d i) x) =ᶠ[𝓝 t] | |
| (fun s => Real.log (∫ z, Real.exp (m*F (x+(fun i => Real.sqrt (q i+s*d i))*z)) | |
| ∂Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1)/m) := by | |
| filter_upwards [Ioo_mem_nhds ht.1 ht.2] with s hs | |
| exact varianceContinuation_eq hF.continuous m (fun i => (hq s hs i).le) x | |
| have hde : signedVarianceDerivative m F G H d (fun i => q i+t*d i) x = | |
| (∑ i, (d i/2)*(tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+(fun i => Real.sqrt (q i+t*d i))*z)) | |
| (fun z => H i (x+(fun i => Real.sqrt (q i+t*d i))*z)) + m* | |
| tiltedMean (Measure.pi fun _ : Fin (n+1) => gaussianReal 0 1) m | |
| (fun z => F (x+(fun i => Real.sqrt (q i+t*d i))*z)) | |
| (fun z => (G i (x+(fun i => Real.sqrt (q i+t*d i))*z))^2))) := by | |
| simp only [signedVarianceDerivative,varianceTest_eq hF.continuous (hH _).continuous m | |
| (fun i => (hq t ht i).le),varianceTest_eq hF.continuous (hGs _).continuous m | |
| (fun i => (hq t ht i).le)] | |
| rw [hde] | |
| exact hh.congr_of_eventuallyEq he | |
| end SKFluctuations.Hierarchy | |
| namespace SKFluctuations.Hierarchy | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped Topology NNReal BigOperators | |
| variable {ι S : Type*} [Fintype ι] [Fintype S] [Nonempty S] | |
| noncomputable def hierarchyAtom (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) | |
| (steps : List (GaussianStep ι)) (σ : S) (x : ι → ℝ) : ℝ := by | |
| classical | |
| exact gaussianHierarchyMean w φ (fun τ => if τ = σ then 1 else 0) steps x | |
| theorem hierarchyAtom_nonneg {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (σ : S) (x : ι → ℝ) : | |
| 0 ≤ hierarchyAtom w φ steps σ x := by | |
| classical | |
| exact gaussianHierarchyMean_nonneg hw φ (fun τ => by split_ifs <;> norm_num) steps ha x | |
| theorem hierarchyAtom_smooth {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (σ : S) (r : ℕ) : | |
| BddSmooth r (hierarchyAtom w φ steps σ) := | |
| gaussianHierarchyMean_smooth hw φ _ steps ha r | |
| theorem gaussianHierarchyMean_atoms {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (A : S → ℝ) (x : ι → ℝ) : | |
| gaussianHierarchyMean w φ A steps x = ∑ σ, A σ*hierarchyAtom w φ steps σ x := by | |
| classical | |
| have he : A = fun τ => ∑ σ, A σ*(if τ = σ then 1 else 0) := by | |
| funext τ | |
| simp | |
| conv_lhs => rw [he] | |
| rw [gaussianHierarchyMean_sum hw φ steps ha] | |
| apply Finset.sum_congr rfl | |
| intro σ _ | |
| exact congrFun (gaussianHierarchyMean_const_mul_ordered hw φ _ steps ha (A σ)) x | |
| theorem hierarchyAtom_sum {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| ∑ σ, hierarchyAtom w φ steps σ x = 1 := by | |
| have h := gaussianHierarchyMean_atoms hw φ steps ha (fun _ => 1) x | |
| rw [gaussianHierarchyMean_const hw φ steps ha] at h | |
| simpa only [one_mul] using h.symm | |
| noncomputable def hierarchyPairMean (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) | |
| (K : S → S → ℝ) (steps : List (GaussianStep ι)) (x : ι → ℝ) : ℝ := | |
| ∑ σ, ∑ τ, (hierarchyAtom w φ steps σ x*hierarchyAtom w φ steps τ x)*K σ τ | |
| theorem hierarchyPairMean_smooth {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (r : ℕ) : | |
| BddSmooth r (hierarchyPairMean w φ K steps) := by | |
| apply BddSmooth.sum Finset.univ | |
| intro σ _ | |
| apply BddSmooth.sum Finset.univ | |
| intro τ _ | |
| simpa only [mul_comm (K σ τ)] using | |
| ((hierarchyAtom_smooth hw φ steps ha σ r).mul | |
| (hierarchyAtom_smooth hw φ steps ha τ r)).const_mul (K σ τ) | |
| theorem hierarchyPairMean_const {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (c : ℝ) (x : ι → ℝ) : | |
| hierarchyPairMean w φ (fun _ _ => c) steps x = c := by | |
| unfold hierarchyPairMean | |
| simp_rw [← Finset.sum_mul,← Finset.mul_sum,hierarchyAtom_sum hw φ steps ha] | |
| simp only [mul_one,hierarchyAtom_sum hw φ steps ha] | |
| ring | |
| theorem hierarchyPairMean_mono {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) {K L : S → S → ℝ} (hKL : ∀ σ τ, K σ τ ≤ L σ τ) | |
| (steps : List (GaussianStep ι)) {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| hierarchyPairMean w φ K steps x ≤ hierarchyPairMean w φ L steps x := by | |
| apply Finset.sum_le_sum | |
| intro σ _ | |
| apply Finset.sum_le_sum | |
| intro τ _ | |
| exact mul_le_mul_of_nonneg_left (hKL σ τ) (mul_nonneg | |
| (hierarchyAtom_nonneg hw φ steps ha σ x) (hierarchyAtom_nonneg hw φ steps ha τ x)) | |
| omit [Nonempty S] in | |
| theorem hierarchyPairMean_linear (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) | |
| (K L : S → S → ℝ) (steps : List (GaussianStep ι)) (c d : ℝ) (x : ι → ℝ) : | |
| hierarchyPairMean w φ (fun σ τ => c*K σ τ+d*L σ τ) steps x = | |
| c*hierarchyPairMean w φ K steps x+d*hierarchyPairMean w φ L steps x := by | |
| unfold hierarchyPairMean | |
| simp_rw [mul_add,Finset.sum_add_distrib,← mul_assoc] | |
| simp_rw [mul_comm _ c,mul_comm _ d,mul_assoc,← Finset.mul_sum] | |
| theorem hierarchyPairMean_product {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (A B : S → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| hierarchyPairMean w φ (fun σ τ => A σ*B τ) steps x = | |
| gaussianHierarchyMean w φ A steps x*gaussianHierarchyMean w φ B steps x := by | |
| rw [gaussianHierarchyMean_atoms hw φ steps ha,gaussianHierarchyMean_atoms hw φ steps ha, | |
| Finset.sum_mul] | |
| simp_rw [Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro σ _ | |
| apply Finset.sum_congr rfl | |
| intro τ _ | |
| ring | |
| noncomputable def kernelPenalty (w : S → ℝ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) | |
| (K : S → S → ℝ) : ℝ → List (GaussianStep ι) → (ι → ℝ) → ℝ | |
| | a, [] => fun x => (1-a)*hierarchyPairMean w φ K [] x | |
| | a, (m,q)::tail => fun x => (m-a)*hierarchyPairMean w φ K ((m,q)::tail) x+ | |
| shiftedMean (Measure.pi fun i => gaussianReal 0 (q i)) m (gaussianHierarchy w φ tail) | |
| (kernelPenalty w φ K m tail) x | |
| theorem kernelPenalty_smooth {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (r : ℕ) : | |
| BddSmooth r (kernelPenalty w φ K a steps) := by | |
| induction steps generalizing a with | |
| | nil => exact (hierarchyPairMean_smooth hw φ K [] ha r).const_mul (1-a) | |
| | cons st tail ih => | |
| rcases st with ⟨m,q⟩ | |
| exact ((hierarchyPairMean_smooth hw φ K ((m,q)::tail) ha r).const_mul (m-a)).add | |
| ((ih ha.2.2.2).shiftedMean (gaussianHierarchy_regular hw φ tail ha.2.2.2 r) | |
| (gaussianHierarchy_integrable hw φ tail ha.2.2.2 m q)) | |
| theorem kernelPenalty_const {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (c : ℝ) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun _ _ => c) a steps x = (1-a)*c := by | |
| induction steps generalizing a x with | |
| | nil => simp only [kernelPenalty,hierarchyPairMean_const hw φ [] ha] | |
| | cons st tail ih => | |
| rcases st with ⟨m,q⟩ | |
| simp only [kernelPenalty,hierarchyPairMean_const hw φ ((m,q)::tail) ha] | |
| rw [funext (ih ha.2.2.2)] | |
| rw [shiftedMean_const _ (gaussianHierarchy_integrable hw φ tail ha.2.2.2 m q x)] | |
| ring | |
| theorem kernelPenalty_mono {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) {K L : S → S → ℝ} (hKL : ∀ σ τ, K σ τ ≤ L σ τ) | |
| (steps : List (GaussianStep ι)) {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| kernelPenalty w φ K a steps x ≤ kernelPenalty w φ L a steps x := by | |
| induction steps generalizing a x with | |
| | nil => | |
| exact mul_le_mul_of_nonneg_left (hierarchyPairMean_mono hw φ hKL [] ha x) | |
| (sub_nonneg.mpr ha.2) | |
| | cons st tail ih => | |
| rcases st with ⟨m,q⟩ | |
| exact add_le_add (mul_le_mul_of_nonneg_left (hierarchyPairMean_mono hw φ hKL _ ha x) | |
| (sub_nonneg.mpr ha.2.1)) | |
| (shiftedMean_mono (kernelPenalty_smooth hw φ K tail ha.2.2.2 0) | |
| (kernelPenalty_smooth hw φ L tail ha.2.2.2 0) (fun y => ih ha.2.2.2 y) | |
| (gaussianHierarchy_integrable hw φ tail ha.2.2.2 m q x)) | |
| theorem kernelPenalty_linear {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K L : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (c d : ℝ) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun σ τ => c*K σ τ+d*L σ τ) a steps x = | |
| c*kernelPenalty w φ K a steps x+d*kernelPenalty w φ L a steps x := by | |
| induction steps generalizing a x with | |
| | nil => simp only [kernelPenalty,hierarchyPairMean_linear]; ring | |
| | cons st tail ih => | |
| rcases st with ⟨m,q⟩ | |
| simp only [kernelPenalty,hierarchyPairMean_linear] | |
| rw [funext (ih ha.2.2.2)] | |
| rw [shiftedMean_add ((kernelPenalty_smooth hw φ K tail ha.2.2.2 0).const_mul c) | |
| ((kernelPenalty_smooth hw φ L tail ha.2.2.2 0).const_mul d) | |
| (gaussianHierarchy_integrable hw φ tail ha.2.2.2 m q x),shiftedMean_const_mul, | |
| shiftedMean_const_mul] | |
| ring | |
| theorem kernelPenalty_rankOne {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (v : ι → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun σ τ => φ σ v*φ τ v) a steps x = hierarchyPenalty w φ v a steps x := by | |
| induction steps generalizing a x with | |
| | nil => simp only [kernelPenalty,hierarchyPenalty,hierarchyPairMean_product hw φ _ _ [] ha,pow_two] | |
| | cons st tail ih => | |
| rcases st with ⟨m,q⟩ | |
| simp only [kernelPenalty,hierarchyPenalty,hierarchyPairMean_product hw φ _ _ _ ha,pow_two] | |
| rw [funext (ih ha.2.2.2)] | |
| end SKFluctuations.Hierarchy | |
| namespace SKFluctuations.Hierarchy | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped Topology NNReal BigOperators | |
| variable {ι S : Type*} [Fintype ι] [Fintype S] [Nonempty S] | |
| theorem kernelPenalty_const_mul {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {a : ℝ} (ha : OrderedSteps a steps) (c : ℝ) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun σ τ => c*K σ τ) a steps x = c*kernelPenalty w φ K a steps x := by | |
| simpa only [zero_mul,add_zero] using kernelPenalty_linear hw φ K (fun _ _ => 0) steps ha c 0 x | |
| theorem kernelPenalty_sum {κ : Type*} {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K : κ → S → S → ℝ) (is : Finset κ) | |
| (steps : List (GaussianStep ι)) {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun σ τ => ∑ i ∈ is, K i σ τ) a steps x = | |
| ∑ i ∈ is, kernelPenalty w φ (K i) a steps x := by | |
| classical | |
| induction is using Finset.induction_on with | |
| | empty => simp only [Finset.sum_empty,kernelPenalty_const hw φ steps ha,mul_zero] | |
| | @insert i is hi ih => | |
| simp only [Finset.sum_insert hi] | |
| have he := kernelPenalty_linear hw φ (K i) (fun σ τ => ∑ j ∈ is, K j σ τ) steps ha 1 1 x | |
| simp only [one_mul] at he | |
| rw [he,ih] | |
| theorem kernelPenalty_weighted_features {κ : Type*} [Fintype κ] {w : S → ℝ} | |
| (hw : ∀ σ, 0 < w σ) (φ : S → (ι → ℝ) →L[ℝ] ℝ) (v : κ → ι → ℝ) | |
| (d : κ → ℝ) (steps : List (GaussianStep ι)) {a : ℝ} (ha : OrderedSteps a steps) (x : ι → ℝ) : | |
| kernelPenalty w φ (fun σ τ => ∑ i, d i*φ σ (v i)*φ τ (v i)) a steps x = | |
| ∑ i, d i*hierarchyPenalty w φ (v i) a steps x := by | |
| have he : (fun σ τ => ∑ i, d i*φ σ (v i)*φ τ (v i)) = | |
| fun σ τ => ∑ i, d i*(φ σ (v i)*φ τ (v i)) := by | |
| funext σ τ | |
| simp only [mul_assoc] | |
| rw [he,kernelPenalty_sum hw φ _ Finset.univ steps ha] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| rw [kernelPenalty_const_mul hw φ _ steps ha,kernelPenalty_rankOne hw φ _ steps ha] | |
| theorem kernelPenalty_lower_bound {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (K : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {a C : ℝ} (ha : OrderedSteps a steps) (hK : ∀ σ τ, -C ≤ K σ τ) (x : ι → ℝ) : | |
| -(1/2:ℝ)*kernelPenalty w φ K a steps x ≤ (1-a)*C/2 := by | |
| have hh := kernelPenalty_mono hw φ hK steps ha x | |
| rw [kernelPenalty_const hw φ steps ha] at hh | |
| linarith | |
| theorem kernelPenalty_chord {w : S → ℝ} (hw : ∀ σ, 0 < w σ) | |
| (φ : S → (ι → ℝ) →L[ℝ] ℝ) (R : S → S → ℝ) (steps : List (GaussianStep ι)) | |
| {m a : ℝ} (hm : OrderedSteps m steps) (ha : 0 < a) (c : ℝ) (x : ι → ℝ) : | |
| -(1/2:ℝ)*kernelPenalty w φ (fun σ τ => a/2*(R σ τ)^2-c*R σ τ) m steps x ≤ | |
| (1-m)*c^2/(4*a) := by | |
| have hK (σ τ) : -(c^2/(2*a)) ≤ a/2*(R σ τ)^2-c*R σ τ := by | |
| rw [← neg_div,div_le_iff₀ (show 0 < 2*a by positivity)] | |
| nlinarith [sq_nonneg (a*R σ τ-c)] | |
| have hh := kernelPenalty_lower_bound hw φ _ steps hm hK x | |
| convert hh using 1; ring | |
| theorem prefixTest_le_const {F A : (ι → ℝ) → ℝ} {C : ℝ≥0} | |
| (hF : LipschitzWith C F) (hA : BddSmooth 0 A) (front : List (GaussianStep ι)) | |
| (ho : ∀ st ∈ front, 0 < st.1) {B : ℝ} (hb : ∀ y, A y ≤ B) (x : ι → ℝ) : | |
| prefixTest front F A x ≤ B := by | |
| have hn : ∀ y, 0 ≤ B+(-1)*A y := fun y => by linarith [hb y] | |
| have hh := prefixTest_nonneg hF hn front ho x | |
| rw [prefixTest_affine hF hA front ho B (-1) x] at hh | |
| linarith | |
| theorem rootedPrefixTest_le_const {F A : (ι → ℝ) → ℝ} {C : ℝ≥0} | |
| (hF : LipschitzWith C F) (hA : BddSmooth 0 A) (front : List (GaussianStep ι)) | |
| (ho : ∀ st ∈ front, 0 < st.1) {B : ℝ} (hb : ∀ y, A y ≤ B) | |
| (q₀ : ι → ℝ≥0) (x : ι → ℝ) : | |
| zeroContinuation (Measure.pi fun i => gaussianReal 0 (q₀ i)) (prefixTest front F A) x ≤ B := by | |
| have hP := prefixTest_smooth0 hF hA front ho | |
| have hi : Integrable (fun z => prefixTest front F A (x+z)) | |
| (Measure.pi fun i => gaussianReal 0 (q₀ i)) := by | |
| obtain ⟨D,hD,hbD⟩ := hP.bound | |
| exact Integrable.of_bound (hP.continuous.comp (continuous_const.add continuous_id)).aestronglyMeasurable | |
| D (Filter.Eventually.of_forall fun z => by simpa only [Real.norm_eq_abs] using hbD (x+z)) | |
| have hh := integral_mono hi (integrable_const B) (fun z => prefixTest_le_const hF hA front ho hb (x+z)) | |
| simpa [zeroContinuation] using hh | |
| end SKFluctuations.Hierarchy | |
| namespace SKFluctuations | |
| open MeasureTheory ProbabilityTheory Hierarchy | |
| open scoped Topology NNReal BigOperators | |
| theorem orderedSK_kernel_chord (n : ℕ) (hn : 0 < n) {w : Spin n → ℝ} | |
| (hw : ∀ σ, 0 < w σ) (steps : List (GaussianStep (OrderedFeatureIndex n))) | |
| {m a : ℝ} (hm : OrderedSteps m steps) (ha : 0 < a) (c : ℝ) (x : OrderedFeatureIndex n → ℝ) : | |
| -(1/2:ℝ)*(∑ i : OrderedFeatureIndex n, Sum.elim (fun _ => -c) (fun _ => a) i* | |
| hierarchyPenalty w (orderedFeature n) (Pi.single i 1) m steps x) ≤ | |
| (n:ℝ)*(1-m)*c^2/(4*a) := by | |
| have he : (fun σ τ => ∑ i : OrderedFeatureIndex n, Sum.elim (fun _ => -c) (fun _ => a) i* | |
| orderedFeature n σ (Pi.single i 1)*orderedFeature n τ (Pi.single i 1)) = | |
| fun σ τ => (n:ℝ)*(a/2*(orderedOverlap n σ τ)^2-c*orderedOverlap n σ τ) := by | |
| funext σ τ | |
| simp only [orderedFeature_single] | |
| rw [orderedCovariance n hn] | |
| ring | |
| rw [← kernelPenalty_weighted_features hw (orderedFeature n) (fun i => Pi.single i 1) _ steps hm,he, | |
| kernelPenalty_const_mul hw (orderedFeature n) _ steps hm] | |
| have hh := mul_le_mul_of_nonneg_left (kernelPenalty_chord hw (orderedFeature n) | |
| (orderedOverlap n) steps hm ha c x) (Nat.cast_nonneg n) | |
| convert hh using 1 <;> first | rfl | ring | |
| end SKFluctuations | |
| namespace SKFluctuations | |
| open MeasureTheory ProbabilityTheory Hierarchy | |
| open scoped Topology NNReal BigOperators | |
| theorem orderedSK_kernel_chord_observed (n : ℕ) (hn : 0 < n) {w : Spin n → ℝ} | |
| (hw : ∀ σ, 0 < w σ) (steps front : List (GaussianStep (OrderedFeatureIndex n))) | |
| {m a : ℝ} (hm : OrderedSteps m steps) (ha : 0 < a) (c : ℝ) | |
| (hf : ∀ st ∈ front, 0 < st.1) (q₀ : OrderedFeatureIndex n → ℝ≥0) | |
| (x : OrderedFeatureIndex n → ℝ) : | |
| zeroContinuation (Measure.pi fun i => gaussianReal 0 (q₀ i)) | |
| (prefixTest front (gaussianHierarchy w (orderedFeature n) steps) | |
| (fun y => -(1/2:ℝ)*(∑ i : OrderedFeatureIndex n, | |
| Sum.elim (fun _ => -c) (fun _ => a) i* | |
| hierarchyPenalty w (orderedFeature n) (Pi.single i 1) m steps y))) x ≤ | |
| (n:ℝ)*(1-m)*c^2/(4*a) := by | |
| apply rootedPrefixTest_le_const (gaussianHierarchy_regular hw (orderedFeature n) steps hm 0).1.choose_spec | |
| ((BddSmooth.sum Finset.univ (fun i _ => | |
| (hierarchyPenalty_smooth hw (orderedFeature n) (Pi.single i 1) steps hm 0).const_mul | |
| (Sum.elim (fun _ => -c) (fun _ => a) i))).const_mul (-(1/2:ℝ))) front hf | |
| exact fun y => orderedSK_kernel_chord n hn hw steps hm ha c y | |
| end SKFluctuations | |
| end | |
| end OAI | |