import Mathlib import OAI.Computability.MinUncut.Encoding.UniformEncoding namespace OAI noncomputable section open MeasureTheory ProbabilityTheory open scoped RealInnerProductSpace NNReal namespace MinUncut.GaussianBudget lemma pdf_le_one {v : ℝ≥0} (hv : 1≤v) (x : ℝ) : gaussianPDFReal 0 v x≤1 := by have hvR : (1:ℝ)≤v := by exact_mod_cast hv have hs : 1≤Real.sqrt (2*Real.pi*(v:ℝ)) := by apply Real.le_sqrt_of_sq_le nlinarith [Real.pi_gt_three] have he : Real.exp (-(x-0)^2/(2*(v:ℝ))) ≤ 1 := Real.exp_le_one_iff.mpr (div_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr (sq_nonneg _)) (by positivity)) rw [gaussianPDFReal] exact (mul_le_mul_of_nonneg_left he (by positivity)).trans (by simpa using (one_div_le_one_div_of_le (by norm_num : (0:ℝ)<1) hs)) lemma small_ball {v : ℝ≥0} (hv : 1≤v) {r : ℝ} (hr : 0≤r) : (gaussianReal 0 v).real {x : ℝ | |x|≤r} ≤ 2*r := by have hv0 : v≠0 := by linarith have he : {x : ℝ | |x|≤r}=Set.Icc (-r) r := by ext x; simp only [Set.mem_ofPred_eq,Set.mem_Icc,abs_le] rw [he,Measure.real,gaussianReal_apply_eq_integral 0 hv0] rw [ENNReal.toReal_ofReal (integral_nonneg (fun x => gaussianPDFReal_nonneg 0 v x))] calc _ ≤ ∫ _ : ℝ in Set.Icc (-r) r, (1:ℝ) := integral_mono (integrable_gaussianPDFReal 0 v).integrableOn (integrable_const 1) (fun x => pdf_le_one hv x) _ = 2*r := by simp only [setIntegral_const,smul_eq_mul,mul_one,Real.volume_real_Icc]; rw [max_eq_left (by linarith)]; ring def betweenIndicator (x y : ℝ) : ℝ := if |x|≤|y| then 1 else 0 lemma between_measurable : Measurable (fun p : ℝ×ℝ => betweenIndicator p.1 p.2) := by unfold betweenIndicator exact Measurable.ite (measurableSet_le (by fun_prop) (by fun_prop)) measurable_const measurable_const lemma between_integrable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsFiniteMeasure μ] {X Y : Ω → ℝ} (hX : Measurable X) (hY : Measurable Y) : Integrable (fun ω => betweenIndicator (X ω) (Y ω)) μ := by apply Integrable.of_bound (between_measurable.comp (hX.prodMk hY)).aestronglyMeasurable 1 filter_upwards [] with x change |betweenIndicator (X x) (Y x)|≤1 unfold betweenIndicator split_ifs <;> norm_num lemma integral_between {v : ℝ≥0} (hv : 1≤v) (y : ℝ) : (∫ x, betweenIndicator x y ∂gaussianReal 0 v) ≤ 2*|y| := by have he : (fun x => betweenIndicator x y) = Set.indicator {x : ℝ | |x|≤|y|} (fun _ => (1:ℝ)) := by ext x; simp only [betweenIndicator,Set.indicator_apply,Set.mem_ofPred_eq] rw [he,integral_indicator (measurableSet_le (by fun_prop) measurable_const),setIntegral_const] simpa using small_ball hv (abs_nonneg y) lemma independent_small_ball {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {X Y : Ω→ℝ} (hX : Measurable X) (hY : Measurable Y) (hYI : Integrable Y μ) (hXY : IndepFun X Y μ) {v : ℝ≥0} (hv : 1≤v) (hlaw : μ.map X=gaussianReal 0 v) : (∫ ω, betweenIndicator (X ω) (Y ω) ∂μ) ≤ 2*(∫ ω, |Y ω| ∂μ) := by have hmap := hXY.map_prod_eq_prod_map_map hX.aemeasurable hY.aemeasurable have hi : Integrable (fun p : ℝ×ℝ => betweenIndicator p.1 p.2) ((μ.map X).prod (μ.map Y)) := between_integrable measurable_fst measurable_snd have he : (∫ ω, betweenIndicator (X ω) (Y ω) ∂μ) = ∫ y, ∫ x, betweenIndicator x y ∂(μ.map X) ∂(μ.map Y) := by rw [← integral_map (hX.prodMk hY).aemeasurable between_measurable.aestronglyMeasurable,hmap, integral_prod_symm _ hi] rw [he,hlaw] have hiY : Integrable (fun y : ℝ => 2*|y|) (μ.map Y) := by rw [integrable_map_measure (by fun_prop) hY.aemeasurable] exact hYI.abs.const_mul 2 have hiB : Integrable (fun y => ∫ x, betweenIndicator x y ∂gaussianReal 0 v) (μ.map Y) := by rw [hlaw] at hi exact hi.integral_prod_right calc _ ≤ ∫ y, 2*|y| ∂(μ.map Y) := integral_mono hiB hiY (integral_between hv) _ = _ := by rw [integral_const_mul,integral_map hY.aemeasurable (by fun_prop)] attribute [local instance] Classical.propDecidable def signFailure (x y : ℝ) : ℝ := if (0 ≤ x ↔ 0 ≤ y) then 0 else 1 lemma signFailure_range (x y : ℝ) : 0 ≤ signFailure x y ∧ signFailure x y ≤ 1 := by unfold signFailure split_ifs <;> norm_num lemma signFailure_measurable : Measurable (fun p : ℝ×ℝ => signFailure p.1 p.2) := by unfold signFailure apply Measurable.ite _ measurable_const measurable_const exact (measurableSet_le measurable_const measurable_fst).iff (measurableSet_le measurable_const measurable_snd) lemma signFailure_integrable {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsFiniteMeasure μ] {X Y : Ω → ℝ} (hX : Measurable X) (hY : Measurable Y) : Integrable (fun ω => signFailure (X ω) (Y ω)) μ := by apply Integrable.of_bound (signFailure_measurable.comp (hX.prodMk hY)).aestronglyMeasurable 1 filter_upwards [] with ω change ‖signFailure (X ω) (Y ω)‖ ≤ 1 rw [Real.norm_eq_abs,abs_of_nonneg (signFailure_range _ _).1] exact (signFailure_range _ _).2 lemma signFailure_add_le (x y : ℝ) : signFailure x (x+y) ≤ betweenIndicator x y := by unfold signFailure betweenIndicator split_ifs with h h' h' all_goals try norm_num exfalso apply h' have hh : (x < 0 ∧ 0 ≤ x+y) ∨ (0 ≤ x ∧ x+y < 0) := by by_cases hx : 0 ≤ x · right; refine ⟨hx,lt_of_not_ge ?_⟩; intro hy; exact h (iff_of_true hx hy) · left; refine ⟨lt_of_not_ge hx,?_⟩; by_contra hy; exact h (iff_of_false hx hy) rcases hh with hh|hh · rw [abs_of_neg hh.1,abs_of_nonneg (by linarith : 0 ≤ y)]; linarith · rw [abs_of_nonneg hh.1,abs_of_neg (by linarith : y < 0)]; linarith lemma signFailure_sumdiff_le (x y : ℝ) : signFailure x y ≤ betweenIndicator (x+y) (x-y) := by unfold signFailure betweenIndicator split_ifs with h h' h' all_goals try norm_num exfalso apply h' have hh : (x < 0 ∧ 0 ≤ y) ∨ (0 ≤ x ∧ y < 0) := by by_cases hx : 0 ≤ x · right; refine ⟨hx,lt_of_not_ge ?_⟩; intro hy; exact h (iff_of_true hx hy) · left; refine ⟨lt_of_not_ge hx,?_⟩; by_contra hy; exact h (iff_of_false hx hy) rcases hh with hh|hh · rw [abs_of_neg (by linarith : x-y < 0)] rw [abs_le]; constructor <;> linarith · rw [abs_of_nonneg (by linarith : 0 ≤ x-y)] rw [abs_le]; constructor <;> linarith lemma signFailure_triangle (x y z : ℝ) : signFailure x z ≤ signFailure x y+signFailure y z := by by_cases hx : 0 ≤ x <;> by_cases hy : 0 ≤ y <;> by_cases hz : 0 ≤ z <;> simp [signFailure,hx,hy,hz] lemma integral_abs_le_sqrt_sq {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {X : Ω → ℝ} (hX : MemLp X 2 μ) : (∫ ω, |X ω| ∂μ) ≤ Real.sqrt (∫ ω, X ω^2 ∂μ) := by have h := integral_mul_norm_le_Lp_mul_Lq (p := 2) (q := 2) (by rw [Real.holderConjugate_iff]; norm_num : (2:ℝ).HolderConjugate 2) (by simpa using hX) (by simpa using (memLp_const (1:ℝ) (p := 2) (μ := μ))) simpa only [Real.norm_eq_abs,abs_one,mul_one,Real.rpow_two,sq_abs, one_pow,integral_const,probReal_univ,one_smul,Real.one_rpow,← Real.sqrt_eq_rpow,Real.sqrt_one,mul_one] using h lemma independent_sign_add {Ω : Type*} [MeasurableSpace Ω] {μ : Measure Ω} [IsProbabilityMeasure μ] {X Y : Ω → ℝ} (hX : Measurable X) (hY : Measurable Y) (hy : MemLp Y 2 μ) (hXY : IndepFun X Y μ) {v : ℝ≥0} (hv : 1 ≤ v) (hlaw : μ.map X=gaussianReal 0 v) : (∫ ω, signFailure (X ω) (X ω+Y ω) ∂μ) ≤ 2*Real.sqrt (∫ ω, Y ω^2 ∂μ) := by calc _ ≤ ∫ ω, betweenIndicator (X ω) (Y ω) ∂μ := integral_mono (signFailure_integrable hX (hX.add hY)) (between_integrable hX hY) (fun ω => signFailure_add_le _ _) _ ≤ 2*(∫ ω, |Y ω| ∂μ) := independent_small_ball hX hY (hy.integrable (by norm_num)) hXY hv hlaw _ ≤ _ := mul_le_mul_of_nonneg_left (integral_abs_le_sqrt_sq hy) (by norm_num) variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] [FiniteDimensional ℝ E] lemma inner_hasGaussianLaw (v : E) : HasGaussianLaw (fun c : E => ⟪v,c⟫) (stdGaussian E) := by exact IsGaussian.hasGaussianLaw_id.map (innerSL ℝ v) lemma inner_law (v : E) : (stdGaussian E).map (fun c : E => ⟪v,c⟫) = gaussianReal 0 ⟨‖v‖^2,sq_nonneg _⟩ := by have h := (inner_hasGaussianLaw v).map_eq_gaussianReal have hm : (∫ c : E, ⟪v,c⟫ ∂stdGaussian E)=0 := integral_strongDual_stdGaussian (innerSL ℝ v) have hv : Var[fun c : E => ⟪v,c⟫;stdGaussian E]=‖v‖^2 := by change Var[⇑(innerSL ℝ v);stdGaussian E]=‖v‖^2 rw [variance_dual_stdGaussian,innerSL_apply_norm] rw [hm,hv] at h convert h using 2 congr 1 apply Subtype.ext simp lemma inner_second_moment (v : E) : (∫ c : E, ⟪v,c⟫^2 ∂stdGaussian E)=‖v‖^2 := by have h := variance_eq_sub (inner_hasGaussianLaw v).memLp_two have hm : (∫ c : E, ⟪v,c⟫ ∂stdGaussian E)=0 := integral_strongDual_stdGaussian (innerSL ℝ v) have hv : Var[fun c : E => ⟪v,c⟫;stdGaussian E]=‖v‖^2 := by change Var[⇑(innerSL ℝ v);stdGaussian E]=‖v‖^2 rw [variance_dual_stdGaussian,innerSL_apply_norm] simpa only [hm,hv,zero_pow (by norm_num : (2:ℕ) ≠ 0),sub_zero,Pi.pow_apply] using h.symm lemma orthogonal_indep {v w : E} (hvw : ⟪v,w⟫=0) : IndepFun (fun c : E => ⟪v,c⟫) (fun c : E => ⟪w,c⟫) (stdGaussian E) := by have hj : HasGaussianLaw (fun c : E => (⟪v,c⟫,⟪w,c⟫)) (stdGaussian E) := IsGaussian.hasGaussianLaw_id.map ((innerSL ℝ v).prod (innerSL ℝ w)) apply hj.indepFun_of_covariance_eq_zero rw [← covarianceBilin_apply_eq_cov IsGaussian.memLp_two_id,covarianceBilin_stdGaussian] exact hvw lemma sign_inner_le {v w : E} (hv : ‖v‖=1) (hw : ‖w‖=1) : (∫ c : E, signFailure ⟪v,c⟫ ⟪w,c⟫ ∂stdGaussian E) ≤ 2*‖v-w‖ := by by_cases hd : 1 ≤ ‖v-w‖ · have h := integral_mono (signFailure_integrable (μ := stdGaussian E) (X := fun c => ⟪v,c⟫) (Y := fun c => ⟪w,c⟫) (by fun_prop) (by fun_prop)) (integrable_const (1:ℝ)) (fun c : E => (signFailure_range ⟪v,c⟫ ⟪w,c⟫).2) simp only [integral_const,probReal_univ,one_smul] at h linarith have hd1 : ‖v-w‖ < 1 := lt_of_not_ge hd have horth : ⟪v+w,v-w⟫=0 := by simp only [inner_add_left,inner_sub_right,real_inner_self_eq_norm_sq,real_inner_comm w v,hv,hw] ring have hsum : (1:ℝ) ≤ ‖v+w‖^2 := by have h := parallelogram_law_with_norm ℝ v w simp only [hv,hw,one_pow] at h nlinarith [norm_nonneg (v-w)] have hh := independent_small_ball (μ := stdGaussian E) (X := fun c : E => ⟪v+w,c⟫) (Y := fun c : E => ⟪v-w,c⟫) (by fun_prop) (by fun_prop) (inner_hasGaussianLaw (v-w)).integrable (orthogonal_indep horth) (v := ⟨‖v+w‖^2,sq_nonneg _⟩) (by exact_mod_cast hsum) (inner_law _) have hi := integral_abs_le_sqrt_sq (inner_hasGaussianLaw (v-w)).memLp_two rw [inner_second_moment,Real.sqrt_sq (norm_nonneg _)] at hi have hb := integral_mono (signFailure_integrable (μ := stdGaussian E) (X := fun c => ⟪v,c⟫) (Y := fun c => ⟪w,c⟫) (by fun_prop) (by fun_prop)) (between_integrable (μ := stdGaussian E) (X := fun c => ⟪v+w,c⟫) (Y := fun c => ⟪v-w,c⟫) (by fun_prop) (by fun_prop)) (fun c => by simpa only [inner_add_left,inner_sub_left] using signFailure_sumdiff_le ⟪v,c⟫ ⟪w,c⟫) linarith open MeasureTheory ProbabilityTheory open scoped BigOperators RealInnerProductSpace variable {ι : Type*} [Fintype ι] def score (v c : ι → ℝ) : ℝ := ∑ i, v i*c i abbrev vector (v : ι → ℝ) : EuclideanSpace ℝ ι := WithLp.toLp 2 v lemma score_inner (v c : ι → ℝ) : score v c=⟪vector v,vector c⟫ := by simp [score,PiLp.inner_apply,vector,mul_comm] lemma toLp_preserving : MeasurePreserving (MeasurableEquiv.toLp 2 (ι → ℝ)) (Measure.pi (fun _ : ι => gaussianReal 0 1)) (stdGaussian (EuclideanSpace ℝ ι)) := ⟨(MeasurableEquiv.toLp 2 (ι → ℝ)).measurable,map_pi_eq_stdGaussian⟩ lemma integral_score_sign (v w : ι → ℝ) : (∫ c, signFailure (score v c) (score w c) ∂Measure.pi (fun _ : ι => gaussianReal 0 1)) = ∫ c : EuclideanSpace ℝ ι, signFailure ⟪vector v,c⟫ ⟪vector w,c⟫ ∂stdGaussian (EuclideanSpace ℝ ι) := by simpa only [score_inner,MeasurableEquiv.toLp_apply] using toLp_preserving.integral_comp (MeasurableEquiv.toLp 2 (ι → ℝ)).measurableEmbedding (fun c : EuclideanSpace ℝ ι => signFailure ⟪vector v,c⟫ ⟪vector w,c⟫) lemma sign_score_le {v w : ι → ℝ} (hv : ‖vector v‖=1) (hw : ‖vector w‖=1) : (∫ c, signFailure (score v c) (score w c) ∂Measure.pi (fun _ : ι => gaussianReal 0 1)) ≤ 2*‖vector v-vector w‖ := by rw [integral_score_sign] exact sign_inner_le hv hw lemma signFailure_mul_right {r : ℝ} (hr : 0 (coefficient j:ℝ)*v^(2*j)) (fun j _ => (show Continuous (fun v : ℝ => (coefficient j:ℝ)*v^(2*j)) by fun_prop).intervalIntegrable _ _)] simp_rw [intervalIntegral.integral_const_mul,integral_pow] unfold qIntegral primitive push_cast rw [← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro j _ ring lemma qIntegral_pos (r : ℕ) {a b : ℚ} (hab : a < b) : 0 < qIntegral r a b := by apply (Rat.cast_pos (K := ℝ)).mp rw [qIntegral_cast] have hab' : (a:ℝ) < b := by exact_mod_cast hab exact intervalIntegral.integral_pos hab' (continuous_density r).continuousOn (fun v _ => (density_positive r v).le) ⟨a,⟨le_rfl,hab'.le⟩,density_positive r a⟩ def endpoint (T : ℚ) (L i : ℕ) : ℚ := -T+2*T*i/L def midpoint (T : ℚ) (L i : ℕ) : ℚ := (endpoint T L i+endpoint T L (i+1))/2 def cellWeight (r : ℕ) (T : ℚ) (L : ℕ) (i : Fin L) : ℚ := qIntegral r (endpoint T L i) (endpoint T L (i+1))/qIntegral r (-T) T lemma endpoint_zero (T : ℚ) (L : ℕ) : endpoint T L 0 = -T := by simp [endpoint] lemma endpoint_end (T : ℚ) {L : ℕ} (hL : 0 < L) : endpoint T L L=T := by have hh : (L:ℚ) ≠ 0 := by exact_mod_cast hL.ne' unfold endpoint field_simp ring lemma endpoint_lt {T : ℚ} (hT : 0 < T) {L : ℕ} (hL : 0 < L) (i : ℕ) : endpoint T L i < endpoint T L (i+1) := by have hL' : (0:ℚ) < L := by exact_mod_cast hL unfold endpoint simp only [add_lt_add_iff_left,div_lt_div_iff_of_pos_right hL'] push_cast nlinarith lemma cellWeight_pos {T : ℚ} (hT : 0 < T) {L : ℕ} (hL : 0 < L) (r : ℕ) (i : Fin L) : 0 < cellWeight r T L i := by exact div_pos (qIntegral_pos r (endpoint_lt hT hL i)) (qIntegral_pos r (by linarith)) lemma sum_cellWeight {T : ℚ} (hT : 0 < T) {L : ℕ} (hL : 0 < L) (r : ℕ) : ∑ i : Fin L, cellWeight r T L i=1 := by have hden : qIntegral r (-T) T ≠ 0 := (qIntegral_pos r (by linarith)).ne' unfold cellWeight rw [← Finset.sum_div] rw [Fin.sum_univ_eq_sum_range (fun i : ℕ => qIntegral r (endpoint T L i) (endpoint T L (i+1)))] have he : (∑ i ∈ Finset.range L, qIntegral r (endpoint T L i) (endpoint T L (i+1)))= qIntegral r (-T) T := by unfold qIntegral rw [Finset.sum_range_sub (fun i => primitive r (endpoint T L i)),endpoint_zero,endpoint_end T hL] rw [he,div_self hden] open scoped BigOperators open Set MeasureTheory attribute [local instance] Classical.propDecidable lemma endpoint_mono {T : ℚ} (hT : 0 ≤ T) {L i j : ℕ} (hij : i ≤ j) : endpoint T L i ≤ endpoint T L j := by unfold endpoint apply add_le_add_right apply div_le_div_of_nonneg_right _ (Nat.cast_nonneg _) exact mul_le_mul_of_nonneg_left (by exact_mod_cast hij) (by positivity) def cell (T : ℚ) (L : ℕ) (i : Fin L) : Set ℝ := Ioc (endpoint T L i) (endpoint T L (i+1)) lemma cell_subset {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (i : Fin L) : cell T L i ⊆ Ioc (-(T:ℝ)) T := by apply Ioc_subset_Ioc · have hh := endpoint_mono hT (Nat.zero_le i.val) (L := L) rw [endpoint_zero] at hh exact_mod_cast hh · have hh := endpoint_mono hT (Nat.succ_le_of_lt i.isLt) (L := L) rw [endpoint_end T hL] at hh exact_mod_cast hh lemma exists_cell {T : ℚ} {L : ℕ} (hL : 0 < L) {x : ℝ} (hx : x ∈ Ioc (-(T:ℝ)) T) : ∃ i : Fin L, x ∈ cell T L i := by have hh := Ioc_subset_biUnion_Ioc L (fun i => (endpoint T L i:ℝ)) rw [endpoint_zero,endpoint_end T hL] at hh have hx' := hh (by simpa only [Rat.cast_neg] using hx) obtain ⟨i,hi,hx'⟩ := Set.mem_iUnion₂.mp hx' exact ⟨⟨i,Finset.mem_range.mp hi⟩,hx'⟩ lemma disjoint_cells {T : ℚ} (hT : 0 ≤ T) {L : ℕ} {i j : Fin L} (hij : i ≠ j) : Disjoint (cell T L i) (cell T L j) := by rcases lt_or_gt_of_ne hij with h|h · apply Set.Ioc_disjoint_Ioc_of_le exact_mod_cast endpoint_mono hT (show i.val+1 ≤ j.val by exact Nat.succ_le_of_lt h) (L := L) · apply Disjoint.symm apply Set.Ioc_disjoint_Ioc_of_le exact_mod_cast endpoint_mono hT (show j.val+1 ≤ i.val by exact Nat.succ_le_of_lt h) (L := L) lemma midpoint_distance {T : ℚ} {L : ℕ} (i : Fin L) {x : ℝ} (hx : x ∈ cell T L i) : |x-(midpoint T L i:ℝ)| ≤ (T:ℝ)/L := by have he : (endpoint T L (i.val+1):ℝ)-(endpoint T L i.val:ℝ)=2*((T:ℝ)/L) := by unfold endpoint push_cast ring have hm : (midpoint T L i:ℝ)=((endpoint T L i:ℝ)+(endpoint T L (i.val+1):ℝ))/2 := by unfold midpoint push_cast rfl rw [hm] exact abs_le.mpr ⟨by linarith [hx.1],by linarith [hx.2]⟩ variable {ι : Type*} [Fintype ι] def cube (T : ℚ) : Set (ι → ℝ) := Set.pi Set.univ (fun _ => Ioc (-(T:ℝ)) T) def cubeCell (T : ℚ) (L : ℕ) (j : ι → Fin L) : Set (ι → ℝ) := Set.pi Set.univ (fun i => cell T L (j i)) def gridPoint (T : ℚ) (L : ℕ) (j : ι → Fin L) : ι → ℝ := fun i => midpoint T L (j i) lemma cubeCell_measurable (T : ℚ) (L : ℕ) (j : ι → Fin L) : MeasurableSet (cubeCell T L j) := MeasurableSet.pi (Set.to_countable _) (fun _ _ => measurableSet_Ioc) lemma cube_measurable (T : ℚ) : MeasurableSet (cube (ι := ι) T) := MeasurableSet.pi (Set.to_countable _) (fun _ _ => measurableSet_Ioc) omit [Fintype ι] in lemma cubeCell_subset {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (j : ι → Fin L) : cubeCell T L j ⊆ cube T := by intro x hx i hi exact cell_subset hT hL (j i) (hx i hi) omit [Fintype ι] in lemma cube_union {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) : (⋃ j : ι → Fin L, cubeCell T L j)=cube T := by apply Set.Subset.antisymm · exact Set.iUnion_subset (cubeCell_subset hT hL) · intro x hx have hh : ∀ i : ι, ∃ j : Fin L, x i ∈ cell T L j := fun i => exists_cell hL (hx i (by simp)) choose j hj using hh exact Set.mem_iUnion.mpr ⟨j,fun i _ => hj i⟩ omit [Fintype ι] in lemma cubeCell_disjoint {T : ℚ} (hT : 0 ≤ T) {L : ℕ} {j k : ι → Fin L} (hjk : j ≠ k) : Disjoint (cubeCell T L j) (cubeCell T L k) := by obtain ⟨i,hi⟩ := Function.ne_iff.mp hjk apply Set.disjoint_left.mpr intro x hx hy exact Set.disjoint_left.mp (disjoint_cells hT hi) (hx i (by simp)) (hy i (by simp)) attribute [local instance] Classical.propDecidable variable {ι : Type*} [Fintype ι] def gridStep (T : ℚ) (L : ℕ) (F : (ι → Fin L) → ℝ) (x : ι → ℝ) : ℝ := ∑ j, (cubeCell T L j).indicator (fun _ => F j) x lemma gridStep_of_mem {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (F : (ι → Fin L) → ℝ) {j : ι → Fin L} {x : ι → ℝ} (hx : x ∈ cubeCell T L j) : gridStep T L F x=F j := by unfold gridStep rw [Finset.sum_eq_single j] · exact Set.indicator_of_mem hx _ · intro k _ hk exact Set.indicator_of_notMem (fun hkx => Set.disjoint_left.mp (cubeCell_disjoint hT hk) hkx hx) _ · simp lemma gridStep_of_notMem {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (F : (ι → Fin L) → ℝ) {x : ι → ℝ} (hx : x ∉ cube T) : gridStep T L F x=0 := by apply Finset.sum_eq_zero intro j _ exact Set.indicator_of_notMem (fun hj => hx (cubeCell_subset hT hL j hj)) _ lemma gridStep_range {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (F : (ι → Fin L) → ℝ) (hF : ∀ j, 0 ≤ F j ∧ F j ≤ 1) (x : ι → ℝ) : 0 ≤ gridStep T L F x ∧ gridStep T L F x ≤ 1 := by by_cases hx : x ∈ cube T · rw [← cube_union hT hL] at hx obtain ⟨j,hj⟩ := Set.mem_iUnion.mp hx simpa only [gridStep_of_mem hT F hj] using hF j · rw [gridStep_of_notMem hT hL F hx]; norm_num lemma gridStep_integrable {μ : Measure (ι → ℝ)} [IsFiniteMeasure μ] (T : ℚ) (L : ℕ) (F : (ι → Fin L) → ℝ) : Integrable (gridStep T L F) μ := by exact integrable_finsetSum _ (fun j _ => (integrable_const (F j)).indicator (cubeCell_measurable T L j)) lemma integral_gridStep {μ : Measure (ι → ℝ)} [IsFiniteMeasure μ] (T : ℚ) (L : ℕ) (F : (ι → Fin L) → ℝ) : (∫ x, gridStep T L F x ∂μ)=∑ j, μ.real (cubeCell T L j)*F j := by unfold gridStep rw [integral_finsetSum _ (fun j _ => (integrable_const (F j)).indicator (cubeCell_measurable T L j))] apply Finset.sum_congr rfl intro j _ rw [integral_indicator (cubeCell_measurable T L j),setIntegral_const,smul_eq_mul] lemma setIntegral_gridStep {μ : Measure (ι → ℝ)} [IsFiniteMeasure μ] {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (F : (ι → Fin L) → ℝ) : (∫ x in cube T, gridStep T L F x ∂μ)=∑ j, μ.real (cubeCell T L j)*F j := by rw [setIntegral_eq_integral_of_forall_compl_eq_zero (fun x hx => gridStep_of_notMem hT hL F hx)] exact integral_gridStep T L F open scoped BigOperators open MeasureTheory ProbabilityTheory Set attribute [local instance] Classical.propDecidable variable {ι : Type*} [Fintype ι] abbrev gaussianLaw (ι : Type*) [Fintype ι] : Measure (ι → ℝ) := Measure.pi (fun _ : ι => gaussianReal 0 1) lemma coordinate_sq_integrable (i : ι) : Integrable (fun x : ι → ℝ => x i^2) (gaussianLaw ι) := by have h := (memLp_id_gaussianReal' (μ := 0) (v := 1) 2 (by norm_num)).integrable_sq exact (measurePreserving_eval (fun _ : ι => gaussianReal 0 1) i).integrable_comp_of_integrable h lemma coordinate_second_moment (i : ι) : (∫ x : ι → ℝ, x i^2 ∂gaussianLaw ι)=1 := by have hp := measurePreserving_eval (fun _ : ι => gaussianReal 0 1) i have h : (∫ x : ℝ, x^2 ∂gaussianReal 0 1)=1 := by have hh := variance_fun_id_gaussianReal (μ := 0) (v := 1) change Var[id; gaussianReal 0 1] = (1:ℝ) at hh rw [variance_eq_integral measurable_id.aemeasurable] at hh simpa only [id_eq,integral_id_gaussianReal,sub_zero,NNReal.coe_one] using hh rw [← hp.map_eq,integral_map hp.measurable.aemeasurable (by fun_prop)] at h exact h lemma gaussian_cube_tail {T : ℚ} (hT : 0 < T) : (gaussianLaw ι).real (cube T)ᶜ ≤ (Fintype.card ι:ℝ)/(T:ℝ)^2 := by have hT' : (0:ℝ) < T := by exact_mod_cast hT let F : (ι → ℝ) → ℝ := (cube (ι := ι) T)ᶜ.indicator (fun _ => 1) have hi : Integrable F (gaussianLaw ι) := (integrable_const (1:ℝ)).indicator (cube_measurable T).compl have hacc : Integrable (fun x : ι → ℝ => (∑ i, x i^2)/(T:ℝ)^2) (gaussianLaw ι) := (integrable_finsetSum _ (fun i _ => coordinate_sq_integrable i)).div_const _ have hpoint (x : ι → ℝ) : F x ≤ (∑ i, x i^2)/(T:ℝ)^2 := by by_cases hx : x ∈ cube (ι := ι) T · simp only [F,Set.indicator_of_notMem (show x ∉ (cube T)ᶜ from fun hh => hh hx)] positivity · rw [show F x=1 by exact Set.indicator_of_mem hx _] apply (le_div_iff₀ (sq_pos_of_pos hT')).mpr obtain ⟨i,hi⟩ : ∃ i : ι, ¬ (-(T:ℝ) sq_nonneg (x j)) (Finset.mem_univ i) simpa only [one_mul] using hs.trans hb have hh := integral_mono hi hacc hpoint have hleft : (∫ x, F x ∂gaussianLaw ι)=(gaussianLaw ι).real (cube T)ᶜ := by change (∫ x, (cube (ι := ι) T)ᶜ.indicator (fun _ => (1:ℝ)) x ∂gaussianLaw ι)=_ rw [integral_indicator (cube_measurable T).compl,setIntegral_const,smul_eq_mul,mul_one] have hright : (∫ x : ι → ℝ, (∑ i, x i^2)/(T:ℝ)^2 ∂gaussianLaw ι)=(Fintype.card ι:ℝ)/(T:ℝ)^2 := by rw [integral_div,integral_finsetSum _ (fun i _ => coordinate_sq_integrable i)] simp only [coordinate_second_moment,Finset.sum_const,Finset.card_univ,nsmul_eq_mul,mul_one] simpa only [hleft,hright] using hh open scoped BigOperators RealInnerProductSpace NNReal open MeasureTheory ProbabilityTheory Set open GaussianBudget attribute [local instance] Classical.propDecidable variable {ι S : Type*} [Fintype ι] [Fintype S] def thresholdBit (x : ℝ) : Bool := if 0 ≤ x then true else false def thresholdTable (v : S → ι → ℝ) (x : ι → ℝ) : S → Bool := fun s => thresholdBit (score (v s) x) lemma thresholdBit_measurable : Measurable thresholdBit := Measurable.ite (measurableSet_le measurable_const measurable_id) measurable_const measurable_const omit [Fintype S] in lemma thresholdTable_measurable (v : S → ι → ℝ) : Measurable (thresholdTable v) := by apply Measurable.of_eval intro s exact thresholdBit_measurable.comp (by unfold score; fun_prop) lemma tableTest_integrable (v : S → ι → ℝ) (F : (S → Bool) → ℝ) (hF : ∀ t, 0 ≤ F t ∧ F t ≤ 1) : Integrable (fun x => F (thresholdTable v x)) (gaussianLaw ι) := by apply Integrable.of_bound ((measurable_of_countable F).comp (thresholdTable_measurable v)).aestronglyMeasurable 1 filter_upwards [] with x simpa only [Function.comp_apply,Real.norm_eq_abs,abs_of_nonneg (hF _).1] using (hF (thresholdTable v x)).2 lemma score_law (v : ι → ℝ) : (gaussianLaw ι).map (score v)= gaussianReal 0 ⟨‖vector v‖^2,sq_nonneg _⟩ := by rw [← inner_law (vector v),← toLp_preserving.map_eq] rw [Measure.map_map (by fun_prop) toLp_preserving.measurable] congr 1 ext x exact score_inner v x lemma score_small_ball {v : ι → ℝ} (hv : 1 ≤ ‖vector v‖^2) {r : ℝ} (hr : 0 ≤ r) : (gaussianLaw ι).real {x | |score v x| ≤ r} ≤ 2*r := by have hh := small_ball (by exact_mod_cast hv : (1:ℝ≥0) ≤ ⟨‖vector v‖^2,sq_nonneg _⟩) hr rw [← score_law v,Measure.real,Measure.map_apply (by unfold score; fun_prop) (measurableSet_le (by fun_prop) measurable_const)] at hh exact hh lemma score_grid_distance (v : ι → ℝ) {T : ℚ} {L : ℕ} {j : ι → Fin L} {x : ι → ℝ} (hx : x ∈ cubeCell T L j) : |score v x-score v (gridPoint T L j)| ≤ (∑ i, |v i|)*((T:ℝ)/L) := by unfold score rw [← Finset.sum_sub_distrib] calc _ ≤ ∑ i, |v i*x i-v i*gridPoint T L j i| := Finset.abs_sum_le_sum_abs _ _ _ ≤ ∑ i, |v i| *((T:ℝ)/L) := by apply Finset.sum_le_sum intro i _ rw [← mul_sub,abs_mul] exact mul_le_mul_of_nonneg_left (midpoint_distance (j i) (hx i (by simp))) (abs_nonneg _) _ = _ := (Finset.sum_mul _ _ _).symm lemma threshold_change_small {a b r : ℝ} (hr : |a-b| ≤ r) (hab : thresholdBit a ≠ thresholdBit b) : |a| ≤ r := by unfold thresholdBit at hab split_ifs at hab with ha hb hb · exact False.elim (hab rfl) · rw [abs_of_nonneg ha] at ⊢ have hh : b < 0 := lt_of_not_ge hb have := (abs_le.mp hr).2 linarith · rw [abs_of_neg (lt_of_not_ge ha)] have := (abs_le.mp hr).1 linarith · exact False.elim (hab rfl) lemma tableTest_rounding_pointwise (v : S → ι → ℝ) {A : ℝ} (hA : ∀ s, (∑ i, |v s i|) ≤ A) {T : ℚ} (hT : 0 ≤ T) {L : ℕ} (hL : 0 < L) (F : (S → Bool) → ℝ) (hF : ∀ t, 0 ≤ F t ∧ F t ≤ 1) {x : ι → ℝ} (hx : x ∈ cube T) : |F (thresholdTable v x)-gridStep T L (fun j => F (thresholdTable v (gridPoint T L j))) x| ≤ ∑ s, {x : ι → ℝ | |score (v s) x| ≤ A*((T:ℝ)/L)}.indicator (fun _ => (1:ℝ)) x := by rw [← cube_union hT hL] at hx obtain ⟨j,hj⟩ := Set.mem_iUnion.mp hx rw [gridStep_of_mem hT _ hj] by_cases he : thresholdTable v x=thresholdTable v (gridPoint T L j) · rw [he,sub_self,abs_zero] exact Finset.sum_nonneg (fun s _ => Set.indicator_nonneg (fun _ _ => by norm_num) x) · obtain ⟨s,hs⟩ := Function.ne_iff.mp he have hdist : |score (v s) x-score (v s) (gridPoint T L j)| ≤ A*((T:ℝ)/L) := (score_grid_distance (v s) hj).trans (mul_le_mul_of_nonneg_right (hA s) (by positivity)) have hb := threshold_change_small hdist hs have hone : {x : ι → ℝ | |score (v s) x| ≤ A*((T:ℝ)/L)}.indicator (fun _ => (1:ℝ)) x=1 := Set.indicator_of_mem (show x ∈ {x : ι → ℝ | |score (v s) x| ≤ A*((T:ℝ)/L)} from hb) _ have hsum := Finset.single_le_sum (s := Finset.univ) (a := s) (f := fun s => {x : ι → ℝ | |score (v s) x| ≤ A*((T:ℝ)/L)}.indicator (fun _ => (1:ℝ)) x) (fun _ _ => Set.indicator_nonneg (fun _ _ => by norm_num) x) (Finset.mem_univ s) rw [hone] at hsum exact (abs_le.mpr ⟨by linarith [(hF (thresholdTable v x)).1,(hF (thresholdTable v (gridPoint T L j))).2], by linarith [(hF (thresholdTable v x)).2,(hF (thresholdTable v (gridPoint T L j))).1]⟩).trans hsum end MinUncut.FiniteGaussian end end OAI