import OAI.Probability.FreeIsing.Conditioning.FiniteBayesCondExp import OAI.Probability.FreeIsing.Gaussian.BinaryFusion import OAI.Probability.FreeIsing.Spins.Kernel namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter open scoped ENNReal ProbabilityTheory namespace Problem367 local instance : MeasurableSingletonClass IsingSpin where measurableSet_singleton _ := trivial local instance : Nonempty IsingSpin := ⟨.neg⟩ theorem binaryFusion_likelihood_nonneg {u v : ℝ} (hu : |u| ≤ 1) (hv : |v| ≤ 1) (a : IsingSpin) : 0 ≤ (1 + spinSign a * u) * (1 + spinSign a * v) := by rcases abs_le.mp hu with ⟨hu₁, hu₂⟩ rcases abs_le.mp hv with ⟨hv₁, hv₂⟩ cases a <;> simp only [spinSign_neg, spinSign_pos, neg_one_mul, one_mul] <;> apply mul_nonneg <;> linarith theorem binaryFusion_likelihood_sum {u v : ℝ} (hu : |u| ≤ 1) (hv : |v| ≤ 1) : (∑ a : IsingSpin, ENNReal.ofReal (1 / 2 : ℝ) * ENNReal.ofReal ((1 + spinSign a * u) * (1 + spinSign a * v))) = ENNReal.ofReal (1 + u * v) := by simp_rw [← ENNReal.ofReal_mul (by norm_num : (0 : ℝ) ≤ 1 / 2)] rw [sum_isingSpin, ← ENNReal.ofReal_add (mul_nonneg (by norm_num) (binaryFusion_likelihood_nonneg hu hv .neg)) (mul_nonneg (by norm_num) (binaryFusion_likelihood_nonneg hu hv .pos))] congr 1 simp only [spinSign_neg, spinSign_pos] ring theorem posterior_spinMean_eq_binaryFusion {X : Type*} [MeasurableSpace X] (π : Measure IsingSpin) [IsProbabilityMeasure π] (hπ : ∀ a, π {a} = ENNReal.ofReal (1 / 2 : ℝ)) (ν : Measure X) [SigmaFinite ν] (κ : Kernel IsingSpin X) [IsFiniteKernel κ] (u v : X → ℝ) (hu : Measurable u) (hv : Measurable v) (hu₁ : ∀ᵐ x ∂ν, |u x| < 1) (hv₁ : ∀ᵐ x ∂ν, |v x| < 1) (hκ : ∀ a, κ a = ν.withDensity (fun x => ENNReal.ofReal ((1 + spinSign a * u x) * (1 + spinSign a * v x)))) : ∀ᵐ x ∂κ ∘ₘ π, (∫ a, spinSign a ∂(posterior κ π) x) = binaryFusion (u x) (v x) := by let L : IsingSpin → X → ℝ≥0∞ := fun a x => ENNReal.ofReal ((1 + spinSign a * u x) * (1 + spinSign a * v x)) have hL (a : IsingSpin) : Measurable (L a) := ((measurable_const.add (measurable_const.mul hu)).mul (measurable_const.add (measurable_const.mul hv))).ennreal_ofReal have hpos : ∀ᵐ x ∂ν, (∑ a, π {a} * L a x) ≠ 0 := by filter_upwards [hu₁, hv₁] with x hux hvx simp only [L, hπ] rw [binaryFusion_likelihood_sum hux.le hvx.le] exact ne_of_gt (ENNReal.ofReal_pos.mpr (binaryFusion_denominator_pos hux hvx)) have hfinite : ∀ᵐ x ∂ν, (∑ a, π {a} * L a x) ≠ ∞ := by apply ae_of_all intro x exact ENNReal.sum_ne_top.mpr (fun a _ => ENNReal.mul_ne_top (measure_ne_top π _) ENNReal.ofReal_ne_top) have hpost := finite_posterior_singletons π ν κ L hL hκ hpos hfinite have hac : κ ∘ₘ π ≪ ν := by rw [finite_observation_law_density π ν κ L hL hκ] exact withDensity_absolutelyContinuous _ _ filter_upwards [hpost, hac.ae_le hu₁, hac.ae_le hv₁] with x hx hux hvx rw [integral_fintype Integrable.of_finite] simp only [measureReal_def, hx, hπ, L, binaryFusion_likelihood_sum hux.le hvx.le, smul_eq_mul, ENNReal.toReal_div, ENNReal.toReal_mul, ENNReal.toReal_ofReal (by norm_num : (0 : ℝ) ≤ 1 / 2), ENNReal.toReal_ofReal (binaryFusion_denominator_pos hux hvx).le] simp_rw [ENNReal.toReal_ofReal (binaryFusion_likelihood_nonneg hux.le hvx.le _)] rw [sum_isingSpin] simp only [spinSign_neg, spinSign_pos] unfold binaryFusion ring theorem condExp_spin_eq_binaryFusion_of_likelihood {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] (μ : Measure Ω) [IsFiniteMeasure μ] (π : Measure IsingSpin) [IsProbabilityMeasure π] (hπ : ∀ a, π {a} = ENNReal.ofReal (1 / 2 : ℝ)) (ν : Measure X) [SigmaFinite ν] (κ : Kernel IsingSpin X) [IsFiniteKernel κ] (S : Ω → IsingSpin) (Y : Ω → X) (hS : Measurable S) (hY : Measurable Y) (hlaw : μ.map (fun ω => (S ω, Y ω)) = π ⊗ₘ κ) (u v : X → ℝ) (hu : Measurable u) (hv : Measurable v) (hu₁ : ∀ᵐ x ∂ν, |u x| < 1) (hv₁ : ∀ᵐ x ∂ν, |v x| < 1) (hκ : ∀ a, κ a = ν.withDensity (fun x => ENNReal.ofReal ((1 + spinSign a * u x) * (1 + spinSign a * v x)))) : μ[fun ω => spinSign (S ω) | (inferInstance : MeasurableSpace X).comap Y] =ᵐ[μ] fun ω => binaryFusion (u (Y ω)) (v (Y ω)) := by exact FiniteBayes.condExp_state_eq_of_posterior_integral μ π κ S Y hS hY hlaw spinSign (fun x => binaryFusion (u x) (v x)) (posterior_spinMean_eq_binaryFusion π hπ ν κ u v hu hv hu₁ hv₁ hκ) end Problem367 end end OAI