import Mathlib import OAI.Probability.GaussianInformation.Dyadic.MixtureBounds namespace OAI open MeasureTheory ProbabilityTheory Set open scoped BigOperators ENNReal open MeasureTheory Metric Set open scoped ENNReal NNReal open MeasureTheory Set Filter open scoped ENNReal Topology open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal Topology open InnerProductSpace Matrix MeasureTheory Set open scoped RealInnerProductSpace ENNReal open MeasureTheory ProbabilityTheory Set open scoped ENNReal NNReal namespace RepeatedLocalization noncomputable def weightedProjectionMoment (n k m : ℕ) (B : ℝ) : ℝ≥0∞ := ENNReal.ofReal ((2:ℝ)^(k*(m-1))) * (1 + tubeWeightConstant n B * ENNReal.ofReal ((2:ℝ)^(k+1)))^(m-1) lemma weightedProjectionMoment_ne_top (n k m : ℕ) (B : ℝ) : weightedProjectionMoment n k m B ≠ ∞ := by apply ENNReal.mul_ne_top ENNReal.ofReal_ne_top apply ENNReal.pow_ne_top exact ENNReal.add_ne_top.mpr ⟨by simp, ENNReal.mul_ne_top (tubeWeightConstant_ne_top _ _) ENNReal.ofReal_ne_top⟩ lemma actual_smoothedProjection_moment {n k m : ℕ} (hn : 0 < n) (hk : 0 < k) (hm : 1 < m) (hdim : m-2+2*(k+1) ≤ n/2) (Q : Cell n) (μ : Measure (Coordinate n)) [IsProbabilityMeasure μ] (hsupport : μ (cellSet Q)ᶜ = 0) {B : ℝ} (hB : 0 ≤ B) (hspread : DyadicSpread μ Q B) (h : Coordinate n → ℝ) (hh : Measurable h) (hnorm : eLpNorm h 2 μ ≤ 1) (η : ℝ) (hη : 0 < η) : (∫⁻ x, smoothedProjection (k := k) (μ.withDensity (fun z => ENNReal.ofReal |h z|)) (normalizedChart Q) η x ^ m ∂(gaussianRows k (n+1)).prod volume) ≤ weightedProjectionMoment n k m B := by let ν := μ.withDensity (fun z => ENNReal.ofReal |h z|) have hν : ν univ ≤ 1 := weightedMeasure_mass_le_one μ h hh hnorm have : IsFiniteMeasure ν := ⟨hν.trans_lt (by simp)⟩ have he : m-1+1 = m := by omega unfold weightedProjectionMoment rw [← he] have hm1 : m-1+1-1 = m-1 := by omega simp only [hm1] apply smoothedProjection_moment_le ν hν (normalizedChart Q) (normalizedChart_measurable Q) hk (m-2) _ _ (m-1) (by omega) η hη intro V hV hd exact weighted_affine_inverseMoment_ennreal hn Q μ hsupport hB hspread h hh hnorm V hV k hk (by omega) lemma actual_projection_borel_test {n k m : ℕ} (hn : 0 < n) (hk : 0 < k) (hm : 1 < m) (hdim : m-2+2*(k+1) ≤ n/2) (Q : Cell n) (μ : Measure (Coordinate n)) [IsProbabilityMeasure μ] (hsupport : μ (cellSet Q)ᶜ = 0) {B : ℝ} (hB : 0 ≤ B) (hspread : DyadicSpread μ Q B) (h : Coordinate n → ℝ) (hh : Measurable h) (hnorm : eLpNorm h 2 μ ≤ 1) (g : (Fin k → Fin (n+1) → ℝ) × (Fin k → ℝ) → ℝ) (hg : Measurable g) (hg0 : ∀ p, 0 ≤ g p) (hg1 : ∀ p, g p ≤ 1) : (∫⁻ q, ENNReal.ofReal (g (q.1,projectVector q.1 (normalizedChart Q q.2))) ∂(gaussianRows k (n+1)).prod (μ.withDensity (fun z => ENNReal.ofReal |h z|))) ≤ (weightedProjectionMoment n k m B)^(1/(m:ℝ)) * (∫⁻ p, ENNReal.ofReal (g p) ∂(gaussianRows k (n+1)).prod volume)^(1-1/(m:ℝ)) := by let ν := μ.withDensity (fun z => ENNReal.ofReal |h z|) have hν : ν univ ≤ 1 := weightedMeasure_mass_le_one μ h hh hnorm have : IsFiniteMeasure ν := ⟨hν.trans_lt (by simp)⟩ have : IsProbabilityMeasure (gaussianRows k (n+1)) := by unfold gaussianRows; infer_instance have hb : Measurable (fun q : (Fin k → Fin (n+1) → ℝ) × Coordinate n => projectVector q.1 (normalizedChart Q q.2)) := continuous_projectVector.measurable.comp (measurable_fst.prodMk ((normalizedChart_measurable Q).comp measurable_snd)) have : IsLocallyFiniteMeasure ((gaussianRows k (n+1)).prod (volume : Measure (Fin k → ℝ))) := Measure.prod.instIsLocallyFiniteMeasure have H := exactMixtureLaw_borel_test (gaussianRows k (n+1)) ν _ hb hm (weightedProjectionMoment n k m B) (weightedProjectionMoment_ne_top _ _ _ _) (actual_smoothedProjection_moment hn hk hm hdim Q μ hsupport hB hspread h hh hnorm) g hg hg0 hg1 simpa only [exactMixtureLaw, lintegral_map hg.ennreal_ofReal (measurable_fst.prodMk hb)] using H end RepeatedLocalization end OAI