import Mathlib import OAI.Probability.GaussianInformation.Inverse.Ellipsoids namespace OAI open MeasureTheory Metric open scoped ENNReal namespace AllScaleInverseVolume open Set open scoped Topology NNReal noncomputable def synth {q d : ℕ} (e : Fin q → Ambient d) (x : Ambient q) : Ambient d := ∑ j,x j • e j noncomputable def coordinates {q d : ℕ} (e : Fin q → Ambient d) (x : Ambient d) : Ambient q := WithLp.toLp 2 (fun j => inner ℝ (e j) x) noncomputable def residual {q d : ℕ} (e : Fin q → Ambient d) (x : Ambient d) : Ambient d := x-synth e (coordinates e x) lemma synth_norm {q d : ℕ} (e : Fin q → Ambient d) (he : Orthonormal ℝ e) (x : Ambient q) : ‖synth e x‖ = ‖x‖ := by have hh := he.inner_sum (fun j => x j) (fun j => x j) Finset.univ have hsq : ‖synth e x‖^2 = ‖x‖^2 := by rw [EuclideanSpace.real_norm_sq_eq x] simpa only [synth,real_inner_self_eq_norm_sq,starRingEnd_apply,star_trivial,pow_two] using hh nlinarith [norm_nonneg (synth e x),norm_nonneg x] lemma synth_sub {q d : ℕ} (e : Fin q → Ambient d) (x y : Ambient q) : synth e (x-y) = synth e x-synth e y := by simp [synth,sub_smul,Finset.sum_sub_distrib] lemma synth_smul {q d : ℕ} (e : Fin q → Ambient d) (r : ℝ) (x : Ambient q) : synth e (r • x) = r • synth e x := by simp [synth,mul_smul,Finset.smul_sum] def groupedTube {q d : ℕ} (e : Fin q → Ambient d) (g : Fin q → ℕ) (r : ℝ) : Set (Ambient d) := {x | ‖residual e x‖ ≤ r ∧ ∀ h : ℕ, ∑ j ∈ Finset.univ.filter (fun j => g j=h),(inner ℝ (e j) x)^2 ≤ r^2*(4:ℝ)^h} lemma exists_groupedTube_cover {q d : ℕ} (e : Fin q → Ambient d) (he : ∀ x : Ambient q,‖synth e x‖ ≤ ‖x‖) (g : Fin q → ℕ) {r : ℝ} (hr : 0 < r) : ∃ s : Finset (Ambient d), groupedTube e g r ⊆ ⋃ y ∈ s,ball y (3*r) ∧ (s.card:ℝ) ≤ 5^q*(4:ℝ)^(∑ j,g j) := by classical let c : Fin q → ℝ := fun j => (1/4:ℝ)^(g j) have hc : ∀ j,0 < c j ∧ c j ≤ 1 := fun j => ⟨pow_pos (by norm_num) _,pow_le_one₀ (by norm_num) (by norm_num)⟩ obtain ⟨s,_,hcov,hcard⟩ := exists_ellipsoid_cover c hc refine ⟨s.image (fun y => synth e (r • y)),?_,?_⟩ · intro x hx let a := r⁻¹ • coordinates e x have ha : ∀ h : ℕ,∑ j ∈ Finset.univ.filter (fun j => g j=h),(a j)^2 ≤ (4:ℝ)^h := by intro h have hj : ∑ j ∈ Finset.univ.filter (fun j => g j=h),(a j)^2 = (r⁻¹)^2 * ∑ j ∈ Finset.univ.filter (fun j => g j=h),(inner ℝ (e j) x)^2 := by simp [a,coordinates,mul_pow,Finset.mul_sum] rw [hj] calc _ ≤ (r⁻¹)^2*(r^2*4^h) := mul_le_mul_of_nonneg_left (hx.2 h) (sq_nonneg _) _ = _ := by field_simp [hr.ne'] obtain ⟨y,hy,hay⟩ := hcov a (weighted_group_bound g a ha) refine mem_iUnion₂.mpr ⟨synth e (r • y),Finset.mem_image.mpr ⟨y,hy,rfl⟩,?_⟩ have hra : r • a = coordinates e x := by simp [a,smul_smul,ne_of_gt hr] have hdist : ‖synth e (coordinates e x)-synth e (r • y)‖ ≤ r := by rw [← hra,← synth_sub,← smul_sub] calc _ ≤ ‖r • (a-y)‖ := he _ _ = r*‖a-y‖ := by rw [norm_smul,Real.norm_eq_abs,abs_of_pos hr] _ ≤ r := (mul_le_mul_of_nonneg_left (by simpa [dist_eq_norm] using hay) hr.le).trans_eq (mul_one r) change ‖x-synth e (r • y)‖ < 3*r have hadd := norm_add_le (residual e x) (synth e (coordinates e x)-synth e (r • y)) have heq : residual e x+(synth e (coordinates e x)-synth e (r • y)) = x-synth e (r • y) := by simp only [residual]; abel rw [heq] at hadd linarith [hx.1] · calc _ ≤ (s.card:ℝ) := by exact_mod_cast Finset.card_image_le _ ≤ 5^q*(∏ j,c j)⁻¹ := hcard _ = _ := by simp only [c,← Finset.prod_pow_eq_pow_sum,Finset.prod_inv_distrib,one_div,inv_pow,inv_inv] lemma measure_groupedTube_le {q d : ℕ} (ν : Measure (Ambient d)) (hν : BallBound ν) (u : Ambient d) (e : Fin q → Ambient d) (he : ∀ x : Ambient q,‖synth e x‖ ≤ ‖x‖) (g : Fin q → ℕ) {r : ℝ} (hr : 0 < r) : ν {z | z-u ∈ groupedTube e g r} ≤ ENNReal.ofReal (5^q*(4:ℝ)^(∑ j,g j)*(3*r)^(((d:ℝ)-1)/2)) := by classical obtain ⟨s,hcov,hcard⟩ := exists_groupedTube_cover e he g hr have hsub : {z | z-u ∈ groupedTube e g r} ⊆ ⋃ y ∈ s,ball (u+y) (3*r) := by intro z hz obtain ⟨y,hy,hzy⟩ := mem_iUnion₂.mp (hcov hz) refine mem_iUnion₂.mpr ⟨y,hy,?_⟩ simpa only [mem_ball,dist_eq_norm,sub_add_eq_sub_sub] using hzy calc _ ≤ ν (⋃ y ∈ s,ball (u+y) (3*r)) := measure_mono hsub _ ≤ ∑ y ∈ s,ν (ball (u+y) (3*r)) := measure_biUnion_finset_le _ _ _ ≤ ∑ _y ∈ s,ENNReal.ofReal ((3*r)^(((d:ℝ)-1)/2)) := Finset.sum_le_sum (fun y _ => hν (u+y) (3*r) (by positivity)) _ = (s.card:ℝ≥0∞)*ENNReal.ofReal ((3*r)^(((d:ℝ)-1)/2)) := by simp _ ≤ ENNReal.ofReal (5^q*(4:ℝ)^(∑ j,g j))*ENNReal.ofReal ((3*r)^(((d:ℝ)-1)/2)) := by gcongr simpa only [ENNReal.ofReal_natCast] using ENNReal.ofReal_le_ofReal hcard _ = _ := (ENNReal.ofReal_mul (by positivity)).symm end AllScaleInverseVolume end OAI