import OAI.Probability.GaussianReplacement.Entropy namespace OAI open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal RealInnerProductSpace Topology noncomputable section namespace CurrentProjection open InnerProductSpace open InformationTheory def actualExperiment {d m r : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure ((Sphere d × W) × Rows m d)) : Measure (((Sphere d × W) × Rows m d) × Rows r d) := P.prod (gaussianRows r d) instance actualExperiment_isProbabilityMeasure {d m r : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] : IsProbabilityMeasure (actualExperiment (r:=r) P) := inferInstanceAs (IsProbabilityMeasure (P.prod (gaussianRows r d))) def actualRowsSignal {d m r : ℕ} {W : Type*} (p : ((Sphere d × W) × Rows m d) × Rows r d) : Rows (m+r) d × Sphere d := (Fin.append p.1.2 p.2,p.1.1.1) def actualObservation {d m r : ℕ} {W : Type*} (p : ((Sphere d × W) × Rows m d) × Rows r d) : (Rows (m+r) d × W) × (Fin (m+r) → ℝ) := ((Fin.append p.1.2 p.2,p.1.1.2), label (Fin.append p.1.2 p.2) (p.1.1.1 : Vector d)) lemma measurable_actualRowsSignal {d m r : ℕ} {W : Type*} [MeasurableSpace W] : Measurable (actualRowsSignal : ((Sphere d×W)×Rows m d)×Rows r d → _) := ((measurable_append (E:=Vector d) m r).comp (measurable_fst.snd.prodMk measurable_snd)).prodMk measurable_fst.fst.fst lemma measurable_actualObservation {d m r : ℕ} {W : Type*} [MeasurableSpace W] : Measurable (actualObservation : ((Sphere d×W)×Rows m d)×Rows r d → _) := by have hG : Measurable (fun p : ((Sphere d×W)×Rows m d)×Rows r d => Fin.append p.1.2 p.2) := (measurable_append (E:=Vector d) m r).comp (measurable_fst.snd.prodMk measurable_snd) have hY : Measurable (fun p : ((Sphere d×W)×Rows m d)×Rows r d => label (Fin.append p.1.2 p.2) (p.1.1.1:Vector d)) := (measurable_own_label (k:=m+r) (d:=d)).comp measurable_actualRowsSignal exact (hG.prodMk measurable_fst.fst.snd).prodMk hY instance actualObservation_isProbabilityMeasure {d m r : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] : IsProbabilityMeasure ((actualExperiment (r:=r) P).map actualObservation) := inferInstance lemma map_actualRowsSignal {d m r : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ν : Measure (Sphere d)) [IsProbabilityMeasure ν] (hInd : (P.map swapLast).fst = ν.prod (gaussianRows m d)) : (actualExperiment (r:=r) P).map actualRowsSignal = (gaussianRows (m+r) d).prod ν := by let f : (Sphere d×W)×Rows m d → Sphere d×Rows m d := fun p => (p.1.1,p.2) have hf : Measurable f := measurable_fst.fst.prodMk measurable_snd have hBase : P.map f = ν.prod (gaussianRows m d) := by rw [Measure.fst, Measure.map_map measurable_fst swapLast.measurable] at hInd exact hInd let T := Prod.map f (id : Rows r d → Rows r d) have hT : Measurable T := hf.prodMap measurable_id have hpre : (actualExperiment (r:=r) P).map T = (ν.prod (gaussianRows m d)).prod (gaussianRows r d) := by change (P.prod (gaussianRows r d)).map (Prod.map f id) = _ rw [← Measure.map_prod_map _ _ hf measurable_id, Measure.map_id, hBase] let U : (Sphere d×Rows m d)×Rows r d → (Rows m d×Rows r d)×Sphere d := fun p => ((p.1.2,p.2),p.1.1) have hU : Measurable U := (measurable_fst.snd.prodMk measurable_snd).prodMk measurable_fst.fst have hmid : ((ν.prod (gaussianRows m d)).prod (gaussianRows r d)).map U = ((gaussianRows m d).prod (gaussianRows r d)).prod ν := by change Measure.map (Prod.swap ∘ MeasurableEquiv.prodAssoc) _ = _ rw [← Measure.map_map measurable_swap MeasurableEquiv.prodAssoc.measurable, Measure.prodAssoc_prod, Measure.prod_swap] let V : (Rows m d×Rows r d)×Sphere d → Rows (m+r) d×Sphere d := Prod.map (fun p => Fin.append p.1 p.2) id have hV : Measurable V := (measurable_append (E:=Vector d) m r).prodMap measurable_id have hlast : (((gaussianRows m d).prod (gaussianRows r d)).prod ν).map V = (gaussianRows (m+r) d).prod ν := by rw [show V = Prod.map (fun p : Rows m d×Rows r d => Fin.append p.1 p.2) id from rfl, ← Measure.map_prod_map _ _ (measurable_append (E:=Vector d) m r) measurable_id, Measure.map_id] rw [show ((gaussianRows m d).prod (gaussianRows r d)).map (fun p => Fin.append p.1 p.2) = gaussianRows (m+r) d from map_append_pi (stdGaussian (Vector d)) m r] have hfun : actualRowsSignal = V ∘ U ∘ T := rfl rw [hfun, ← Measure.map_map hV (hU.comp hT), ← Measure.map_map hU hT, hpre, hmid, hlast] lemma actualObservation_ac {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ν : Measure (Sphere d)) [IsProbabilityMeasure ν] (hInd : (P.map swapLast).fst = ν.prod (gaussianRows m d)) (H : ℝ) (hH : 0 < H) (hν : ν ≤ ENNReal.ofReal H • uniformSphere d) : (actualExperiment (r:=r) P).map actualObservation ≪ ((gaussianRows (m+r) d).prod (Measure.count : Measure W)).prod (volume : Measure (Fin (m+r) → ℝ)) := by have hB := dominatedSphere_growth ν hH.le hν (show 1 ≤ d by have := hdim.2.2.2.1; omega) (show m+r ≤ d-1 by have := hdim.2.2.2.1; omega) have hD := dominatedSphere_growth ν hH.le hν (show 1 ≤ d by have := hdim.2.2.2.1; omega) le_rfl have hac := ae_labelLaw_ac_of_growth hdim ν (H*(3*4^d)) (H*(3*4^d)) (by positivity) (by positivity) hB hD have hGY := map_fiber_ac_prod (gaussianRows (m+r) d) ν volume (fun gs : Rows (m+r) d×Sphere d => label gs.1 (gs.2:Vector d)) measurable_own_label hac let J := (actualExperiment (r:=r) P).map (fun p => ((Fin.append p.1.2 p.2,label (Fin.append p.1.2 p.2) (p.1.1.1:Vector d)),p.1.1.2)) have hJm : Measurable (fun p : ((Sphere d×W)×Rows m d)×Rows r d => ((Fin.append p.1.2 p.2,label (Fin.append p.1.2 p.2) (p.1.1.1:Vector d)),p.1.1.2)) := (measurable_actualRowsSignal.fst.prodMk (measurable_own_label.comp measurable_actualRowsSignal)).prodMk measurable_fst.fst.snd let : IsProbabilityMeasure (actualExperiment (r:=r) P) := inferInstanceAs (IsProbabilityMeasure (P.prod (gaussianRows r d))) let : IsProbabilityMeasure J := inferInstance have hJfst : J.fst = ((gaussianRows (m+r) d).prod ν).map (fun gs : Rows (m+r) d×Sphere d => (gs.1,label gs.1 (gs.2:Vector d))) := by rw [← map_actualRowsSignal P ν hInd] rw [Measure.map_map (measurable_fst.prodMk measurable_own_label) measurable_actualRowsSignal] change ((actualExperiment P).map _).fst = _ rw [Measure.fst, Measure.map_map measurable_fst hJm] rfl have hjac : J.fst ≪ (gaussianRows (m+r) d).prod (volume : Measure (Fin (m+r) → ℝ)) := by rw [hJfst]; exact hGY have hh := adjoin_countable_ac J (gaussianRows (m+r) d) volume hjac change (J.map swapLast) ≪ _ at hh dsimp only [J] at hh rw [Measure.map_map swapLast.measurable hJm] at hh exact hh def selectedCube {k d : ℕ} {W : Type*} (ρ : W → Measure (Sphere d)) (δ : ℝ) (z : (Rows k d×W)×(Fin k → ℝ)) : ℝ≥0∞ := cubeAverage (ρ z.1.2) z.1.1 z.2 δ def selectedExact {k d : ℕ} {W : Type*} (ρ : W → Measure (Sphere d)) (z : (Rows k d×W)×(Fin k → ℝ)) : ℝ≥0∞ := exactDensity (ρ z.1.2) z.1.1 z.2 lemma measurable_countable_selection {A B T W : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace T] [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (f : W → A×B → T) (hf : ∀ w, Measurable (f w)) : Measurable (fun z : (A×W)×B => f z.1.2 (z.1.1,z.2)) := by have hh : Measurable (fun z : (A×B)×W => f z.2 z.1) := measurable_from_prod_countable_left hf exact hh.comp ((measurable_fst.fst.prodMk measurable_snd).prodMk measurable_fst.snd) lemma measurable_selectedCube {k d : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (ρ : W → Measure (Sphere d)) [∀ w, SFinite (ρ w)] (δ : ℝ) : Measurable (selectedCube (k:=k) ρ δ) := measurable_countable_selection (fun w gy => cubeAverage (ρ w) gy.1 gy.2 δ) (fun w => measurable_cubeAverage (ρ w) δ) lemma measurable_selectedExact {k d : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (ρ : W → Measure (Sphere d)) [∀ w, SFinite (ρ w)] : Measurable (selectedExact (k:=k) ρ) := measurable_countable_selection (fun w gy => exactDensity (ρ w) gy.1 gy.2) (fun w => measurable_exactDensity (ρ w)) lemma exactDensity_ne_top {k d : ℕ} (ρ : Measure (Sphere d)) (G : Rows k d) (y : Fin k → ℝ) : exactDensity ρ G y ≠ ∞ := by unfold exactDensity dsimp only split_ifs <;> simp lemma actual_cube_limit {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ν : Measure (Sphere d)) [IsProbabilityMeasure ν] (hInd : (P.map swapLast).fst = ν.prod (gaussianRows m d)) (H : ℝ) (hH : 0 < H) (hν : ν ≤ ENNReal.ofReal H • uniformSphere d) (ρ : W → Measure (Sphere d)) [∀ w, IsFiniteMeasure (ρ w)] : ∀ᵐ p ∂actualExperiment (r:=r) P, Tendsto (fun j : ℕ => selectedCube ρ (1/(j:ℝ)) (actualObservation p)) atTop (𝓝 (selectedExact ρ (actualObservation p))) := by have hh := countable_null_transfer ((actualExperiment (r:=r) P).map actualObservation) (gaussianRows (m+r) d) (volume : Measure (Fin (m+r) → ℝ)) (actualObservation_ac hdim P ν hInd H hH hν) (fun g w y => Tendsto (fun j : ℕ => cubeAverage (ρ w) g y (1/(j:ℝ))) atTop (𝓝 (exactDensity (ρ w) g y))) (fun w => measurableSet_tendsto_fun (fun j : ℕ => measurable_cubeAverage (ρ w) (1/(j:ℝ))) (measurable_exactDensity (ρ w))) (fun w g => volume_ae_cube_limit (ρ w) g) exact ae_of_ae_map measurable_actualObservation.aemeasurable hh lemma actual_conditional_label_ac {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ν : Measure (Sphere d)) [IsProbabilityMeasure ν] (hInd : (P.map swapLast).fst = ν.prod (gaussianRows m d)) (H : ℝ) (hH : 0 < H) (hν : ν ≤ ENNReal.ofReal H • uniformSphere d) : ∀ᵐ gw ∂((actualExperiment (r:=r) P).map actualObservation).fst, ((actualExperiment (r:=r) P).map actualObservation).condKernel gw ≪ volume := by let : IsProbabilityMeasure (actualExperiment (r:=r) P) := inferInstanceAs (IsProbabilityMeasure (P.prod (gaussianRows r d))) let : IsProbabilityMeasure ((actualExperiment (r:=r) P).map actualObservation) := inferInstance exact ae_condKernel_ac_of_joint_ac _ _ _ (actualObservation_ac hdim P ν hInd H hH hν) def momentBound (C : ℝ) (d : ℕ) (B D : ℝ) : ℝ := Real.exp (C*d)*B*(1+max (Real.log (D/B)) 0) lemma momentBound_nonneg (C : ℝ) (d : ℕ) {B D : ℝ} (hB : 0 ≤ B) : 0 ≤ momentBound C d B D := by unfold momentBound positivity lemma cubeAverage_inner_finite {d m r : ℕ} (ρ : Measure (Sphere d)) [IsFiniteMeasure ρ] (s : Sphere d) (X : Rows m d) (δ : ℝ) : ∫⁻ Z, cubeAverage ρ (Fin.append X Z) (label (Fin.append X Z) (s:Vector d)) δ ∂gaussianRows r d ≠ ∞ := by apply ne_top_of_le_ne_top (b:=ENNReal.ofReal ((2*δ)⁻¹^(m+r))*ρ univ) · finiteness · calc _ ≤ ∫⁻ _Z : Rows r d, ENNReal.ofReal ((2*δ)⁻¹^(m+r))*ρ univ ∂gaussianRows r d := by apply lintegral_mono; intro Z exact mul_le_mul' le_rfl (measure_mono (Set.subset_univ _)) _ = _ := by simp lemma actual_smoothed_log_bound {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (hKL : rowInformation P (gaussianRows m d) ≠ ∞) (ρ : W → Measure (Sphere d)) [∀ w, IsFiniteMeasure (ρ w)] (B D : W → ℝ) (hB : ∀ w, 0 < B w) (hD : ∀ w, 0 < D w) (hgB : ∀ w, LocalGrowth (ρ w) (m+r) (B w)) (hgD : ∀ w, LocalGrowth (ρ w) (d-1) (D w)) (hCI : Integrable (fun sw : Sphere d×W => Real.log (1+momentBound 9 d (B sw.2) (D sw.2))) P.fst) {δ : ℝ} (hδ : 0 < δ) : ∫⁻ p, ENNReal.ofReal (Real.log (1+(selectedCube ρ δ (actualObservation p)).toReal)) ∂actualExperiment (r:=r) P ≤ ENNReal.ofReal ((rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst) := by apply mixed_entropy_log_bound P (gaussianRows m d) (gaussianRows r d) hKL (fun p => selectedCube ρ δ (actualObservation p)) ((measurable_selectedCube ρ δ).comp measurable_actualObservation) (fun p => (cubeAverage_lt_top _ _ _ _).ne) (fun p => cubeAverage_inner_finite (ρ p.1.2) p.1.1 p.2 δ) (fun sw : Sphere d×W => momentBound 9 d (B sw.2) (D sw.2)) ((measurable_of_countable (f:=fun w => momentBound 9 d (B w) (D w))).comp measurable_snd) (fun sw => momentBound_nonneg 9 d (hB sw.2).le) hCI hdim.2.2.1 intro sw exact mixed_cube_moment hdim (ρ sw.2) (B sw.2) (D sw.2) (hB sw.2) (hD sw.2) (hgB sw.2) (hgD sw.2) sw.1 δ hδ lemma log_lintegral_bound_of_ae_tendsto {A : Type*} [MeasurableSpace A] (μ : Measure A) (f : ℕ → A → ℝ≥0∞) (F : A → ℝ≥0∞) (hf : ∀ j, Measurable (f j)) (hFt : ∀ a, F a ≠ ∞) (ht : ∀ᵐ a ∂μ, Tendsto (fun j => f j a) atTop (𝓝 (F a))) (R : ℝ≥0∞) (hR : ∀ j ≥ 1, ∫⁻ a, ENNReal.ofReal (Real.log (1+(f j a).toReal)) ∂μ ≤ R) : ∫⁻ a, ENNReal.ofReal (Real.log (1+(F a).toReal)) ∂μ ≤ R := by let g : ℕ → A → ℝ≥0∞ := fun j a => ENNReal.ofReal (Real.log (1+(f j a).toReal)) have hlim : ∀ᵐ a ∂μ, liminf (fun j => g j a) atTop = ENNReal.ofReal (Real.log (1+(F a).toReal)) := by filter_upwards [ht] with a ha have htr := (ENNReal.continuousAt_toReal (hFt a)).tendsto.comp ha have hlog := (tendsto_const_nhds.add htr).log (show 1+(F a).toReal ≠ 0 by positivity) exact (ENNReal.continuous_ofReal.tendsto _ |>.comp hlog).liminf_eq calc _ = ∫⁻ a, liminf (fun j => g j a) atTop ∂μ := lintegral_congr_ae (hlim.mono fun a ha => ha.symm) _ ≤ liminf (fun j => ∫⁻ a, g j a ∂μ) atTop := lintegral_liminf_le (fun j => (measurable_log_one_add (hf j)).ennreal_ofReal) _ ≤ R := liminf_le_of_frequently_le (hu_le := by isBoundedDefault) ((eventually_ge_atTop 1).mono fun j hj => hR j hj).frequently def logPositive (x : ℝ≥0∞) : ℝ := max (Real.log x.toReal) 0 def logNegative (x : ℝ≥0∞) : ℝ≥0∞ := if x = 0 then ∞ else ENNReal.ofReal (-Real.log x.toReal) def extendedLogExpectation {A : Type*} [MeasurableSpace A] (μ : Measure A) (f : A → ℝ≥0∞) : EReal := ((∫⁻ a, ENNReal.ofReal (logPositive (f a)) ∂μ) : EReal) - ((∫⁻ a, logNegative (f a) ∂μ) : EReal) lemma logPositive_le_log_one_add (x : ℝ≥0∞) : logPositive x ≤ Real.log (1+x.toReal) := by apply max_le _ (log_one_add_nonneg x) by_cases h : x.toReal = 0 · simp only [h, Real.log_zero, add_zero, Real.log_one, le_refl] · exact Real.log_le_log (lt_of_le_of_ne ENNReal.toReal_nonneg (Ne.symm h)) (le_add_of_nonneg_left zero_le_one) lemma log_bound_consequences {A : Type*} [MeasurableSpace A] (μ : Measure A) (f : A → ℝ≥0∞) (hf : Measurable f) (R : ℝ) (hR0 : 0 ≤ R) (hR : ∫⁻ a, ENNReal.ofReal (Real.log (1+(f a).toReal)) ∂μ ≤ ENNReal.ofReal R) : (Integrable (fun a => Real.log (1+(f a).toReal)) μ ∧ ∫ a, Real.log (1+(f a).toReal) ∂μ ≤ R) ∧ Integrable (fun a => logPositive (f a)) μ ∧ extendedLogExpectation μ f ≤ (R:EReal) := by have hLi : Integrable (fun a => Real.log (1+(f a).toReal)) μ := (lintegral_ofReal_ne_top_iff_integrable (measurable_log_one_add hf).aestronglyMeasurable (Filter.Eventually.of_forall fun _ => log_one_add_nonneg _)).mp (ne_top_of_le_ne_top ENNReal.ofReal_ne_top hR) have hLf : ∫ a, Real.log (1+(f a).toReal) ∂μ ≤ R := by rw [← ofReal_integral_eq_lintegral_ofReal hLi (Filter.Eventually.of_forall fun _ => log_one_add_nonneg _)] at hR exact (ENNReal.ofReal_le_ofReal_iff hR0).mp hR have hPi : Integrable (fun a => logPositive (f a)) μ := by apply hLi.mono' ((hf.ennreal_toReal.log.max measurable_const).aestronglyMeasurable) apply Filter.Eventually.of_forall; intro a rw [Real.norm_eq_abs, abs_of_nonneg (le_max_right _ _)] exact logPositive_le_log_one_add _ refine ⟨⟨hLi,hLf⟩,hPi,?_⟩ have hPL : ∫⁻ a, ENNReal.ofReal (logPositive (f a)) ∂μ ≤ ENNReal.ofReal R := (lintegral_mono fun a => ENNReal.ofReal_le_ofReal (logPositive_le_log_one_add _)).trans hR apply (EReal.sub_le_sub (EReal.coe_ennreal_le_coe_ennreal_iff.mpr hPL) (EReal.coe_ennreal_nonneg (∫⁻ a, logNegative (f a) ∂μ))).trans have he : (ENNReal.ofReal R : EReal) = (R:EReal) := by simpa using (EReal.coe_toENNReal (x := (R:EReal)) (by exact_mod_cast hR0)) simp only [sub_zero, he, le_refl] def PositiveMessage {W : Type*} [MeasurableSpace W] (π : Measure W) := {w : W // 0 < π {w}} def completeFamily {W : Type*} [MeasurableSpace W] {T : Type*} (π : Measure W) (f : PositiveMessage π → T) (t₀ : T) (w : W) : T := if h : 0 < π {w} then f ⟨w,h⟩ else t₀ instance completeFamily_finite {W : Type*} [MeasurableSpace W] {d : ℕ} (π : Measure W) (ρ : PositiveMessage π → Measure (Sphere d)) [hρ : ∀ w, IsFiniteMeasure (ρ w)] (w : W) : IsFiniteMeasure (completeFamily π ρ 0 w) := by unfold completeFamily split_ifs with h · exact hρ ⟨w,h⟩ · infer_instance lemma completeFamily_pos {W : Type*} [MeasurableSpace W] (π : Measure W) (f : PositiveMessage π → ℝ) (hf : ∀ w, 0 < f w) (w : W) : 0 < completeFamily π f 1 w := by unfold completeFamily split_ifs with h · exact hf ⟨w,h⟩ · norm_num lemma completeFamily_growth {W : Type*} [MeasurableSpace W] {d a : ℕ} (π : Measure W) (ρ : PositiveMessage π → Measure (Sphere d)) (B : PositiveMessage π → ℝ) (hg : ∀ w, LocalGrowth (ρ w) a (B w)) (w : W) : LocalGrowth (completeFamily π ρ 0 w) a (completeFamily π B 1 w) := by unfold completeFamily split_ifs with h · exact hg ⟨w,h⟩ · intro z t ht simp structure ActualRowConclusion {d m r q : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ρ : W → Measure (Sphere d)) (B D : W → ℝ) : Prop where row_finite : rowInformation P (gaussianRows m d) ≠ ∞ row_le_entropy : (rowInformation P (gaussianRows m d)).toReal ≤ (shannonEntropy (P.map swapLast).snd).toReal conditional_density : ∀ᵐ gw ∂((actualExperiment (r:=r) P).map actualObservation).fst, ((actualExperiment (r:=r) P).map actualObservation).condKernel gw ≪ volume actual_limit : ∀ᵐ p ∂actualExperiment (r:=r) P, Tendsto (fun j : ℕ => selectedCube ρ (1/(j:ℝ)) (actualObservation p)) atTop (𝓝 (selectedExact ρ (actualObservation p))) smoothed_bound : ∀ δ : ℝ, 0 < δ → Integrable (fun p => Real.log (1+(selectedCube ρ δ (actualObservation p)).toReal)) (actualExperiment (r:=r) P) ∧ (∫ p, Real.log (1+(selectedCube ρ δ (actualObservation p)).toReal) ∂actualExperiment (r:=r) P) ≤ (rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst exact_integrable : Integrable (fun p => Real.log (1+(selectedExact ρ (actualObservation p)).toReal)) (actualExperiment (r:=r) P) exact_bound : (∫ p, Real.log (1+(selectedExact ρ (actualObservation p)).toReal) ∂actualExperiment (r:=r) P) ≤ (rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst entropy_bound : (rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst ≤ (shannonEntropy (P.map swapLast).snd).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst positive_log_integrable : Integrable (fun p => logPositive (selectedExact ρ (actualObservation p))) (actualExperiment (r:=r) P) extended_log_bound : extendedLogExpectation (actualExperiment (r:=r) P) (fun p => selectedExact ρ (actualObservation p)) ≤ (((rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B sw.2) (D sw.2)) ∂P.fst) : EReal) theorem actualRowMain {d m r q : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (hdim : AdmissibleDimensions d m r q) (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (ν : Measure (Sphere d)) [IsProbabilityMeasure ν] (hInd : (P.map swapLast).fst = ν.prod (gaussianRows m d)) (H : ℝ) (hν : ν ≤ ENNReal.ofReal H • uniformSphere d) (hEntropy : shannonEntropy (P.map swapLast).snd ≠ ∞) (ρ : PositiveMessage (P.map swapLast).snd → Measure (Sphere d)) [∀ w, IsFiniteMeasure (ρ w)] (_hρac : ∀ w, ρ w ≪ uniformSphere d) (B D : PositiveMessage (P.map swapLast).snd → ℝ) (hB : ∀ w, 0 < B w) (hD : ∀ w, 0 < D w) (hgB : ∀ w, LocalGrowth (ρ w) (m+r) (B w)) (hgD : ∀ w, LocalGrowth (ρ w) (d-1) (D w)) (hCI : Integrable (fun sw : Sphere d×W => Real.log (1+momentBound 9 d (completeFamily (P.map swapLast).snd B 1 sw.2) (completeFamily (P.map swapLast).snd D 1 sw.2))) P.fst) : ActualRowConclusion (r:=r) (q:=q) P (completeFamily (P.map swapLast).snd ρ 0) (completeFamily (P.map swapLast).snd B 1) (completeFamily (P.map swapLast).snd D 1) := by let ρ' := completeFamily (P.map swapLast).snd ρ 0 let B' := completeFamily (P.map swapLast).snd B 1 let D' := completeFamily (P.map swapLast).snd D 1 have hB' := completeFamily_pos (P.map swapLast).snd B hB have hD' := completeFamily_pos (P.map swapLast).snd D hD have hgB' := completeFamily_growth (P.map swapLast).snd ρ B hgB have hgD' := completeFamily_growth (P.map swapLast).snd ρ D hgD have hH : 0 < H := by by_contra hn have hh := hν univ simp [ENNReal.ofReal_of_nonpos (le_of_not_gt hn)] at hh obtain ⟨hKL,hKE⟩ := rowInformation_le_entropy P ν (gaussianRows m d) hInd hEntropy have hlim := actual_cube_limit hdim P ν hInd H hH hν ρ' let R := (rowInformation P (gaussianRows m d)).toReal/q + ∫ sw : Sphere d×W, Real.log (1+momentBound 9 d (B' sw.2) (D' sw.2)) ∂P.fst have hR0 : 0 ≤ R := add_nonneg (div_nonneg ENNReal.toReal_nonneg (Nat.cast_nonneg _)) (integral_nonneg fun sw => Real.log_nonneg (le_add_of_nonneg_right (momentBound_nonneg 9 d (hB' sw.2).le))) have hsmooth (δ : ℝ) (hδ : 0 < δ) := actual_smoothed_log_bound hdim P hKL ρ' B' D' hB' hD' hgB' hgD' hCI hδ have hExact : ∫⁻ p, ENNReal.ofReal (Real.log (1+(selectedExact ρ' (actualObservation p)).toReal)) ∂actualExperiment (r:=r) P ≤ ENNReal.ofReal R := by apply log_lintegral_bound_of_ae_tendsto (actualExperiment (r:=r) P) (fun j p => selectedCube ρ' (1/(j:ℝ)) (actualObservation p)) (fun p => selectedExact ρ' (actualObservation p)) (fun j => (measurable_selectedCube ρ' (1/(j:ℝ))).comp measurable_actualObservation) (fun p => exactDensity_ne_top _ _ _) hlim (ENNReal.ofReal R) intro j hj exact hsmooth _ (by positivity) have hc := log_bound_consequences (actualExperiment (r:=r) P) (fun p => selectedExact ρ' (actualObservation p)) ((measurable_selectedExact ρ').comp measurable_actualObservation) R hR0 hExact refine ⟨hKL,hKE,actual_conditional_label_ac hdim P ν hInd H hH hν,hlim,?_,hc.1.1,hc.1.2,?_,hc.2.1,hc.2.2⟩ · intro δ hδ exact (log_bound_consequences (actualExperiment (r:=r) P) (fun p => selectedCube ρ' δ (actualObservation p)) ((measurable_selectedCube ρ' δ).comp measurable_actualObservation) R hR0 (hsmooth δ hδ)).1 · exact add_le_add (div_le_div_of_nonneg_right hKE (Nat.cast_nonneg q)) le_rfl theorem actualRowRefinement {d m : ℕ} {W E : Type*} [MeasurableSpace W] [MeasurableSpace E] [Countable W] [MeasurableSingletonClass W] [Countable E] [MeasurableSingletonClass E] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (e : Sphere d×W → E) (he : Measurable e) (_hEntropy : shannonEntropy ((P.map (fun p => ((p.1.1,(p.1.2,e p.1)),p.2))).map swapLast).snd ≠ ∞) : rowInformation (P.map (fun p => ((p.1.1,(p.1.2,e p.1)),p.2))) (gaussianRows m d) = rowInformation P (gaussianRows m d) := rowInformation_refinement P (gaussianRows m d) e he end CurrentProjection end end OAI