import Mathlib import OAI.Probability.LogConcave.Complexity.KernelAnalyticNormalizedBudget import OAI.Probability.LogConcave.Dynamics.DistanceCoupled namespace OAI section noncomputable section namespace LogConcaveSampling.EulerGeometry open MeasureTheory ProbabilityTheory Filter open scoped Topology Classical NNReal variable {d : ℕ} lemma measurable_iterate_map {T : Point d → Point d} (hT : Measurable T) (σ : ℝ) (n : ℕ) (x : Point d) : Measurable (fun g : PiLp 2 (fun _ : Fin n => Point d) => iterate T σ n x g.ofLp) := by have h (n : ℕ) : Measurable (iterate T σ n x) := by induction n with | zero => exact measurable_const | succ n ih => exact (hT.comp (ih.comp (Measurable.of_eval (fun index => measurable_pi_apply index.castSucc)))).add ((measurable_pi_apply (Fin.last n)).const_smul σ) exact (h n).comp (PiLp.continuous_ofLp (p := 2) (β := fun _ : Fin n => Point d)).measurable def law (T : Point d → Point d) (σ : ℝ) (n : ℕ) (x : Point d) : Measure (Point d) := (stdGaussian (PiLp 2 (fun _ : Fin n => Point d))).map (fun g => iterate T σ n x g.ofLp) lemma law_probability {T : Point d → Point d} (hT : Measurable T) (σ : ℝ) (n : ℕ) (x : Point d) : IsProbabilityMeasure (law T σ n x) := (Measure.isProbabilityMeasure_map_iff (measurable_iterate_map hT σ n x).aemeasurable).mpr inferInstance theorem laws_tendsto (μ : Measure (Point d)) [IsProbabilityMeasure μ] {q : ℕ → ℝ≥0} {T : ℕ → Point d → Point d} (hT : ∀ k, LipschitzWith (q k) (T k)) (σ : ℕ → ℝ) (N : ℕ → ℕ) (hq : Tendsto (fun k => (q k:ℝ)^(N k)) atTop (𝓝 0)) {D : ℕ → ℝ} (hD : Tendsto (fun k => (N k:ℝ)*D k) atTop (𝓝 0)) (hstep : ∀ k (f : Point d → ℝ), Measurable f → ∀ B : ℝ, 0 ≤ B → (∀ x, |f x| ≤ B) → |(∫ x, operator (T k) (σ k) f x ∂μ)-∫ x, f x ∂μ| ≤ B*D k) (x : Point d) : Tendsto (fun k => (⟨law (T k) (σ k) (N k) x,law_probability (hT k).continuous.measurable _ _ _⟩ : ProbabilityMeasure (Point d))) atTop (nhds (X := ProbabilityMeasure (Point d)) ⟨μ,inferInstance⟩) := by apply tendsto_iff_forall_lipschitz_integral_tendsto.mpr intro f hf hl obtain ⟨C,hC⟩ := hf obtain ⟨L,hL⟩ := hl have hb (z : Point d) : |f z|≤C+|f 0| := by have h := hC z 0 rw [Real.dist_eq] at h have ha := abs_add_le (f z-f 0) (f 0) rw [sub_add_cancel] at ha linarith have hB : 0≤C+|f 0| := (abs_nonneg (f 0)).trans (hb 0) have ht := expectations_tendsto μ hT σ N hq hD hstep hL.uniformContinuous hB hb x convert ht using 1 · funext k change (∫z,f z ∂law (T k) (σ k) (N k) x)=_ rw [law,integral_map (measurable_iterate_map (hT k).continuous.measurable _ _ _).aemeasurable hL.continuous.aestronglyMeasurable] exact integral_iterate_gaussian (hT k).continuous.measurable (σ k) hL.continuous.measurable hb (N k) x · rfl lemma comparison_iterate {T U : Point d → Point d} {R : ℝ} (hr : 0≤R) (hstep : ∀x y,dist x y≤R → dist (T x) (U y)≤R) (σ : ℝ) (n : ℕ) (x : Point d) (g : Fin n → Point d) : dist (iterate T σ n x g) (iterate U σ n x g)≤R := by induction n with | zero => simpa only [iterate,dist_self] using hr | succ n ih => simp only [iterate,dist_add_right] exact hstep _ _ (ih _) lemma laws_distanceCoupled {T U : Point d → Point d} (hT : Measurable T) (hU : Measurable U) {R : ℝ} (hr : 0≤R) (hstep : ∀x y,dist x y≤R → dist (T x) (U y)≤R) (σ : ℝ) (n : ℕ) (x : Point d) : Coupling.DistanceCoupled (law T σ n x) (law U σ n x) R := by let J := fun g : PiLp 2 (fun _ : Fin n => Point d) => (iterate T σ n x g.ofLp,iterate U σ n x g.ofLp) have hm : Measurable J := (measurable_iterate_map hT _ _ _).prodMk (measurable_iterate_map hU _ _ _) refine ⟨(stdGaussian _).map J,inferInstance,?_,?_,?_⟩ · change ((stdGaussian _).map J).map Prod.fst=_ rw [Measure.map_map measurable_fst hm] rfl · change ((stdGaussian _).map J).map Prod.snd=_ rw [Measure.map_map measurable_snd hm] rfl · apply ae_map_iff hm.aemeasurable (measurableSet_le (by fun_prop) measurable_const) |>.mpr exact Filter.Eventually.of_forall (fun g => comparison_iterate hr hstep σ n x g.ofLp) end LogConcaveSampling.EulerGeometry end end section noncomputable section namespace LogConcaveSampling open MeasureTheory ProbabilityTheory Filter EulerGeometry open scoped Topology Classical NNReal variable {d : ℕ} theorem gibbs_distanceCoupled_of_euler {H U : Point d → ℝ} (hH : ContDiff ℝ 2 H) (hU : ContDiff ℝ 2 U) {MH MU : ℝ≥0} (hMH : LipschitzWith MH (gradient H)) (hMU : LipschitzWith MU (gradient U)) (hH0 : partition H ≠ 0) (hHt : partition H ≠ ⊤) (hU0 : partition U ≠ 0) (hUt : partition U ≠ ⊤) (hHi : Integrable (fun x => ‖gradient H x‖^2) (gibbs H)) (hUi : Integrable (fun x => ‖gradient U x‖^2) (gibbs U)) {m a B : ℝ} (hm : 0 < m) (ha : 0 < a) (hma : m*a≤1) (hB : 0 ≤ B) (hTH : ∀h,0 ≤ h → h ≤ a → ∀x y,dist (eulerDrift H h x) (eulerDrift H h y)≤(1-m*h)*dist x y) (hTU : ∀h,0 ≤ h → h ≤ a → ∀x y,dist (eulerDrift U h x) (eulerDrift U h y)≤(1-m*h)*dist x y) (hpert : ∀x,‖gradient H x-gradient U x‖≤B) : Coupling.DistanceCoupled (gibbs H) (gibbs U) (B/m) := by let := probability_gibbs_of_partition hH0 hHt let := probability_gibbs_of_partition hU0 hUt have hrate : Tendsto (fun s => EulerDefect.rate H s+EulerDefect.rate U s) (𝓝 0) (𝓝 0) := by simpa only [zero_add] using (EulerDefect.rate_tendsto hH hMH hHi).add (EulerDefect.rate_tendsto hU hMU hUi) obtain ⟨N,s,hs,hD⟩ := exists_consistent_schedule hrate (fun s => add_nonneg (EulerDefect.rate_nonneg H s) (EulerDefect.rate_nonneg U s)) ha have hq0 (k) : 0 ≤ 1-m*(s k)^2 := by have h := mul_le_mul_of_nonneg_left (hs k).2.2.1 hm.le linarith let q : ℕ → ℝ≥0 := fun k => ⟨1-m*(s k)^2,hq0 k⟩ have hTL (k) : LipschitzWith (q k) (eulerDrift H ((s k)^2)) := LipschitzWith.of_dist_le_mul (hTH _ (sq_nonneg _) (hs k).2.2.1) have hUL (k) : LipschitzWith (q k) (eulerDrift U ((s k)^2)) := LipschitzWith.of_dist_le_mul (hTU _ (sq_nonneg _) (hs k).2.2.1) have hq : Tendsto (fun k => (q k:ℝ)^(N k)) atTop (𝓝 0) := schedule_contraction_tendsto hm N s hq0 (fun k => (hs k).2.2.2) have hDH : Tendsto (fun k => (N k:ℝ)*(2*(s k)^2*EulerDefect.rate H (s k))) atTop (𝓝 0) := by apply squeeze_zero (fun k => by positivity [EulerDefect.rate_nonneg H (s k)]) _ hD intro k gcongr exact le_add_of_nonneg_right (EulerDefect.rate_nonneg U _) have hDU : Tendsto (fun k => (N k:ℝ)*(2*(s k)^2*EulerDefect.rate U (s k))) atTop (𝓝 0) := by apply squeeze_zero (fun k => by positivity [EulerDefect.rate_nonneg U (s k)]) _ hD intro k gcongr exact le_add_of_nonneg_left (EulerDefect.rate_nonneg H _) have hcH := laws_tendsto (gibbs H) hTL (fun k => Real.sqrt 2*s k) N hq hDH (fun k f hf B hB hb => euler_operator_gibbs_defect hH hMH hH0 hHt hHi (hs k).1.ne' (by rw [abs_of_pos (hs k).1]; exact (hs k).2.1) hf hB hb) 0 have hcU := laws_tendsto (gibbs U) hUL (fun k => Real.sqrt 2*s k) N hq hDU (fun k f hf B hB hb => euler_operator_gibbs_defect hU hMU hU0 hUt hUi (hs k).1.ne' (by rw [abs_of_pos (hs k).1]; exact (hs k).2.1) hf hB hb) 0 apply Coupling.distanceCoupled_of_tendsto hcH hcU intro k apply laws_distanceCoupled (hTL k).continuous.measurable (hUL k).continuous.measurable (div_nonneg hB hm.le) intro x y hxy have he : dist (eulerDrift H ((s k)^2) y) (eulerDrift U ((s k)^2) y)≤(s k)^2*B := by rw [eulerDrift,eulerDrift,dist_eq_norm,show y-(s k)^2 • gradient H y-(y-(s k)^2 • gradient U y) = -(s k)^2 • (gradient H y-gradient U y) by module,norm_smul,Real.norm_eq_abs,abs_neg,abs_sq] exact mul_le_mul_of_nonneg_left (hpert y) (sq_nonneg _) have ht := dist_triangle (eulerDrift H ((s k)^2) x) (eulerDrift H ((s k)^2) y) (eulerDrift U ((s k)^2) y) have hb := (hTL k).dist_le_mul x y have hmul := mul_le_mul_of_nonneg_left hxy (hq0 k) have hid : (1-m*(s k)^2)*(B/m)+(s k)^2*B=B/m := by field_simp; ring change _≤B/m change dist _ _≤(1-m*(s k)^2)*dist x y at hb linarith end LogConcaveSampling end end section noncomputable section namespace LogConcaveSampling open MeasureTheory ProbabilityTheory Filter open scoped Topology Classical NNReal RealInnerProductSpace variable {d : ℕ} lemma gradient_contDiff_one {H : Point d → ℝ} (hH : ContDiff ℝ 2 H) : ContDiff ℝ 1 (gradient H) := (InnerProductSpace.toDual ℝ (Point d)).symm.contDiff.comp (hH.fderiv_right (by norm_num)) lemma hessian_euler_contraction {H : Point d → ℝ} (hH : ContDiff ℝ 2 H) {m M s : ℝ} (_ : 0 < m) (hs : 0 ≤ s) (hsM : s*M ≤ 1) (hess : ∀x v : Point d,m*‖v‖^2 ≤ inner ℝ v (fderiv ℝ (gradient H) x v) ∧ inner ℝ v (fderiv ℝ (gradient H) x v) ≤ M*‖v‖^2) (hsm : s*m ≤ 1) : LipschitzWith ⟨1-s*m,sub_nonneg.mpr hsm⟩ (eulerDrift H s) := by have hg := (gradient_contDiff_one hH).differentiable (by norm_num) have hd (x : Point d) : fderiv ℝ (eulerDrift H s) x= ContinuousLinearMap.id ℝ (Point d)-s • fderiv ℝ (gradient H) x := ((hasFDerivAt_id x).sub ((hg x).hasFDerivAt.const_smul s)).fderiv apply lipschitzWith_of_nnnorm_fderiv_le (differentiable_id.sub (hg.const_smul s)) intro x change ‖fderiv ℝ (eulerDrift H s) x‖ ≤ 1-s*m rw [hd] change ‖ContinuousLinearMap.id ℝ (Point d)-s • fderiv ℝ (gradient H) x‖ ≤ 1-s*m have hsym : (ContinuousLinearMap.id ℝ (Point d)-s • fderiv ℝ (gradient H) x).IsSymmetric := by intro v w change inner ℝ (v-s • fderiv ℝ (gradient H) x v) w=inner ℝ v (w-s • fderiv ℝ (gradient H) x w) simp only [inner_sub_left,inner_sub_right,real_inner_smul_left,real_inner_smul_right] have he : inner ℝ (fderiv ℝ (gradient H) x v) w=inner ℝ v (fderiv ℝ (gradient H) x w) := (ContDiff.isSymmetric_gradient_derivative hH x) v w rw [he] rw [ContinuousLinearMap.norm_eq_iSup_rayleighQuotient _ hsym] apply ciSup_le intro v by_cases hv : v=0 · simp [hv,sub_nonneg.mpr hsm] have hp : 0 < ‖v‖^2 := sq_pos_of_pos (norm_pos_iff.mpr hv) rw [ContinuousLinearMap.rayleighQuotient,ContinuousLinearMap.reApplyInnerSelf_apply,real_inner_comm] simp only [RCLike.re_to_real,sub_apply,ContinuousLinearMap.id_apply, smul_apply,inner_sub_right,real_inner_smul_right,real_inner_self_eq_norm_sq] have hn : 0 ≤ ‖v‖^2-s*inner ℝ v (fderiv ℝ (gradient H) x v) := by have hh := mul_le_mul_of_nonneg_left (hess x v).2 hs have hb := mul_le_mul_of_nonneg_right hsM hp.le nlinarith rw [abs_of_nonneg (div_nonneg hn hp.le),div_le_iff₀ hp] have hh := mul_le_mul_of_nonneg_left (hess x v).1 hs nlinarith def posteriorPotential (V : Point d → ℝ) (h : ℝ) (y z : Point d) : ℝ := V z+‖z-y‖^2/(2*h) lemma posterior_smooth {V : Point d → ℝ} (hV : Admissible V) (h : ℝ) (y : Point d) : ContDiff ℝ 2 (posteriorPotential V h y) := hV.smooth.add (((contDiff_norm_sq ℝ).comp (contDiff_id.sub contDiff_const)).div_const _) lemma posterior_gradient {V : Point d → ℝ} (hV : Admissible V) (h : ℝ) (y z : Point d) : gradient (posteriorPotential V h y) z=gradient V z+h⁻¹ • (z-y) := by apply HasGradientAt.gradient apply hasGradientAt_iff_hasFDerivAt.mpr have ha := (hasStrictFDerivAt_norm_sq (z-y)).hasFDerivAt.comp z ((hasFDerivAt_id z).sub (hasFDerivAt_const y z)) have hd := (hV.smooth.differentiable (by norm_num) z).hasFDerivAt.add (ha.const_smul (2*h)⁻¹) convert! hd using 1 · funext w simp only [posteriorPotential,Pi.add_apply,Pi.smul_apply,Function.comp_apply,Pi.sub_apply,id_eq,smul_eq_mul] ring ext v simp only [add_apply,smul_apply, ContinuousLinearMap.comp_apply,sub_apply,ContinuousLinearMap.id_apply, map_sub,sub_zero,smul_eq_mul,innerSL_apply_apply, InnerProductSpace.toDual_apply_apply,inner_add_left,real_inner_smul_left,inner_sub_left,←toDual_gradient] ring lemma posterior_hessian {V : Point d → ℝ} (hV : Admissible V) (h : ℝ) (y z v : Point d) : fderiv ℝ (gradient (posteriorPotential V h y)) z v=fderiv ℝ (gradient V) z v+h⁻¹ • v := by have he : gradient (posteriorPotential V h y)=(fun z => gradient V z+h⁻¹ • (z-y)) := funext (posterior_gradient hV h y) rw [he] have hd := (hV.contDiff_gradient.differentiable (by norm_num) z).hasFDerivAt.add (((hasFDerivAt_id z).sub (hasFDerivAt_const y z)).const_smul h⁻¹) change (fderiv ℝ (gradient V+h⁻¹ • (id-fun _ => y)) z) v=_ rw [hd.fderiv] simp lemma posterior_tail {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y : Point d) : HasGaussianLowerTail (posteriorPotential V h y) := by refine ⟨1/2,by norm_num,0,fun z => ?_⟩ dsimp [posteriorPotential] have hq := (hV.quadratic_bounds z).1 have hn : 0 ≤ ‖z-y‖^2/(2*h) := by positivity linarith lemma posterior_gradient_lipschitz {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y : Point d) : LipschitzWith ⟨2+h⁻¹,by positivity⟩ (gradient (posteriorPotential V h y)) := by apply LipschitzWith.of_dist_le_mul intro x z simp only [posterior_gradient hV h y] have hb := dist_add_add_le (gradient V x) (h⁻¹ • (x-y)) (gradient V z) (h⁻¹ • (z-y)) simp only [dist_smul₀,Real.norm_eq_abs,abs_of_pos (inv_pos.mpr hh),dist_sub_right] at hb have hg := hV.gradient_lipschitz.dist_le_mul x z change _ ≤ (2+h⁻¹)*dist x z norm_num at hg nlinarith lemma norm_sq_growth_of_lipschitz {g : Point d → Point d} {L : ℝ≥0} (hg : LipschitzWith L g) : HasPolynomialGrowth (fun x => ‖g x‖^2) := by obtain ⟨C,hC,n,hb⟩ := growth_of_lipschitz hg refine ⟨2*C^2,by positivity,2*n,fun x => ?_⟩ rw [Real.norm_eq_abs,abs_sq] have hs := pow_le_pow_left₀ (norm_nonneg _) (hb x) 2 have hr := sq_nonneg (1-‖x‖^n) rw [mul_comm 2 n,pow_mul] nlinarith [mul_nonneg (sq_nonneg C) hr] lemma posterior_gradient_integrable {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y : Point d) : Integrable (fun z => ‖gradient (posteriorPotential V h y) z‖^2) (gibbs (posteriorPotential V h y)) := integrable_polynomial_gibbs (posterior_smooth hV h y).continuous (posterior_tail hV hh y) ((posterior_gradient_lipschitz hV hh y).continuous.norm.pow 2) (norm_sq_growth_of_lipschitz (posterior_gradient_lipschitz hV hh y)) end LogConcaveSampling end end section noncomputable section namespace LogConcaveSampling open MeasureTheory ProbabilityTheory Filter open scoped Topology Classical NNReal RealInnerProductSpace variable {d : ℕ} lemma posterior_euler_lipschitz {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y : Point d) {s : ℝ} (hs : 0 ≤ s) (hsM : s*(2+h⁻¹) ≤ 1) : ∀ x z, dist (eulerDrift (posteriorPotential V h y) s x) (eulerDrift (posteriorPotential V h y) s z) ≤ (1-(1+h⁻¹)*s)*dist x z := by have hsm : s*(1+h⁻¹) ≤ 1 := by nlinarith have he := hessian_euler_contraction (posterior_smooth hV h y) (by positivity : 0 < 1+h⁻¹) hs hsM (fun x v => ?_) hsm · intro x z have hb := he.dist_le_mul x z change dist _ _ ≤ (1-s*(1+h⁻¹))*dist x z at hb convert! hb using 1 ring · rw [posterior_hessian hV h y,inner_add_right,real_inner_smul_right,real_inner_self_eq_norm_sq] obtain ⟨hl,hu⟩ := hV.hessian_bounds x v constructor <;> nlinarith theorem posterior_distanceCoupled {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y z : Point d) : Coupling.DistanceCoupled (gibbs (posteriorPotential V h y)) (gibbs (posteriorPotential V h z)) (dist y z/(1+h)) := by have hM : 0 < 2+h⁻¹ := by positivity have hm : 0 < 1+h⁻¹ := by positivity have hma : (1+h⁻¹)*(2+h⁻¹)⁻¹ ≤ 1 := by rw [←div_eq_mul_inv,div_le_one hM] linarith have hstep (u : Point d) (s : ℝ) (hs : 0 ≤ s) (hsa : s ≤ (2+h⁻¹)⁻¹) := posterior_euler_lipschitz hV hh u hs (by have hsc := mul_le_mul_of_nonneg_right hsa hM.le rw [inv_mul_cancel₀ hM.ne'] at hsc exact hsc) have hpert (x : Point d) : ‖gradient (posteriorPotential V h y) x-gradient (posteriorPotential V h z) x‖ ≤ h⁻¹*dist y z := by rw [posterior_gradient hV h y,posterior_gradient hV h z, show gradient V x+h⁻¹ • (x-y)-(gradient V x+h⁻¹ • (x-z))=h⁻¹ • (z-y) by module, norm_smul,Real.norm_eq_abs,abs_of_pos (inv_pos.mpr hh),←dist_eq_norm,dist_comm z y] have he := gibbs_distanceCoupled_of_euler (posterior_smooth hV h y) (posterior_smooth hV h z) (posterior_gradient_lipschitz hV hh y) (posterior_gradient_lipschitz hV hh z) (partition_pos_of_continuous (posterior_smooth hV h y).continuous).ne' (partition_ne_top_of_integrable ((posterior_tail hV hh y).integrable_exp (posterior_smooth hV h y).continuous)) (partition_pos_of_continuous (posterior_smooth hV h z).continuous).ne' (partition_ne_top_of_integrable ((posterior_tail hV hh z).integrable_exp (posterior_smooth hV h z).continuous)) (posterior_gradient_integrable hV hh y) (posterior_gradient_integrable hV hh z) hm (inv_pos.mpr hM) hma (mul_nonneg (inv_pos.mpr hh).le dist_nonneg) (hstep y) (hstep z) hpert have hid : h⁻¹*dist y z/(1+h⁻¹)=dist y z/(1+h) := by field_simp ring rwa [hid] at he lemma posterior_squaredCoupled {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 < h) (y z : Point d) : Coupling.SquaredAt (gibbs (posteriorPotential V h y)) (gibbs (posteriorPotential V h z)) id id ((dist y z/(1+h))^2) := (posterior_distanceCoupled hV hh y z).squared (div_nonneg dist_nonneg (by positivity)) end LogConcaveSampling end end section noncomputable section namespace LogConcaveSampling open MeasureTheory ProbabilityTheory Function open scoped Classical ENNReal variable {d : ℕ} {A : Type*} [MeasurableSpace A] lemma measurable_gibbs_family {H : A → Point d → ℝ} (hH : Measurable (uncurry H)) : Measurable (fun a => gibbs (H a)) := by have hw : Measurable (fun p : A × Point d => gibbsDensity (H p.1) p.2) := by unfold gibbsDensity exact (Real.measurable_exp.comp hH.neg).ennreal_ofReal have hp : Measurable (fun a => partition (H a)) := hw.lintegral_prod_right apply Measure.measurable_of_measurable_coe intro s hs simp only [gibbs,Measure.smul_apply,smul_eq_mul,withDensity_apply _ hs] change Measurable (fun a => (partition (H a))⁻¹ * ∫⁻z in s,gibbsDensity (H a) z) exact hp.inv.mul (hw.lintegral_prod_right (ν:=volume.restrict s)) def gibbsKernel (H : A → Point d → ℝ) (hH : Measurable (uncurry H)) : Kernel A (Point d) where toFun a := gibbs (H a) measurable' := measurable_gibbs_family hH lemma bounded_integrable {E : Type*} [MeasurableSpace E] {μ : Measure E} [IsFiniteMeasure μ] {f : E → ℝ} (hf : Measurable f) {C : ℝ} (hb : ∀x,|f x|≤C) : Integrable f μ := by exact (integrable_const C).mono' hf.aestronglyMeasurable (Filter.Eventually.of_forall (fun x => by simpa only [Real.norm_eq_abs] using hb x)) lemma bounded_integral {E : Type*} [MeasurableSpace E] {μ : Measure E} [IsProbabilityMeasure μ] {f : E → ℝ} {C : ℝ} (_ : 0≤C) (hb : ∀x,|f x|≤C) : |∫x,f x ∂μ|≤C := by rw [←Real.norm_eq_abs] exact (norm_integral_le_of_norm_le_const (Filter.Eventually.of_forall (fun x => by simpa only [Real.norm_eq_abs] using hb x))).trans (by simp) lemma gibbs_family_integral_measurable {H : A → Point d → ℝ} (hH : Measurable (uncurry H)) {f : Point d → ℝ} (hf : Measurable f) : Measurable (fun a => ∫z,f z ∂gibbs (H a)) := (hf.stronglyMeasurable.integral_kernel (κ:=gibbsKernel H hH)).measurable def posteriorKernel (V : Point d → ℝ) (hV : Admissible V) (h : ℝ) : Kernel (Point d) (Point d) := gibbsKernel (posteriorPotential V h) (by have hm := hV.smooth.continuous.measurable unfold uncurry posteriorPotential fun_prop) lemma posteriorKernel_probability {V : Point d → ℝ} (hV : Admissible V) {h : ℝ} (hh : 0 (p.1,p.1+Real.sqrt h • p.2)) def noisedLaw (V : Point d → ℝ) (h : ℝ) : Measure (Point d) := ((gibbs V).prod (stdGaussian (Point d))).map (fun p => p.1+Real.sqrt h • p.2) lemma noisedLaw_probability {V : Point d → ℝ} (hV : Admissible V) (h : ℝ) : IsProbabilityMeasure (noisedLaw V h) := by let := hV.isProbabilityMeasure_gibbs unfold noisedLaw infer_instance lemma jointPosteriorLaw_probability {V : Point d → ℝ} (hV : Admissible V) (h : ℝ) : IsProbabilityMeasure (jointPosteriorLaw V h) := by let := hV.isProbabilityMeasure_gibbs unfold jointPosteriorLaw infer_instance lemma jointPosterior_fst {V : Point d → ℝ} (h : ℝ) : (jointPosteriorLaw V h).map Prod.fst=gibbs V := by rw [jointPosteriorLaw,Measure.map_map measurable_fst (by fun_prop)] simpa only [Function.comp_def,measure_univ,one_smul] using (Measure.map_fst_prod (μ:=gibbs V) (ν:=stdGaussian (Point d))) lemma jointPosterior_snd {V : Point d → ℝ} (h : ℝ) : (jointPosteriorLaw V h).map Prod.snd=noisedLaw V h := by rw [jointPosteriorLaw,Measure.map_map measurable_snd (by fun_prop)] rfl end LogConcaveSampling end end end OAI