import Mathlib import OAI.Probability.LogConcave.Analysis.Poincare namespace OAI section section noncomputable section open MeasureTheory Filter open scoped ENNReal NNReal Topology section UpperProof open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal RealInnerProductSpace Topology namespace LogConcaveSampling namespace Appell open MeasureTheory open scoped NNReal variable {E F : Type*} [NormedAddCommGroup E] [NormedAddCommGroup F] def HasGrowth (f : E → F) : Prop := ∃ C : ℝ, 0 ≤ C ∧ ∃ n : ℕ, ∀ x, ‖f x‖ ≤ C*(1+‖x‖^n) lemma pow_le_one_add_pow_add {a : ℝ} (ha : 0 ≤ a) (n m : ℕ) : a^n ≤ 1+a^(n+m) := by by_cases h : a ≤ 1 · exact (pow_le_one₀ ha h).trans (le_add_of_nonneg_right (by positivity)) · have h' : 1 ≤ a := le_of_not_ge h have hp := mul_le_mul_of_nonneg_left (one_le_pow₀ h' : 1 ≤ a^m) (pow_nonneg ha n) rw [mul_one,← pow_add] at hp linarith lemma HasGrowth.const (c : F) : HasGrowth (fun _ : E => c) := by exact ⟨‖c‖,norm_nonneg _,0,fun _ => by simp only [pow_zero]; nlinarith [norm_nonneg c]⟩ lemma HasGrowth.add {f g : E → F} (hf : HasGrowth f) (hg : HasGrowth g) : HasGrowth (fun x => f x+g x) := by obtain ⟨A,hA,n,hn⟩ := hf obtain ⟨B,hB,m,hm⟩ := hg refine ⟨2*(A+B),by positivity,n+m,fun x => ?_⟩ have ha := pow_le_one_add_pow_add (norm_nonneg x) n m have hb := pow_le_one_add_pow_add (norm_nonneg x) m n rw [Nat.add_comm m n] at hb have h := (norm_add_le (f x) (g x)).trans (add_le_add (hn x) (hm x)) nlinarith [mul_le_mul_of_nonneg_left ha hA,mul_le_mul_of_nonneg_left hb hB, mul_nonneg hA (pow_nonneg (norm_nonneg x) (n+m)),mul_nonneg hB (pow_nonneg (norm_nonneg x) (n+m))] lemma HasGrowth.smul [NormedSpace ℝ F] {f : E → ℝ} {g : E → F} (hf : HasGrowth f) (hg : HasGrowth g) : HasGrowth (fun x => f x • g x) := by obtain ⟨A,hA,n,hn⟩ := hf obtain ⟨B,hB,m,hm⟩ := hg refine ⟨4*A*B,by positivity,n+m,fun x => ?_⟩ rw [norm_smul] have h := mul_le_mul (hn x) (hm x) (norm_nonneg _) (by positivity) have ha := pow_le_one_add_pow_add (norm_nonneg x) n m have hb := pow_le_one_add_pow_add (norm_nonneg x) m n rw [Nat.add_comm m n] at hb have he : (1+‖x‖^n)*(1+‖x‖^m) ≤ 4*(1+‖x‖^(n+m)) := by rw [pow_add] at ha hb ⊢ nlinarith [pow_nonneg (norm_nonneg x) n,pow_nonneg (norm_nonneg x) m] have hh := mul_le_mul_of_nonneg_left he (mul_nonneg hA hB) nlinarith lemma HasGrowth.mul {f g : E → ℝ} (hf : HasGrowth f) (hg : HasGrowth g) : HasGrowth (fun x => f x*g x) := hf.smul hg lemma HasGrowth.norm {f : E → F} (hf : HasGrowth f) : HasGrowth (fun x => ‖f x‖) := by simpa only [HasGrowth,norm_norm] using hf lemma HasGrowth.pow {f : E → ℝ} (hf : HasGrowth f) (n : ℕ) : HasGrowth (fun x => (f x)^n) := by induction n with | zero => simpa using HasGrowth.const (E := E) (1:ℝ) | succ n ih => simpa only [pow_succ] using ih.mul hf lemma HasGrowth.sum {ι : Type*} (s : Finset ι) {f : ι → E → F} (hf : ∀ i ∈ s, HasGrowth (f i)) : HasGrowth (fun x => ∑ i ∈ s, f i x) := by classical induction s using Finset.induction_on with | empty => simpa using HasGrowth.const (E := E) (0:F) | @insert i s hi ih => simp only [Finset.sum_insert hi] exact (hf i (Finset.mem_insert_self _ _)).add (ih (fun j hj => hf j (Finset.mem_insert_of_mem hj))) lemma HasGrowth.prod {ι : Type*} (s : Finset ι) {f : ι → E → ℝ} (hf : ∀ i ∈ s, HasGrowth (f i)) : HasGrowth (fun x => ∏ i ∈ s, f i x) := by classical induction s using Finset.induction_on with | empty => simpa using HasGrowth.const (E := E) (1:ℝ) | @insert i s hi ih => simp only [Finset.prod_insert hi] exact (hf i (Finset.mem_insert_self _ _)).mul (ih (fun j hj => hf j (Finset.mem_insert_of_mem hj))) lemma HasGrowth.linear [NormedSpace ℝ E] [NormedSpace ℝ F] (L : E →L[ℝ] F) : HasGrowth L := by refine ⟨‖L‖,norm_nonneg _,1,fun x => ?_⟩ exact (L.le_opNorm x).trans (by simp only [pow_one]; nlinarith [norm_nonneg L]) lemma HasGrowth.lipschitz {K : ℝ≥0} {f : E → F} (hf : LipschitzWith K f) : HasGrowth f := by refine ⟨(K:ℝ)+‖f 0‖,by positivity,1,fun x => ?_⟩ have hh := hf.dist_le_mul x 0 rw [dist_eq_norm,dist_zero_right] at hh simp only [pow_one] nlinarith [norm_le_norm_sub_add (f x) (f 0),mul_nonneg (norm_nonneg (f 0)) (norm_nonneg x)] variable [MeasurableSpace E] def HasMoments (μ : Measure E) : Prop := ∀ n : ℕ, Integrable (fun x : E => ‖x‖^n) μ lemma HasGrowth.integrable {μ : Measure E} [IsFiniteMeasure μ] {f : E → F} (hf : HasGrowth f) (hm : AEStronglyMeasurable f μ) (hμ : HasMoments μ) : Integrable f μ := by obtain ⟨C,hC,n,hn⟩ := hf exact (((integrable_const (1:ℝ)).add (hμ n)).const_mul C).mono' hm (Filter.Eventually.of_forall hn) lemma HasGrowth.memLp {μ : Measure E} [IsFiniteMeasure μ] {f : E → ℝ} (hf : HasGrowth f) (hm : AEStronglyMeasurable f μ) (hμ : HasMoments μ) : MemLp f 2 μ := by exact (memLp_two_iff_integrable_sq hm).2 ((hf.pow 2).integrable (hm.pow 2) hμ) end Appell end LogConcaveSampling namespace LogConcaveSampling namespace Appell open MeasureTheory ProbabilityTheory Filter open scoped Topology NNReal ENNReal variable {ι : Type*} [DecidableEq ι] def inverseMoment (m : Finset ι → ℝ) (s : Finset ι) : ℝ := if _hs : s = ∅ then 1 else -∑ t ∈ (s.powerset.filter (fun t => t ≠ s)).attach, m (s \ t.1)*inverseMoment m t.1 termination_by s.card decreasing_by have ht := (Finset.mem_filter.mp t.2) exact Finset.card_lt_card (Finset.ssubset_iff_subset_ne.mpr ⟨Finset.mem_powerset.mp ht.1,ht.2⟩) @[simp] lemma inverseMoment_empty (m : Finset ι → ℝ) : inverseMoment m ∅ = 1 := by rw [inverseMoment] simp lemma inverseMoment_convolution (m : Finset ι → ℝ) (hm : m ∅ = 1) (s : Finset ι) : ∑ t ∈ s.powerset, m (s \ t)*inverseMoment m t = if s = ∅ then 1 else 0 := by by_cases hs : s = ∅ · subst s simp [hm] have hmem : s ∈ s.powerset := Finset.mem_powerset.mpr (Finset.Subset.refl s) have he : s.powerset.filter (fun t => t ≠ s) = s.powerset.erase s := by ext t simp only [Finset.mem_filter,Finset.mem_erase] tauto have hi := inverseMoment.eq_def m s simp only [hs,↓reduceDIte] at hi change inverseMoment m s = -∑ t ∈ (s.powerset.filter (fun t => t ≠ s)).attach, (fun t => m (s \ t)*inverseMoment m t) t.1 at hi have hat := Finset.sum_attach (s.powerset.filter (fun t => t ≠ s)) (fun t => m (s \ t)*inverseMoment m t) rw [hat,he] at hi rw [ite_eq_right hs,← Finset.sum_erase_add _ _ hmem] simp only [Finset.sdiff_self,hm,one_mul] linarith lemma inverseMoment_nonempty (m : Finset ι → ℝ) {s : Finset ι} (hs : s ≠ ∅) : inverseMoment m s = -∑ t ∈ s.powerset.erase s, m (s \ t)*inverseMoment m t := by have h := inverseMoment.eq_def m s simp only [hs,↓reduceDIte] at h have hat := Finset.sum_attach (s.powerset.filter (fun t => t ≠ s)) (fun t => m (s \ t)*inverseMoment m t) rw [hat] at h convert! h using 2 apply Finset.sum_congr _ (fun _ _ => rfl) ext t simp only [Finset.mem_filter,Finset.mem_erase] tauto lemma inverseMoment_image {κ : Type*} [DecidableEq κ] (e : ι → κ) (he : Function.Injective e) (m : Finset κ → ℝ) (s : Finset ι) : inverseMoment (fun t => m (t.image e)) s = inverseMoment m (s.image e) := by induction s using Finset.strongInductionOn with | _ s ih => by_cases hs : s = ∅ · subst s; simp have hs' : s.image e ≠ ∅ := by simpa using hs rw [inverseMoment_nonempty _ hs,inverseMoment_nonempty _ hs'] have hi : Function.Injective (fun t : Finset ι => t.image e) := Finset.image_injective he have hp : (s.image e).powerset.erase (s.image e) = (s.powerset.erase s).image (fun t => t.image e) := by rw [Finset.powerset_image,← Finset.image_erase hi] rw [hp,Finset.sum_image] · congr 1 apply Finset.sum_congr rfl intro t ht rw [Finset.image_sdiff _ _ he, ih t (Finset.ssubset_iff_subset_ne.mpr ⟨Finset.mem_powerset.mp (Finset.mem_erase.mp ht).2, (Finset.mem_erase.mp ht).1⟩)] · exact fun _ _ _ _ h => hi h def polynomial (m : Finset ι → ℝ) (s : Finset ι) (z : ι → ℝ) : ℝ := ∑ t ∈ s.powerset, inverseMoment m t * ∏ i ∈ s \ t, z i @[simp] lemma polynomial_empty (m : Finset ι → ℝ) (z : ι → ℝ) : polynomial m ∅ z = 1 := by simp [polynomial] lemma polynomial_image {κ : Type*} [DecidableEq κ] (e : ι → κ) (he : Function.Injective e) (m : Finset κ → ℝ) (s : Finset ι) (z : κ → ℝ) : polynomial (fun t => m (t.image e)) s (z ∘ e) = polynomial m (s.image e) z := by rw [polynomial,polynomial,Finset.powerset_image,Finset.sum_image] · apply Finset.sum_congr rfl intro t ht rw [inverseMoment_image e he m,← Finset.image_sdiff _ _ he,Finset.prod_image] · rfl · exact fun _ _ _ _ h => he h · exact fun _ _ _ _ h => Finset.image_injective he h def moments {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (X : ι → Ω → ℝ) (s : Finset ι) : ℝ := ∫ ω, ∏ i ∈ s, X i ω ∂μ omit [DecidableEq ι] in lemma moments_empty {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (X : ι → Ω → ℝ) : moments μ X ∅ = 1 := by simp [moments] omit [DecidableEq ι] in lemma moments_image {Ω κ : Type*} [MeasurableSpace Ω] [DecidableEq κ] (μ : Measure Ω) (X : κ → Ω → ℝ) (e : ι → κ) (he : Function.Injective e) (s : Finset ι) : moments μ (X ∘ e) s = moments μ X (s.image e) := by unfold moments congr 1 funext ω rw [Finset.prod_image] · rfl · exact fun _ _ _ _ h => he h lemma polynomial_integrable {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) (X : ι → Ω → ℝ) (s : Finset ι) (hX : ∀ t ⊆ s, Integrable (fun ω => ∏ i ∈ t, X i ω) μ) (m : Finset ι → ℝ) : Integrable (fun ω => polynomial m s (fun i => X i ω)) μ := by apply integrable_finsetSum intro t ht exact (hX (s \ t) Finset.sdiff_subset).const_mul _ lemma integral_polynomial {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (X : ι → Ω → ℝ) (s : Finset ι) (hX : ∀ t ⊆ s, Integrable (fun ω => ∏ i ∈ t, X i ω) μ) : (∫ ω, polynomial (moments μ X) s (fun i => X i ω) ∂μ) = if s = ∅ then 1 else 0 := by simp only [polynomial] rw [integral_finsetSum _ (fun t ht => (hX (s \ t) Finset.sdiff_subset).const_mul _)] simp only [integral_const_mul] simpa only [moments,mul_comm] using inverseMoment_convolution (moments μ X) (moments_empty μ X) s lemma sum_powerset_sdiff {M : Type*} [AddCommMonoid M] (s : Finset ι) (F : ι → Finset ι → M) : (∑ t ∈ s.powerset, ∑ i ∈ s \ t, F i t) = ∑ i ∈ s, ∑ t ∈ (s.erase i).powerset, F i t := by have hsd (t : Finset ι) : ∑ i ∈ s \ t, F i t = ∑ i ∈ s, if i ∉ t then F i t else 0 := by have he : s \ t = s.filter (fun i => i ∉ t) := by ext i; simp rw [he,Finset.sum_filter] simp_rw [hsd] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro i hi rw [← Finset.sum_filter] apply Finset.sum_congr _ (fun _ _ => rfl) ext t simp only [Finset.mem_filter,Finset.mem_powerset,Finset.subset_erase] section Derivatives variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] lemma polynomial_contDiff (m : Finset ι → ℝ) (s : Finset ι) (a : ι → E →L[ℝ] ℝ) : ContDiff ℝ (⊤ : ℕ∞) (fun z : E => polynomial m s (fun i => a i z)) := by unfold polynomial apply ContDiff.sum intro t ht apply contDiff_const.mul apply contDiff_prod intro i hi exact (a i).contDiff lemma hasFDerivAt_polynomial (m : Finset ι → ℝ) (s : Finset ι) (a : ι → E →L[ℝ] ℝ) (x : E) : HasFDerivAt (fun z : E => polynomial m s (fun i => a i z)) (∑ i ∈ s, polynomial m (s.erase i) (fun j => a j x) • a i) x := by have hd : HasFDerivAt (fun z : E => polynomial m s (fun i => a i z)) (∑ t ∈ s.powerset, inverseMoment m t • ∑ i ∈ s \ t, (∏ j ∈ (s \ t).erase i, a j x) • a i) x := by apply HasFDerivAt.fun_sum intro t ht exact (HasFDerivAt.finsetProd (fun i hi => (a i).hasFDerivAt)).const_mul _ apply hd.congr_fderiv simp only [Finset.smul_sum,smul_smul] have hset (i : ι) (t : Finset ι) : (s \ t).erase i = s.erase i \ t := by ext j simp only [Finset.mem_erase,Finset.mem_sdiff] tauto simp_rw [hset] rw [sum_powerset_sdiff] simp only [polynomial,Finset.sum_smul] end Derivatives end Appell end LogConcaveSampling namespace LogConcaveSampling namespace Appell open MeasureTheory ProbabilityTheory open scoped RealInnerProductSpace variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [MeasurableSpace E] [BorelSpace E] variable {ι κ : Type*} [Fintype ι] [DecidableEq ι] [Fintype κ] [DecidableEq κ] def coordinate (b : OrthonormalBasis κ ℝ E) (i : κ) : E →L[ℝ] ℝ := innerSL ℝ (b i) omit [MeasurableSpace E] [BorelSpace E] in @[simp] lemma coordinate_basis (b : OrthonormalBasis κ ℝ E) (i j : κ) : coordinate b i (b j) = if i = j then 1 else 0 := by exact orthonormal_iff_ite.mp b.orthonormal i j def slotPolynomial (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (a : ι → κ) (s : Finset ι) (x : E) : ℝ := polynomial (moments μ (fun i => coordinate b (a i))) s (fun i => coordinate b (a i) x) def tensorPolynomial (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) (x : E) : ℝ := ∑ a, T a * slotPolynomial μ b a Finset.univ x omit [MeasurableSpace E] [BorelSpace E] in lemma growth_polynomial {J : Type*} [DecidableEq J] (m : Finset J → ℝ) (s : Finset J) (a : J → E →L[ℝ] ℝ) : HasGrowth (fun x => polynomial m s (fun i => a i x)) := by exact HasGrowth.sum _ (fun t ht => (HasGrowth.const _).mul (HasGrowth.prod _ (fun i hi => HasGrowth.linear (a i)))) omit [BorelSpace E] [Fintype ι] [DecidableEq κ] in lemma slotPolynomial_growth (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (a : ι → κ) (s : Finset ι) : HasGrowth (slotPolynomial μ b a s) := growth_polynomial _ _ _ omit [DecidableEq κ] in omit [BorelSpace E] in lemma tensorPolynomial_growth (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : HasGrowth (tensorPolynomial μ b T) := HasGrowth.sum _ (fun a _ha => (HasGrowth.const _).mul (slotPolynomial_growth μ b a _)) omit [BorelSpace E] [Fintype ι] [DecidableEq κ] in lemma slotPolynomial_smooth (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (a : ι → κ) (s : Finset ι) : ContDiff ℝ (⊤ : ℕ∞) (slotPolynomial μ b a s) := polynomial_contDiff _ _ _ omit [BorelSpace E] [DecidableEq κ] in lemma tensorPolynomial_smooth (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : ContDiff ℝ (⊤ : ℕ∞) (tensorPolynomial μ b T) := ContDiff.sum (fun a _ha => contDiff_const.mul (slotPolynomial_smooth μ b a _)) omit [Fintype ι] [DecidableEq κ] in lemma integral_slotPolynomial (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) (b : OrthonormalBasis κ ℝ E) (a : ι → κ) (s : Finset ι) : (∫ x, slotPolynomial μ b a s x ∂μ) = if s = ∅ then 1 else 0 := by apply integral_polynomial intro t ht exact (HasGrowth.prod t (fun i hi => HasGrowth.linear (coordinate b (a i)))).integrable (continuous_finsetProd _ (fun i hi => (coordinate b (a i)).continuous)).aestronglyMeasurable hμ omit [DecidableEq κ] in lemma integral_tensorPolynomial (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) [Nonempty ι] : (∫ x, tensorPolynomial μ b T x ∂μ) = 0 := by simp only [tensorPolynomial] rw [integral_finsetSum] · simp only [integral_const_mul,integral_slotPolynomial μ hμ, Finset.univ_eq_empty_iff,not_isEmpty_of_nonempty,↓reduceIte,mul_zero,Finset.sum_const_zero] · intro a ha exact ((slotPolynomial_growth μ b a _).integrable (slotPolynomial_smooth μ b a _).continuous.aestronglyMeasurable hμ).const_mul _ omit [BorelSpace E] [DecidableEq κ] in lemma slotPolynomial_erase (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (a : ι → κ) (i : ι) (x : E) : slotPolynomial μ b a (Finset.univ.erase i) x = slotPolynomial μ b (fun j : {j // j ≠ i} => a j) Finset.univ x := by have he : (Finset.univ : Finset {j : ι // j ≠ i}).image Subtype.val = Finset.univ.erase i := by ext j simp have hm : moments μ (fun j : {j : ι // j ≠ i} => coordinate b (a j)) = fun t => moments μ (fun j : ι => coordinate b (a j)) (t.image Subtype.val) := by funext t exact moments_image μ (fun j : ι => coordinate b (a j)) Subtype.val Subtype.val_injective t unfold slotPolynomial rw [hm] simpa only [Function.comp_def,he] using (polynomial_image (fun j : {j : ι // j ≠ i} => j.val) Subtype.val_injective (moments μ (fun j : ι => coordinate b (a j))) Finset.univ (fun j => coordinate b (a j) x)).symm def slice (T : (ι → κ) → ℝ) (i : ι) (k : κ) (a : {j // j ≠ i} → κ) : ℝ := T ((Equiv.piSplitAt i (fun _ => κ)).symm (k,a)) omit [BorelSpace E] [DecidableEq κ] in lemma hasFDerivAt_tensorPolynomial (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) (x : E) : HasFDerivAt (tensorPolynomial μ b T) (∑ a, T a • ∑ i, slotPolynomial μ b a (Finset.univ.erase i) x • coordinate b (a i)) x := by exact HasFDerivAt.fun_sum (fun a _ha => (hasFDerivAt_polynomial _ _ _ x).const_mul (T a)) omit [BorelSpace E] in lemma derivative_tensorPolynomial_basis (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) (x : E) (k : κ) : fderiv ℝ (tensorPolynomial μ b T) x (b k) = ∑ i, tensorPolynomial μ b (slice T i k) x := by rw [(hasFDerivAt_tensorPolynomial μ b T x).fderiv] simp only [sum_apply,smul_apply,smul_eq_mul, coordinate_basis,Finset.mul_sum] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro i hi rw [← (Equiv.piSplitAt i (fun _ => κ)).symm.sum_comp] rw [Fintype.sum_prod_type] simp only [Equiv.piSplitAt_symm_apply,dite_true] simp only [mul_ite,mul_one,mul_zero] rw [Finset.sum_comm] simp only [Finset.sum_ite_eq',Finset.mem_univ,ite_true] unfold tensorPolynomial apply Finset.sum_congr rfl intro a ha rw [slotPolynomial_erase] congr 1 congr 1 funext j simp [Equiv.piSplitAt_symm_apply,j.prop] omit [DecidableEq κ] in lemma tensorPolynomial_memLp (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : MemLp (tensorPolynomial μ b T) 2 μ := (tensorPolynomial_growth μ b T).memLp (tensorPolynomial_smooth μ b T).continuous.aestronglyMeasurable hμ omit [DecidableEq κ] in omit [BorelSpace E] in lemma tensorPolynomial_derivative_growth (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : HasGrowth (fun x => fderiv ℝ (tensorPolynomial μ b T) x) := by simp only [(hasFDerivAt_tensorPolynomial μ b T _).fderiv] exact HasGrowth.sum _ (fun a _ha => (HasGrowth.const _).smul (HasGrowth.sum _ (fun i _hi => (slotPolynomial_growth μ b a _).smul (HasGrowth.const _)))) omit [DecidableEq κ] in lemma tensorPolynomial_derivative_integrable (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : Integrable (fun x => ‖fderiv ℝ (tensorPolynomial μ b T) x‖^2) μ := by have hd : Continuous (fun x => fderiv ℝ (tensorPolynomial μ b T) x) := (tensorPolynomial_smooth μ b T).continuous_fderiv (by simp) exact ((tensorPolynomial_derivative_growth μ b T).norm.pow 2).integrable (hd.norm.pow 2).aestronglyMeasurable hμ omit [MeasurableSpace E] [BorelSpace E] [DecidableEq ι] in lemma sq_sum_le_card_mul_sum_sq (f : ι → ℝ) : (∑ i, f i)^2 ≤ (Fintype.card ι:ℝ)*∑ i, (f i)^2 := by simpa using Finset.sum_mul_sq_le_sq_mul_sq Finset.univ (fun _ : ι => (1:ℝ)) f omit [BorelSpace E] in lemma tensorPolynomial_derivative_bound (μ : Measure E) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) (x : E) : ‖fderiv ℝ (tensorPolynomial μ b T) x‖^2 ≤ (Fintype.card ι:ℝ)*∑ i, ∑ k, (tensorPolynomial μ b (slice T i k) x)^2 := by rw [b.norm_dual] simp_rw [derivative_tensorPolynomial_basis μ b T] calc _ ≤ ∑ k, (Fintype.card ι:ℝ)*∑ i, (tensorPolynomial μ b (slice T i k) x)^2 := Finset.sum_le_sum (fun k hk => sq_sum_le_card_mul_sum_sq _) _ = _ := by rw [← Finset.mul_sum,Finset.sum_comm] lemma tensorPolynomial_one_step (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) {β : ℝ} (hβ : 0 ≤ β) (hP : HasPoincare μ β) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) [Nonempty ι] : (∫ x, (tensorPolynomial μ b T x)^2 ∂μ) ≤ β*(Fintype.card ι:ℝ)*∑ i, ∑ k, ∫ x, (tensorPolynomial μ b (slice T i k) x)^2 ∂μ := by have hi (i : ι) (k : κ) : Integrable (fun x => (tensorPolynomial μ b (slice T i k) x)^2) μ := (tensorPolynomial_memLp μ hμ b _).integrable_sq have hp := hP _ ((tensorPolynomial_smooth μ b T).of_le (by simp)) (tensorPolynomial_memLp μ hμ b T) (tensorPolynomial_derivative_integrable μ hμ b T) rw [variance_eq_sub (tensorPolynomial_memLp μ hμ b T),integral_tensorPolynomial μ hμ, zero_pow (by norm_num : 2 ≠ 0),sub_zero] at hp have hh := integral_mono (tensorPolynomial_derivative_integrable μ hμ b T) ((integrable_finsetSum _ (fun i hi' => integrable_finsetSum _ (fun k hk => hi i k))).const_mul (Fintype.card ι:ℝ)) (tensorPolynomial_derivative_bound μ b T) rw [integral_const_mul,integral_finsetSum] at hh · simp_rw [integral_finsetSum _ (fun k hk => hi _ k)] at hh exact hp.trans ((mul_le_mul_of_nonneg_left hh hβ).trans_eq (by ring)) · intro i hi' exact integrable_finsetSum _ (fun k hk => hi i k) omit [MeasurableSpace E] [BorelSpace E] [DecidableEq κ] in lemma slice_energy (T : (ι → κ) → ℝ) (i : ι) : (∑ k, ∑ a, (slice T i k a)^2) = ∑ a, (T a)^2 := by simpa only [slice,Fintype.sum_prod_type] using (Equiv.piSplitAt i (fun _ => κ)).symm.sum_comp (fun a => (T a)^2) universe u theorem tensorPolynomial_L2_aux (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) {β : ℝ} (hβ : 0 ≤ β) (hP : HasPoincare μ β) (b : OrthonormalBasis κ ℝ E) (n : ℕ) : ∀ (J : Type u) [Fintype J] [DecidableEq J], Fintype.card J = n → ∀ T : (J → κ) → ℝ, (∫ x, (tensorPolynomial μ b T x)^2 ∂μ) ≤ β^n*(n.factorial:ℝ)^2*∑ a, (T a)^2 := by induction n using Nat.strong_induction_on with | h n ih => intro J _ _ hc T by_cases hn : n = 0 · have : IsEmpty J := Fintype.card_eq_zero_iff.mp (hc.trans hn) let a : J → κ := fun j => isEmptyElim j let : Unique (J → κ) := ⟨⟨a⟩,fun f => funext (fun j => isEmptyElim j)⟩ simp [hn,tensorPolynomial,slotPolynomial] have hp : 0 < n := Nat.pos_of_ne_zero hn have : Nonempty J := Fintype.card_pos_iff.mp (hc ▸ hp) have hcard (i : J) : Fintype.card {j : J // j ≠ i} = n-1 := by rw [Fintype.card_subtype_compl,Fintype.card_subtype_eq,hc] let C : ℝ := β^(n-1)*((n-1).factorial:ℝ)^2 have hb (i : J) (k : κ) : (∫ x, (tensorPolynomial μ b (slice T i k) x)^2 ∂μ) ≤ C*∑ a, (slice T i k a)^2 := ih (n-1) (Nat.sub_lt hp (by norm_num)) _ (hcard i) (slice T i k) have hh := (tensorPolynomial_one_step μ hμ hβ hP b T).trans (mul_le_mul_of_nonneg_left (Finset.sum_le_sum (fun i hi => Finset.sum_le_sum (fun k hk => hb i k))) (mul_nonneg hβ (Nat.cast_nonneg (Fintype.card J)))) have he : (∑ i, ∑ k, C*∑ a, (slice T i k a)^2) = C*(n:ℝ)*∑ a, (T a)^2 := by simp_rw [← Finset.mul_sum,slice_energy] simp only [Finset.sum_const,Finset.card_univ,hc,nsmul_eq_mul] ring rw [he] at hh have hn' : n-1+1=n := Nat.sub_add_cancel hp have hf : (n.factorial:ℝ) = (n:ℝ)*((n-1).factorial:ℝ) := by have hf' := Nat.factorial_succ (n-1) rw [hn'] at hf' exact_mod_cast hf' have hpow : β^n=β^(n-1)*β := by calc β^n = β^(n-1+1) := congrArg (fun j => β^j) hn'.symm _ = β^(n-1)*β := pow_succ _ _ convert! hh using 1 rw [hc,hf,hpow] dsimp [C] ring theorem tensorPolynomial_L2 (μ : Measure E) [IsProbabilityMeasure μ] (hμ : HasMoments μ) {β : ℝ} (hβ : 0 ≤ β) (hP : HasPoincare μ β) (b : OrthonormalBasis κ ℝ E) (T : (ι → κ) → ℝ) : (∫ x, (tensorPolynomial μ b T x)^2 ∂μ) ≤ β^(Fintype.card ι)*((Fintype.card ι).factorial:ℝ)^2*∑ a, (T a)^2 := tensorPolynomial_L2_aux μ hμ hβ hP b _ ι rfl T end Appell end LogConcaveSampling end UpperProof end end end end OAI