import Mathlib import OAI.Probability.LogConcave.Numerics.MeanTree import OAI.Probability.LogConcave.OraclePrograms.CenteringMeanCircuit namespace OAI section noncomputable section namespace LogConcaveSampling.MeanTree open Set MeasureTheory Quadrature FinitePicard open scoped Classical BigOperators NNReal variable {X : Type*} [MeasurableSpace X] {d : ℕ} def picard {I : Type*} [Fintype I] (w : I → I → ℝ) (φ : I → MeanTree X d → MeanTree X d) (a : I → MeanTree X d) : ℕ → I → MeanTree X d | 0 => a | k+1 => fun i => add (a i) (sumFamily (fun j => scale (w i j) (φ j (picard w φ a k j)))) lemma eval_picard {I : Type*} [Fintype I] (F : Point d → ℝ) (w : I → I → ℝ) (φ : I → MeanTree X d → MeanTree X d) (a : I → MeanTree X d) (V : X → I → Point d → Point d) (hφ : ∀j E z,eval F (φ j E) z=V z j (eval F E z)) (N : ℕ) (z : X) (i : I) : eval F (picard w φ a N i) z= nodes w (V z) (fun (_ : Unit) j => eval F (a j) z) N () i := by induction N generalizing i with | zero => rfl | succ N ih => simp only [picard,eval_add,eval_sumFamily,eval_scale,hφ,ih,nodes,step,correction,Pi.add_apply] lemma depth_picard {I : Type*} [Fintype I] (w : I → I → ℝ) (φ : I → MeanTree X d → MeanTree X d) (a : I → MeanTree X d) {b D : ℕ} (ha : ∀i,depth (a i)≤b) (hφ : ∀i E,depth (φ i E)≤ max b (depth E)+D) (N : ℕ) (i : I) : depth (picard w φ a N i)≤b+N*D := by induction N generalizing i with | zero => simpa [picard] using ha i | succ N ih => apply depth_add_le · exact (ha i).trans (by omega) · apply depth_sumFamily_le intro j rw [depth_scale] have he := hφ j (picard w φ a N j) have hi := ih j simp only [Nat.succ_mul] at * omega def probability (r T h : ℝ) (n N : ℕ) (s : ProbabilityNode T h n) (x y : MeanTree X d) (i : ProbabilityNode T h n) : MeanTree X d := picard (reanchorWeight (probabilityWeight T h n) s) (fun j E => scale (-r) (conditional r (probabilityNodeTime T h n j) x E)) (fun _ => y) N i lemma eval_probability {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) {r T h : ℝ} {n N : ℕ} (hn : 0 scale (-r) (conditional r (probabilityNodeTime T h n j) x E)) (fun _ => y) (fun z j => probabilityMeanVelocity F (eval F x z) r (probabilityNodeTime T h n j)) (fun j E z => by simp only [eval_scale,eval_conditional hF r _ x E z (ha j),probabilityMeanVelocity]) N z i simpa only [nodes_eq_iterate] using he lemma depth_probability (r T h : ℝ) (n N : ℕ) (s i : ProbabilityNode T h n) (x y : MeanTree X d) {b : ℕ} (hx : depth x≤b) (hy : depth y≤b) : depth (probability r T h n N s x y i)≤b+N := by apply (depth_picard _ _ _ (D:=1) (fun _ => hy) ?_ N i).trans (by omega) intro j E rw [depth_scale] exact depth_conditional_le _ _ _ _ (hx.trans (le_max_left _ _)) (le_max_right _ _) def harmonic (r ρ z : ℝ) (n N : ℕ) (x y g : MeanTree X d) (i : Fin (n+1)) : MeanTree X d := picard (harmonicWeight n z) (fun _ E => scale ρ (scale (-r) (conditional r ρ x E))) (fun j => add (scale (Real.cos (z*probabilityNodes n j)) y) (scale (Real.sin (z*probabilityNodes n j)) g)) N i lemma eval_harmonic {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) (r ρ v : ℝ) (ha : 0<1-ρ^2) (n N : ℕ) (x y g : MeanTree X d) (z : X) (i : Fin (n+1)) : eval F (harmonic r ρ v n N x y g i) z= harmonicPicard F (eval F x z) r ρ v n N (eval F y z,eval F g z) i := by unfold harmonic harmonicPicard have he := eval_picard F (harmonicWeight n v) (fun _ E => scale ρ (scale (-r) (conditional r ρ x E))) (fun j => add (scale (Real.cos (v*probabilityNodes n j)) y) (scale (Real.sin (v*probabilityNodes n j)) g)) (fun z _ => harmonicMeanVelocity F (eval F x z) r ρ) (fun j E z => by simp only [eval_scale,eval_conditional hF r ρ x E z ha, harmonicMeanVelocity,probabilityMeanVelocity]) N z i simp only [nodes_eq_iterate,eval_add,eval_scale] at he ⊢ change _ = _ at he exact he lemma depth_harmonic (r ρ v : ℝ) (n N : ℕ) (x y g : MeanTree X d) (i : Fin (n+1)) {b : ℕ} (hx : depth x≤b) (hy : depth y≤b) (hg : depth g≤b) : depth (harmonic r ρ v n N x y g i)≤b+N := by apply (depth_picard _ _ _ (D:=1) (fun j => depth_add_le _ _ (by simpa using hy) (by simpa using hg)) ?_ N i).trans (by omega) intro j E simp only [depth_scale] exact depth_conditional_le _ _ _ _ (hx.trans (le_max_left _ _)) (le_max_right _ _) def kernelCorrection (r T h v : ℝ) (n N : ℕ) (s e : ProbabilityNode T h n) (x y g : MeanTree X d) : MeanTree X d := let b := probability r T h n N e x y s let w := harmonic r (probabilityNodeTime T h n s) v n N x b g (Fin.last n) sumFamily (fun j => scale (reanchorWeight (probabilityWeight T h n) s e j) (scale (-r) (conditional r (probabilityNodeTime T h n j) x (probability r T h n N s x w j)))) lemma eval_kernelCorrection {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) {r T h v : ℝ} {n N : ℕ} (hn : 0 scale (derivativeWeight (angleNodes m) j/ψ) (kernelCorrection r T h (ψ*angleNodes m j) n N s e x y g)) def kernelQuadrature (r T h ψ : ℝ) (n m N : ℕ) (e : ProbabilityNode T h n) (w : ProbabilityNode T h n → ℝ) (x y g : MeanTree X d) : MeanTree X d := sumFamily (fun j => scale (w j) (kernelAction r T h ψ n m N j e x y g)) lemma eval_kernelAction {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) {r T h ψ : ℝ} {n m N : ℕ} (hn : 0 fun _ => a | k+1 => fun i => (add a.1 (sumFamily (fun j => scale (w i j) (φ (pairPicard w φ a k j)).1)), add a.2 (sumFamily (fun j => scale (w i j) (φ (pairPicard w φ a k j)).2))) lemma eval_pairPicard {I : Type*} [Fintype I] (F : Point d → ℝ) (w : I → I → ℝ) (φ : MeanTree X d × MeanTree X d → MeanTree X d × MeanTree X d) (a : MeanTree X d × MeanTree X d) (V : X → (Point d × Point d) → Point d × Point d) (hφ : ∀p z,pairEval F (φ p) z=V z (pairEval F p z)) (N : ℕ) (z : X) (i : I) : pairEval F (pairPicard w φ a N i) z= nodes w (fun _ => V z) (fun p : Point d × Point d => fun _ => p) N (pairEval F a z) i := by induction N generalizing i with | zero => rfl | succ N ih => have hsum (j : I) := hφ (pairPicard w φ a N j) z simp only [ih] at hsum apply Prod.ext · simp only [pairPicard,pairEval,eval_add,eval_sumFamily,eval_scale,nodes,step,correction, Pi.add_apply,Prod.fst_add,Prod.fst_sum,Prod.smul_fst] congr 1 apply Finset.sum_congr rfl intro j _ simpa only [pairEval] using congrArg (fun p : Point d × Point d => w i j • p.1) (hsum j) · simp only [pairPicard,pairEval,eval_add,eval_sumFamily,eval_scale,nodes,step,correction, Pi.add_apply,Prod.snd_add,Prod.snd_sum,Prod.smul_snd] congr 1 apply Finset.sum_congr rfl intro j _ simpa only [pairEval] using congrArg (fun p : Point d × Point d => w i j • p.2) (hsum j) lemma depth_pairPicard {I : Type*} [Fintype I] (w : I → I → ℝ) (φ : MeanTree X d × MeanTree X d → MeanTree X d × MeanTree X d) (a : MeanTree X d × MeanTree X d) {b D : ℕ} (ha : depth a.1≤b ∧ depth a.2≤b) (hφ : ∀p k,b≤k → depth p.1≤k → depth p.2≤k → depth (φ p).1≤k+D ∧ depth (φ p).2≤k+D) (N : ℕ) (i : I) : depth (pairPicard w φ a N i).1≤b+N*D ∧ depth (pairPicard w φ a N i).2≤b+N*D := by induction N generalizing i with | zero => simpa [pairPicard] using ha | succ N ih => have hstep (j : I) := hφ (pairPicard w φ a N j) (b+N*D) (by omega) (ih j).1 (ih j).2 constructor · apply depth_add_le · exact ha.1.trans (by omega) · apply depth_sumFamily_le intro j rw [depth_scale] simpa only [Nat.succ_mul,Nat.add_assoc] using (hstep j).1 · apply depth_add_le · exact ha.2.trans (by omega) · apply depth_sumFamily_le intro j rw [depth_scale] simpa only [Nat.succ_mul,Nat.add_assoc] using (hstep j).2 end LogConcaveSampling.MeanTree end end section noncomputable section namespace LogConcaveSampling.MeanTree open Set MeasureTheory Quadrature FinitePicard open scoped Classical BigOperators NNReal variable {X : Type*} [MeasurableSpace X] {d : ℕ} def centeringStates (r T h ψ s : ℝ) (n m N nc Nc : ℕ) (e : ProbabilityNode T h (n+1)) (x y g : MeanTree X d) (i : Fin (nc+1)) : MeanTree X d × MeanTree X d := pairPicard (centeringWeight nc) (velocity r T h ψ s n m N e x) (y,g) Nc i def meanCircuit (r T h ψ s : ℝ) (n m N nc Nc : ℕ) (e : ProbabilityNode T h (n+1)) (x y g : MeanTree X d) : MeanTree X d := add (scale s g) (sumFamily (fun j => scale (Quadrature.weight (probabilityNodes nc) j 0 1) (conditional r T x (centeringStates r T h ψ s n m N nc Nc e x y g j).1))) lemma nodes_productPointEquiv {I : Type*} [Fintype I] (w : I → I → ℝ) (V : Point d × Point d → Point d × Point d) (y : Point (d+d)) (N : ℕ) (i : I) : productPointEquiv d d (nodes w (fun _ z => (productPointEquiv d d).symm (V (productPointEquiv d d z))) (fun z _ => z) N y i)= nodes w (fun _ => V) (fun p : Point d × Point d => fun _ => p) N (productPointEquiv d d y) i := by induction N generalizing i with | zero => rfl | succ N ih => simp only [nodes,step,correction,Pi.add_apply,map_add,map_sum,map_smul, ContinuousLinearEquiv.apply_symm_apply] congr 1 apply Finset.sum_congr rfl intro j _ rw [ih] lemma eval_centeringStates {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) {r T h ψ s : ℝ} (hT0 : 0 eval_velocity hF hT0 hT1 hh n m N e x p z)] unfold stationaryPicard centeringVelocityJoint rw [nodes_productPointEquiv] simp only [ContinuousLinearEquiv.apply_symm_apply,pairEval] lemma eval_meanCircuit {F : Point d → ℝ} {lam : ℝ≥0} (hF : Primitive F lam) {r T h ψ s : ℝ} (hT0 : 0 b @[simp] lemma base_anchor (b : X → Point d) (hb : Measurable b) : base (anchor b hb)=b := rfl @[simp] lemma base_zero : base (zero : MeanTree X d)=fun _ => 0 := rfl @[simp] lemma base_scale (s : ℝ) (E : MeanTree X d) : base (scale s E)=fun z => s • base E z := by cases E; rfl @[simp] lemma base_add (E D : MeanTree X d) : base (add E D)=fun z => base E z+base D z := by cases E; cases D; rfl @[simp] lemma base_mean (r : ℝ) (E : MeanTree X d) : base (mean r E)=fun _ => 0 := rfl @[simp] lemma base_conditional (r ρ : ℝ) (x y : MeanTree X d) : base (conditional r ρ x y)=fun _ => 0 := rfl @[simp] lemma base_sumFin (k : ℕ) (E : Fin k → MeanTree X d) : base (sumFin k E)=fun z => ∑i,base (E i) z := by induction k with | zero => funext z; simp [sumFin] | succ k ih => funext z; simp [sumFin,ih,Fin.sum_univ_succ] @[simp] lemma base_sumFamily {I : Type*} [Fintype I] (E : I → MeanTree X d) : base (sumFamily E)=fun z => ∑i,base (E i) z := by funext z simp only [sumFamily,base_sumFin] exact Fintype.sum_equiv (Fintype.equivFin I).symm _ _ (fun _ => rfl) def centers (P : ℝ → (X → Point d) → Prop) : MeanTree X d → Prop | .node _ _ _ _ r C => ∀i,P (r i) (base (C i)) ∧ centers P (C i) @[simp] lemma centers_anchor (P : ℝ → (X → Point d) → Prop) (b : X → Point d) (hb : Measurable b) : centers P (anchor b hb) := by intro i; exact Fin.elim0 i @[simp] lemma centers_zero (P : ℝ → (X → Point d) → Prop) : centers P (zero : MeanTree X d) := centers_anchor _ _ _ @[simp] lemma centers_scale (P : ℝ → (X → Point d) → Prop) (s : ℝ) (E : MeanTree X d) : centers P (scale s E)↔centers P E := by cases E; rfl @[simp] lemma centers_add (P : ℝ → (X → Point d) → Prop) (E D : MeanTree X d) : centers P (add E D)↔centers P E ∧ centers P D := by cases E with | node k b hb a r C => cases D with | node l c hc v t B => simp only [centers,add] constructor · intro h constructor · intro i simpa only [Fin.addCases_left] using h (Fin.castAdd l i) · intro i simpa only [Fin.addCases_right] using h (Fin.natAdd k i) · rintro ⟨h₁,h₂⟩ i exact Fin.addCases (fun j => by simpa only [Fin.addCases_left] using h₁ j) (fun j => by simpa only [Fin.addCases_right] using h₂ j) i lemma centers_mean (P : ℝ → (X → Point d) → Prop) (r : ℝ) (E : MeanTree X d) (hr : P r (base E)) (hE : centers P E) : centers P (mean r E) := by intro i exact ⟨hr,hE⟩ lemma centers_conditional (P : ℝ → (X → Point d) → Prop) (r ρ : ℝ) (x y : MeanTree X d) (hr : P (r*Real.sqrt (1-ρ^2)) (fun z => base x z+(r*ρ) • base y z)) (hx : centers P x) (hy : centers P y) : centers P (conditional r ρ x y) := by apply centers_mean · simpa only [base_add,base_scale] using hr · exact (centers_add _ _ _).2 ⟨hx,(centers_scale _ _ _).2 hy⟩ lemma centers_sumFin (P : ℝ → (X → Point d) → Prop) (k : ℕ) (E : Fin k → MeanTree X d) (h : ∀i,centers P (E i)) : centers P (sumFin k E) := by induction k with | zero => exact centers_zero _ | succ k ih => exact (centers_add _ _ _).2 ⟨h 0,ih _ (fun i => h i.succ)⟩ lemma centers_sumFamily {I : Type*} [Fintype I] (P : ℝ → (X → Point d) → Prop) (E : I → MeanTree X d) (h : ∀i,centers P (E i)) : centers P (sumFamily E) := centers_sumFin P _ _ (fun _ => h _) lemma picard_shape {I : Type*} [Fintype I] (P : ℝ → (X → Point d) → Prop) (w : I → I → ℝ) (φ : I → MeanTree X d → MeanTree X d) (a : I → MeanTree X d) (ha : ∀i,centers P (a i)) (hφ : ∀i j E,base E=base (a j) → centers P E → base (φ i E)=(fun _ => 0) ∧ centers P (φ i E)) (N : ℕ) (i : I) : base (picard w φ a N i)=base (a i) ∧ centers P (picard w φ a N i) := by induction N generalizing i with | zero => exact ⟨rfl,ha i⟩ | succ N ih => have hc (j : I) := hφ j j (picard w φ a N j) (ih j).1 (ih j).2 constructor · funext z simp only [picard,base_add,base_sumFamily,base_scale,(hc _).1,smul_zero,Finset.sum_const_zero,add_zero] · apply (centers_add _ _ _).2 refine ⟨ha i,centers_sumFamily _ _ ?_⟩ intro j exact (centers_scale _ _ _).2 (hc j).2 end LogConcaveSampling.MeanTree end end section noncomputable section namespace LogConcaveSampling.MeanTree open MeasureTheory Quadrature open scoped Classical BigOperators variable {X : Type*} [MeasurableSpace X] {d : ℕ} @[simp] lemma weight_anchor (b : X → Point d) (hb : Measurable b) : weight (anchor b hb)=0 := by simp [anchor,weight] @[simp] lemma weight_zero : weight (zero : MeanTree X d)=0 := by simp [zero] @[simp] lemma weight_scale (s : ℝ) (E : MeanTree X d) : weight (scale s E)=|s| * weight E := by cases E simp only [weight,scale,abs_mul,Finset.mul_sum] @[simp] lemma weight_add (E D : MeanTree X d) : weight (add E D)=weight E+weight D := by cases E; cases D simp [weight,add,Fin.sum_univ_add] @[simp] lemma weight_mean (r : ℝ) (E : MeanTree X d) : weight (mean r E)=1 := by simp [weight,mean] lemma weight_nonneg (E : MeanTree X d) : 0≤weight E := by cases E exact Finset.sum_nonneg (fun i _ => abs_nonneg _) @[simp] lemma weight_sumFin (k : ℕ) (E : Fin k → MeanTree X d) : weight (sumFin k E)=∑i,weight (E i) := by induction k with | zero => simp [sumFin] | succ k ih => simp [sumFin,ih,Fin.sum_univ_succ] @[simp] lemma weight_sumFamily {I : Type*} [Fintype I] (E : I → MeanTree X d) : weight (sumFamily E)=∑i,weight (E i) := by simp only [sumFamily,weight_sumFin] exact Fintype.sum_equiv (Fintype.equivFin I).symm _ _ (fun _ => rfl) @[simp] lemma weight_conditional (r t : ℝ) (x y : MeanTree X d) : weight (conditional r t x y)=1 := by simp [conditional] def centersBound (A : ℝ) : MeanTree X d → Prop | .node _ _ _ _ _ E => ∀i,weight (E i)≤A ∧ centersBound A (E i) lemma centersBound_mono {A B : ℝ} (hAB : A≤B) {E : MeanTree X d} (hE : centersBound A E) : centersBound B E := by induction E with | node k b hb a r E ih => intro i exact ⟨(hE i).1.trans hAB,ih i (hE i).2⟩ @[simp] lemma centersBound_anchor (A : ℝ) (b : X → Point d) (hb : Measurable b) : centersBound A (anchor b hb) := by intro i exact Fin.elim0 i @[simp] lemma centersBound_zero (A : ℝ) : centersBound A (zero : MeanTree X d) := by simp [zero] @[simp] lemma centersBound_scale (A s : ℝ) (E : MeanTree X d) : centersBound A (scale s E) ↔ centersBound A E := by cases E; rfl @[simp] lemma centersBound_add (A : ℝ) (E D : MeanTree X d) : centersBound A (add E D) ↔ centersBound A E ∧ centersBound A D := by cases E with | node k b hb a r C => cases D with | node l e he c s B => simp only [add,centersBound,Fin.forall_fin_add] simp @[simp] lemma centersBound_mean (A r : ℝ) (E : MeanTree X d) : centersBound A (mean r E) ↔ weight E≤A ∧ centersBound A E := by simp [mean,centersBound] lemma centersBound_sumFin (A : ℝ) (k : ℕ) (E : Fin k → MeanTree X d) (hE : ∀i,centersBound A (E i)) : centersBound A (sumFin k E) := by induction k with | zero => simp [sumFin] | succ k ih => exact (centersBound_add _ _ _).2 ⟨hE 0,ih _ (fun i => hE i.succ)⟩ lemma centersBound_sumFamily {I : Type*} [Fintype I] (A : ℝ) (E : I → MeanTree X d) (hE : ∀i,centersBound A (E i)) : centersBound A (sumFamily E) := by exact centersBound_sumFin A _ _ (fun i => hE _) lemma centersBound_conditional {A r t : ℝ} {x y : MeanTree X d} (hx : centersBound A x) (hy : centersBound A y) (hw : weight x+|r*t| * weight y≤A) : centersBound A (conditional r t x y) := by simp only [conditional,centersBound_mean,weight_add,weight_scale,centersBound_add,centersBound_scale] exact ⟨hw,hx,hy⟩ lemma weight_picard {I : Type*} [Fintype I] (w : I → I → ℝ) (φ : I → MeanTree X d → MeanTree X d) (a : I → MeanTree X d) {B C : ℝ} (hC : 0≤C) (hw : ∀i,∑j,|w i j|≤B) (hφ : ∀i E,weight (φ i E)≤C) (N : ℕ) (i : I) : weight (picard w φ a N i)≤weight (a i)+B*C := by have hB : 0≤B := (Finset.sum_nonneg (fun _ _ => abs_nonneg _)).trans (hw i) cases N with | zero => simpa only [picard] using (le_add_of_nonneg_right (a:=weight (a i)) (mul_nonneg hB hC)) | succ N => simp only [picard,weight_add,weight_sumFamily,weight_scale] apply add_le_add_right calc _≤∑j,|w i j| * C := Finset.sum_le_sum (fun j _ => mul_le_mul_of_nonneg_left (hφ j _) (abs_nonneg _)) _=(∑j,|w i j|)*C := (Finset.sum_mul _ _ _).symm _≤B*C := mul_le_mul_of_nonneg_right (hw i) hC end LogConcaveSampling.MeanTree end end end OAI