import Mathlib import OAI.Probability.ParisiFinite.OrderedCode namespace OAI /-! Branch Numerator. -/ noncomputable section open scoped BigOperators ComplexConjugate InnerProductSpace Topology ComplexOrder open Filter open scoped BigOperators open scoped Matrix Matrix.Norms.L2Operator ComplexConjugate open scoped InnerProductSpace ComplexConjugate open Filter Topology open Filter Set Topology open scoped InnerProductSpace ComplexConjugate Topology open scoped InnerProductSpace open scoped BigOperators Topology InnerProductSpace open scoped BigOperators InnerProductSpace open scoped BigOperators Matrix Topology ComplexConjugate open MeasureTheory ProbabilityTheory Filter open scoped BigOperators Topology open scoped BigOperators Matrix Topology open scoped BigOperators Matrix Topology Matrix.Norms.Operator open scoped Topology open Filter Asymptotics open scoped InnerProductSpace Topology open scoped InnerProductSpace BigOperators open scoped InnerProductSpace Topology BigOperators open scoped Topology BigOperators open scoped Matrix Matrix.Norms.L2Operator InnerProductSpace open scoped Matrix Matrix.Norms.L2Operator InnerProductSpace BigOperators open Filter ContinuousLinearMap open ContinuousLinearMap open scoped InnerProductSpace BigOperators Topology open ContinuousLinearMap InnerProductSpace open ContinuousLinearMap Filter open Filter MeasureTheory open scoped Topology ENNReal open MeasureTheory ProbabilityTheory open scoped BigOperators Topology RealInnerProductSpace open scoped BigOperators TensorProduct open scoped Topology InnerProductSpace open MeasureTheory Filter open MeasureTheory ProbabilityTheory Complex open scoped BigOperators Topology InnerProductSpace ComplexConjugate open scoped BigOperators Topology NNReal open scoped BigOperators NNReal Topology open scoped BigOperators NNReal open scoped NNReal Topology open scoped NNReal Topology BigOperators open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal open MeasureTheory ProbabilityTheory Filter Set MeasurableSpace open MeasureTheory ProbabilityTheory Filter TopologicalSpace Set MeasurableSpace open scoped BigOperators Topology NNReal ENNReal MatrixOrder open scoped BigOperators Topology NNReal ENNReal ContDiff open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal namespace SKCavity open SKQAOA SKGaussian ParisiInterpolation def branchNumerator {r : ℕ} (a b : ℝ) (c : Fin r → ℕ) : ℝ := branchFactor a b (codeLabels c).card * ∏ x∈codeLabels c,blockFactor a (labelCount c x) lemma branchNumerator_existing {r : ℕ} (a b : ℝ) (c : Fin (r+1) → ℕ) (i : Fin r) (hi : restrictCode c i=c (Fin.last r)) : branchNumerator a b c= ((clusterCount (restrictCode c) i:ℝ)-a)*branchNumerator a b (restrictCode c) := by let x := c (Fin.last r) have hx : x∈codeLabels (restrictCode c) := (codeLabels_mem _ _).mpr ⟨i,hi⟩ have hlabels : codeLabels c=codeLabels (restrictCode c) := by rw [codeLabels_succ,Finset.insert_eq_of_mem hx] have hcount : labelCount (restrictCode c) x=clusterCount (restrictCode c) i := by change labelCount (restrictCode c) (c (Fin.last r))=_ rw [← hi] rfl have hprod : (∏ y∈codeLabels c,blockFactor a (labelCount c y))= (((clusterCount (restrictCode c) i:ℝ)-a))* ∏ y∈codeLabels (restrictCode c),blockFactor a (labelCount (restrictCode c) y) := by rw [hlabels,← Finset.mul_prod_erase _ _ hx,← Finset.mul_prod_erase _ _ hx] have he : (∏ y∈(codeLabels (restrictCode c)).erase x,blockFactor a (labelCount c y))= ∏ y∈(codeLabels (restrictCode c)).erase x,blockFactor a (labelCount (restrictCode c) y) := by apply Finset.prod_congr rfl intro y hy rw [labelCount_succ,ite_eq_right (Ne.symm (Finset.mem_erase.mp hy).1),add_zero] rw [he,labelCount_succ,ite_eq_left rfl,hcount,blockFactor_succ a (clusterCount_pos _ i)] ring unfold branchNumerator rw [hprod,hlabels] ring lemma branchNumerator_fresh {r : ℕ} (hr : 0 hx (h ▸ hy) rw [labelCount_succ,ite_eq_right hyx,add_zero] unfold branchNumerator rw [codeLabels_succ,Finset.card_insert_of_notMem hx, branchFactor_succ a b (Finset.card_pos.mpr (codeLabels_nonempty hr _)),Finset.prod_insert hx] have hn : labelCount c x=1 := by rw [labelCount_succ,hz,ite_eq_left rfl,zero_add] rw [hn,blockFactor_one,one_mul] have he := Finset.prod_congr (s₁:=codeLabels (restrictCode c)) (s₂:=codeLabels (restrictCode c)) rfl (fun y hy => congrArg (blockFactor a) (hold y hy)) rw [he] ring lemma branchNumerator_one (a b : ℝ) (c : Fin 1 → ℕ) : branchNumerator a b c=1 := by have hc : codeLabels c={c 0} := by ext x simp only [codeLabels_mem,Finset.mem_singleton] exact ⟨fun ⟨i,hi⟩ => by fin_cases i; exact hi.symm,fun h => ⟨0,h.symm⟩⟩ have hn : labelCount c (c 0)=1 := by simp [labelCount,Finset.filter_singleton] simp [branchNumerator,hc,hn] end SKCavity open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal namespace SKCavity open SKQAOA SKGaussian ParisiInterpolation def branchEvent {r : ℕ} (c : Fin r → ℕ) (q t : ℝ) : Set OverlapArray := partitionEvent (fun _ : Fin r => 0) q∩partitionEvent c t def branchBlock {r : ℕ} (c : Fin r → ℕ) (q t : ℝ) : Set (OverlapBlock r) := partitionBlock (fun _ => 0) q∩partitionBlock c t lemma branchBlock_measurable {r : ℕ} (c : Fin r → ℕ) (q t : ℝ) : MeasurableSet (branchBlock c q t) := (measurableSet_partitionBlock _ _).inter (measurableSet_partitionBlock _ _) lemma branch_existing_iff {r : ℕ} (c : Fin (r+1) → ℕ) {q t : ℝ} (hqt : q≤t) (ht : t<1) (i : Fin r) (hi : restrictCode c i=c (Fin.last r)) {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) : R∈branchEvent c q t ↔ R∈branchEvent (restrictCode c) q t ∧ t<(R i r:ℝ) := by unfold branchEvent rw [Set.mem_inter_iff,partition_existing_iff c ht i hi hG hu, partition_existing_iff (fun _ => 0) (hqt.trans_lt ht) i rfl hG hu] change (_ ∧ q<(R i r:ℝ)) ∧ _ ∧ t<(R i r:ℝ) ↔ (_ ∧ _) ∧ t<(R i r:ℝ) constructor · exact fun h => ⟨⟨h.1.1,h.2.1⟩,h.2.2⟩ · exact fun h => ⟨⟨h.1.1,hqt.trans_lt h.2⟩,h.1.2,h.2⟩ lemma reps_row_le {r : ℕ} {c : Fin r → ℕ} {T : Finset (Fin r)} (hT : ClusterReps c T) {t : ℝ} {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) (hc : R∈partitionEvent c t) : (∀ i : Fin r,(R i r:ℝ)≤t) ↔ ∀ k∈T,(R k r:ℝ)≤t := by refine ⟨fun h k _ => h k,fun h i => ?_⟩ by_contra hn have hi : t<(R i r:ℝ) := lt_of_not_ge hn obtain ⟨k,hk,hki⟩ := hT.2 i have hki' : t<(R k i:ℝ) := (hc k i).mpr hki have hh := hu k r i rw [hG.1 r i] at hh exact (not_lt_of_ge (h k hk)) ((lt_min hki' hi).trans_le hh) lemma branch_fresh_iff {r : ℕ} (c : Fin (r+1) → ℕ) {q t : ℝ} (hqt : q≤t) (ht : t<1) (i : Fin r) (hi : ∀ j,restrictCode c j≠c (Fin.last r)) {T : Finset (Fin r)} (hT : ClusterReps (restrictCode c) T) {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) : R∈branchEvent c q t ↔ R∈branchEvent (restrictCode c) q t ∧ q<(R i r:ℝ) ∧ ∀ k∈T,(R k r:ℝ)≤t := by unfold branchEvent rw [Set.mem_inter_iff,partition_fresh_iff c ht hi hG, partition_existing_iff (fun _ => 0) (hqt.trans_lt ht) i rfl hG hu] constructor · rintro ⟨⟨hP,hq⟩,hC,hrow⟩ exact ⟨⟨hP,hC⟩,hq,(reps_row_le hT hG hu hC).mp hrow⟩ · rintro ⟨⟨hP,hC⟩,hq,hrow⟩ exact ⟨⟨hP,hq⟩,hC,(reps_row_le hT hG hu hC).mpr hrow⟩ lemma GG_branch_existing {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (hgg : GGIdentities μ) (hu : (μ:Measure OverlapArray) UltrametricArrays=1) {r : ℕ} (c : Fin (r+1) → ℕ) {q t : ℝ} (hqt : q≤t) (ht : t<1) (i : Fin r) (hi : restrictCode c i=c (Fin.last r)) : (r:ℝ)*(μ:Measure OverlapArray).real (branchEvent c q t)= ((clusterCount (restrictCode c) i:ℝ)-overlapDiscount μ t)* (μ:Measure OverlapArray).real (branchEvent (restrictCode c) q t) := by have he : branchEvent c q t =ᵐ[(μ:Measure OverlapArray)] {R | R∈branchEvent (restrictCode c) q t ∧ t<(R i r:ℝ)} := by filter_upwards [ae_full_probability μ isClosed_GramArrays.measurableSet hG, ae_full_probability μ isClosed_UltrametricArrays.measurableSet hu] with R hg hu exact propext (branch_existing_iff c hqt ht i hi hg hu) rw [measureReal_congr he] exact GG_join_on_block hgg (branchBlock_measurable _ q t) (restrictCode c) t (fun _ h => h.2) i lemma GG_branch_fresh {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (hgg : GGIdentities μ) (hu : (μ:Measure OverlapArray) UltrametricArrays=1) {r : ℕ} (c : Fin (r+1) → ℕ) {q t : ℝ} (hqt : q≤t) (ht : t<1) (i : Fin r) (hi : ∀ j,restrictCode c j≠c (Fin.last r)) {T : Finset (Fin r)} (hT : ClusterReps (restrictCode c) T) : (r:ℝ)*(μ:Measure OverlapArray).real (branchEvent c q t)= ((T.card:ℝ)*overlapDiscount μ t-overlapDiscount μ q)* (μ:Measure OverlapArray).real (branchEvent (restrictCode c) q t) := by have he : branchEvent c q t =ᵐ[(μ:Measure OverlapArray)] {R | R∈branchEvent (restrictCode c) q t ∧ q<(R i r:ℝ) ∧ ∀ k∈T,(R k r:ℝ)≤t} := by filter_upwards [ae_full_probability μ isClosed_GramArrays.measurableSet hG, ae_full_probability μ isClosed_UltrametricArrays.measurableSet hu] with R hg hu exact propext (branch_fresh_iff c hqt ht i hi hT hg hu) rw [measureReal_congr he] have hp : ParentReps (fun _ : Fin r => 0) (restrictCode c) i T := by refine ⟨hT.1,fun _ _ => rfl,fun j => ?_⟩ simp only [iff_true_left] exact hT.2 j exact GG_nested_innovation hG hgg hu (branchBlock_measurable _ q t) hqt (fun _ h => h.1) (fun _ h => h.2) i hp lemma branch_one_real {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (c : Fin 1 → ℕ) {q t : ℝ} (hqt : q≤t) (ht : t<1) : (μ:Measure OverlapArray).real (branchEvent c q t)=1 := by have he : branchEvent c q t =ᵐ[(μ:Measure OverlapArray)] partitionEvent c t := by filter_upwards [ae_full_probability μ isClosed_GramArrays.measurableSet hG] with R hg apply propext refine ⟨fun h => h.2,fun h => ⟨?_,h⟩⟩ intro i j fin_cases i; fin_cases j change q<(R 0 0:ℝ) ↔ _ rw [hg.2.1] simp [hqt.trans_lt ht] rw [measureReal_congr he,partition_one_real hG c ht] theorem GG_branch_EPPF {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (hgg : GGIdentities μ) (hu : (μ:Measure OverlapArray) UltrametricArrays=1) {q t : ℝ} (hqt : q≤t) (ht : t<1) {r : ℕ} (hr : 0 omega | succ r ih => by_cases hr0 : r=0 · subst r rw [branch_one_real hG c hqt ht,branchNumerator_one] norm_num have hr' : 0 (finiteMarkTransform (overlapDiscount μ t) w x z)^ (overlapDiscount μ q/overlapDiscount μ t)) 0= -overlapDiscount μ q*((n-1).factorial:ℝ)*branchMarkedMoment μ q t (finiteMarkMoment w x) n := by rw [power_mark_derivative ha _ w x hw hn] unfold branchMarkedMoment simp only [Finset.mul_sum] apply Finset.sum_congr rfl intro c _ have he := GG_branch_EPPF hG hgg hu hqt ht hn (orderedCode c) rw [branchNumerator_ordered] at he rw [Finset.prod_mul_distrib] linear_combination (overlapDiscount μ q)*(∏ j,finiteMarkMoment w x (c.partSize j))*he lemma branchMarkedMoment_nonneg (μ : ProbabilityMeasure OverlapArray) (q t : ℝ) {moments : ℕ → ℝ} (hm : ∀ n,0 ≤ moments n) (n : ℕ) : 0≤branchMarkedMoment μ q t moments n := by apply Finset.sum_nonneg intro c _ exact mul_nonneg measureReal_nonneg (Finset.prod_nonneg fun _ _ => hm _) lemma branchMarkedMoment_le_ordered (μ : ProbabilityMeasure OverlapArray) (q t : ℝ) {moments : ℕ → ℝ} (hm : ∀ n,0 ≤ moments n) (n : ℕ) : branchMarkedMoment μ q t moments n≤orderedMarkedMoment μ t moments n := by apply Finset.sum_le_sum intro c _ exact mul_le_mul_of_nonneg_right (measureReal_mono Set.inter_subset_right) (Finset.prod_nonneg fun _ _ => hm _) lemma overlapDiscount_mem_unit (μ : ProbabilityMeasure OverlapArray) (q : ℝ) : 0≤overlapDiscount μ q ∧ overlapDiscount μ q≤1 := by let := entryLaw_probability μ 0 1 exact ⟨measureReal_nonneg,measureReal_le_one⟩ end SKCavity open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal namespace SKCavity open SKQAOA SKGaussian ParisiInterpolation lemma ordered_range_iff_index {r : ℕ} (c : OrderedFinpartition r) (i : Fin c.length) (j : Fin r) : j∈Set.range (c.emb i) ↔ c.index j=i := by constructor · rintro ⟨k,rfl⟩ exact orderedIndex_emb c i k · intro h refine ⟨?_,?_⟩ · exact h ▸ c.invEmbedding j · subst i exact c.emb_invEmbedding j def blockMax {r : ℕ} (c : OrderedFinpartition r) (i : Fin c.length) : Fin r := c.emb i ⟨c.partSize i-1,Nat.sub_one_lt_of_lt (c.partSize_pos i)⟩ lemma blockMax_index {r : ℕ} (c : OrderedFinpartition r) (i : Fin c.length) : c.index (blockMax c i)=i := orderedIndex_emb _ _ _ lemma le_blockMax {r : ℕ} (c : OrderedFinpartition r) {i : Fin c.length} {j : Fin r} (h : c.index j=i) : j≤blockMax c i := by obtain ⟨k,rfl⟩ := (ordered_range_iff_index c i j).mpr h apply (c.emb_strictMono i).monotone change (k:ℕ)≤c.partSize i-1 omega lemma ordered_rel_range {r : ℕ} (c d : OrderedFinpartition r) (h : ∀ i j,c.index i=c.index j ↔ d.index i=d.index j) (i : Fin c.length) : Set.range (c.emb i)=Set.range (d.emb (d.index (blockMax c i))) := by ext j rw [ordered_range_iff_index,ordered_range_iff_index,← h j (blockMax c i),blockMax_index] lemma ordered_rel_max {r : ℕ} (c d : OrderedFinpartition r) (h : ∀ i j,c.index i=c.index j ↔ d.index i=d.index j) (i : Fin c.length) : blockMax c i=blockMax d (d.index (blockMax c i)) := by apply le_antisymm · exact le_blockMax d rfl · apply le_blockMax c have hd := blockMax_index d (d.index (blockMax c i)) have hc := (h (blockMax d (d.index (blockMax c i))) (blockMax c i)).mpr hd rwa [blockMax_index] at hc lemma ordered_rel_map_mono {r : ℕ} (c d : OrderedFinpartition r) (h : ∀ i j,c.index i=c.index j ↔ d.index i=d.index j) : StrictMono (fun i => d.index (blockMax c i)) := by intro i j hij have hh : blockMax c i (h i j).symm) have hlen : c.length=d.length := by apply le_antisymm · simpa using Fintype.card_le_of_injective _ hm.injective · simpa using Fintype.card_le_of_injective _ hm'.injective have hf : ∀ i, d.index (blockMax c i)=Fin.cast hlen i := by have hg : StrictMono (fun i => Fin.cast hlen.symm (d.index (blockMax c i))) := (Fin.castOrderIso hlen.symm).strictMono.comp hm intro i have hh := congrFun hg.eq_id i apply Fin.ext have hv := congrArg (fun j : Fin c.length => (j:ℕ)) hh exact hv have hcode : ∀ j,(c.index j:ℕ)=(d.index j:ℕ) := by intro j have hj : d.index j=d.index (blockMax c (c.index j)) := (h j (blockMax c (c.index j))).mp (by rw [blockMax_index]) rw [hj,hf] rfl rcases c with ⟨cl,cs,cp,ce,cm,ct,cd,cc⟩ rcases d with ⟨dl,ds,dp,de,dm,dt,dd,dc⟩ dsimp only at hlen subst dl have hs : cs=ds := by funext i have hc := labelCount_orderedCode (OrderedFinpartition.mk cl cs cp ce cm ct cd cc) i have hd := labelCount_orderedCode (OrderedFinpartition.mk cl ds dp de dm dt dd dc) i have hh : orderedCode (OrderedFinpartition.mk cl cs cp ce cm ct cd cc)= orderedCode (OrderedFinpartition.mk cl ds dp de dm dt dd dc) := funext hcode rw [hh] at hc exact hc.symm.trans hd subst ds have he : ce=de := by funext i apply (cm i).range_inj_of_wellFoundedLT (dm i) |>.mp have hr := ordered_rel_range (OrderedFinpartition.mk cl cs cp ce cm ct cd cc) (OrderedFinpartition.mk cl cs dp de dm dt dd dc) h i rw [hf] at hr exact hr subst de rfl lemma ordered_partition_disjoint {r : ℕ} {c d : OrderedFinpartition r} (hcd : c≠d) (q : ℝ) : Disjoint (partitionEvent (orderedCode c) q) (partitionEvent (orderedCode d) q) := by apply Set.disjoint_left.mpr intro R hc hd apply hcd apply ordered_eq_of_same_relation intro i j have hh := (hc i j).symm.trans (hd i j) simpa only [orderedCode,Fin.val_inj] using hh end SKCavity open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal namespace SKCavity open SKQAOA SKGaussian ParisiInterpolation def Refines {r : ℕ} (p c : Fin r → ℕ) : Prop := ∀ i j,c i=c j → p i=p j def NestedCodes {d r : ℕ} (c : Fin (d+1) → Fin r → ℕ) : Prop := ∀ k l,k≤l → Refines (c k) (c l) def hierarchyEvent {d r : ℕ} (c : Fin (d+1) → Fin r → ℕ) (q : Fin (d+1) → ℝ) : Set OverlapArray := {R | ∀ k,R∈partitionEvent (c k) (q k)} def hierarchyBlock {d r : ℕ} (c : Fin (d+1) → Fin r → ℕ) (q : Fin (d+1) → ℝ) : Set (OverlapBlock r) := {R | ∀ k,R∈partitionBlock (c k) (q k)} lemma hierarchyBlock_measurable {d r : ℕ} (c : Fin (d+1) → Fin r → ℕ) (q : Fin (d+1) → ℝ) : MeasurableSet (hierarchyBlock c q) := by unfold hierarchyBlock simp only [Set.ofPred_forall] exact MeasurableSet.iInter fun k => measurableSet_partitionBlock _ _ lemma nestedCodes_restrict {d r : ℕ} {c : Fin (d+1) → Fin (r+1) → ℕ} (hc : NestedCodes c) : NestedCodes (fun k => restrictCode (c k)) := fun k l hkl i j hij => hc k l hkl i.castSucc j.castSucc hij lemma hierarchy_restrict {d r : ℕ} {c : Fin (d+1) → Fin (r+1) → ℕ} {q : Fin (d+1) → ℝ} {R : OverlapArray} (h : R∈hierarchyEvent c q) : R∈hierarchyEvent (fun k => restrictCode (c k)) q := fun k => partition_restrict (h k) lemma hierarchy_existing_iff {d r : ℕ} (c : Fin (d+1) → Fin (r+1) → ℕ) (hc : NestedCodes c) (q : Fin (d+1) → ℝ) (hq : Monotone q) (h1 : q (Fin.last d)<1) (i : Fin r) (hi : restrictCode (c (Fin.last d)) i=c (Fin.last d) (Fin.last r)) {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) : R∈hierarchyEvent c q ↔ R∈hierarchyEvent (fun k => restrictCode (c k)) q ∧ q (Fin.last d)<(R i r:ℝ) := by constructor · exact fun h => ⟨hierarchy_restrict h,((h (Fin.last d)) i.castSucc (Fin.last r)).mpr hi⟩ · rintro ⟨h,hrow⟩ k have hki : restrictCode (c k) i=c k (Fin.last r) := hc k (Fin.last d) (Fin.le_last k) _ _ hi exact (partition_existing_iff (c k) ((hq (Fin.le_last k)).trans_lt h1) i hki hG hu).mpr ⟨h k,(hq (Fin.le_last k)).trans_lt hrow⟩ lemma parentRep_no_join {r : ℕ} {p c : Fin r → ℕ} {q t : ℝ} (hqt : q≤t) {i : Fin r} {T : Finset (Fin r)} (hT : ParentReps p c i T) {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) (hp : R∈partitionEvent p q) (hc : R∈partitionEvent c t) (hi : q<(R i r:ℝ)) (hrow : ∀ k∈T,(R k r:ℝ)≤t) : ∀ j : Fin r,(R j r:ℝ)≤t := by intro j by_contra hn have hj : t<(R j r:ℝ) := lt_of_not_ge hn have hji : p j=p i := (hp j i).mp ((lt_min (hqt.trans_lt hj) hi).trans_le (hu j i r)) obtain ⟨k,hk,hkj⟩ := (hT.2.2 j).mp hji have hkj' : t<(R k j:ℝ) := (hc k j).mpr hkj have hh := hu k r j rw [hG.1 r j] at hh exact (not_lt_of_ge (hrow k hk)) ((lt_min hkj' hj).trans_le hh) lemma hierarchy_fresh_iff {d r : ℕ} (c : Fin (d+1) → Fin (r+1) → ℕ) (hc : NestedCodes c) (q : Fin (d+1) → ℝ) (hq : Monotone q) (h1 : q (Fin.last d)<1) (k : Fin d) (i : Fin r) (hi : restrictCode (c k.castSucc) i=c k.castSucc (Fin.last r)) (hn : ∀ j,restrictCode (c k.succ) j≠c k.succ (Fin.last r)) {T : Finset (Fin r)} (hT : ParentReps (restrictCode (c k.castSucc)) (restrictCode (c k.succ)) i T) {R : OverlapArray} (hG : R∈GramArrays) (hu : R∈UltrametricArrays) : R∈hierarchyEvent c q ↔ R∈hierarchyEvent (fun l => restrictCode (c l)) q ∧ q k.castSucc<(R i r:ℝ) ∧ ∀ j∈T,(R j r:ℝ)≤q k.succ := by constructor · intro h refine ⟨hierarchy_restrict h,((h k.castSucc) i.castSucc (Fin.last r)).mpr hi,fun j _ => ?_⟩ exact le_of_not_gt fun hj => hn j (((h k.succ) j.castSucc (Fin.last r)).mp hj) · rintro ⟨h,hrow,hnew⟩ l have hll : q l<1 := (hq (Fin.le_last l)).trans_lt h1 by_cases hl : l≤k.castSucc · have hli : restrictCode (c l) i=c l (Fin.last r) := hc l k.castSucc hl _ _ hi exact (partition_existing_iff (c l) hll i hli hG hu).mpr ⟨h l,(hq hl).trans_lt hrow⟩ · have hkl : k.succ≤l := by change (k:ℕ)+1≤(l:ℕ); have := not_le.mp hl; change (k:ℕ)<(l:ℕ) at this; omega have hnf : ∀ j,restrictCode (c l) j≠c l (Fin.last r) := fun j hj => hn j (hc k.succ l hkl _ _ hj) apply (partition_fresh_iff (c l) hll hnf hG).mpr refine ⟨h l,fun j => ?_⟩ have hqs : q k.castSucc≤q k.succ := hq (by change (k:ℕ)≤(k:ℕ)+1; omega) exact (parentRep_no_join hqs hT hG hu (h k.castSucc) (h k.succ) hrow hnew j).trans (hq hkl) lemma GG_hierarchy_existing {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (hgg : GGIdentities μ) (hu : (μ:Measure OverlapArray) UltrametricArrays=1) {d r : ℕ} (c : Fin (d+1) → Fin (r+1) → ℕ) (hc : NestedCodes c) (q : Fin (d+1) → ℝ) (hq : Monotone q) (h1 : q (Fin.last d)<1) (i : Fin r) (hi : restrictCode (c (Fin.last d)) i=c (Fin.last d) (Fin.last r)) : (r:ℝ)*(μ:Measure OverlapArray).real (hierarchyEvent c q)= ((clusterCount (restrictCode (c (Fin.last d))) i:ℝ)-overlapDiscount μ (q (Fin.last d)))* (μ:Measure OverlapArray).real (hierarchyEvent (fun k => restrictCode (c k)) q) := by have he : hierarchyEvent c q =ᵐ[(μ:Measure OverlapArray)] {R | R∈hierarchyEvent (fun k => restrictCode (c k)) q ∧ q (Fin.last d)<(R i r:ℝ)} := by filter_upwards [ae_full_probability μ isClosed_GramArrays.measurableSet hG, ae_full_probability μ isClosed_UltrametricArrays.measurableSet hu] with R hg hu exact propext (hierarchy_existing_iff c hc q hq h1 i hi hg hu) rw [measureReal_congr he] exact GG_join_on_block hgg (hierarchyBlock_measurable _ q) _ _ (fun _ h => h (Fin.last d)) i lemma GG_hierarchy_fresh {μ : ProbabilityMeasure OverlapArray} (hG : (μ:Measure OverlapArray) GramArrays=1) (hgg : GGIdentities μ) (hu : (μ:Measure OverlapArray) UltrametricArrays=1) {d r : ℕ} (c : Fin (d+1) → Fin (r+1) → ℕ) (hc : NestedCodes c) (q : Fin (d+1) → ℝ) (hq : Monotone q) (h1 : q (Fin.last d)<1) (k : Fin d) (i : Fin r) (hi : restrictCode (c k.castSucc) i=c k.castSucc (Fin.last r)) (hn : ∀ j,restrictCode (c k.succ) j≠c k.succ (Fin.last r)) {T : Finset (Fin r)} (hT : ParentReps (restrictCode (c k.castSucc)) (restrictCode (c k.succ)) i T) : (r:ℝ)*(μ:Measure OverlapArray).real (hierarchyEvent c q)= ((T.card:ℝ)*overlapDiscount μ (q k.succ)-overlapDiscount μ (q k.castSucc))* (μ:Measure OverlapArray).real (hierarchyEvent (fun l => restrictCode (c l)) q) := by have he : hierarchyEvent c q =ᵐ[(μ:Measure OverlapArray)] {R | R∈hierarchyEvent (fun l => restrictCode (c l)) q ∧ q k.castSucc<(R i r:ℝ) ∧ ∀ j∈T,(R j r:ℝ)≤q k.succ} := by filter_upwards [ae_full_probability μ isClosed_GramArrays.measurableSet hG, ae_full_probability μ isClosed_UltrametricArrays.measurableSet hu] with R hg hu exact propext (hierarchy_fresh_iff c hc q hq h1 k i hi hn hT hg hu) rw [measureReal_congr he] exact GG_nested_innovation hG hgg hu (hierarchyBlock_measurable _ q) (hq (by change (k:ℕ)≤(k:ℕ)+1; omega)) (fun _ h => h k.castSucc) (fun _ h => h k.succ) i hT end SKCavity open MeasureTheory ProbabilityTheory Filter TopologicalSpace open scoped BigOperators Topology NNReal ENNReal namespace SKCavity open SKQAOA SKGaussian ParisiInterpolation def childLabels {r : ℕ} (p c : Fin r → ℕ) (x : ℕ) : Finset ℕ := (Finset.univ.filter (fun i => p i=x)).image c lemma mem_childLabels {r : ℕ} (p c : Fin r → ℕ) (x y : ℕ) : y∈childLabels p c x ↔ ∃ i,p i=x ∧ c i=y := by simp only [childLabels,Finset.mem_image,Finset.mem_filter,Finset.mem_univ,true_and] lemma childLabels_nonempty {r : ℕ} (p c : Fin r → ℕ) {x : ℕ} (hx : x∈codeLabels p) : (childLabels p c x).Nonempty := by obtain ⟨i,hi⟩ := (codeLabels_mem _ _).mp hx exact ⟨c i,(mem_childLabels _ _ _ _).mpr ⟨i,hi,rfl⟩⟩ lemma childLabels_empty {r : ℕ} (p c : Fin r → ℕ) {x : ℕ} (hx : x∉codeLabels p) : childLabels p c x=∅ := by apply Finset.eq_empty_iff_forall_notMem.mpr intro y hy obtain ⟨i,hi,_⟩ := (mem_childLabels _ _ _ _).mp hy exact hx ((codeLabels_mem _ _).mpr ⟨i,hi⟩) lemma childLabels_succ {r : ℕ} (p c : Fin (r+1) → ℕ) (x : ℕ) : childLabels p c x=if p (Fin.last r)=x then insert (c (Fin.last r)) (childLabels (restrictCode p) (restrictCode c) x) else childLabels (restrictCode p) (restrictCode c) x := by ext y simp only [mem_childLabels] split_ifs with hp · simp only [Finset.mem_insert,mem_childLabels] constructor · rintro ⟨i,hi,hc⟩ exact Fin.lastCases (fun _ hc => Or.inl hc.symm) (fun j hj hc => Or.inr ⟨j,hj,hc⟩) i hi hc · rintro (hy | ⟨i,hi,hc⟩) · exact ⟨Fin.last r,hp,hy.symm⟩ · exact ⟨i.castSucc,hi,hc⟩ · rw [mem_childLabels] constructor · rintro ⟨i,hi,hc⟩ exact Fin.lastCases (fun hi _ => (hp hi).elim) (fun j hj hc => ⟨j,hj,hc⟩) i hi hc · rintro ⟨i,hi,hc⟩ exact ⟨i.castSucc,hi,hc⟩ lemma exists_parentReps {r : ℕ} {p c : Fin r → ℕ} (hpc : Refines p c) (i : Fin r) : ∃ T, ParentReps p c i T := by obtain ⟨S,hS⟩ := exists_clusterReps c let T := S.filter (fun j => p j=p i) refine ⟨T,hS.1.mono (by intro j hj; exact (Finset.mem_filter.mp hj).1),?_,?_⟩ · exact fun j hj => (Finset.mem_filter.mp hj).2 · intro j constructor · intro hj obtain ⟨k,hk,hkj⟩ := hS.2 j exact ⟨k,Finset.mem_filter.mpr ⟨hk,(hpc k j hkj).trans hj⟩,hkj⟩ · rintro ⟨k,hk,hkj⟩ exact (hpc k j hkj).symm.trans (Finset.mem_filter.mp hk).2 lemma ParentReps.card_childLabels {r : ℕ} {p c : Fin r → ℕ} {i : Fin r} {T : Finset (Fin r)} (hT : ParentReps p c i T) : T.card=(childLabels p c (p i)).card := by have he : T.image c=childLabels p c (p i) := by ext y simp only [Finset.mem_image,mem_childLabels] constructor · rintro ⟨j,hj,rfl⟩ exact ⟨j,hT.2.1 j hj,rfl⟩ · rintro ⟨j,hj,rfl⟩ exact (hT.2.2 j).mp hj rw [← he,Finset.card_image_of_injOn hT.1] def edgeFactor {r : ℕ} (a b : ℝ) (p c : Fin r → ℕ) : ℝ := ∏ x∈codeLabels p,branchFactor a b (childLabels p c x).card def leafFactor {r : ℕ} (a : ℝ) (c : Fin r → ℕ) : ℝ := ∏ x∈codeLabels c,blockFactor a (labelCount c x) lemma edgeFactor_existing {r : ℕ} (a b : ℝ) (p c : Fin (r+1) → ℕ) (hpc : Refines p c) (i : Fin r) (hi : restrictCode c i=c (Fin.last r)) : edgeFactor a b p c=edgeFactor a b (restrictCode p) (restrictCode c) := by have hp : restrictCode p i=p (Fin.last r) := hpc _ _ hi have hlabels : codeLabels p=codeLabels (restrictCode p) := by rw [codeLabels_succ,Finset.insert_eq_of_mem ((codeLabels_mem _ _).mpr ⟨i,hp⟩)] unfold edgeFactor apply Finset.prod_congr hlabels intro x _ congr 2 rw [childLabels_succ] split_ifs with hx · exact Finset.insert_eq_of_mem ((mem_childLabels _ _ _ _).mpr ⟨i,hp.trans hx,hi⟩) · rfl lemma edgeFactor_fresh_parent {r : ℕ} (a b : ℝ) (p c : Fin (r+1) → ℕ) (hp : ∀ i,restrictCode p i≠p (Fin.last r)) : edgeFactor a b p c=edgeFactor a b (restrictCode p) (restrictCode c) := by have hx : p (Fin.last r)∉codeLabels (restrictCode p) := by simpa only [codeLabels_mem,not_exists] using hp have hn : childLabels p c (p (Fin.last r))={c (Fin.last r)} := by rw [childLabels_succ,ite_eq_left rfl,childLabels_empty _ _ hx,Finset.insert_empty] unfold edgeFactor rw [codeLabels_succ,Finset.prod_insert hx,hn,Finset.card_singleton,branchFactor_one,one_mul] apply Finset.prod_congr rfl intro x hxx have hne : p (Fin.last r)≠x := fun hh => hx (hh ▸ hxx) rw [childLabels_succ,ite_eq_right hne] lemma edgeFactor_fresh_child {r : ℕ} (a b : ℝ) (p c : Fin (r+1) → ℕ) (i : Fin r) (hp : restrictCode p i=p (Fin.last r)) (hc : ∀ j,restrictCode c j≠c (Fin.last r)) : edgeFactor a b p c= (a*((childLabels (restrictCode p) (restrictCode c) (restrictCode p i)).card:ℝ)-b)* edgeFactor a b (restrictCode p) (restrictCode c) := by let x := p (Fin.last r) have hx : x∈codeLabels (restrictCode p) := (codeLabels_mem _ _).mpr ⟨i,hp⟩ have hn : c (Fin.last r)∉childLabels (restrictCode p) (restrictCode c) x := by rintro hy obtain ⟨j,_,hj⟩ := (mem_childLabels _ _ _ _).mp hy exact hc j hj have hlabels : codeLabels p=codeLabels (restrictCode p) := by rw [codeLabels_succ,Finset.insert_eq_of_mem hx] unfold edgeFactor rw [hlabels,← Finset.mul_prod_erase _ _ hx,← Finset.mul_prod_erase _ _ hx] have he : (∏ y∈(codeLabels (restrictCode p)).erase x,branchFactor a b (childLabels p c y).card)= ∏ y∈(codeLabels (restrictCode p)).erase x,branchFactor a b (childLabels (restrictCode p) (restrictCode c) y).card := by apply Finset.prod_congr rfl intro y hy rw [childLabels_succ,ite_eq_right (Ne.symm (Finset.mem_erase.mp hy).1)] rw [he,childLabels_succ,ite_eq_left rfl,Finset.card_insert_of_notMem hn, branchFactor_succ a b (Finset.card_pos.mpr (childLabels_nonempty _ _ hx)),hp] ring lemma leafFactor_existing {r : ℕ} (a : ℝ) (c : Fin (r+1) → ℕ) (i : Fin r) (hi : restrictCode c i=c (Fin.last r)) : leafFactor a c=((clusterCount (restrictCode c) i:ℝ)-a)*leafFactor a (restrictCode c) := by let x := c (Fin.last r) have hx : x∈codeLabels (restrictCode c) := (codeLabels_mem _ _).mpr ⟨i,hi⟩ have hlabels : codeLabels c=codeLabels (restrictCode c) := by rw [codeLabels_succ,Finset.insert_eq_of_mem hx] have hcount : labelCount (restrictCode c) x=clusterCount (restrictCode c) i := by change labelCount (restrictCode c) (c (Fin.last r))=_ rw [← hi] rfl unfold leafFactor rw [hlabels,← Finset.mul_prod_erase _ _ hx,← Finset.mul_prod_erase _ _ hx] have he : (∏ y∈(codeLabels (restrictCode c)).erase x,blockFactor a (labelCount c y))= ∏ y∈(codeLabels (restrictCode c)).erase x,blockFactor a (labelCount (restrictCode c) y) := by apply Finset.prod_congr rfl intro y hy rw [labelCount_succ,ite_eq_right (Ne.symm (Finset.mem_erase.mp hy).1),add_zero] rw [he,labelCount_succ,ite_eq_left rfl,hcount,blockFactor_succ a (clusterCount_pos _ i)] ring lemma leafFactor_fresh {r : ℕ} (a : ℝ) (c : Fin (r+1) → ℕ) (hc : ∀ i,restrictCode c i≠c (Fin.last r)) : leafFactor a c=leafFactor a (restrictCode c) := by have hx : c (Fin.last r)∉codeLabels (restrictCode c) := by simpa only [codeLabels_mem,not_exists] using hc have hz : labelCount (restrictCode c) (c (Fin.last r))=0 := by simpa only [← labelCount_pos_iff,not_lt,Nat.le_zero] using hx have hn : labelCount c (c (Fin.last r))=1 := by rw [labelCount_succ,hz,ite_eq_left rfl,zero_add] unfold leafFactor rw [codeLabels_succ,Finset.prod_insert hx,hn,blockFactor_one,one_mul] apply Finset.prod_congr rfl intro y hy have hne : c (Fin.last r)≠y := fun hh => hx (hh ▸ hy) rw [labelCount_succ,ite_eq_right hne,add_zero] end SKCavity end end OAI