import Mathlib import OAI.Probability.SKRatio.Quantization.BinForm import OAI.Probability.SKRatio.Quantization.BinNet namespace OAI noncomputable section open scoped BigOperators Matrix open MeasureTheory ProbabilityTheory Filter Real namespace SKRatio.Bins open Planted Scalar SKRatioClock.Regression MatrixNet Calculus variable {n : ℕ} attribute [local instance] Classical.propDecidable def siteNorm (f : Fin n → ℝ) : ℝ := ‖WithLp.toLp 2 f‖/sqrt (n:ℝ) lemma siteNorm_nonneg (f : Fin n → ℝ) : 0≤ siteNorm f := by unfold siteNorm; positivity lemma siteNorm_sq (f : Fin n → ℝ) : siteNorm f^2=(∑ i, f i^2)/(n:ℝ) := by rw [siteNorm,div_pow,EuclideanSpace.real_norm_sq_eq,sq_sqrt (Nat.cast_nonneg n)] lemma siteNorm_add (f g : Fin n → ℝ) : siteNorm (fun i => f i+g i)≤ siteNorm f+siteNorm g := by unfold siteNorm rw [←add_div] exact div_le_div_of_nonneg_right (norm_add_le (WithLp.toLp 2 f) (WithLp.toLp 2 g)) (sqrt_nonneg _) lemma siteNorm_le_of_abs_le {f : Fin n → ℝ} {D : ℝ} (hD : 0≤D) (hf : ∀ i, |f i|≤D) : siteNorm f≤D := by have hs : (∑ i, f i^2)≤(n:ℝ)*D^2 := by calc _ ≤ ∑ _i : Fin n, D^2 := Finset.sum_le_sum (fun i _ => by simpa only [sq_abs] using (sq_le_sq₀ (abs_nonneg _) hD).mpr (hf i)) _ = _ := by simp only [Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] by_cases hn : n=0 · simp only [siteNorm,hn,Nat.cast_zero,sqrt_zero,div_zero] exact hD · have hnR : (0:ℝ) f i*g i)≤D*siteNorm f := by have hs : (∑ i, (f i*g i)^2)≤D^2*(∑ i, f i^2) := by rw [Finset.mul_sum] apply Finset.sum_le_sum intro i _ have hh : g i^2≤D^2 := by simpa only [sq_abs] using (sq_le_sq₀ (abs_nonneg _) hD).mpr (hg i) rw [mul_pow,mul_comm (D^2)] exact mul_le_mul_of_nonneg_left hh (sq_nonneg _) have hh : siteNorm (fun i => f i*g i)^2≤(D*siteNorm f)^2 := by rw [mul_pow,siteNorm_sq,siteNorm_sq,←mul_div_assoc] exact div_le_div_of_nonneg_right hs (Nat.cast_nonneg n) have hz : 0≤D*siteNorm f := mul_nonneg hD (siteNorm_nonneg f) nlinarith only [hh,siteNorm_nonneg (fun i => f i*g i),hz] lemma siteMoment_abs_le {p : Fin n → ℝ} (hp : ∑ i, p i^2=1) (f : Fin n → ℝ) : |siteMoment p f|≤ siteNorm f := by have hh := abs_real_inner_le_norm (WithLp.toLp 2 p) (WithLp.toLp 2 f) rw [norm_of_sum_sq_one hp,one_mul] at hh have he : inner ℝ (WithLp.toLp 2 p) (WithLp.toLp 2 f) = ∑ i, p i*f i := by simp only [PiLp.inner_apply,RCLike.inner_apply,conj_trivial,mul_comm] rw [he] at hh unfold siteMoment siteNorm rw [abs_div,abs_of_nonneg (sqrt_nonneg _)] exact div_le_div_of_nonneg_right hh (sqrt_nonneg _) lemma siteMoment_sub (p f g : Fin n → ℝ) : siteMoment p (fun i => f i-g i)=siteMoment p f-siteMoment p g := by simp only [siteMoment,mul_sub,Finset.sum_sub_distrib,sub_div] lemma siteMoment_one {p : Fin n → ℝ} (hp : ∑ i, p i^2=1) : |siteMoment p (fun _ => 1)|≤1 := (siteMoment_abs_le hp _).trans (siteNorm_le_of_abs_le (by norm_num) (fun _ => by norm_num)) lemma v_abs_le_one (x : ℝ) : |v x|≤1 := by rw [abs_of_nonneg (v_pos x).le]; exact v_le_one x lemma siteMoment_v {p : Fin n → ℝ} (hp : ∑ i, p i^2=1) (H : Fin n → ℝ) : |siteMoment p (fun i => v (H i))|≤1 := (siteMoment_abs_le hp _).trans (siteNorm_le_of_abs_le (by norm_num) (fun _ => v_abs_le_one _)) lemma product_error {x y x' y' S T d e : ℝ} (hS : 0≤S) (hT : 0≤T) (hy : |y|≤S) (hx : |x'|≤T) (hd : |x-x'|≤d) (he : |y-y'|≤e) : |x*y-x'*y'|≤d*S+T*e := by rw [show x*y-x'*y'=(x-x')*y+x'*(y-y') by ring] calc _ ≤ |(x-x')*y|+|x'*(y-y')| := abs_add_le _ _ _ ≤ d*S+T*e := by simp only [abs_mul] exact add_le_add ((mul_le_mul_of_nonneg_left hy (abs_nonneg _)).trans (mul_le_mul_of_nonneg_right hd hS)) (mul_le_mul hx he (abs_nonneg _) hT) lemma mean_constant_rows (hn : 0 H i-H' i)≤d) (hsize : siteNorm H'≤T) (hv : ∀ i, |v (H i)-v (H' i)|≤a) (hmv : ∀ i, |m (H i)*v (H i)-m (H' i)*v (H' i)|≤a) (hf : ∀ i j, |compactF (compactWeight (H i),compactWeight (H j))- compactF (compactWeight (H' i),compactWeight (H' j))|≤a) (hk : ∀ i j, |compactK (compactWeight (H i),compactWeight (H j))- compactK (compactWeight (H' i),compactWeight (H' j))|≤a) : |correctedForm β H p-correctedForm β H' p|≤2*d+2*T*a+5*β^2*a := by have hH : |siteMoment p H-siteMoment p H'|≤d := by rw [←siteMoment_sub] exact (siteMoment_abs_le hp _).trans he have hV : |siteMoment p (fun i => v (H i))-siteMoment p (fun i => v (H' i))|≤a := by rw [←siteMoment_sub] exact (siteMoment_abs_le hp _).trans (siteNorm_le_of_abs_le ha hv) have hMV : |siteMoment p (fun i => m (H i)*v (H i))- siteMoment p (fun i => m (H' i)*v (H' i))|≤a := by rw [←siteMoment_sub] exact (siteMoment_abs_le hp _).trans (siteNorm_le_of_abs_le ha hmv) have hHv : |siteMoment p (fun i => H i*v (H i))- siteMoment p (fun i => H' i*v (H' i))|≤d+T*a := by rw [←siteMoment_sub] apply (siteMoment_abs_le hp _).trans have heq : (fun i => H i*v (H i)-H' i*v (H' i))= (fun i => (H i-H' i)*v (H i)+H' i*(v (H i)-v (H' i))) := by funext i; ring rw [heq] apply (siteNorm_add _ _).trans have h1 := siteNorm_mul_le (f := fun i => H i-H' i) (by norm_num : (0:ℝ)≤1) (fun i => v_abs_le_one (H i)) have h2 := siteNorm_mul_le (f := H') ha hv have h3 := mul_le_mul_of_nonneg_left hsize ha nlinarith only [h1,h2,h3,he] have h1 := product_error (by norm_num : (0:ℝ)≤1) hT (siteMoment_v hp H) ((siteMoment_abs_le hp H').trans hsize) hH hV have h₂ : |siteMoment p (fun _ => 1)*siteMoment p (fun i => H i*v (H i))- siteMoment p (fun _ => 1)*siteMoment p (fun i => H' i*v (H' i))|≤d+T*a := by rw [←mul_sub,abs_mul,mul_comm] exact (mul_le_mul hHv (siteMoment_one hp) (abs_nonneg _) (add_nonneg hd (mul_nonneg hT ha))).trans_eq (mul_one _) have h₃ : |β^2*siteMoment p (fun _ => 1)* (siteMoment p (fun i => v (H i))-siteMoment p (fun i => v (H' i)))|≤β^2*a := by rw [abs_mul,abs_mul,abs_of_nonneg (sq_nonneg β)] exact mul_le_mul ((mul_le_mul_of_nonneg_left (siteMoment_one hp) (sq_nonneg β)).trans_eq (mul_one _)) hV (abs_nonneg _) (sq_nonneg β) have h₄ : |2*β^2*siteMoment p (fun _ => 1)* (siteMoment p (fun i => m (H i)*v (H i))-siteMoment p (fun i => m (H' i)*v (H' i)))|≤2*β^2*a := by rw [abs_mul,abs_mul,abs_of_nonneg (by positivity : 0≤2*β^2)] exact mul_le_mul ((mul_le_mul_of_nonneg_left (siteMoment_one hp) (by positivity : 0≤2*β^2)).trans_eq (mul_one _)) hMV (abs_nonneg _) (by positivity) have h₅ := diagonalForm_field_bound (fun _ _ => β^2/(n:ℝ)) compactF (fun i => compactWeight (H i)) (fun i => compactWeight (H' i)) p ha (fun i => (mean_constant_rows hn β i).le) hf have h₆ := weightedForm_field_bound (fun _ _ => β^2/(n:ℝ)) compactK (fun i => compactWeight (H i)) (fun i => compactWeight (H' i)) p ha (sq_nonneg β) (fun i => (mean_constant_rows hn β i).le) (fun i => (mean_constant_rows hn β i).le) hk rw [hp,mul_one] at h₅ h₆ let A := siteMoment p H*siteMoment p (fun i => v (H i))- siteMoment p H'*siteMoment p (fun i => v (H' i)) let B := siteMoment p (fun _ => 1)*siteMoment p (fun i => H i*v (H i))- siteMoment p (fun _ => 1)*siteMoment p (fun i => H' i*v (H' i)) let C := β^2*siteMoment p (fun _ => 1)*(siteMoment p (fun i => v (H i))-siteMoment p (fun i => v (H' i))) let D := 2*β^2*siteMoment p (fun _ => 1)*(siteMoment p (fun i => m (H i)*v (H i))- siteMoment p (fun i => m (H' i)*v (H' i))) let E := diagonalForm (fun _ _ => β^2/(n:ℝ)) compactF (fun i => compactWeight (H i)) p- diagonalForm (fun _ _ => β^2/(n:ℝ)) compactF (fun i => compactWeight (H' i)) p let F := weightedForm (fun _ _ => β^2/(n:ℝ)) compactK (fun i => compactWeight (H i)) p- weightedForm (fun _ _ => β^2/(n:ℝ)) compactK (fun i => compactWeight (H' i)) p have heq : correctedForm β H p-correctedForm β H' p=A+B-C+D+E+F := by dsimp [correctedForm,A,B,C,D,E,F]; ring rw [heq] have ht : |A+B-C+D+E+F|≤|A|+|B|+|C|+|D|+|E|+|F| := by calc _ ≤ |A+B-C+D+E|+|F| := abs_add_le _ _ _ ≤ (|A+B-C+D|+|E|)+|F| := by gcongr; exact abs_add_le _ _ _ ≤ ((|A+B-C|+|D|)+|E|)+|F| := by gcongr; exact abs_add_le _ _ _ ≤ (((|A+B|+|C|)+|D|)+|E|)+|F| := by gcongr; exact abs_sub _ _ _ ≤ _ := by gcongr; exact abs_add_le _ _ change |A|≤_ at h1 change |B|≤_ at h₂ change |C|≤_ at h₃ change |D|≤_ at h₄ change |E|≤_ at h₅ change |F|≤_ at h₆ nlinarith only [ht,h1,h₂,h₃,h₄,h₅,h₆] end SKRatio.Bins end end OAI