import Mathlib import OAI.Probability.SKRatio.Variational.FieldL2 namespace OAI noncomputable section open scoped NNReal ENNReal Topology BigOperators open MeasureTheory ProbabilityTheory Real namespace SKRatio.Bins open Planted Scalar variable {μ : Measure ℝ} [IsProbabilityMeasure μ] def fieldRadicand (μ : Measure ℝ) (H b r : ℝ → ℝ) (x : ℝ) : ℝ := (∫ y, ((v (H x)+v (H y))*r y)^2 ∂μ)+ (∫ y, ((v (H x)+v (H y))*b y-(∫ t, (v (H x)+v (H t))*b t ∂μ))^2 ∂μ) omit [IsProbabilityMeasure μ] in lemma fieldRadicand_nonneg (H b r : ℝ → ℝ) (x : ℝ) : 0 ≤ fieldRadicand μ H b r x := add_nonneg (integral_nonneg (fun _ => sq_nonneg _)) (integral_nonneg (fun _ => sq_nonneg _)) omit [IsProbabilityMeasure μ] in lemma memLp_sum_v_field {b H : ℝ → ℝ} (hb : MemLp b 2 μ) (hH : Measurable H) (x : ℝ) : MemLp (fun y => (v (H x)+v (H y))*b y) 2 μ := by have hh := memLp_field_mul hb (u := fun y => v (H x)+v (H y)) (measurable_const.add (continuous_v.measurable.comp hH)) (fun y => abs_v_sum_le (H x) (H y)) simpa only [mul_comm] using hh omit [IsProbabilityMeasure μ] in lemma field_energy_integrable {b r H : ℝ → ℝ} (hb : MemLp b 2 μ) (hr : MemLp r 2 μ) (hH : Measurable H) (x : ℝ) : Integrable (fun y => (v (H x)+v (H y))^2*(b y^2+r y^2)) μ := by have he (y : ℝ) : (v (H x)+v (H y))^2*(b y^2+r y^2)= ((v (H x)+v (H y))*b y)^2+((v (H x)+v (H y))*r y)^2 := by ring simp_rw [he] exact (memLp_sum_v_field hb hH x).integrable_sq.add (memLp_sum_v_field hr hH x).integrable_sq lemma fieldRadicand_expansion {b r H : ℝ → ℝ} (hb : MemLp b 2 μ) (hr : MemLp r 2 μ) (hH : Measurable H) (x : ℝ) : fieldRadicand μ H b r x = (∫ y, (v (H x)+v (H y))^2*(b y^2+r y^2) ∂μ)- (∫ y, (v (H x)+v (H y))*b y ∂μ)^2 := by rw [fieldRadicand,integral_centered_sq (memLp_sum_v_field hb hH x)] have he (y : ℝ) : (v (H x)+v (H y))^2*(b y^2+r y^2)= ((v (H x)+v (H y))*b y)^2+((v (H x)+v (H y))*r y)^2 := by ring simp_rw [he] rw [integral_add (memLp_sum_v_field hb hH x).integrable_sq (memLp_sum_v_field hr hH x).integrable_sq] ring lemma fieldRadicand_le {b r H : ℝ → ℝ} (hb : MemLp b 2 μ) (hr : MemLp r 2 μ) (hH : Measurable H) (he : (∫ x, b x^2+r x^2 ∂μ)=1) (x : ℝ) : fieldRadicand μ H b r x ≤ 4 := by rw [fieldRadicand_expansion hb hr hH] have ih : Integrable (fun y => b y^2+r y^2) μ := hb.integrable_sq.add hr.integrable_sq have hi := integral_mono (field_energy_integrable hb hr hH x) (ih.const_mul (4:ℝ)) (fun y => mul_le_mul_of_nonneg_right (v_sum_sq_le (H x) (H y)) (add_nonneg (sq_nonneg _) (sq_nonneg _))) rw [integral_const_mul,he,mul_one] at hi nlinarith only [hi,sq_nonneg (∫ y, (v (H x)+v (H y))*b y ∂μ)] lemma measurable_fieldRadicand {b r H : ℝ → ℝ} (hb : Measurable b) (hr : Measurable r) (hH : Measurable H) : Measurable (fieldRadicand μ H b r) := by have hv := continuous_v.measurable.comp hH have hm : Measurable (fun x => ∫ t, (v (H x)+v (H t))*b t ∂μ) := (((hv.comp measurable_fst).add (hv.comp measurable_snd)).mul (hb.comp measurable_snd)).stronglyMeasurable.integral_prod_right.measurable have h1 : Measurable (fun x => ∫ y, ((v (H x)+v (H y))*r y)^2 ∂μ) := ((((hv.comp measurable_fst).add (hv.comp measurable_snd)).mul (hr.comp measurable_snd)).pow_const 2).stronglyMeasurable.integral_prod_right.measurable have h2 : Measurable (fun x => ∫ y, ((v (H x)+v (H y))*b y-(∫ t, (v (H x)+v (H t))*b t ∂μ))^2 ∂μ) := (((((hv.comp measurable_fst).add (hv.comp measurable_snd)).mul (hb.comp measurable_snd)).sub (hm.comp measurable_fst)).pow_const 2).stronglyMeasurable.integral_prod_right.measurable exact h1.add h2 lemma abs_square_sub_le {x y C e : ℝ} (hC : 0 ≤ C) (hx : |x| ≤ C) (hy : |y| ≤ C) (he : |x-y| ≤ e) : |x^2-y^2| ≤ 2*C*e := by rw [show x^2-y^2=(x-y)*(x+y) by ring,abs_mul] have hsum : |x+y| ≤ 2*C := (abs_add_le _ _).trans (by linarith) nlinarith only [mul_le_mul hsum he (abs_nonneg _) (mul_nonneg (by norm_num) hC)] lemma fieldRadicand_error {b r H H' : ℝ → ℝ} (hb : MemLp b 2 μ) (hr : MemLp r 2 μ) (hH : Measurable H) (hH' : Measurable H') (he : (∫ x, b x^2+r x^2 ∂μ)=1) {a : ℝ} (ha : 0 ≤ a) (hv : ∀ x, |v (H x)-v (H' x)| ≤ a) (x : ℝ) : |fieldRadicand μ H b r x-fieldRadicand μ H' b r x| ≤ 16*a := by let f := fun y => v (H x)+v (H y) let g := fun y => v (H' x)+v (H' y) have hf : Measurable f := measurable_const.add (continuous_v.measurable.comp hH) have hg : Measurable g := measurable_const.add (continuous_v.measurable.comp hH') have hf2 (y : ℝ) : |f y| ≤ 2 := abs_v_sum_le _ _ have hg2 (y : ℝ) : |g y| ≤ 2 := abs_v_sum_le _ _ have hfg (y : ℝ) : |f y-g y| ≤ 2*a := by have heq : f y-g y=(v (H x)-v (H' x))+(v (H y)-v (H' y)) := by dsimp [f,g]; ring rw [heq] exact (abs_add_le _ _).trans (by linarith [hv x,hv y]) have hf_sq (y : ℝ) : |f y^2| ≤ 4 := by rw [abs_of_nonneg (sq_nonneg _)]; exact v_sum_sq_le _ _ have hg_sq (y : ℝ) : |g y^2| ≤ 4 := by rw [abs_of_nonneg (sq_nonneg _)]; exact v_sum_sq_le _ _ have he_sq (y : ℝ) : |f y^2-g y^2| ≤ 8*a := by have hh := abs_square_sub_le (by norm_num : (0:ℝ) ≤ 2) (hf2 y) (hg2 y) (hfg y) nlinarith only [hh] have he' := energy_error hb hr he (hf.pow_const 2) (hg.pow_const 2) hf_sq hg_sq he_sq have hb1 := (norm_components hb hr he).1 have hp := bounded_pair_error hb hb1 hf hg hf2 hg2 (show 0 ≤ 2*a by positivity) hfg have hpf : |∫ y, b y*f y ∂μ| ≤ 2 := (field_pair_abs_le hb (memLp_bounded hf hf2) hb1).trans (l2Norm_le_bounded hf (by norm_num) hf2) have hpg : |∫ y, b y*g y ∂μ| ≤ 2 := (field_pair_abs_le hb (memLp_bounded hg hg2) hb1).trans (l2Norm_le_bounded hg (by norm_num) hg2) have hps := abs_square_sub_le (by norm_num : (0:ℝ) ≤ 2) hpf hpg hp rw [fieldRadicand_expansion hb hr hH,fieldRadicand_expansion hb hr hH'] change |(∫ y, f y^2*(b y^2+r y^2) ∂μ)-(∫ y, f y*b y ∂μ)^2- ((∫ y, g y^2*(b y^2+r y^2) ∂μ)-(∫ y, g y*b y ∂μ)^2)| ≤ _ simp_rw [mul_comm (f _) (b _),mul_comm (g _) (b _)] have heq : (∫ y, f y^2*(b y^2+r y^2) ∂μ)-(∫ y, b y*f y ∂μ)^2- ((∫ y, g y^2*(b y^2+r y^2) ∂μ)-(∫ y, b y*g y ∂μ)^2)= ((∫ y, f y^2*(b y^2+r y^2) ∂μ)-(∫ y, g y^2*(b y^2+r y^2) ∂μ))- ((∫ y, b y*f y ∂μ)^2-(∫ y, b y*g y ∂μ)^2) := by ring rw [heq] exact (abs_sub _ _).trans (by linarith only [he',hps]) lemma sqrt_fieldRadicand_error {b r H H' : ℝ → ℝ} (hb : MemLp b 2 μ) (hr : MemLp r 2 μ) (hH : Measurable H) (hH' : Measurable H') (he : (∫ x, b x^2+r x^2 ∂μ)=1) {a : ℝ} (ha : 0 ≤ a) (hv : ∀ x, |v (H x)-v (H' x)| ≤ a) (x : ℝ) : |sqrt (fieldRadicand μ H b r x)-sqrt (fieldRadicand μ H' b r x)| ≤ 4*sqrt a := by have hh := sqrt_difference (fieldRadicand_nonneg H b r x) (fieldRadicand_nonneg H' b r x) (fieldRadicand_error hb hr hH hH' he ha hv x) simpa only [sqrt_mul (by norm_num : (0:ℝ) ≤ 16),show sqrt (16:ℝ)=4 by norm_num] using hh end SKRatio.Bins end end OAI