OAI/Analysis/Brenier/TriangularDomination.lean
27 declarations, 0 contain sorry, 0 declared as axioms
The measurable geometric Jacobian weight for two finite triangular samplers. The weight is defined globally, but its identification with the geometric mean of diagonal products only uses positivity on valid sampling parameters.
- def
OAI.Problem358.TriangularDomination.WeightedDominationline 14Source documentation
A weighted change of variables that only needs an upper change-of-variables bound.
def WeightedDomination {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (μ : Measure A) (ν : Measure B) (F : A → B) (J : A → ℝ≥0∞) : Prop := … - theorem
OAI.Problem358.TriangularDomination.weightedDomination_of_measurePreservingline 20Source documentation
A measure-preserving coordinate change has unit weight.
theorem weightedDomination_of_measurePreserving {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} (hF : MeasurePreserving F μ ν) : WeightedDomination μ ν F (fun _ => 1) := by …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.compline 30Source documentation
Weighted domination composes, multiplying the two Jacobian weights. This also allows measure-preserving coordinate identifications to be inserted on either side.
theorem WeightedDomination.comp {A B C : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] {μ : Measure A} {ν : Measure B} {ρ : Measure C} {F : A → B} {G : B → C} {J : A → ℝ≥0∞} {K : B → ℝ≥0∞} (hF : WeightedDomination μ ν F J) (hG : WeightedDomination ν ρ G K) (hGmeas : Measurable G) (hK : Measurable K) : WeightedDomination μ ρ (G ∘ F) (fun a => J a * K (F a)) := by …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.triangular_aeline 48Source documentation
One genuine induction step for triangular changes of variables. The last output coordinate may depend on every preceding input coordinate, but the preceding output coordinates do not depend on the last input coordinate. No joint differentiability is needed: measurable weights and the two lower-dimensional integral bounds suffice.
theorem WeightedDomination.triangular_ae {A B C D : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] [MeasurableSpace D] {μ : Measure A} {ν : Measure B} {ρ : Measure C} {σ : Measure D} [SFinite ρ] [SFinite σ] {F : A → B} {G : A → C → D} {J : A → ℝ≥0∞} {j : A → C → ℝ≥0∞} (hF : Measurable F) (hG : Measurable (fun p : A × C => G p.1 p.2)) (hJ : Measurable J) (hj : Measurable (fun p : A × C => j p.1 p.2)) (hbase : WeightedDomination μ ν F J) (hfiber : ∀ᵐ a ∂μ, WeightedDomination ρ σ (G a) (j a)) : WeightedDomination (μ.prod ρ) (ν.prod σ) …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.triangularline 90Source documentation
Everywhere fiber bounds specialize the almost-everywhere product theorem.
theorem WeightedDomination.triangular {A B C D : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] [MeasurableSpace D] {μ : Measure A} {ν : Measure B} {ρ : Measure C} {σ : Measure D} [SFinite ρ] [SFinite σ] {F : A → B} {G : A → C → D} {J : A → ℝ≥0∞} {j : A → C → ℝ≥0∞} (hF : Measurable F) (hG : Measurable (fun p : A × C => G p.1 p.2)) (hJ : Measurable J) (hj : Measurable (fun p : A × C => j p.1 p.2)) (hbase : WeightedDomination μ ν F J) (hfiber : ∀ a, WeightedDomination ρ σ (G a) (j a)) : WeightedDomination (μ.prod ρ) (ν.prod σ) …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.mono_weightline 107Source documentation
A pointwise smaller weight preserves the integral domination.
theorem WeightedDomination.mono_weight {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} {J K : A → ℝ≥0∞} (h : WeightedDomination μ ν F J) (hK : K ≤ᵐ[μ] J) : WeightedDomination μ ν F K := by …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.map_withDensity_leline 119Source documentation
Integral domination gives the expected domination of weighted image measures.
theorem WeightedDomination.map_withDensity_le {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} {J : A → ℝ≥0∞} (h : WeightedDomination μ ν F J) (hF : Measurable F) : Measure.map F (μ.withDensity J) ≤ ν := by …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.WeightedDomination.smul_map_leline 136Source documentation
A uniform lower Jacobian bound gives the unweighted pushforward bound.
theorem WeightedDomination.smul_map_le {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} {J : A → ℝ≥0∞} (h : WeightedDomination μ ν F J) (hF : Measurable F) {c : ℝ≥0∞} (hc : ∀ᵐ a ∂μ, c ≤ J a) : c • Measure.map F μ ≤ ν := by …Mentions: OAI.Problem358.TriangularDomination.WeightedDomination
- theorem
OAI.Problem358.TriangularDomination.sqrt_prod_mul_prod_le_prod_midpointline 147Source documentation
The product arithmetic-geometric-mean bound needed for diagonal derivatives of midpoints of triangular maps. Zero derivatives are allowed.
theorem sqrt_prod_mul_prod_le_prod_midpoint {ι : Type*} (s : Finset ι) (a b : ι → ℝ) (ha : ∀ i ∈ s, 0 ≤ a i) (hb : ∀ i ∈ s, 0 ≤ b i) : Real.sqrt ((∏ i ∈ s, a i) * ∏ i ∈ s, b i) ≤ ∏ i ∈ s, (a i + b i) / 2 := by … - def
OAI.Problem358.TriangularDensity.geometricWeightline 183Source documentation
Product of the geometric means of the paired longitudinal derivatives.
def geometricWeight (q r dq dr : ConditionalFamily) : (n : ℕ) → Coordinates n → ℝ≥0∞ | 0, _ => 1 | n + 1, u => geometricWeight q r dq dr n (Fin.init u) * ENNReal.ofReal (Real.sqrt (dq n (sample q n (Fin.init u)) (u (Fin.last n)) * dr n (sample r n (Fin.init u)) (u (Fin.last n)))) - theorem
OAI.Problem358.TriangularDensity.geometricWeight_zeroline 191 - theorem
OAI.Problem358.TriangularDensity.geometricWeight_snocline 194 - theorem
OAI.Problem358.TriangularDensity.measurable_geometricWeight_of_leline 202Source documentation
Measurability requires no sign conditions or information above the cutoff.
theorem measurable_geometricWeight_of_le (q r dq dr : ConditionalFamily) (N : ℕ) (hQ : ∀ n, n ≤ N → Measurable (sample q n)) (hR : ∀ n, n ≤ N → Measurable (sample r n)) (hD : ∀ n, n < N → Measurable (fun p : Coordinates n × ℝ => dq n p.1 p.2)) (hE : ∀ n, n < N → Measurable (fun p : Coordinates n × ℝ => dr n p.1 p.2)) : ∀ n, n ≤ N → Measurable (geometricWeight q r dq dr n) := by …Mentions: OAI.Problem358.TriangularDensity.Coordinates, OAI.Problem358.TriangularDensity.geometricWeight
- theorem
OAI.Problem358.TriangularDensity.geometricWeight_eq_ofReal_sqrt_diagonalProductline 228Source documentation
On the open parameter cube, the geometric weight is exactly the geometric mean of both diagonal derivative products. This is deliberately not claimed outside the cube, where the supplied derivative fields need not be positive.
theorem geometricWeight_eq_ofReal_sqrt_diagonalProduct (q r dq dr : ConditionalFamily) (N : ℕ) (hD : ∀ n, n < N → ∀ u, InUnitCube u → ∀ t ∈ Ioo (0 : ℝ) 1, 0 < dq n (sample q n u) t) (hE : ∀ n, n < N → ∀ u, InUnitCube u → ∀ t ∈ Ioo (0 : ℝ) 1, 0 < dr n (sample r n u) t) : ∀ n, n ≤ N → ∀ u, InUnitCube u → geometricWeight q r dq dr n u = ENNReal.ofReal (Real.sqrt (diagonalProduct q dq n u * diagonalProduct r dr n u)) := by …Mentions: OAI.Problem358.TriangularDensity.InUnitCube, OAI.Problem358.TriangularDensity.geometricWeight, OAI.Problem358.TriangularDensity.diagonalProduct
- theorem
OAI.Problem358.TriangularDensity.geometricWeight_ae_eq_constantline 264Source documentation
Constant terminal products turn the Jacobian into a constant almost certainly, exactly the normalization needed by midpoint measure domination.
theorem geometricWeight_ae_eq_constant (q r dq dr : ConditionalFamily) (N : ℕ) (A B : ℝ) (hD : ∀ n, n < N → ∀ u, InUnitCube u → ∀ t ∈ Ioo (0 : ℝ) 1, 0 < dq n (sample q n u) t) (hE : ∀ n, n < N → ∀ u, InUnitCube u → ∀ t ∈ Ioo (0 : ℝ) 1, 0 < dr n (sample r n u) t) (hA : ∀ u, InUnitCube u → diagonalProduct q dq N u = A) (hB : ∀ u, InUnitCube u → diagonalProduct r dr N u = B) : ∀ᵐ u ∂(Measure.pi fun _ : Fin N => (volume : Measure ℝ).restrict (Ioo (0 : ℝ) 1)), geometricWeight q r dq dr N u = ENNReal.ofReal (Real.sqrt (A * B)) := by …Mentions: OAI.Problem358.TriangularDensity.InUnitCube, OAI.Problem358.TriangularDensity.diagonalProduct, OAI.Problem358.TriangularDensity.geometricWeight
- theorem
OAI.Problem358.TriangularDomination.weightedDomination_triangular_recursionline 292Source documentation
Weighted substitution for every finite dimension from measurable triangular recursion and almost-everywhere one-dimensional fiber substitution. The maps and weights are supplied explicitly; no quantile existence is assumed implicitly.
theorem weightedDomination_triangular_recursion (η : Measure ℝ) [SigmaFinite η] (F : (n : ℕ) → (Fin n → ℝ) → (Fin n → ℝ)) (G : (n : ℕ) → ((Fin n → ℝ) × ℝ) → ℝ) (J : (n : ℕ) → (Fin n → ℝ) → ℝ≥0∞) (j : (n : ℕ) → ((Fin n → ℝ) × ℝ) → ℝ≥0∞) (hF : ∀ n, Measurable (F n)) (hG : ∀ n, Measurable (G n)) (hJ : ∀ n, Measurable (J n)) (hj : ∀ n, Measurable (j n)) (hzero : ∀ s, J 0 s = 1) (hrecursion : ∀ n s t, F (n + 1) (Fin.snoc s t) = Fin.snoc (F n s) (G n (s, t))) (hweight : ∀ n s t, … - theorem
OAI.Problem358.TriangularDomination.weightedDomination_triangular_recursion_of_leline 343Source documentation
Finite-cutoff version: no maps, derivatives, or substitution bounds beyond the requested ambient dimension need to satisfy any hypotheses.
theorem weightedDomination_triangular_recursion_of_le (N : ℕ) (η : Measure ℝ) [SigmaFinite η] (F : (n : ℕ) → (Fin n → ℝ) → (Fin n → ℝ)) (G : (n : ℕ) → ((Fin n → ℝ) × ℝ) → ℝ) (J : (n : ℕ) → (Fin n → ℝ) → ℝ≥0∞) (j : (n : ℕ) → ((Fin n → ℝ) × ℝ) → ℝ≥0∞) (hF : ∀ n, n ≤ N → Measurable (F n)) (hG : ∀ n, n < N → Measurable (G n)) (hJ : ∀ n, n ≤ N → Measurable (J n)) (hj : ∀ n, n < N → Measurable (j n)) (hzero : ∀ s, J 0 s = 1) … - theorem
OAI.Problem358.TriangularDomination.WeightedDomination.midpoint_fiberline 410Source documentation
Extend a weighted triangular change of variables by one midpoint coordinate. The fiber functions need derivatives only in their last variable, not in parameters.
theorem WeightedDomination.midpoint_fiber {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} {J : A → ℝ≥0∞} {s : Set ℝ} {X Z X' Z' : A → ℝ → ℝ} (hs : MeasurableSet s) (hconv : Convex ℝ s) (hF : Measurable F) (hJ : Measurable J) (hX : Measurable (fun p : A × ℝ => X p.1 p.2)) (hZ : Measurable (fun p : A × ℝ => Z p.1 p.2)) (hX' : Measurable (fun p : A × ℝ => X' p.1 p.2)) (hZ' : Measurable (fun p : A × ℝ => Z' p.1 p.2)) (hderivX : ∀ a t, t ∈ s → HasDerivWithinAt (X a) (X' a t) s t) … - theorem
OAI.Problem358.TriangularDomination.WeightedDomination.midpoint_fiber_smul_map_leline 443Source documentation
The preceding induction step in the measure-domination form used by midpoint couplings, once the product weight has a uniform lower bound.
theorem WeightedDomination.midpoint_fiber_smul_map_le {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] {μ : Measure A} {ν : Measure B} {F : A → B} {J : A → ℝ≥0∞} {s : Set ℝ} {X Z X' Z' : A → ℝ → ℝ} (hs : MeasurableSet s) (hconv : Convex ℝ s) (hF : Measurable F) (hJ : Measurable J) (hX : Measurable (fun p : A × ℝ => X p.1 p.2)) (hZ : Measurable (fun p : A × ℝ => Z p.1 p.2)) (hX' : Measurable (fun p : A × ℝ => X' p.1 p.2)) (hZ' : Measurable (fun p : A × ℝ => Z' p.1 p.2)) (hderivX : ∀ a t, t ∈ s → HasDerivWithinAt (X a) (X' a t) s t) … - theorem
OAI.Problem358.TriangularRecursion.measurable_midpoint_of_samplesline 477Source documentation
Measurability of the midpoint needs only the two samplers at the depth in question, not any conditional functions after that depth.
theorem measurable_midpoint_of_samples (q r : ConditionalFamily) (n : ℕ) (hq : Measurable (sample q n)) (hr : Measurable (sample r n)) : Measurable (midpoint q r n) := by …Mentions: OAI.Problem358.TriangularRecursion.ConditionalFamily, OAI.Problem358.TriangularRecursion.sample, OAI.Problem358.TriangularRecursion.midpoint
- theorem
OAI.Problem358.TriangularRecursion.weightedDomination_midpoint_of_weightline 488Source documentation
Specialization of finite triangular substitution to the canonical paired samplers. Regularity is needed only on sampled open-unit-cube prefixes. The recursive weight is the product of geometric means of longitudinal derivatives.
theorem weightedDomination_midpoint_of_weight (q r dq dr : ConditionalFamily) (N : ℕ) (hq : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => q n p.1 p.2)) (hr : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => r n p.1 p.2)) (hdq : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => dq n p.1 p.2)) (hdr : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => dr n p.1 p.2)) (hsq : ∀ n, n ≤ N → Measurable (sample q n)) (hsr : ∀ n, n ≤ N → Measurable (sample r n)) (hderivq : ∀ n, n < N → ∀ s, InUnitCube s → ∀ t ∈ Ioo (0 : ℝ) 1, HasDerivAt (q n (sample q n s)) (dq n (sample q n s) t) t) (hderivr : ∀ n, n < N → ∀ s, InUnitCube s → ∀ t ∈ Ioo (0 : ℝ) 1, HasDerivAt (r n (sample r n s)) (dr n (sample r n s) t) t) …Mentions: OAI.Problem358.TriangularRecursion.ConditionalFamily, OAI.Problem358.TriangularRecursion.sample
- theorem
OAI.Problem358.TriangularRecursion.midpoint_smul_map_le_of_diagonalProductsline 541Source documentation
Canonical finite-dimensional midpoint domination. The only quantitative input is the two constant terminal diagonal products; all weighted substitution and measurable-Jacobian conditions are discharged from the scalar data.
theorem midpoint_smul_map_le_of_diagonalProducts (q r dq dr : ConditionalFamily) (N : ℕ) (A B : ℝ) (hq : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => q n p.1 p.2)) (hr : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => r n p.1 p.2)) (hdq : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => dq n p.1 p.2)) (hdr : ∀ n, n < N → Measurable (fun p : (Fin n → ℝ) × ℝ => dr n p.1 p.2)) (hsq : ∀ n, n ≤ N → Measurable (sample q n)) (hsr : ∀ n, n ≤ N → Measurable (sample r n)) (hderivq : ∀ n, n < N → ∀ s, InUnitCube s → ∀ t ∈ Ioo (0 : ℝ) 1, HasDerivAt (q n (sample q n s)) (dq n (sample q n s) t) t) (hderivr : ∀ n, n < N → ∀ s, InUnitCube s → ∀ t ∈ Ioo (0 : ℝ) 1, HasDerivAt (r n (sample r n s)) (dr n (sample r n s) t) t) …Mentions: OAI.Problem358.TriangularRecursion.ConditionalFamily, OAI.Problem358.TriangularRecursion.sample
- def
OAI.Problem358.TriangularDensity.densityRatioline 588Source documentation
The derivative dictated by successive conditional section densities. It is defined on all prefixes, including invalid prefixes of density zero.
def densityRatio (q : ConditionalFamily) (p : (n : ℕ) → Coordinates n → ℝ) : ConditionalFamily := … - theorem
OAI.Problem358.TriangularDensity.measurable_densityRatio_of_leline 594Source documentation
The ratio derivative field is jointly measurable using only the finite collection of section densities involved in the sampler.
theorem measurable_densityRatio_of_le (q : ConditionalFamily) (p : (n : ℕ) → Coordinates n → ℝ) (N : ℕ) (hq : ∀ n, n < N → Measurable (fun z : Coordinates n × ℝ => q n z.1 z.2)) (hp : ∀ n, n ≤ N → Measurable (p n)) : ∀ n, n < N → Measurable (fun z : Coordinates n × ℝ => densityRatio q p n z.1 z.2) := by …Mentions: OAI.Problem358.TriangularDensity.Coordinates, OAI.Problem358.TriangularDensity.densityRatio
- theorem
OAI.Problem358.TriangularDensity.densityRatio_pos_on_sampled_prefixesline 608Source documentation
Positivity of section densities propagates to the conditional derivative at every valid sampled prefix.
theorem densityRatio_pos_on_sampled_prefixes (q : ConditionalFamily) (D : (n : ℕ) → Set (Coordinates n)) (p : (n : ℕ) → Coordinates n → ℝ) (N : ℕ) (hzero : (fun i => Fin.elim0 i) ∈ D 0) (hstep : ∀ n, n < N → ∀ x, x ∈ D n → ∀ t ∈ Ioo (0 : ℝ) 1, Fin.snoc x (q n x t) ∈ D (n + 1)) (hp : ∀ n, n ≤ N → ∀ x, x ∈ D n → 0 < p n x) : ∀ n, n < N → ∀ s, InUnitCube s → ∀ t ∈ Ioo (0 : ℝ) 1, 0 < densityRatio q p n (sample q n s) t := by …Mentions: OAI.Problem358.TriangularDensity.Coordinates, OAI.Problem358.TriangularDensity.InUnitCube, OAI.Problem358.TriangularDensity.densityRatio
- theorem
OAI.Problem358.TriangularDensity.diagonalProduct_densityRatio_eq_initialline 624Source documentation
Exact telescoping of the measurable ratio field, with the terminal density one on every valid terminal prefix.
theorem diagonalProduct_densityRatio_eq_initial (q : ConditionalFamily) (D : (n : ℕ) → Set (Coordinates n)) (p : (n : ℕ) → Coordinates n → ℝ) (N : ℕ) (hzero : (fun i => Fin.elim0 i) ∈ D 0) (hstep : ∀ n, n < N → ∀ x, x ∈ D n → ∀ t ∈ Ioo (0 : ℝ) 1, Fin.snoc x (q n x t) ∈ D (n + 1)) (hp : ∀ n, n ≤ N → ∀ x, x ∈ D n → 0 < p n x) (hterminal : ∀ x ∈ D N, p N x = 1) : ∀ s, InUnitCube s → diagonalProduct q (densityRatio q p) N s = p 0 (fun i => Fin.elim0 i) := by …Mentions: OAI.Problem358.TriangularDensity.Coordinates, OAI.Problem358.TriangularDensity.InUnitCube, OAI.Problem358.TriangularDensity.diagonalProduct, OAI.Problem358.TriangularDensity.densityRatio
- theorem
OAI.Problem358.TriangularDensity.midpoint_smul_map_le_of_density_ratiosline 640Source documentation
For two geometric section-density families, positive conditional quantile derivatives and terminal density one imply the full midpoint domination. No independently measurable derivative field or Jacobian identity is required.
theorem midpoint_smul_map_le_of_density_ratios (q r : ConditionalFamily) (D E : (n : ℕ) → Set (Coordinates n)) (p v : (n : ℕ) → Coordinates n → ℝ) (N : ℕ) (hq : ∀ n, n < N → Measurable (fun z : Coordinates n × ℝ => q n z.1 z.2)) (hr : ∀ n, n < N → Measurable (fun z : Coordinates n × ℝ => r n z.1 z.2)) (hp : ∀ n, n ≤ N → Measurable (p n)) (hv : ∀ n, n ≤ N → Measurable (v n)) (hsq : ∀ n, n ≤ N → Measurable (sample q n)) (hsr : ∀ n, n ≤ N → Measurable (sample r n)) (hDzero : (fun i => Fin.elim0 i) ∈ D 0) (hEzero : (fun i => Fin.elim0 i) ∈ E 0) (hDstep : ∀ n, n < N → ∀ x, x ∈ D n → ∀ t ∈ Ioo (0 : ℝ) 1, …