Latent Product Representation of Smoothed Linear Images
ProvedFunctionalInequalities.KLS.LogConcave.GaussianSmoothing.gaussian_product_latent_map_readableThis statement identifies a Gaussian-smoothed linear image through a latent representation.
Let be a finite-dimensional real inner-product space with its Borel measurable structure. Let be a probability measure, let be a measure on , and let be measurable with map g ρ = μ. Let be continuous linear, and let . Then
The identity provides a coupling-level description of Gaussian smoothing for later integral and Stein calculations.
Original Lean declaration header
Within namespace FunctionalInequalities.KLS.LogConcave.GaussianSmoothing. Shown in its original module context. Proof omitted.
theorem gaussian_product_latent_map (ρ μ : Measure E) [IsProbabilityMeasure ρ]
(g : E → E) (hg : Measurable g) (hmap : ρ.map g = μ)
(S : E →L[ℝ] E) {s : ℝ} (hs : 0 < s) :
(ρ.prod (gaussianLaw (V := E) s)).map (fun p => S (g p.1) + p.2) =
smoothedLaw (μ.map S) s
Module navigation
Module: KLS/LogConcave/Density/GaussianSmoothing/LinearImage.
Definition modules: KLS/LogConcave/Density/GaussianSmoothing/Basic.
Source excerpt, lines 31–35 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_LogConcave_Density_GaussianSmoothing_LinearImage
open MeasureTheory Set
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
theorem FunctionalInequalities.KLS.LogConcave.GaussianSmoothing.gaussian_product_latent_map_readable (ρ μ : Measure E) [IsProbabilityMeasure ρ]
(g : E → E) (hg : Measurable g) (hmap : ρ.map g = μ)
(S : E →L[ℝ] E) {s : ℝ} (hs : 0 < s) :
(ρ.prod (gaussianLaw (V := E) s)).map (fun p => S (g p.1) + p.2) =
smoothedLaw (μ.map S) s := by sorry