Posterior parameterization and log-partition function
DefinitionKLSModular_FunctionalInequalities_Probability_Posterior_LogPartitionThe private parameter-space constructions identify with a Euclidean coordinate space, define the linear score , represent it as a parameter-space feature, and push a probability measure forward to partitionLaw. The public definition logPartition μ c Q is for a probability measure on a finite-dimensional complete real inner-product space. The bundle also proves continuity of the score and feature maps and constructs the associated measurable pushforward.
Original module imports
import FunctionalInequalities.Probability.Posterior.JointRegularity
import FunctionalInequalities.Analysis.BakryEmery.Cumulant.Basic
Original declaration excerpt
Shown in the original module context.
private abbrev partitionParameterSpace :=
EuclideanSpace ℝ (Fin (Module.finrank ℝ (E × (E →L[ℝ] E))))
Module navigation
Direct project imports: Probability/Posterior/JointRegularity, Analysis/BakryEmery/Cumulant/Basic.
Theorems in source order:
contDiff_logPartition_jointlogLaplace_compactPosteriorcumulant_compactPosteriorfderiv_logPartition_c_apply
Project result: The KLS conjecture.
Original module · FunctionalInequalities.Probability.Posterior.LogPartition · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Probability_Posterior_JointRegularity
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_Cumulant_Basic
noncomputable section
open MeasureTheory ProbabilityTheory
open scoped RealInnerProductSpace ContDiff
namespace FunctionalInequalities
namespace Probability
namespace Posterior
variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E]
[FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E]
abbrev partitionParameterSpace :=
EuclideanSpace ℝ (Fin (Module.finrank ℝ (E × (E →L[ℝ] E))))
def partitionParameterChart : (E × (E →L[ℝ] E)) ≃L[ℝ]
FunctionalInequalities.Probability.Posterior.partitionParameterSpace (E := E) :=
(Module.finBasis ℝ (E × (E →L[ℝ] E))).equivFunL.trans
(PiLp.continuousLinearEquiv 2 ℝ
(fun _ : Fin (Module.finrank ℝ (E × (E →L[ℝ] E))) => ℝ)).symm
def partitionParameterScore (x : E) :
(E × (E →L[ℝ] E)) →L[ℝ] ℝ :=
(innerSL ℝ x).comp (ContinuousLinearMap.fst ℝ E (E →L[ℝ] E)) -
(1 / 2 : ℝ) • ((innerSL ℝ x).comp
((ContinuousLinearMap.apply ℝ E x).comp
(ContinuousLinearMap.snd ℝ E (E →L[ℝ] E))))
omit [CompleteSpace E] [FiniteDimensional ℝ E]
[MeasurableSpace E] [BorelSpace E] in
theorem partitionParameterScore_continuous :
Continuous (FunctionalInequalities.Probability.Posterior.partitionParameterScore (E := E)) := by
have hi : Continuous (fun x : E => innerSL ℝ x) :=
(InnerProductSpace.toDualMap ℝ E).continuous
have he : Continuous (fun x : E =>
(ContinuousLinearMap.apply ℝ E x).comp
(ContinuousLinearMap.snd ℝ E (E →L[ℝ] E))) :=
(ContinuousLinearMap.apply ℝ E).continuous.clm_comp_const _
exact (hi.clm_comp_const _).sub
((hi.clm_comp he).const_smul (1 / 2 : ℝ))
def partitionParameterFeature (x : E) :
FunctionalInequalities.Probability.Posterior.partitionParameterSpace (E := E) :=
(InnerProductSpace.toDual ℝ _).symm
((FunctionalInequalities.Probability.Posterior.partitionParameterScore x).comp
(FunctionalInequalities.Probability.Posterior.partitionParameterChart (E := E)).symm.toContinuousLinearMap)
omit [CompleteSpace E] [MeasurableSpace E] [BorelSpace E] in
theorem partitionParameterFeature_continuous :
Continuous (FunctionalInequalities.Probability.Posterior.partitionParameterFeature (E := E)) :=
(InnerProductSpace.toDual ℝ _).symm.continuous.comp
((FunctionalInequalities.Probability.Posterior.partitionParameterScore_continuous (E := E)).clm_comp_const
(FunctionalInequalities.Probability.Posterior.partitionParameterChart (E := E)).symm.toContinuousLinearMap)
def partitionLaw (μ : ProbabilityMeasure E) :
ProbabilityMeasure (FunctionalInequalities.Probability.Posterior.partitionParameterSpace (E := E)) :=
μ.map (FunctionalInequalities.Probability.Posterior.partitionParameterFeature_continuous (E := E)).measurable.aemeasurable
/-- The log-partition function `ψ(c, Q) = log ∫ e^{⟪c,x⟫ − ½⟪Qx,x⟫} dμ(x)` of the BKL posterior (67). -/
def logPartition (μ : ProbabilityMeasure E) (c : E) (Q : E →L[ℝ] E) : ℝ :=
Real.log (∫ x, Real.exp (quadraticExponent c Q x) ∂(μ : Measure E))
end Posterior
end Probability
end FunctionalInequalities