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bmtrager committed Nov 9, 2024
1 parent 1433cbd commit 42bf4e0
Showing 1 changed file with 18 additions and 12 deletions.
30 changes: 18 additions & 12 deletions coq/QLearn/jaakkola_vector.v
Original file line number Diff line number Diff line change
Expand Up @@ -4958,36 +4958,34 @@ Section jaakola_vector2.
destruct H3 as [? H3].
pose (xx := (x + x0)%nat).
pose (XX := fun n => X (n + xx)%nat).
pose (FF := fun n => F (n + xx)%nat).
pose (XXF := fun n => XF (n + xx)%nat).
pose (αα := fun n => α (n + xx)%nat).
pose (ββ := fun n => β (n + xx)%nat).
assert (isfilt_FF :IsFiltration FF).
assert (isfilt_FF :IsFiltration (fun n => F (n + xx)%nat)).
{
unfold FF.
unfold IsFiltration.
intros.
replace (S n + xx)%nat with (S (n + xx)) by lia.
apply isfilt.
}
assert (filtsub_FF: forall k, sa_sub (FF k) dom).
assert (filtsub_FF: forall k, sa_sub (F (k + xx)%nat) dom).
{
intros.
apply filt_sub.
}
assert (adapt_aa: IsAdapted (Rvector_borel_sa (S N)) αα FF).
assert (adapt_aa: IsAdapted (Rvector_borel_sa (S N)) αα (fun n => F (n + xx)%nat)).
{
intros ?.
apply adapt_alpha.
}
assert (adapt_bb: IsAdapted (Rvector_borel_sa (S N)) ββ FF).
assert (adapt_bb: IsAdapted (Rvector_borel_sa (S N)) ββ (fun n => F (n + xx)%nat)).
{
intros ?.
apply adapt_beta.
}
assert (rv_XX0: RandomVariable (FF 0%nat) (Rvector_borel_sa (S N)) (XX 0%nat)).
assert (rv_XX0: RandomVariable (F (xx)) (Rvector_borel_sa (S N)) (XX 0%nat)).
{
unfold FF, XX.
unfold XX.
induction xx.
- now simpl.
- simpl.
Expand All @@ -5013,10 +5011,10 @@ Section jaakola_vector2.
+ intros ?.
apply adapt_beta.
}
assert (rvXXF: forall k : nat, RandomVariable (FF (S k)) (Rvector_borel_sa (S N)) (XXF k)).
assert (rvXXF: forall k : nat, RandomVariable (F (S k + xx)%nat) (Rvector_borel_sa (S N)) (XXF k)).
{
intros.
unfold FF, XXF.
unfold XXF.
replace (S k + xx)%nat with (S (k + xx)) by lia.
apply rvXF.
}
Expand All @@ -5034,13 +5032,21 @@ Section jaakola_vector2.
IsFiniteExpectation prts
(rvsqr
(rvminus (vecrvnth i pf (XXF k))
(FiniteConditionalExpectation prts (filtsub_FF k) (vecrvnth i pf (XXF k)))))).
(FiniteConditionalExpectation prts (filt_sub (k + xx)%nat) (vecrvnth i pf (XXF k)))))).
{
intros.
unfold XXF.
generalize (isfe2 (k + xx)%nat i pf); intros.
revert H13.
apply IsFiniteExpectation_proper.
intros ?.
unfold rvsqr; f_equal.
unfold rvminus; f_equal.
unfold rvopp; f_equal.
admit.
}

generalize (Jaakkola_alpha_beta_bounded γ XX XXF αα ββ isfilt_FF filtsub_FF adapt_aa adapt_bb); intros jak_bound.
generalize (Jaakkola_alpha_beta_bounded γ XX XXF αα ββ isfilt_FF (fun k => filt_sub (k + xx)%nat) adapt_aa adapt_bb); intros jak_bound.
specialize (jak_bound npos rvXXF rvXXF_I _ _ H).
cut_to jak_bound; trivial.
- revert jak_bound; apply almost_impl.
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