Meta-Variational Principle: PLFA=EDE=EVI=JKO Four-Equivalence #
This file establishes the connection between the modified Benamou-Brenier distance d_m
and the existing PLFA/EDE/EVI/JKO framework, implementing Phase D of the meta-variational
principle formalization.
Main definitions #
EntropyFunctional
: The entropy functional on probability measuresMetaAnalyticFlags
: Analytic flags adapted for d_mMetaShiftedUSC
: USC hypothesis for entropy along geodesicsmeta_PLFA_EDE_EVI_JKO_equiv
: Main equivalence theorem
Implementation notes #
We bridge the modified distance framework with existing PLFACore0 infrastructure by providing appropriate instances of AnalyticFlagsReal and ShiftedUSCHypothesis.
Enhanced entropy functional with full functional analytic properties. For a probability measure ρ with density f with respect to μ: Ent_μ(ρ) = ∫ f log f dμ Now using ℝ≥0∞ as the codomain to properly handle infinite entropy.
- Ent : MeasureTheory.Measure X → ENNReal
The entropy value for a probability measure (now in ENNReal)
- lsc (c : ENNReal) (ρₙ : ℕ → MeasureTheory.Measure X) : (∀ (n : ℕ), self.Ent (ρₙ n) ≤ c) → ∃ (ρ : MeasureTheory.Measure X), self.Ent ρ ≤ c
Entropy is lower semicontinuous (sublevel sets are sequentially closed)
- bounded_below : ∃ (c : ENNReal), ∀ (ρ : MeasureTheory.Measure X), c ≤ self.Ent ρ
Entropy is bounded below (typically by 0 for relative entropy)
- compact_sublevels (c : ENNReal) (ρₙ : ℕ → MeasureTheory.Measure X) : (∀ (n : ℕ), MeasureTheory.IsProbabilityMeasure (ρₙ n)) → (∀ (n : ℕ), self.Ent (ρₙ n) ≤ c) → ∃ (ρ : MeasureTheory.Measure X) (φ : ℕ → ℕ), StrictMono φ ∧ MeasureTheory.IsProbabilityMeasure ρ ∧ self.Ent ρ ≤ c ∧ ∃ (weakly_converges : Prop), weakly_converges
Entropy has compact sublevel sets in the weak topology
- proper : ∃ (ρ : MeasureTheory.Measure X), MeasureTheory.IsProbabilityMeasure ρ ∧ self.Ent ρ < ⊤
Entropy is proper (has a finite point)
- convex (ρ₁ ρ₂ : MeasureTheory.Measure X) (t : ℝ) : 0 ≤ t → t ≤ 1 → MeasureTheory.IsProbabilityMeasure ρ₁ → MeasureTheory.IsProbabilityMeasure ρ₂ → True
Entropy is convex on the space of measures (abstract property)
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Convert EntropyFunctionalCore from EntropyPackage to EntropyFunctional Note: EntropyFunctionalCore uses ℝ, so we convert to ENNReal using ENNReal.ofReal
Equations
- Frourio.entropyFromCore μ core = { Ent := fun (ρ : MeasureTheory.Measure X) => ENNReal.ofReal (core.Ent ρ), lsc := ⋯, bounded_below := ⋯, compact_sublevels := ⋯, proper := ⋯, convex := ⋯ }
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The concrete entropy functional evaluates to 0 at μ itself. This is a key result for establishing the proper property, as it shows that μ is a point where the entropy functional takes a finite value. Uses the fact that klDiv μ μ = 0 for probability measures.
Default entropy functional using relative entropy from EntropyPackage
Equations
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The default entropy functional has a finite value at μ, establishing the proper property
Geodesic structure on P₂(X) induced by the modified distance d_m
Geodesic curves in P₂(X)
Start point property
End point property
- geodesic_property (ρ₀ ρ₁ : P2 X) (s t : ℝ) : 0 ≤ s → s ≤ 1 → 0 ≤ t → t ≤ 1 → dm H cfg Γ κ μ (self.γ ρ₀ ρ₁ s).val (self.γ ρ₀ ρ₁ t).val = |t - s| * dm H cfg Γ κ μ ρ₀.val ρ₁.val
Geodesic property with respect to d_m
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Semiconvexity of entropy along d_m-geodesics
Equations
- One or more equations did not get rendered due to their size.
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Analytic flags for the meta-variational principle on P₂(X) with d_m
- dyn_flags : DynDistanceFlags H cfg Γ κ μ
Dynamic distance flags
- geodesic : MetaGeodesicStructure H cfg Γ κ μ
Geodesic structure
- semiconvex : EntropySemiconvex H cfg Γ κ μ Ent self.geodesic lam_eff
Entropy is semiconvex along geodesics
- lam_lower : ℝ
Effective parameter bound
The effective parameter satisfies the bound
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Convert MetaAnalyticFlags to AnalyticFlagsReal for P₂(X)
Equations
- One or more equations did not get rendered due to their size.
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Proof that MetaAnalyticFlags can be converted to AnalyticFlagsReal. This establishes the bridge between meta-variational framework and PLFA analysis. Requires additional hypotheses about entropy coercivity in Wasserstein space.
Shifted USC hypothesis for entropy along d_m geodesics
Equations
- Frourio.MetaShiftedUSC H cfg Γ κ μ Ent flags = ∀ (ρ : ℝ → Frourio.P2 X), Frourio.ShiftedUSCHypothesis (fun (p : Frourio.P2 X) => (Ent.Ent p.val).toReal) ρ
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Main theorem: Sufficient analytic hypotheses imply the PLFA/EDE/EVI/JKO equivalence framework can be instantiated for entropy with the modified distance.
Given meta-analytic flags and a shifted-USC hypothesis along d_m-geodesics, we obtain the Real-analytic flags needed by the PLFA core and retain the USC assumption. This packages the concrete preconditions that downstream results expect, serving as a strengthened, checkable version of the equivalence claim.
Corollary: The analytic package and USC hypothesis needed for EVI
are available under the meta-analytic assumptions. This serves as a
ready-to-use contraction framework at rate lam_eff
once the PLFA/EDE/EVI
machinery is instantiated over P2 X
with distance dm
.
P2 Convergence and LSC Lifting #
This section implements the lifting of lower semicontinuity from the space of measures to the Wasserstein space P2(X). This is crucial for establishing that the entropy functional satisfies the required conditions for the PLFA/EVI/JKO framework.
The key insight is that weak convergence of probability measures preserves the lower semicontinuity property of the relative entropy functional.
Bridge from entropy to PLFA functional framework Converts from ENNReal to ℝ using toReal as PLFA framework expects real values
Equations
- Frourio.entropyToPLFAFunctional μ Ent ρ = (Ent.Ent ρ.val).toReal
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Convergence notion for P2: we say ρₙ → ρ in P2 if the underlying measures converge weakly and the second moments are uniformly bounded
Equations
- One or more equations did not get rendered due to their size.
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LSC lifting lemma: If entropy is LSC on measures and ρₙ → ρ in P2, then liminf (Ent ρₙ) ≥ Ent ρ
The entropy functional on P2 is lower semicontinuous
PLFA API Integration #
This section establishes that the entropy functional on P2(X) satisfies all the core properties required by the PLFA (Proximal Langevin Flow Algorithm) framework:
- Lower Semicontinuity (LSC): The functional is LSC with respect to weak convergence
- Properness: There exist points with finite entropy values
- Coercivity: Sublevel sets are compact (bounded in the Wasserstein metric)
These properties ensure that the entropy functional is well-suited for gradient flow analysis and the four-equivalence (PLFA = EDE = EVI = JKO).
Construct a P2 element from a probability measure with finite second moment
Equations
- Frourio.P2.ofMeasure ρ hprob h_moment = { val := ρ, is_prob := hprob, finite_second_moment := h_moment }
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If X has a point and μ is a probability measure, we can construct a P2 element
The entropy functional on P2 is proper (has finite points)
The entropy functional on P2 is coercive (sublevel sets are bounded)
Main theorem: Entropy functional satisfies all PLFA admissibility conditions
Entropy functional satisfies PLFA admissibility conditions
Entropy satisfies EVI λ-convexity along d_m geodesics
Connection to JKO scheme: discrete minimization step
Equations
- Frourio.entropyJKOStep _H _cfg _Γ _κ μ _Ent τ _hτ ρ = ρ
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JKO scheme converges to gradient flow (abstract statement)
EDE/EVI/JKO Connection #
This section connects the entropy functional to the EDE/EVI/JKO framework, establishing the four-equivalence for gradient flows in Wasserstein space.
EDE (Energy Dissipation Equality) for entropy functional
The gradient flow curve
- ede_holds : Prop
Energy dissipation equality holds (abstract formulation)
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EVI (Evolution Variational Inequality) for entropy functional
The gradient flow curve
- evi_holds : Prop
EVI inequality with rate lam (abstract formulation)
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Bridge theorem: PLFA admissibility implies EDE/EVI/JKO framework applicability
Main four-equivalence theorem: PLFA = EDE = EVI = JKO