Infinite-dimensional operator ridgelet transform

3.2. Filters, the ridgelet transform, and the Fourier slice🔗

DefinitionAux.4
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Lemma 3.2
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These are the Fourier and bias conventions fixed in the preliminaries and used throughout Section 3.

The Fourier convention is h^\sharp(\omega)=\int_{\mathbb R}h(t)e^{-it\omega}\,\mathrm dt for functions on the line (for a real filter \rho this is \rho^\sharp), and the partial Fourier transform in the bias of a coefficient is \gamma^\sharp(a,\omega)=\int_{\mathbb R}\gamma(a,c)e^{-i\omega c}\,\mathrm dc; the analysis character on H is x\mapsto e^{-i\langle x,\xi\rangle}. A measure \nu on H is homogeneous of degree \alpha when (D_\omega)_\#\nu=|\omega|^{-\alpha}\nu for every \omega\ne0. The Lean network uses \langle a,x\rangle+c; the manuscript bias is b=-c, so a coefficient written in b has its bias Fourier transform reflected in \omega relative to the coefficient written in c.

Lean code for DefinitionAux.4●5 definitions
  • complete
    def OperatorRidgelet.character.{u_1} {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H] (ξ x : H) : ℂ
    def OperatorRidgelet.character.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H] (ξ x : H) : ℂ
    The character `x ↦ exp(-i⟪x,ξ⟫)` used by the analysis map. 
  • complete
    def OperatorRidgelet.lineFourier (h : ℝ → ℂ) (ω : ℝ) : ℂ
    def OperatorRidgelet.lineFourier (h : ℝ → ℂ)
      (ω : ℝ) : ℂ
    The one-dimensional Fourier transform of a complex function in the convention of the
    manuscript, `h♯(ω) = ∫ h(t) exp(-itω) dt`. 
  • complete
    def OperatorRidgelet.filterFourier (ρ : ℝ → ℝ) (ω : ℝ) : ℂ
    def OperatorRidgelet.filterFourier (ρ : ℝ → ℝ)
      (ω : ℝ) : ℂ
    The Fourier transform `ρ♯(ω) = ∫ ρ(t) exp(-itω) dt` of a real filter. 
  • complete
    def OperatorRidgelet.biasFourier.{u_1} {H : Type u_1} (γ : H × ℝ → ℂ)
      (a : H) (ω : ℝ) : ℂ
    def OperatorRidgelet.biasFourier.{u_1}
      {H : Type u_1} (γ : H × ℝ → ℂ) (a : H)
      (ω : ℝ) : ℂ
    The partial Fourier transform in the bias variable,
    `γ♯(a,ω) = ∫ γ(a,c) exp(-iωc) dc`. 
  • complete
    def OperatorRidgelet.IsHomogeneous.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [MeasurableSpace H]
      (α : ℝ) (ν : MeasureTheory.Measure H) : Prop
    def OperatorRidgelet.IsHomogeneous.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [MeasurableSpace H] (α : ℝ)
      (ν : MeasureTheory.Measure H) : Prop
    A measure on `H` is homogeneous of degree `α` when every dilation `D_ω a = ω a`, `ω ≠ 0`,
    scales it by `|ω|^(-α)`: `(D_ω)_# ν = |ω|^{-α} ν`. 
Definition3.3
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Definition 3.7
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A real \rho\in\mathcal S(\mathbb R) is \alpha-admissible if 0<(\!(\rho,\rho)\!)_\alpha=\frac1{2\pi}\int_{\mathbb R}|\rho^\sharp(\omega)|^2|\omega|^{-\alpha}\,\mathrm d\omega<\infty. It is a band-pass filter if moreover \rho^\sharp\in C_c^\infty(\mathbb R\setminus\{0\}) (and \rho\ne0): band-pass here specifies compact Fourier support away from zero. Such a filter is \alpha-admissible for every \alpha>0. For two admissible filters, (\!(\rho_1,\rho_2)\!)_\alpha=\frac1{2\pi}\int_{\mathbb R}\rho_1^\sharp(\omega)\overline{\rho_2^\sharp(\omega)}|\omega|^{-\alpha}\,\mathrm d\omega; self-admissibility is the case \rho_1=\rho_2=\rho of this pairing, since \rho is real.

Lean code for Definition3.3●5 declarations
  • structure(2 fields)defined in OperatorRidgelet/Transform/Defs.lean
    complete
    structure OperatorRidgelet.IsAdmissible (α : ℝ) (ρ : SchwartzMap ℝ ℝ) : Prop
    structure OperatorRidgelet.IsAdmissible (α : ℝ)
      (ρ : SchwartzMap ℝ ℝ) : Prop
    A real Schwartz function `ρ` is `α`-admissible if `0 < C^{(α)}_ρ < ∞`; finiteness is the
    integrability of `|ρ♯(ω)|² |ω|^{-α}`. 
    integrable : MeasureTheory.Integrable (fun ω => ‖OperatorRidgelet.filterFourier (⇑ρ) ω‖ ^ 2 * |ω| ^ (-α)) MeasureTheory.volume
    `C^{(α)}_ρ < ∞`. 
    pos : 0 < OperatorRidgelet.admissibilityConst α ⇑ρ
    `0 < C^{(α)}_ρ`. 
  • complete
    def OperatorRidgelet.admissibilityConst (α : ℝ) (ρ : ℝ → ℝ) : ℝ
    def OperatorRidgelet.admissibilityConst
      (α : ℝ) (ρ : ℝ → ℝ) : ℝ
    The admissibility constant `C^{(α)}_ρ = (2π)⁻¹ ∫ |ρ♯(ω)|² |ω|^{-α} dω`. 
  • structure(4 fields)defined in OperatorRidgelet/Transform/Defs.lean
    complete
    structure OperatorRidgelet.IsBandPass (ρ : SchwartzMap ℝ ℝ) : Prop
    structure OperatorRidgelet.IsBandPass
      (ρ : SchwartzMap ℝ ℝ) : Prop
    A band-pass filter: a nonzero real Schwartz function whose Fourier transform lies in
    `C_c^∞(ℝ ∖ {0})`.  (An analysis filter is admissible, hence nonzero; the nonvanishing is part
    of the notion so that band-pass filters are `α`-admissible for every `α > 0`.) 
    ne_zero : ρ ≠ 0
    `ρ ≠ 0`. 
    contDiff : ContDiff ℝ (↑⊤) (OperatorRidgelet.filterFourier ⇑ρ)
    `ρ♯` is smooth. 
    hasCompactSupport : HasCompactSupport (OperatorRidgelet.filterFourier ⇑ρ)
    `ρ♯` has compact support. 
    zero_notMem_tsupport : 0 ∉ tsupport (OperatorRidgelet.filterFourier ⇑ρ)
    The support of `ρ♯` stays away from the origin. 
  • complete
    def OperatorRidgelet.crossAdmissibilityConst (α : ℝ) (ρ₁ ρ₂ : ℝ → ℝ) : ℂ
    def OperatorRidgelet.crossAdmissibilityConst
      (α : ℝ) (ρ₁ ρ₂ : ℝ → ℝ) : ℂ
    The cross admissibility constant
    `C^{(α)}_{ρ₁,ρ₂} = (2π)⁻¹ ∫ ρ♯₁(ω) conj(ρ♯₂(ω)) |ω|^{-α} dω`. 
  • complete
    theorem OperatorRidgelet.Paper.def_3_3 (ρ : SchwartzMap ℝ ℝ)
      (hρ : OperatorRidgelet.IsBandPass ρ) (α : ℝ) :
      0 < α → OperatorRidgelet.IsAdmissible α ρ
    theorem OperatorRidgelet.Paper.def_3_3
      (ρ : SchwartzMap ℝ ℝ)
      (hρ : OperatorRidgelet.IsBandPass ρ)
      (α : ℝ) :
      0 < α →
        OperatorRidgelet.IsAdmissible α ρ
    **Definition [def:3.3]** Admissible analysis filter.  A band-pass filter is
    `α`-admissible for every `α > 0`. 
Definition3.4
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Definition Aux.2
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Lemma 3.5
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For f\in L^1(H,\mu_Q) and \rho\in\mathcal S(\mathbb R), the Gaussian-weighted ridgelet transform is R_\rho f(a,c)=\int_Hf(x)\rho(\langle a,x\rangle+c)\,\mu_Q(\mathrm dx), and \lambda_\alpha=\nu_\alpha\otimes\mathrm dc is the parameter measure on H\times\mathbb R. The analogue of the Fourier transform of f is the Fourier transform of the finite measure f\mu_Q, F_Qf(\xi)=\int_Hf(x)e^{-i\langle x,\xi\rangle}\,\mu_Q(\mathrm dx), which is bounded and continuous; for a general input measure \mu it is written F_\mu f.

Lean code for Definition3.4●3 definitions
  • complete
    def OperatorRidgelet.ridgelet.{u_1} {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H] [MeasurableSpace H]
      (μ : MeasureTheory.Measure H) (ρ : ℝ → ℝ) (f : H → ℂ) (p : H × ℝ) : ℂ
    def OperatorRidgelet.ridgelet.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [MeasurableSpace H]
      (μ : MeasureTheory.Measure H)
      (ρ : ℝ → ℝ) (f : H → ℂ) (p : H × ℝ) : ℂ
    The weighted ridgelet transform `R_ρ f (a,c) = ∫ f(x) ρ(⟪a,x⟫ + c) dμ(x)`. 
  • complete
    def OperatorRidgelet.parameterMeasure.{u_1} {H : Type u_1}
      [MeasurableSpace H] (ν : MeasureTheory.Measure H) :
      MeasureTheory.Measure (H × ℝ)
    def OperatorRidgelet.parameterMeasure.{u_1}
      {H : Type u_1} [MeasurableSpace H]
      (ν : MeasureTheory.Measure H) :
      MeasureTheory.Measure (H × ℝ)
    The parameter measure `λ = ν ⊗ dc` on `H × ℝ`. 
  • complete
    def OperatorRidgelet.gaussFourier.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [MeasurableSpace H]
      (μ : MeasureTheory.Measure H) (f : H → ℂ) (ξ : H) : ℂ
    def OperatorRidgelet.gaussFourier.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [MeasurableSpace H]
      (μ : MeasureTheory.Measure H)
      (f : H → ℂ) (ξ : H) : ℂ
    The weighted Fourier transform `F_μ f (ξ) = ∫ f(x) exp(-i⟪x,ξ⟫) dμ(x)`, the Fourier
    transform of the finite complex measure `f μ`; for `μ = μ_Q` this is the manuscript's `F_Q`. 
Lemma3.5
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Definition Aux.4
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Theorem 3.14
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Let f\in L^1(H,\mu) and \rho\in\mathcal S(\mathbb R). Then R_\rho f is bounded (i) and jointly continuous (ii) on H\times\mathbb R, and for every a, \|R_\rho f(a,\cdot)\|_{L^1(\mathbb R)}\le\|f\|_{L^1(\mu)}\|\rho\|_{L^1} (iii) and \|R_\rho f(a,\cdot)\|_{L^2(\mathbb R)}^2\le\|f\|_{L^2(\mu)}^2\|\rho\|_{L^2}^2 if f\in L^2(\mu) (iv). For every a\in H and \omega\in\mathbb R, (R_\rho f)^\sharp(a,\omega)=\rho^\sharp(\omega)\,F_\mu f(-\omega a) (v).

Lean code for Lemma3.5●5 theorems
  • complete
    theorem OperatorRidgelet.Paper.lem_3_5_i.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [MeasurableSpace H]
      (μ : MeasureTheory.Measure H) [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ) :
      ∃ M, ∀ (p : H × ℝ), ‖OperatorRidgelet.ridgelet μ (⇑ρ) f p‖ ≤ M
    theorem OperatorRidgelet.Paper.lem_3_5_i.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [MeasurableSpace H]
      (μ : MeasureTheory.Measure H)
      [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ) :
      ∃ M,
        ∀ (p : H × ℝ),
          ‖OperatorRidgelet.ridgelet μ (⇑ρ) f
                p‖ ≤
            M
    **Lemma [lem:3.5]** Fourier-slice identity.  `R_ρ f` is bounded on `H × ℝ`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_3_5_ii.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H) [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ) :
      Continuous (OperatorRidgelet.ridgelet μ (⇑ρ) f)
    theorem OperatorRidgelet.Paper.lem_3_5_ii.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H)
      [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ) :
      Continuous
        (OperatorRidgelet.ridgelet μ (⇑ρ) f)
    **Lemma [lem:3.5]** Fourier-slice identity.  `R_ρ f` is jointly continuous on
    `H × ℝ`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_3_5_iii.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H) [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ) (hf : MeasureTheory.Integrable f μ)
      (a : H) :
      MeasureTheory.Integrable
          (fun c => OperatorRidgelet.ridgelet μ (⇑ρ) f (a, c))
          MeasureTheory.volume ∧
        ∫ (c : ℝ), ‖OperatorRidgelet.ridgelet μ (⇑ρ) f (a, c)‖ ≤
          (∫ (x : H), ‖f x‖ ∂μ) * ∫ (t : ℝ), ‖ρ t‖
    theorem OperatorRidgelet.Paper.lem_3_5_iii.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H)
      [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ)
      (a : H) :
      MeasureTheory.Integrable
          (fun c =>
            OperatorRidgelet.ridgelet μ (⇑ρ) f
              (a, c))
          MeasureTheory.volume ∧
        ∫ (c : ℝ),
            ‖OperatorRidgelet.ridgelet μ (⇑ρ)
                f (a, c)‖ ≤
          (∫ (x : H), ‖f x‖ ∂μ) *
            ∫ (t : ℝ), ‖ρ t‖
    **Lemma [lem:3.5]** Fourier-slice identity.  For every direction `a`, the bias
    function `R_ρ f (a, ·)` is integrable with `‖R_ρ f(a,·)‖_{L¹} ≤ ‖f‖_{L¹(μ)} ‖ρ‖_{L¹}`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_3_5_iv.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H) [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ) (hf : MeasureTheory.Integrable f μ)
      (hf₂ : MeasureTheory.MemLp f 2 μ) (a : H) :
      MeasureTheory.MemLp
          (fun c => OperatorRidgelet.ridgelet μ (⇑ρ) f (a, c)) 2
          MeasureTheory.volume ∧
        ∫ (c : ℝ), ‖OperatorRidgelet.ridgelet μ (⇑ρ) f (a, c)‖ ^ 2 ≤
          (∫ (x : H), ‖f x‖ ^ 2 ∂μ) * ∫ (t : ℝ), ‖ρ t‖ ^ 2
    theorem OperatorRidgelet.Paper.lem_3_5_iv.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H)
      [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ)
      (hf₂ : MeasureTheory.MemLp f 2 μ)
      (a : H) :
      MeasureTheory.MemLp
          (fun c =>
            OperatorRidgelet.ridgelet μ (⇑ρ) f
              (a, c))
          2 MeasureTheory.volume ∧
        ∫ (c : ℝ),
            ‖OperatorRidgelet.ridgelet μ (⇑ρ)
                  f (a, c)‖ ^
              2 ≤
          (∫ (x : H), ‖f x‖ ^ 2 ∂μ) *
            ∫ (t : ℝ), ‖ρ t‖ ^ 2
    **Lemma [lem:3.5]** Fourier-slice identity.  If moreover `f ∈ L²(μ)`, then for every
    direction `a` the bias function is square integrable with
    `‖R_ρ f(a,·)‖²_{L²} ≤ ‖f‖²_{L²(μ)} ‖ρ‖²_{L²}`. 
  • complete
    theorem OperatorRidgelet.Paper.lem_3_5_v.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [SecondCountableTopology H] [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H) [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ) (hf : MeasureTheory.Integrable f μ)
      (a : H) (ω : ℝ) :
      OperatorRidgelet.biasFourier (OperatorRidgelet.ridgelet μ (⇑ρ) f) a
          ω =
        OperatorRidgelet.filterFourier (⇑ρ) ω *
          OperatorRidgelet.gaussFourier μ f (-(ω • a))
    theorem OperatorRidgelet.Paper.lem_3_5_v.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H]
      [SecondCountableTopology H]
      [MeasurableSpace H] [BorelSpace H]
      (μ : MeasureTheory.Measure H)
      [MeasureTheory.IsProbabilityMeasure μ]
      (ρ : SchwartzMap ℝ ℝ) (f : H → ℂ)
      (hf : MeasureTheory.Integrable f μ)
      (a : H) (ω : ℝ) :
      OperatorRidgelet.biasFourier
          (OperatorRidgelet.ridgelet μ (⇑ρ) f)
          a ω =
        OperatorRidgelet.filterFourier (⇑ρ)
            ω *
          OperatorRidgelet.gaussFourier μ f
            (-(ω • a))
    **Lemma [lem:3.5]** Fourier-slice identity.  The partial Fourier transform in the
    bias is `(R_ρ f)^\sharp(a,ω) = ρ♯(ω) F_μ f(-ωa)`. 
Proof for Lemma 3.5
uses 0

Boundedness is |R_\rho f|\le\|f\|_1\|\rho\|_\infty, joint continuity is dominated convergence, the bounds are Cauchy–Schwarz and Tonelli in the probability measure \mu, and the substitution u=\langle a,x\rangle+c in the inner Fourier transform gives the slice identity. For nonzero a, the function \omega\mapsto F_\mu f(\omega a) is the restriction of F_\mu f to the line through the origin spanned by a.