Sum-of-Square Proof for Brascamp-Lieb Type Inequalities
Abstract
Brascamp-Lieb inequalities [5] is an important mathematical tool in analysis, geometry and information theory. There are various ways to prove Brascamp-Lieb inequality such as heat flow method [4], Brownian motion [11] and subadditivity of the entropy [6]. While Brascamp-Lieb inequality is originally stated in Euclidean Space, [8] discussed Brascamp-Lieb inequality for discrete Abelian group and [3] discussed Brascamp-Lieb inequality for Markov semigroups.
Many mathematical inequalities can be formulated as algebraic inequalities which asserts some given polynomial is nonnegative. In 1927, Artin proved that any nonnegative polynomial can be represented as a sum of squares of rational functions [10], which can be further formulated as a polynomial certificate of the nonnegativity of the polynomial. This is a Sum-of-Square proof of the inequality. The Sum-of-Square proof can be captured by Sum-of-Square algorithm which is a powerful tool for optimization and computer aided proof. For more about Sum-of-Square algorithm, see [2].
In this paper, we give a Sum-of-Square proof for some special settings of Brascamp-Lieb inequality following [9] and [4] and discuss some applications of Brascamp-Lieb inequality on Abelian group and Euclidean Sphere. If the original description of the inequality has constant degree and is constant, the degree of the proof is also constant. Therefore, low degree sum of square algorithm can fully capture the power of low degree finite Brascamp-Lieb inequality.
1 Introduction
1.1 Brascamp-Lieb inequality
Many important inequalities including Holder’s inequality, Loomis-Whitney inequality, Young’s convolution inequality, hypercontractivity inequalities are special case of Brascamp-Lieb inequality introduced by [5]. The original form of Brascamp-Lieb inequality on Euclidean Space is
(1) |
where
-
1.
are linear surjective maps
-
2.
are nonnegative functions
-
3.
are nonnegative reals.
-
4.
is positive and independent of
Proposition 1.
(1) holds if and only if
-
1.
-
2.
dim dim for all subspaces of
The inequality is saturated when are centered Gaussian functions and the optimal has the form:
(2) |
where the supreme is taken over all positive semidefinite matrix in dimension . Moreover, the value of optimal can be -approximated in time (see [garg2016algorithmic])
1.2 Sum-of-Square proof
A Sum-of-Square proof for polynomial is to give the following certificate
(5) |
where and are sum of square of polynomials. The degree of the proof is the degree of (5).
For the simplicity of exposition, we will give a Sum-of-Square proof in an iterative way with following deduction rules.
where are polynomials. To prove , in the end we should derive
for some polynomial . The degree of the proof is also accumulated with deduction.
The degree of the proof is the largest degree which appears in the deduction.
In sum of square algorithm, Pseudo distribution is a dual certificate for Sum-of-Square proof. Pseudo distribution is not necessary a real distribution. Instead the only requirements for a degree d pseudo distribution is to have a corresponding pseudo expectation to satisfy
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1.
-
2.
for all polynomial and of degree no more than
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3.
for all polynomial of degree no more than
If degree Sum-of-Square cannot prove , then there exists a degree pseudo distribution satisfies . In this way, degree pseudo distribution captures the power the degree Sum-of-Square proof. Pseudo distribution is a more general notion than Sum-of-Square proof. We can implicitly evaluate pseudo expectation for any function in any space without giving a polynomial form.
1.3 Our result
Consider as a finite subset of with a set of linear projections . Let be a set of non-negative functions and define . Then we have
Theorem 1.
If all satisfies and
Then
(6) |
can be proved by by degree Sum-of-Square where are integers, , is the least common denominator of all .
Note that the degree of (6) are , if we take the degree of original expression of the inequality to be constant, , then the degree of the pseudo expectation is also a constant, and the degree of Sum-of-Square proof becomes poly.
Remark 1.
In fact, consider space is quite general because we can reduce to by normalizing every points and projections to integral ones since the inequality only involves finite many points and projections. And in fact we can even generalize this discrete inequality on any set of points if we can embed these points on with proper definition of linear projection.
We will see that for this finite discrete Brascamp-Lieb inequality, there are still many famous inequalities can be formulated in this way.
Example 1 (Holder’s inequality).
When and , consider non-negative functions and with all projections to be identity we have
when . When this gives Cauchy-Schwarz ineqaulity
Example 2 (Loomis-Whitney inequality).
when , are projections to the orthogonal complement to each coordinate and all are the Brascamp-Lieb inequality gives exactly the Loomis-Whitney inequality. For instance, when we have
which has deep interpretations in geometry.
2 Sum-of-Square proof for Holder’s inequality
In this section, we give the Sum-of-Square proof of Holder’s inequality and analyze the degree of the proof for future use. First we give the proof for Cauchy-Schwarz inequality.
Lemma 1 (Cauchy-Schwarz inequality).
is satisfied by degree pseudo distribution
Proof.
By we have
Let and then
therefore
∎
By taking the pseudo distribution as uniform distribution, we also get the sum of square proof of Cauchy-Schwarz inequality
Corollary 1 (Cauchy-Schwarz inequality).
has a degree Sum-of-Square proof
Using Cauchy-Schwarz inequality, we can further prove Holder’s inequality
Lemma 2 (Holder’s inequality).
when
is satisfied by degree pseudo distribution where are integers, , , is the least common denominator of and
Proof.
We can iteratively approximate the inequality using Cauchy-Schwarz inequality. Since , one of is no less than . Without loss of generality, assume . If , the inequality becomes Cauchy-Schwarz inequality. If , We have by Cauchy-Schwarz inequality
It remains to prove . Notice that the exponent on right hand side is decreased. In next iteration, we will subtract the max of and by 1/4. In this way, we can iteratively approximate Holder’s inequality. The degree is Sum-of-Square proof is determined by the fractional expression of and . If we assume the degree in the expression of original inequality to be constant, The degree of Sum-of-Square proof for Holder’s inequality is also constant. ∎
Example 3.
is satisfied by constant degree pesudo distribution.
Proof.
∎
Also, by assuming pseudo distribution as uniform distribution, we have
Corollary 2 (Holder’s inequality).
when
is satisfied by degree pseudo distribution where are integers, , , is the least common denominator of and
From next section we will use Holder’s inequality to prove more general Brascamp-Lieb inequality without considering the degree increased by Holder’s inequality since the degree increasing is explicitly shown in the expression.
3 Reduce Brascamp-Lieb inequality to extreme points
Recall that for finite and projections , we will give a Sum-of-Square proof of
(7) |
Let Define as the feasible region of in (7)
is a bounded polytope. For the feasible region of in (7), notice is not upper bounded. But in fact, we can require for all . Define as the feasible region of in (7)
Next we prove the validity of requiring
Lemma 3.
Proof.
We want to prove (7) for feasible with some , let when and when , then so we have
Further we can prove that for . Let we have
Combining above gives Sum-of-Square proof for
∎
is a also bounded polytope. Following lemma shows that we can prove (7) for and respectively if we can prove (7) for extreme points of and .
Proof.
Suppose we have (7) for and
Replace by and respectively we get
Multiply above inequality with exponents and
By Holder’s inequality
Finally we have
∎
By replacing pseudo expectation with summation we also have
Next section we give the proof of (7) on extreme points of and respectively.
4 Prove Brascamp-Lieb inequality on extreme points
First we prove (7) for extreme points of . The extreme points in have following form: there is one such that , and for all other , . In this case (7) becomes
This holds trivially. So we complete the prove of (7). For the degree of the proof, notice that the highest degree appearing in the proof is in the last expression of the inequality. So the degree of the pseudo distribution is .
Then we give the Sum-of-Square proof of (7) on extreme points by induction on dimension . When , both left hand side and right hand side become , (7) holds trivially. When , suppose (7) holds for any space with dimension less than . We will give a Sum-of-Square proof for (7) on .
Consider a nontrivial subspace of , we can decompose and decompose into and accordingly
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1.
, restriction of to
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2.
,
By and , we can define the feasible space and for and accordingly.
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1.
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2.
Following proposition [4] gives the condition for to be feasible in and .
Lemma 5.
Let be a subspace of , if ,
We can also define functions and on and as follows
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1.
, restriction of to
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2.
,
With these definitions, we can reduce (7) into lower dimension cases for some .
Lemma 6.
Suppose there exists nontrivial subspace such that , by induction hypothesis, we can prove (7) for by Sum-of-Square.
Proof.
(7) can be written as
Let such that for fixed , apply the induction hypothesis on in
Apply induction hypothesis on in
Combining above gives
∎
Now we should consider the case when there is no nontrivial subspace satisfying . Following proposition [9] characterizes this case.
Proposition 2.
If there is no nontrivial subspace satisfying , then
Next we give a Sum-of-Square proof for all feasible
Lemma 7.
For all feasible , we have a Sum-of-Square proof for (7).
Proof.
Since is feasible, apply condition on subspace
Then there is no such that for all . If we only consider such that , all terms on the left hand side also appears on the right hand side at least once, so
when ,
∎
We have given a Sum-of-Square Proof for (7), the degree of the proof is discussed by
Lemma 8.
The degree of the Sum-of-Square proof for (7) is
Proof.
To count the degree of the proof, we need to identify the polynomials with largest degree inside the proof. There are two cases for polynomials with largest degree.
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1.
The final inequality being proved has the largest degree
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2.
The inequality associated with extreme points has the largest degree
For the first case, the degree the final inequality is . For the second case, the degree of those inequalities is related to the fractional representation of as the extreme points of . Since is a polytope defined by linear constraints, the extreme points of are basic feasible solutions of these constraints. By Cramer’s rule, the size of the fractional representation of is bounded by where is coefficient matrix from the constraints. Since the each entry of is bounded by dimension , by Hadamard’s inequality [1], . So the degree of Sum-of-Square proof is poly. ∎
So when the degree of the final inequality , the degree of the proof is . This finish the proof of (7).
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