roseking's picture
Add lean source and binary files (part 45)
c270adf verified
Raw History Blame Contribute Delete
7.88 kB
import Mathlib
import OAI.Combinatorics.IndependentSets.Repetition.KernelSampling
import OAI.Combinatorics.IndependentSets.Repetition.Mixture
import OAI.Combinatorics.IndependentSets.Repetition.SharedSampling
namespace OAI
namespace IndependentSetsGames.Foundations.Repetition.CompletedSampling
open scoped BigOperators
open Games
noncomputable section
section DistributionIdentities
variable {A B C D : Type*} [Fintype A] [Fintype B] [Fintype C] [Fintype D]
theorem mixture_pushforward_base (μ : FiniteDistribution A) (f : A → B)
(K : B → FiniteDistribution C) :
(μ.pushforward f).mixture K = μ.mixture (fun a => K (f a)) := by
apply FiniteDistribution.eq_of_weight_eq
intro c
exact FiniteDistribution.expectation_pushforward μ f (fun b => (K b).weight c)
theorem product_pushforward_eq_mixture_right (μ : FiniteDistribution A)
(ν : FiniteDistribution B) (f : A × B → C) :
(μ.product ν).pushforward f =
ν.mixture (fun b => μ.pushforward (fun a => f (a, b))) := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro c
simp only [FiniteDistribution.pushforward, FiniteDistribution.product,
FiniteDistribution.mixture, Fintype.sum_prod_type]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro b _
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro a _
by_cases h : f (a, b) = c <;> simp [h, mul_comm]
theorem product_product_pushforward_eq_mixture (μ : FiniteDistribution A)
(ν : FiniteDistribution B) (κ : FiniteDistribution C) (f : A → B → C → D) :
(μ.product (ν.product κ)).pushforward (fun z => f z.1 z.2.1 z.2.2) =
(μ.product ν).mixture
(fun z => κ.pushforward (fun c => f z.1 z.2 c)) := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro d
simp only [FiniteDistribution.pushforward, FiniteDistribution.product,
FiniteDistribution.mixture, Fintype.sum_prod_type]
simp only [Finset.mul_sum, mul_ite, mul_zero, mul_assoc]
theorem mixture_totalVariation_le (μ ν : FiniteDistribution A)
(K : A → FiniteDistribution B) :
(μ.mixture K).totalVariation (ν.mixture K) ≤ μ.totalVariation ν := by
simpa only [FiniteDistribution.totalVariation, FiniteDistribution.mixture,
Information.totalVariation, kernelPushforward] using
totalVariation_kernelPushforward_le μ.weight ν.weight
(fun a => (K a).weight) (fun a => Information.gameLaw_isProbability (K a))
end DistributionIdentities
section Diagonal
variable {Z S : Type*} [Fintype Z] [Fintype S]
def diagonalLaw (σ : FiniteDistribution (Z × S)) : FiniteDistribution (Z × S × S) :=
Information.toGameLaw (diagonalWeights σ.weight)
(diagonalWeights_isProbability _ (Information.gameLaw_isProbability σ))
theorem diagonalLaw_eq_pushforward (σ : FiniteDistribution (Z × S)) :
diagonalLaw σ = σ.pushforward (fun z => (z.1, z.2, z.2)) := by
classical
apply FiniteDistribution.eq_of_weight_eq
rintro ⟨z, a, b⟩
change diagonalWeights σ.weight (z, a, b) =
(σ.pushforward (fun t => (t.1, t.2, t.2))).weight (z, a, b)
simp only [diagonalWeights, FiniteDistribution.pushforward,
Fintype.sum_prod_type, Prod.mk.injEq]
by_cases hab : a = b
· subst b
simp [ite_and]
· simp [hab, ite_and]
theorem diagonalLaw_mixture {T : Type*} [Fintype T]
(σ : FiniteDistribution (Z × S)) (K : Z × S × S → FiniteDistribution T) :
(diagonalLaw σ).mixture K = σ.mixture (fun z => K (z.1, z.2, z.2)) := by
rw [diagonalLaw_eq_pushforward, mixture_pushforward_base]
end Diagonal
variable {X Y S Γ U V : Type*}
[Fintype X] [Fintype Y] [Fintype S] [Fintype Γ] [Fintype U] [Fintype V]
[DecidableEq X] [DecidableEq Y] [DecidableEq S]
abbrev Seed (Γ X Y S U V : Type*) :=
Γ × KernelSampling.Seed (X × S) (Y × S) U V
def seedLaw (γ : FiniteDistribution Γ)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
FiniteDistribution (Seed Γ X Y S U V) :=
γ.product (KernelSampling.seedLaw L R)
def left (sL : Γ → X → S) (seed : Seed Γ X Y S U V) (x : X) : U :=
KernelSampling.readLeft seed.2 (x, sL seed.1 x)
def right (sR : Γ → Y → S) (seed : Seed Γ X Y S U V) (y : Y) : V :=
KernelSampling.readRight seed.2 (y, sR seed.1 y)
def completionKernel (L : X × S → FiniteDistribution U)
(R : Y × S → FiniteDistribution V) (z : (X × Y) × S × S) :
FiniteDistribution (U × V) :=
(L (z.1.1, z.2.1)).product (R (z.1.2, z.2.2))
def outputLaw (μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
FiniteDistribution (U × V) :=
(seedLaw γ L R).mixture (fun seed =>
μ.pushforward (fun q => (left sL seed q.1, right sR seed q.2)))
theorem outputLaw_eq_product_pushforward
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
outputLaw μ γ sL sR L R =
(μ.product (seedLaw γ L R)).pushforward
(fun z => (left sL z.2 z.1.1, right sR z.2 z.1.2)) := by
exact (product_pushforward_eq_mixture_right μ (seedLaw γ L R)
(fun z : (X × Y) × Seed Γ X Y S U V =>
(left sL z.2 z.1.1, right sR z.2 z.1.2))).symm
theorem outputLaw_eq_mixture
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
outputLaw μ γ sL sR L R =
(sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
calc
outputLaw μ γ sL sR L R =
(μ.product γ).mixture (fun z =>
(KernelSampling.seedLaw L R).pushforward (fun table =>
(KernelSampling.readLeft table (z.1.1, sL z.2 z.1.1),
KernelSampling.readRight table (z.1.2, sR z.2 z.1.2)))) := by
rw [outputLaw_eq_product_pushforward]
exact product_product_pushforward_eq_mixture μ γ (KernelSampling.seedLaw L R)
(fun q seed table =>
(KernelSampling.readLeft table (q.1, sL seed q.1),
KernelSampling.readRight table (q.2, sR seed q.2)))
_ = (μ.product γ).mixture (fun z =>
completionKernel L R (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) := by
apply congrArg ((μ.product γ).mixture)
funext z
exact KernelSampling.read_joint_pushforward L R
(z.1.1, sL z.2 z.1.1) (z.1.2, sR z.2 z.1.2)
_ = (sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
exact (mixture_pushforward_base (μ.product γ)
(fun z => (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) (completionKernel L R)).symm
omit [DecidableEq X] [DecidableEq Y] [DecidableEq S] in
theorem diagonalLaw_completion_mixture
(σ : FiniteDistribution ((X × Y) × S))
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
(diagonalLaw σ).mixture (completionKernel L R) =
σ.mixture (fun z => (L (z.1.1, z.2)).product (R (z.1.2, z.2))) := by
exact diagonalLaw_mixture σ (completionKernel L R)
theorem outputLaw_totalVariation_le
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V)
(σ : FiniteDistribution ((X × Y) × S)) :
(outputLaw μ γ sL sR L R).totalVariation
(σ.mixture (fun z => (L (z.1.1, z.2)).product (R (z.1.2, z.2)))) ≤
(sharedOutputLaw μ γ sL sR).totalVariation (diagonalLaw σ) := by
rw [outputLaw_eq_mixture, ← diagonalLaw_completion_mixture σ L R]
exact mixture_totalVariation_le _ _ (completionKernel L R)
end
end IndependentSetsGames.Foundations.Repetition.CompletedSampling
end OAI