import Mathlib import OAI.Combinatorics.IndependentSets.Repetition.Sampling import OAI.Combinatorics.IndependentSets.Repetition.Conditionals namespace OAI namespace IndependentSetsGames.Foundations.Games.FiniteDistribution open scoped BigOperators noncomputable section variable {Ω : Type*} [Fintype Ω] def totalVariation (μ ν : FiniteDistribution Ω) : ℝ := (∑ x, |μ.weight x - ν.weight x|) / 2 theorem totalVariation_nonnegative (μ ν : FiniteDistribution Ω) : 0 ≤ μ.totalVariation ν := div_nonneg (Finset.sum_nonneg fun _ _ => abs_nonneg _) (by norm_num) theorem totalVariation_comm (μ ν : FiniteDistribution Ω) : μ.totalVariation ν = ν.totalVariation μ := by unfold totalVariation congr 1 apply Finset.sum_congr rfl intro x _ exact abs_sub_comm _ _ theorem probability_sub_le_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : μ.probability event - ν.probability event ≤ μ.totalVariation ν := by have pointwise (x : Ω) : 2 * ((if event x then μ.weight x else 0) - (if event x then ν.weight x else 0)) ≤ |μ.weight x - ν.weight x| + (μ.weight x - ν.weight x) := by have h₁ := le_abs_self (μ.weight x - ν.weight x) have h₂ := neg_le_abs (μ.weight x - ν.weight x) cases event x <;> simp only [Bool.false_eq_true, ↓reduceIte] <;> linarith have summed := Finset.sum_le_sum (s := Finset.univ) fun x _ => pointwise x simp only [← Finset.mul_sum, Finset.sum_add_distrib, Finset.sum_sub_distrib, μ.normalized, ν.normalized, sub_self, add_zero] at summed unfold probability totalVariation linarith theorem probability_abs_sub_le_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : |μ.probability event - ν.probability event| ≤ μ.totalVariation ν := by apply abs_le.mpr constructor · have h := ν.probability_sub_le_totalVariation μ event rw [totalVariation_comm] at h linarith · exact μ.probability_sub_le_totalVariation ν event theorem probability_le_add_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : μ.probability event ≤ ν.probability event + μ.totalVariation ν := by have h := μ.probability_sub_le_totalVariation ν event linarith end end IndependentSetsGames.Foundations.Games.FiniteDistribution namespace IndependentSetsGames.Foundations.Information open scoped BigOperators variable {α β : Type*} [Fintype α] [Fintype β] theorem gameLaw_isProbability (μ : Games.FiniteDistribution α) : IsProbability μ.weight := ⟨μ.nonnegative, μ.normalized⟩ def toGameLaw (p : α → ℝ) (hp : IsProbability p) : Games.FiniteDistribution α where weight := p nonnegative := hp.1 normalized := hp.2 def gameLawEquiv : Games.FiniteDistribution α ≃ {p : α → ℝ // IsProbability p} where toFun μ := ⟨μ.weight, gameLaw_isProbability μ⟩ invFun p := toGameLaw p.1 p.2 left_inv μ := by cases μ; rfl right_inv p := by cases p; rfl theorem totalVariation_gameLaw (μ ν : Games.FiniteDistribution α) : totalVariation μ.weight ν.weight = μ.totalVariation ν := rfl noncomputable def gameConditionalKernel (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (a : α) : Games.FiniteDistribution β := toGameLaw (conditionalKernel μ.weight fallback.weight a) (conditionalKernel_isProbability μ.weight fallback.weight (gameLaw_isProbability μ) (gameLaw_isProbability fallback) a) theorem gameConditionalKernel_recombine (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (a : α) (b : β) : firstMarginal μ.weight a * (gameConditionalKernel μ fallback a).weight b = μ.weight (a, b) := marginal_mul_conditionalKernel μ.weight fallback.weight (gameLaw_isProbability μ) a b noncomputable def gameConditionalProduct (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (newInput : Games.FiniteDistribution α) : Games.FiniteDistribution (α × β) := toGameLaw (fun ab => newInput.weight ab.1 * conditionalKernel μ.weight fallback.weight ab.1 ab.2) (alternativeInput_conditionalProduct_isProbability μ.weight fallback.weight newInput.weight (gameLaw_isProbability μ) (gameLaw_isProbability fallback) (gameLaw_isProbability newInput)) theorem gameConditionalProduct_weight (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (newInput : Games.FiniteDistribution α) (a : α) (b : β) : (gameConditionalProduct μ fallback newInput).weight (a, b) = newInput.weight a * (gameConditionalKernel μ fallback a).weight b := rfl theorem gameCondition_weight (μ : Games.FiniteDistribution α) (event : α → Bool) (positive : 0 < μ.probability event) : (μ.condition event positive).weight = posterior μ.weight (fun a => if event a then 1 else 0) (μ.probability event) := by funext a cases he : event a <;> simp [Games.FiniteDistribution.condition, posterior, he] theorem gameCondition_relativeEntropy_le (μ : Games.FiniteDistribution α) (event : α → Bool) (positive : 0 < μ.probability event) : relativeEntropy (μ.condition event positive).weight μ.weight ≤ Real.log (1 / μ.probability event) := by rw [gameCondition_weight] apply posterior_relativeEntropy_le μ.weight (fun a => if event a then 1 else 0) (gameLaw_isProbability μ) · intro a cases event a <;> norm_num · intro a cases event a <;> norm_num · exact positive · unfold Games.FiniteDistribution.probability apply Finset.sum_congr rfl intro a _ cases event a <;> simp end IndependentSetsGames.Foundations.Information end OAI