import Mathlib import OAI.Computability.VertexCover.Information.Finite namespace OAI section section section section section section section section section section section section section section section section section section section section section section section section section section section section section section section namespace UniqueGames.Foundations.Information open scoped BigOperators variable {α : Type*} [Fintype α] theorem normalize_isProbability (b : α → ℝ) (hb : ∀ a, 0 ≤ b a) {B : ℝ} (hB : 0 < B) (hmass : ∑ a, b a = B) : IsProbability (fun a => b a / B) := by constructor · intro a exact div_nonneg (hb a) hB.le · simp only [div_eq_mul_inv, ← Finset.sum_mul, hmass, mul_inv_cancel₀ hB.ne'] theorem relativeEntropy_normalize_right (p b : α → ℝ) (hp : IsProbability p) (hs : SupportedBy p b) {B : ℝ} (hB : 0 < B) : relativeEntropy p (fun a => b a / B) = relativeEntropy p b + Real.log B := by have hpoint : ∀ a, p a * Real.log (p a / (b a / B)) = p a * Real.log (p a / b a) + p a * Real.log B := by intro a by_cases hpa : p a = 0 · simp [hpa] have hbne := hs a hpa rw [Real.log_div hpa (div_ne_zero hbne hB.ne'), Real.log_div hbne hB.ne', Real.log_div hpa hbne] ring simp only [relativeEntropy, hpoint, Finset.sum_add_distrib, ← Finset.sum_mul, hp.2, one_mul] theorem neg_relativeEntropy_le_log_mass (p b : α → ℝ) (hp : IsProbability p) (hb : ∀ a, 0 ≤ b a) (hs : SupportedBy p b) {B : ℝ} (hB : 0 < B) (hmass : ∑ a, b a = B) : -relativeEntropy p b ≤ Real.log B := by have hs' : SupportedBy p (fun a => b a / B) := fun a ha => div_ne_zero (hs a ha) hB.ne' have hnonneg := relativeEntropy_nonneg p (fun a => b a / B) hp (normalize_isProbability b hb hB hmass) hs' rw [relativeEntropy_normalize_right p b hp hs hB] at hnonneg linarith theorem posterior_weighted_log_inverse_le (p b «c» : α → ℝ) (hp : IsProbability p) (hb : ∀ a, 0 ≤ b a) {z B : ℝ} (hz : 0 < z) (hB : 0 < B) (hmass : ∑ a, b a = B) (hpost : ∀ a, p a = b a * «c» a / z) : (∑ a, p a * Real.log (1 / «c» a)) ≤ Real.log (B / z) := by have hs : SupportedBy p b := by intro a ha hba apply ha rw [hpost, hba, zero_mul, zero_div] have hpoint : ∀ a, p a * Real.log (1 / «c» a) = p a * Real.log (1 / z) - p a * Real.log (p a / b a) := by intro a by_cases hpa : p a = 0 · simp [hpa] have hbne := hs a hpa have hcne : «c» a ≠ 0 := by intro hca apply hpa rw [hpost, hca, mul_zero, zero_div] have hratio : p a / b a = «c» a / z := by rw [hpost] field_simp [hbne, hz.ne'] rw [hratio, Real.log_div hcne hz.ne', Real.log_div one_ne_zero hcne, Real.log_div one_ne_zero hz.ne', Real.log_one] ring have hid : (∑ a, p a * Real.log (1 / «c» a)) = Real.log (1 / z) - relativeEntropy p b := by simp only [hpoint, Finset.sum_sub_distrib, ← Finset.sum_mul, hp.2, one_mul, relativeEntropy] have hkl := neg_relativeEntropy_le_log_mass p b hp hb hs hB hmass rw [hid, Real.log_div hB.ne' hz.ne', Real.log_div one_ne_zero hz.ne', Real.log_one] linarith end UniqueGames.Foundations.Information end end end end end end end end end end end end end end end end end end end end end end end end end end end end end end end end OAI