import OAI.MeasureTheory.SelfSimilar.EntropyBounds namespace OAI universe uα uβ uγ section open scoped BigOperators ENNReal open MeasureTheory namespace EntropyRateDimension namespace FiniteDistribution attribute [local instance] Classical.propDecidable theorem entropy_map_le {α : Type uα} {β : Type uβ} (p : FiniteDistribution α) (f : α → β) : (p.map f).entropy ≤ p.entropy := by classical rw [p.entropy_map_on f p.support (fun _ h => h),p.entropy_on p.support (fun _ h => h)] exact FiniteEntropy.observableEntropy_le _ _ _ (fun a _ => p.nonneg a) theorem js_le_map_add {α : Type uα} {β : Type uβ} (p q : FiniteDistribution α) (f : α → β) : p.js q ≤ (p.map f).js (q.map f)+(p.mix q).entropy-((p.mix q).map f).entropy := by classical have he : ((p.map f).mix (q.map f)).entropy=((p.mix q).map f).entropy := by let s := p.support ∪ q.support rw [mix_map_entropy p q f s Finset.subset_union_left Finset.subset_union_right, (p.mix q).entropy_map_on f s (by exact fun _ h => h)] rfl have hp := p.entropy_map_le f have hq := q.entropy_map_le f unfold js rw [he] linarith theorem tv_maps_le_disagreement {α : Type uα} {β : Type uβ} (p : FiniteDistribution α) (f g : α → β) : (p.map f).tv (p.map g) ≤ ∑ a ∈ p.support, if f a = g a then 0 else p.weight a := by classical let t := (p.map f).support ∪ (p.map g).support rw [(p.map f).tv_on (p.map g) t Finset.subset_union_left Finset.subset_union_right] unfold FiniteEntropy.totalVariation have hm (k : α → β) (b : β) : (p.map k).weight b = ∑ a ∈ p.support, if k a=b then p.weight a else 0 := by rw [map_weight_on p k p.support (fun _ h => h)] simp only [FiniteEntropy.mass,Finset.sum_filter] have hsum : ∑ b ∈ t, |(p.map f).weight b-(p.map g).weight b| ≤ ∑ a ∈ p.support, if f a = g a then 0 else 2*p.weight a := by calc _ ≤ ∑ b ∈ t, ∑ a ∈ p.support, |(if f a=b then p.weight a else 0)-(if g a=b then p.weight a else 0)| := by apply Finset.sum_le_sum intro b _ rw [hm f b,hm g b,← Finset.sum_sub_distrib] exact Finset.abs_sum_le_sum_abs _ _ _ = _ := by rw [Finset.sum_comm] apply Finset.sum_congr rfl intro a ha by_cases h : f a=g a · simp [h] · have hf : f a ∈ t := Finset.mem_union_left _ (Finset.mem_image_of_mem f ha) have hg : g a ∈ t := Finset.mem_union_right _ (Finset.mem_image_of_mem g ha) have habs : ∀ b, |(if f a=b then p.weight a else 0)-(if g a=b then p.weight a else 0)| = (if f a=b then p.weight a else 0)+(if g a=b then p.weight a else 0) := by intro b by_cases hfb : f a=b <;> by_cases hgb : g a=b · exact (h (hfb.trans hgb.symm)).elim · simp [hfb,hgb,abs_of_nonneg (p.nonneg a)] · simp [hfb,hgb,abs_of_nonneg (p.nonneg a)] · simp [hfb,hgb] simp_rw [habs] rw [Finset.sum_add_distrib] simp only [Finset.sum_ite_eq,hf,hg,ite_true,h,ite_false] ring have he : (∑ a ∈ p.support, if f a=g a then 0 else 2*p.weight a) = 2*∑ a ∈ p.support, if f a=g a then 0 else p.weight a := by rw [Finset.mul_sum] apply Finset.sum_congr rfl intro a _ split_ifs <;> ring rw [he] at hsum linarith end FiniteDistribution namespace RandomGrid local instance unitCircleProbability : IsProbabilityMeasure (volume : Measure (AddCircle (1 : ℝ))) := ⟨by simp⟩ noncomputable def hit (c : AddCircle (1 : ℝ)) (r : ℝ) (u : AddCircle (1 : ℝ)) : ℝ := if dist u c ≤ r then 1 else 0 theorem hit_eq_indicator (c : AddCircle (1 : ℝ)) (r : ℝ) : hit c r = (Metric.closedBall c r).indicator (fun _ => (1 : ℝ)) := by classical ext u change (if dist u c ≤ r then 1 else 0) = (if u ∈ Metric.closedBall c r then 1 else 0) rfl theorem hit_integrable (c : AddCircle (1 : ℝ)) (r : ℝ) : Integrable (hit c r) := by rw [hit_eq_indicator] exact (integrable_const 1).indicator measurableSet_closedBall theorem integral_hit (c : AddCircle (1 : ℝ)) {r : ℝ} (hr : 0 ≤ r) : (∫ u, hit c r u) = min 1 (2 * r) := by rw [hit_eq_indicator, integral_indicator_const _ measurableSet_closedBall] simp only [Measure.real, AddCircle.volume_closedBall, smul_eq_mul, mul_one] exact ENNReal.toReal_ofReal (le_min (by norm_num) (mul_nonneg (by norm_num) hr)) theorem circle_norm_le_of_floor_ne {x y : ℝ} (h : ⌊x⌋ ≠ ⌊y⌋) : ‖(x : AddCircle (1 : ℝ))‖ ≤ |y - x| := by rw [AddCircle.norm_eq] simp only [inv_one, one_mul, mul_one] rcases lt_or_gt_of_ne h with hxy | hxy · apply (round_le x (⌊x⌋ + 1)).trans have hy : (⌊x⌋ : ℝ) + 1 ≤ y := by have hh : ⌊x⌋ + 1 ≤ ⌊y⌋ := hxy have hh' : (⌊x⌋ : ℝ) + 1 ≤ (⌊y⌋ : ℝ) := by exact_mod_cast hh exact hh'.trans (Int.floor_le y) have hx := Int.lt_floor_add_one x rw [Int.cast_add, Int.cast_one, abs_of_nonpos (by linarith), abs_of_nonneg (by linarith)] linarith · apply (round_le x ⌊x⌋).trans have hy : y ≤ (⌊x⌋ : ℝ) := by have hh : ⌊y⌋ + 1 ≤ ⌊x⌋ := hxy have hh' : (⌊y⌋ : ℝ) + 1 ≤ (⌊x⌋ : ℝ) := by exact_mod_cast hh exact (Int.lt_floor_add_one y).le.trans hh' have hx := Int.floor_le x rw [abs_of_nonneg (by linarith), abs_of_nonpos (by linarith)] linarith end RandomGrid namespace MeasureEntropy theorem observationLaw_map_weight {α : Type uα} {β : Type uβ} {γ : Type uγ} [MeasurableSpace α] [MeasurableSpace β] [MeasurableSingletonClass β] (μ : Measure α) [IsProbabilityMeasure μ] (f : α → β) (hf : Measurable f) (s : Finset β) (hs : ∀ᵐ x ∂μ, f x ∈ s) (g : β → γ) (c : γ) : ((observationLaw μ f hf s hs).map g).weight c = mass μ (g ∘ f) c := by classical rw [FiniteDistribution.map_weight_on _ _ s (fun _ h => h)] exact (mass_comp μ f hf s hs g c).symm theorem integral_finite_observation {α : Type uα} {β : Type uβ} [MeasurableSpace α] [MeasurableSpace β] [MeasurableSingletonClass β] (μ : Measure α) [IsFiniteMeasure μ] (f : α → β) (hf : Measurable f) (s : Finset β) (hs : ∀ᵐ x ∂μ, f x ∈ s) (F : β → ℝ) : ∫ x, F (f x) ∂μ = ∑ b ∈ s, mass μ f b*F b := by classical have he : (fun x => F (f x)) =ᵐ[μ] fun x => ∑ b ∈ s, ({x | f x=b} : Set α).indicator (fun _ => F b) x := by filter_upwards [hs] with x hx simp only [Set.indicator_apply,Set.mem_ofPred] simp [Finset.sum_ite_eq,hx] rw [integral_congr_ae he, integral_finsetSum] · apply Finset.sum_congr rfl intro b _ change (∫ a, (f ⁻¹' {b}).indicator (fun _ => F b) a ∂μ) = _ rw [integral_indicator_const _ ((measurableSet_singleton b).preimage hf)] rfl · intro b _ exact (integrable_const _).indicator ((measurableSet_singleton b).preimage hf) theorem entropy_binary_extra {α : Type uα} {β : Type uβ} [MeasurableSpace α] [MeasurableSpace β] [MeasurableSingletonClass β] [DecidableEq β] (μ : Measure α) [IsProbabilityMeasure μ] (f : α → β) (g : α → ℤ) (hf : Measurable f) (hg : Measurable g) (s : Finset β) (hs : ∀ᵐ x ∂μ, f x ∈ s) (hg01 : ∀ᵐ x ∂μ, g x ∈ Finset.Icc (0 : ℤ) 1) (bad : β → Prop) [DecidablePred bad] (hgood : ∀ᵐ x ∂μ, ¬bad (f x) → g x=0) : entropy μ (fun x => (g x,f x))-entropy μ f ≤ (∫ x, if bad (f x) then (1 : ℝ) else 0 ∂μ)*Real.log 2 := by classical let t := ((Finset.Icc (0 : ℤ) 1) ×ˢ s).filter (fun y => bad y.2 ∨ y.1=0) let F := fun x => (g x,f x) have hF : Measurable F := hg.prodMk hf have ht : ∀ᵐ x ∂μ, F x ∈ t := by filter_upwards [hs,hg01,hgood] with x hx hgx hgoodx exact Finset.mem_filter.mpr ⟨Finset.mem_product.mpr ⟨hgx,hx⟩,or_iff_not_imp_left.mpr hgoodx⟩ have hh := FiniteEntropy.conditionalEntropy_le_bad_mass t (mass μ F) Prod.fst Prod.snd bad (fun a _ => mass_nonneg μ F a) (by intro a ha b hb hab hbad have ha' := (Finset.mem_filter.mp ha).2.resolve_left hbad have hb' := (Finset.mem_filter.mp hb).2.resolve_left (hab ▸ hbad) exact ha'.trans hb'.symm) have hi : (fun a : ℤ × β => (a.1,a.2))=id := rfl unfold FiniteEntropy.conditionalEntropy at hh rw [hi,FiniteEntropy.observableEntropy_id,← entropy_comp μ F hF t ht Prod.snd] at hh change FiniteEntropy.entropy t (mass μ F)-entropy μ f ≤ _ at hh unfold FiniteEntropy.entropy at hh rw [← entropy_eq_sum μ F t ht] at hh have hbad0 : 0 ≤ ∑ a ∈ t, if bad a.2 then mass μ F a else 0 := by apply Finset.sum_nonneg intro a _ split_ifs · exact mass_nonneg μ F a · exact le_rfl have hc : (t.image Prod.fst).card ≤ 2 := by have hsub : t.image Prod.fst ⊆ Finset.Icc (0 : ℤ) 1 := by rintro a ha obtain ⟨b,hb,rfl⟩ := Finset.mem_image.mp ha exact (Finset.mem_product.mp (Finset.mem_filter.mp hb).1).1 simpa using Finset.card_le_card hsub have hl : Real.log (t.image Prod.fst).card ≤ Real.log 2 := by by_cases hz : (t.image Prod.fst).card=0 · simp [hz,Real.log_nonneg (by norm_num : (1 : ℝ) ≤ 2)] · apply Real.log_le_log (Nat.cast_pos.mpr (Nat.pos_of_ne_zero hz)) exact_mod_cast hc have he : (∫ x, if bad (f x) then (1 : ℝ) else 0 ∂μ) = ∑ a ∈ t, if bad a.2 then mass μ F a else 0 := by have h := integral_finite_observation μ F hF t ht (fun a : ℤ × β => if bad a.2 then (1 : ℝ) else 0) simpa only [F, mul_ite, mul_one, mul_zero] using h rw [he] exact hh.trans (mul_le_mul_of_nonneg_left hl hbad0) end MeasureEntropy end EntropyRateDimension end end OAI