import OAI.NumberTheory.GaussianMoat.PrimeMass namespace OAI universe uOmega uAlpha uBeta uGamma uIota uDelta namespace GaussianMoat open Filter Topology Finset namespace FinLaw open scoped BigOperators variable {Ω : Type uOmega} {α : Type uAlpha} [Fintype Ω] {k : ℕ} theorem cHf_eq_of_fibers {β : Type uBeta} {γ : Type uGamma} (p : FinLaw Ω) (X : Ω → α) (Y : Ω → β) (C : Ω → γ) (h : ∀ ω ν, C ω = C ν → (X ω = X ν ↔ Y ω = Y ν)) : p.cHf X C = p.cHf Y C := by unfold cHf congr 1 apply p.Hf_eq_of_fibers intro ω ν simp only [Prod.mk.injEq] constructor <;> intro hh · exact ⟨(h ω ν hh.2).mp hh.1,hh.2⟩ · exact ⟨(h ω ν hh.2).mpr hh.1,hh.2⟩ theorem cHf_le_of_determined {β : Type uBeta} {γ : Type uGamma} (p : FinLaw Ω) (X : Ω → α) (Y : Ω → β) (C : Ω → γ) (h : ∀ ω ν, Y ω = Y ν → C ω = C ν → X ω = X ν) : p.cHf X C ≤ p.cHf Y C := by apply sub_le_sub_right apply p.Hf_le_of_determined intro ω ν hh rcases Prod.mk.inj hh with ⟨hy,hc⟩ exact Prod.ext (h ω ν hy hc) hc theorem cHf_finset_subadd {ι : Type uIota} {β : Type uBeta} (p : FinLaw Ω) (X : Ω → ι → α) (C : Ω → β) (S : Finset ι) : p.cHf (fun ω (i : S) => X ω i) C ≤ ∑ i ∈ S, p.cHf (fun ω => X ω i) C := by classical induction S using Finset.induction_on with | empty => have he : p.cHf (fun ω (i : (∅:Finset ι)) => X ω i) C = p.cHf (fun _ => ()) C := by apply p.cHf_eq_of_fibers intro ω ν _ simp only [iff_true] funext i exact False.elim (Finset.notMem_empty i.val i.property) have hc : p.cHf (fun _ => ()) C = 0 := by unfold cHf have hh := p.Hf_eq_of_fibers (fun ω => ((),C ω)) C (fun _ _ => by simp) rw [hh,sub_self] simp [he,hc] | @insert i S hi ih => have he : p.cHf (fun ω (j : (insert i S : Finset ι)) => X ω j) C = p.cHf (fun ω => (X ω i,fun j : S => X ω j)) C := by apply p.cHf_eq_of_fibers intro ω ν _ constructor · intro h apply Prod.ext · exact congrFun h ⟨i,Finset.mem_insert_self _ _⟩ · funext j; exact congrFun h ⟨j,Finset.mem_insert_of_mem j.property⟩ · intro h funext j rcases Finset.mem_insert.mp j.property with hj | hj · simpa [hj] using congrArg Prod.fst h · exact congrFun (congrArg Prod.snd h) ⟨j,hj⟩ rw [he,Finset.sum_insert hi] have hh := p.cHf_pair_subadd (fun ω => X ω i) (fun ω (j : S) => X ω j) C linarith theorem cHf_fintype_subadd {ι : Type uIota} {β : Type uBeta} [Fintype ι] (p : FinLaw Ω) (X : Ω → ι → α) (C : Ω → β) : p.cHf X C ≤ ∑ i, p.cHf (fun ω => X ω i) C := by have h := p.cHf_finset_subadd X C Finset.univ have he : p.cHf (fun ω (i : (Finset.univ : Finset ι)) => X ω i) C = p.cHf X C := by apply p.cHf_eq_of_fibers intro ω ν _ exact ⟨fun hh => funext (fun i => congrFun hh ⟨i,Finset.mem_univ i⟩), fun hh => funext (fun i => congrFun hh i)⟩ rwa [he] at h omit [Fintype Ω] in theorem prefixVar_swap (X : Ω → Fin k → α) (π : Equiv.Perm (Fin k)) (s : ℕ) (i j : Fin k) (hi : s ≤ i.val) (hj : s ≤ j.val) : prefixVar X (π*Equiv.swap i j) s = prefixVar X π s := by classical funext ω a by_cases ha : a.val X ω (π i)) (C π)) = 𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => X ω (π j)) (C π) := by classical apply Fintype.expect_equiv (Equiv.mulRight (Equiv.swap i j)) intro π change p.cHf (fun ω => X ω (π i)) (C π) = p.cHf (fun ω => X ω ((π*Equiv.swap i j) j)) (C (π*Equiv.swap i j)) rw [hC] simp only [Equiv.Perm.mul_apply,Equiv.swap_apply_right] theorem prefix_conditional_block {β : Type uBeta} (p : FinLaw Ω) (X : Ω → Fin k → α) (π : Equiv.Perm (Fin k)) (C : Ω → β) {b q : ℕ} (hbq : b ≤ q) (hq : q ≤ k) (hC : ∀ ω ν, C ω = C ν → prefixVar X π b ω = prefixVar X π b ν) : p.cHf (prefixVar X π q) C ≤ ∑ j : Fin (q-b), p.cHf (fun ω => X ω (π ⟨b+j.val,by omega⟩)) C := by let R := fun ω (j : Fin (q-b)) => X ω (π ⟨b+j.val,by omega⟩) apply (p.cHf_le_of_determined (prefixVar X π q) R C ?_).trans (p.cHf_fintype_subadd R C) intro ω ν hR hcond funext i by_cases hi : i.val < b · have h := congrFun (hC ω ν hcond) i simpa [prefixVar,hi,show i.val X ω (π ⟨b,by omega⟩)) (C π)) := by have h := Finset.expect_le_expect (s := Finset.univ) (fun π _ => p.prefix_conditional_block X π (C π) hbq.le hq (hC π)) rw [Finset.expect_sum_comm] at h have he (j : Fin (q-b)) : (𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => X ω (π ⟨b+j.val,by omega⟩)) (C π)) = 𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => X ω (π ⟨b,by omega⟩)) (C π) := by exact (p.ordered_remaining_exchange_cond X C ⟨b,by omega⟩ ⟨b+j.val,by omega⟩ (fun π => hswap π _ (by change b ≤ b+j.val; omega))).symm simpa only [he,Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] using h theorem ordered_enrichment_accounting {β : Type uBeta} {γ : Type uGamma} {δ : Type uDelta} (p : FinLaw Ω) (X Y Z : Ω → Fin k → α) (d : Ω → Fin k → β) (H : Ω → γ) (E : Ω → δ) {b q : ℕ} (hb : 0 < b) (hbq : b < q) (hq : q ≤ k) (hd : ∀ i ω ν, X ω i = X ν i → Y ω i = Y ν i → d ω i = d ν i) (hY : ∀ i ω ν, X ω i = X ν i → d ω i = d ν i → Y ω i = Y ν i) (hH : ∀ i ω ν, H ω = H ν → d ω i = d ν i) (hZ : ∀ i ω ν, X ω i = X ν i → E ω = E ν → Z ω i = Z ν i) : (b : ℝ) * ((q-b : ℕ) * (𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => d ω (π ⟨b,by omega⟩)) (fun ω => (prefixVar X π b ω,prefixVar Y π b ω))) + p.orderedEntropy Z q-p.Hf H-p.Hf E) ≤ (q : ℝ)*(p.orderedEntropy X b+p.orderedEntropy Y b) := by let C := fun (π : Equiv.Perm (Fin k)) ω => ((prefixVar X π b ω,prefixVar Y π b ω),H ω) let A := 𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => X ω (π ⟨b,by omega⟩)) (C π) let F := 𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => d ω (π ⟨b,by omega⟩)) (fun ω => (prefixVar X π b ω,prefixVar Y π b ω)) have hblock := p.ordered_prefix_conditional_bound X C hbq hq (fun π ω ν hh => congrArg (fun c => c.1.1) hh) (by intro π j hj dsimp [C] rw [prefixVar_swap X π b _ j (by exact le_rfl) hj, prefixVar_swap Y π b _ j (by exact le_rfl) hj]) have hlow (π : Equiv.Perm (Fin k)) : p.Hf (prefixVar Z π q)-p.Hf E-p.Hf (prefixVar X π b)- p.Hf (prefixVar Y π b)-p.Hf H ≤ p.cHf (prefixVar X π q) (C π) := by have hz : p.Hf (prefixVar Z π q) ≤ p.Hf (prefixVar X π q)+p.Hf E := by apply (p.Hf_le_of_determined (prefixVar Z π q) (fun ω => (prefixVar X π q ω,E ω)) ?_).trans (p.Hf_pair_subadd _ _) intro ω ν hh funext i by_cases hi : i.val (prefixVar X π b ω,prefixVar Y π b ω)) H have h2 := p.Hf_pair_subadd (prefixVar X π b) (prefixVar Y π b) dsimp [C] linarith have hx := p.Hf_pair_ge_snd (C π) (prefixVar X π q) rw [p.Hf_pair_comm] at hx unfold cHf linarith have hav := Finset.expect_le_expect (s := Finset.univ) (fun π _ => hlow π) simp only [Finset.expect_sub_distrib,Fintype.expect_const] at hav have hal : p.orderedEntropy Z q-p.Hf E-p.orderedEntropy X b- p.orderedEntropy Y b-p.Hf H ≤ (q-b : ℕ)*A := hav.trans hblock have hchain := Finset.expect_le_expect (s := Finset.univ) (fun π _ => p.enrichment_chain (fun ω => X ω (π ⟨b,by omega⟩)) (fun ω => Y ω (π ⟨b,by omega⟩)) (prefixVar X π b) (prefixVar Y π b) (fun ω => d ω (π ⟨b,by omega⟩)) H (hd _) (hY _) (hH _)) simp only [Finset.expect_sub_distrib,Finset.expect_add_distrib] at hchain have hchain' : F ≤ (p.orderedEntropy X (b+1)-p.orderedEntropy X b)+ (p.orderedEntropy Y (b+1)-p.orderedEntropy Y b)-A := by rwa [p.orderedEntropy_step X (by omega),p.orderedEntropy_step Y (by omega)] have hx := p.orderedEntropy_slope X hb (by omega) have hy := p.orderedEntropy_slope Y hb (by omega) have haux : A+F ≤ (p.orderedEntropy X b+p.orderedEntropy Y b)/b := by rw [add_div] linarith have hbR : (0 : ℝ) f (π a)) (Finset.mem_univ i) dsimp [S] linarith have hid : (S.card : ℝ)*(𝔼 π : Equiv.Perm ι, f (π i)*f (π j)) = -(𝔼 π : Equiv.Perm ι, f (π i)^2) := by calc _ = ∑ a ∈ S, (𝔼 π : Equiv.Perm ι, f (π i)*f (π a)) := by rw [show (∑ a ∈ S, (𝔼 π : Equiv.Perm ι, f (π i)*f (π a))) = ∑ _a ∈ S, (𝔼 π : Equiv.Perm ι, f (π i)*f (π j)) from Finset.sum_congr rfl (fun a ha => hex a ha)] simp [nsmul_eq_mul] _ = 𝔼 π : Equiv.Perm ι, ∑ a ∈ S, f (π i)*f (π a) := (Finset.expect_sum_comm _ _ _).symm _ = -(𝔼 π : Equiv.Perm ι, f (π i)^2) := by simp_rw [← Finset.mul_sum,hsum,mul_neg,← sq] rw [Finset.expect_neg_distrib] have hvar : 0 ≤ (𝔼 π : Equiv.Perm ι, f (π i)^2) := Finset.expect_nonneg (fun _ _ => sq_nonneg _) have hc : (0 : ℝ) < S.card := by exact_mod_cast hS.card_pos nlinarith theorem perm_sample_second_moment {ι : Type uIota} [Fintype ι] [DecidableEq ι] (f : ι → ℝ) (hf : ∑ i, f i = 0) (S : Finset ι) {M : ℝ} (hM : ∀ i, (f i)^2 ≤ M) : (𝔼 π : Equiv.Perm ι, (∑ i ∈ S, f (π i))^2) ≤ S.card*M := by classical induction S using Finset.induction_on with | empty => simp | @insert i S hi ih => have hsqr (π : Equiv.Perm ι) : (∑ j ∈ insert i S, f (π j))^2 = (f (π i))^2+(∑ j ∈ S, f (π j))^2+2*(∑ j ∈ S, f (π i)*f (π j)) := by rw [Finset.sum_insert hi,← Finset.mul_sum] ring simp_rw [hsqr,Finset.expect_add_distrib,← Finset.mul_expect,Finset.expect_sum_comm] have hb : (𝔼 π : Equiv.Perm ι, f (π i)^2) ≤ M := (Finset.expect_le_expect (s := Finset.univ) (fun π _ => hM (π i))).trans_eq (Fintype.expect_const _) have hc : (∑ j ∈ S, (𝔼 π : Equiv.Perm ι, f (π i)*f (π j))) ≤ 0 := by apply Finset.sum_nonpos intro j hj exact perm_covariance_nonpos f hf (fun he => hi (he.symm ▸ hj)) rw [Finset.card_insert_of_notMem hi,Nat.cast_add,Nat.cast_one] nlinarith theorem expect_lower_tail_le {Ω : Type uOmega} [Fintype Ω] [Nonempty Ω] (Z : Ω → ℝ) {a δ V : ℝ} (hδ : 0 < δ) (hV : (𝔼 ω, (Z ω-a)^2) ≤ V) : (𝔼 ω, if Z ω < a-δ then (1 : ℝ) else 0) ≤ V/δ^2 := by classical have he : ∀ ω, δ^2*(if Z ω < a-δ then (1 : ℝ) else 0) ≤ (Z ω-a)^2 := by intro ω split_ifs with hh · nlinarith · simpa using sq_nonneg (Z ω-a) have h := Finset.expect_le_expect (s := Finset.univ) (fun ω _ => he ω) rw [← Finset.mul_expect] at h exact (le_div_iff₀ (sq_pos_of_pos hδ)).mpr (by nlinarith) theorem perm_sample_interval_tail {ι : Type uIota} [Fintype ι] [DecidableEq ι] [Nonempty ι] (f : ι → ℝ) (S : Finset ι) {a M δ : ℝ} (hδ : 0 < δ) (hf : ∀ i, a ≤ f i ∧ f i ≤ a+M) : (𝔼 π : Equiv.Perm ι, if (∑ i ∈ S, f (π i)) < S.card*(𝔼 i, f i)-δ then (1 : ℝ) else 0) ≤ S.card*M^2/δ^2 := by let μ := 𝔼 i, f i have hlo : a ≤ μ := by have h := Finset.expect_le_expect (s := Finset.univ) (fun i _ => (hf i).1) simpa only [Fintype.expect_const] using h have hhi : μ ≤ a+M := by have h := Finset.expect_le_expect (s := Finset.univ) (fun i _ => (hf i).2) simpa only [Fintype.expect_const] using h have hsum : ∑ i, (f i-μ) = 0 := by simp only [Finset.sum_sub_distrib,Finset.sum_const,Finset.card_univ,nsmul_eq_mul] rw [show (Fintype.card ι : ℝ)*μ = ∑ i, f i from Fintype.card_mul_expect f] ring have hsq (i : ι) : (f i-μ)^2 ≤ M^2 := by have h := hf i nlinarith have hvar := perm_sample_second_moment (fun i => f i-μ) hsum S hsq have hid (π : Equiv.Perm ι) : (∑ i ∈ S, (f (π i)-μ)) = (∑ i ∈ S, f (π i))-S.card*μ := by simp only [Finset.sum_sub_distrib,Finset.sum_const,nsmul_eq_mul] simp_rw [hid] at hvar exact expect_lower_tail_le _ hδ hvar namespace FinLaw open scoped BigOperators variable {Ω : Type uOmega} {α : Type uAlpha} [Fintype Ω] {k : ℕ} noncomputable def uniform (Ω : Type uOmega) [Fintype Ω] [Nonempty Ω] : FinLaw Ω where mass := fun _ => (Fintype.card Ω : ℝ)⁻¹ nonneg := fun _ => inv_nonneg.mpr (Nat.cast_nonneg _) sum_one := by simp only [Finset.sum_const,Finset.card_univ,nsmul_eq_mul] exact mul_inv_cancel₀ (by exact_mod_cast (Fintype.card_pos : 0 < Fintype.card Ω).ne') @[simp] theorem uniform_mass [Nonempty Ω] (ω : Ω) : uniform Ω ω = (Fintype.card Ω : ℝ)⁻¹ := rfl theorem uniform_Hf_injective {β : Type uBeta} [Nonempty Ω] (X : Ω → β) (hX : Function.Injective X) : (uniform Ω).Hf X = Real.log (Fintype.card Ω) := by classical have hN : (Fintype.card Ω : ℝ) ≠ 0 := by exact_mod_cast (Fintype.card_pos : 0 < Fintype.card Ω).ne' unfold Hf simp only [hX.eq_iff,uniform_mass,Finset.sum_ite_eq',Finset.mem_univ,ite_true, Finset.sum_const,Finset.card_univ,nsmul_eq_mul,Real.log_inv] rw [← mul_assoc,mul_inv_cancel₀ hN] ring theorem Hf_le_log_card_type {β : Type uBeta} [Fintype β] (p : FinLaw Ω) (X : Ω → β) : p.Hf X ≤ Real.log (Fintype.card β) := by rw [p.Hf_eq_H] exact (p.map X).entropy_le_log_card theorem Hf_le_log_card_set {β : Type uBeta} (p : FinLaw Ω) (X : Ω → β) (S : Finset β) (hX : ∀ ω, X ω ∈ S) : p.Hf X ≤ Real.log S.card := by classical let Y := fun ω => (⟨X ω,hX ω⟩ : S) have he : p.Hf X = p.Hf Y := by apply p.Hf_eq_of_fibers intro ω ν exact ⟨fun h => Subtype.ext h, fun h => congrArg Subtype.val h⟩ rw [he] simpa using p.Hf_le_log_card_type Y theorem map_mix {ι : Type uIota} {β : Type uBeta} [Fintype ι] [Fintype β] (p : FinLaw ι) (q : ι → FinLaw Ω) (X : Ω → β) : (p.mix q).map X = p.mix (fun i => (q i).map X) := by classical ext b simp only [map_mass,mix_mass,Finset.mul_sum] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro ω _ split_ifs <;> simp theorem Hf_mix_ge {ι : Type uIota} {β : Type uBeta} [Fintype ι] (p : FinLaw ι) (q : ι → FinLaw Ω) (X : Ω → β) : (∑ i, p i*(q i).Hf X) ≤ (p.mix q).Hf X := by classical let Y := fun ω => (⟨X ω,⟨ω,rfl⟩⟩ : Set.range X) let : Fintype (Set.range X) := Fintype.ofFinite _ have he (r : FinLaw Ω) : r.Hf X = r.Hf Y := by apply r.Hf_eq_of_fibers intro ω ν exact ⟨fun h => Subtype.ext h, fun h => congrArg Subtype.val h⟩ simp_rw [he,Hf_eq_H] change (∑ i, p i*((q i).map Y).entropy) ≤ ((p.mix q).map Y).entropy rw [map_mix] exact p.entropy_mix_ge _ theorem Hf_prefix_le (p : FinLaw Ω) (X : Ω → Fin k → α) (π : Equiv.Perm (Fin k)) (s : ℕ) : p.Hf (prefixVar X π s) ≤ p.Hf X := by exact p.Hf_le_of_determined _ _ (fun ω ν hh => congrArg (fun y (i : Fin k) => if i.val < s then some (y (π i)) else none) hh) theorem Hf_fintype_subadd {ι : Type uIota} {β : Type uBeta} [Fintype ι] (p : FinLaw Ω) (X : Ω → ι → β) : p.Hf X ≤ ∑ i, p.Hf (fun ω => X ω i) := by classical have he : p.Hf (fun ω (i : (Finset.univ : Finset ι)) => X ω i) = p.Hf X := by apply p.Hf_eq_of_fibers intro ω ν constructor · intro hh funext i exact congrFun hh ⟨i,Finset.mem_univ _⟩ · intro hh funext i exact congrFun hh i simpa only [he] using p.Hf_finset_subadd X Finset.univ theorem Hf_prefix_le_sum (p : FinLaw Ω) (X : Ω → Fin k → α) (L : Fin k → ℝ) (hL : ∀ i, p.Hf (fun ω => X ω i) ≤ L i) (π : Equiv.Perm (Fin k)) {s : ℕ} (hs : s ≤ k) : p.Hf (prefixVar X π s) ≤ ∑ j : Fin s, L (π ⟨j.val,by omega⟩) := by let Y := fun ω (j : Fin s) => X ω (π ⟨j.val,by omega⟩) have he : p.Hf (prefixVar X π s) = p.Hf Y := by apply p.Hf_eq_of_fibers intro ω ν constructor · intro hh funext j have h := congrFun hh ⟨j.val,by omega⟩ simpa [prefixVar,j.isLt,Y] using h · intro hh funext j by_cases hj : j.val < s · have h := congrFun hh ⟨j.val,hj⟩ simpa [prefixVar,hj,Y] using congrArg some h · simp [prefixVar,hj] rw [he] exact (p.Hf_fintype_subadd Y).trans (Finset.sum_le_sum (fun j _ => hL _)) theorem fresh_entropy_from_prefix {β : Type uBeta} (p : FinLaw Ω) (X Y : Ω → Fin k → α) (d : Ω → Fin k → β) {b s : ℕ} (hbs : b < s) (hs : s ≤ k) (hd : ∀ i ω ν, X ω i = X ν i → Y ω i = Y ν i → d ω i = d ν i) : p.orderedEntropy d s-p.orderedEntropy X b-p.orderedEntropy Y b ≤ (s-b : ℕ)*(𝔼 π : Equiv.Perm (Fin k), p.cHf (fun ω => d ω (π ⟨b,by omega⟩)) (fun ω => (prefixVar X π b ω,prefixVar Y π b ω))) := by let C := fun (π : Equiv.Perm (Fin k)) ω => (prefixVar X π b ω,prefixVar Y π b ω) have hdet : ∀ π ω ν, C π ω=C π ν → prefixVar d π b ω=prefixVar d π b ν := by intro π ω ν hh funext i by_cases hi : i.val < b · have hx := congrFun (congrArg Prod.fst hh) i have hy := congrFun (congrArg Prod.snd hh) i simp only [C,prefixVar,hi,ite_eq_left,Option.some.injEq] at hx hy simpa only [prefixVar,hi,ite_eq_left] using congrArg some (hd (π i) ω ν hx hy) · simp [prefixVar,hi] have hblock := p.ordered_prefix_conditional_bound d C hbs hs hdet (by intro π j hj dsimp [C] rw [prefixVar_swap X π b _ j (by exact le_rfl) hj, prefixVar_swap Y π b _ j (by exact le_rfl) hj]) have hlow (π : Equiv.Perm (Fin k)) : p.Hf (prefixVar d π s)- p.Hf (prefixVar X π b)-p.Hf (prefixVar Y π b) ≤ p.cHf (prefixVar d π s) (C π) := by have h1 := p.Hf_pair_subadd (prefixVar X π b) (prefixVar Y π b) have h2 := p.Hf_pair_ge_snd (C π) (prefixVar d π s) rw [p.Hf_pair_comm] at h2 dsimp [C] at * unfold cHf linarith have hav := Finset.expect_le_expect (s := Finset.univ) (fun π _ => hlow π) simp only [Finset.expect_sub_distrib] at hav exact hav.trans hblock end FinLaw end GaussianMoat end OAI