import OAI.Probability.PosteriorReplicas.Information.ParametricKernel namespace OAI open MeasureTheory ProbabilityTheory InformationTheory Set Filter open scoped ENNReal NNReal noncomputable section namespace PosteriorReplicas section variable {T Y Z : Type*} [MeasurableSpace T] [MeasurableSpace Y] [MeasurableSpace Z] [StandardBorelSpace Y] [StandardBorelSpace Z] [Nonempty Y] [Nonempty Z] {n : ℕ} omit [StandardBorelSpace Y] [Nonempty Y] [Nonempty Z] in lemma measurable_projected_totalCorrelation (ν : Measure (Fin n → Y)) [IsProbabilityMeasure ν] {g : T × Y → Z} (hg : Measurable g) : Measurable (fun b => totalCorrelation (ν.map (fun u i => g (b,u i)))) := by let h : T × (Fin n → Y) → (Fin n → Z) := fun z i => g (z.1,z.2 i) have hh : Measurable h := by fun_prop let κ := parametricMapKernel ν h have : IsMarkovKernel κ := parametricMapKernel_markov ν h hh have hc := measurable_kernel_klDiv κ (piKernel (coordKernel κ)) simp only [piKernel_apply, coordKernel_apply] at hc change Measurable (fun b => totalCorrelation (κ b)) at hc simpa only [κ, parametricMapKernel_apply ν hh, h] using hc end section variable {T W Y Z : Type*} [MeasurableSpace T] [MeasurableSpace W] [MeasurableSpace Y] [MeasurableSpace Z] [StandardBorelSpace W] [Nonempty W] [Fintype W] [MeasurableSingletonClass W] [StandardBorelSpace Y] [Nonempty Y] [StandardBorelSpace Z] [Nonempty Z] {n : ℕ} (β : Measure T) [IsProbabilityMeasure β] (μ : Measure W) [IsProbabilityMeasure μ] (κ : Kernel W (Fin n → Y)) [IsMarkovKernel κ] {g : T × Y → Z} (hg : Measurable g) include hg lemma random_replica_information_le_entropy : (∑ i, cmi (randomSideLaw β g (coordinateJoint μ κ i))) + (∫⁻ b, totalCorrelation ((μ ⊗ₘ κ).snd.map (fun u i => g (b,u i))) ∂β) ≤ totalCorrelation (μ ⊗ₘ κ).snd + ENNReal.ofReal (finiteEntropy μ) := by have hi (i : Fin n) := measurable_cmi_attachSide hg (coordinateJoint μ κ i) have ht := measurable_projected_totalCorrelation (μ ⊗ₘ κ).snd hg have h := lintegral_mono (μ := β) (fun b => replica_information_le_entropy μ κ (g := fun y => g (b,y)) (by fun_prop)) rw [lintegral_add_aux (Finset.measurable_sum _ (fun i _ => hi i)) ht, lintegral_finsetSum _ (fun i _ => hi i)] at h simp only [lintegral_const, measure_univ, mul_one] at h simpa only [cmi_randomSideLaw β hg] using h lemma random_replica_information_identical (q : Measure (Y × W)) [IsProbabilityMeasure q] (hq : ∀ i, coordinateJoint μ κ i = q) : (n : ℝ≥0∞) * cmi (randomSideLaw β g q) + (∫⁻ b, totalCorrelation ((μ ⊗ₘ κ).snd.map (fun u i => g (b,u i))) ∂β) ≤ totalCorrelation (μ ⊗ₘ κ).snd + ENNReal.ofReal (finiteEntropy μ) := by have h := random_replica_information_le_entropy β μ κ hg have hs : (∑ i, cmi (randomSideLaw β g (coordinateJoint μ κ i))) = (n : ℝ≥0∞) * cmi (randomSideLaw β g q) := by calc _ = ∑ _i : Fin n, cmi (randomSideLaw β g q) := by apply Finset.sum_congr rfl intro i _ cases hq i rfl _ = _ := by simp rw [hs] at h exact h end lemma conditionalInformation_eq_cmi {d ℓ N : ℕ} [NeZero N] (q : Measure (Data d ℓ × (Vec d × Fin N))) [IsFiniteMeasure q] : conditionalInformation q = cmi q := rfl lemma sideLaw_eq_randomSideLaw {d ℓ N : ℕ} (q : Measure (Vec d × Fin N)) : sideLaw ℓ q = randomSideLaw (gaussianRows d ℓ) (fun z => labels z.1 z.2) q := rfl lemma messageEntropy_eq_finiteEntropy {d N : ℕ} (q : Measure (Vec d × Fin N)) : messageEntropy q = finiteEntropy q.snd := rfl end PosteriorReplicas end end OAI