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| import OAI.Dynamics.StandardMap.EntropyEndpoint | |
| import OAI.Dynamics.StandardMap.Coupling.FiniteMaximalCoupling | |
| namespace OAI | |
| section | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set | |
| open scoped ENNReal BigOperators | |
| variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| variable (μ : Measure X) [IsFiniteMeasure μ] [NullSingletonClass μ] | |
| theorem exists_disjoint_cuts (s : Finset A) (w : A → ℝ) (hw : ∀ a,0≤w a) | |
| {S : Set X} (hS : MeasurableSet S) (hsum : (∑ a∈s,w a)≤μ.real S) : | |
| ∃ E : A → Set X,(∀ a∈s,MeasurableSet (E a) ∧ E a⊆S ∧ μ.real (E a)=w a) ∧ | |
| (∀ a∈s,∀ b∈s,a≠b → Disjoint (E a) (E b)) := by | |
| classical | |
| induction s using Finset.induction_on generalizing S with | |
| | empty => exact ⟨fun _ => ∅,by simp,by simp⟩ | |
| | @insert a s ha ih => | |
| have hsumnonneg : 0≤∑ b∈s,w b := Finset.sum_nonneg (fun b _ => hw b) | |
| rw [Finset.sum_insert ha] at hsum | |
| obtain ⟨D,hD,hDS,hDm⟩ := exists_subset_real_mass μ hS (hw a) (by linarith) | |
| have hrem : (∑ b∈s,w b)≤μ.real (S\D) := by | |
| rw [measureReal_sdiff hDS hD,hDm] | |
| linarith | |
| obtain ⟨F,hF,hFd⟩ := ih (hS.diff hD) hrem | |
| refine ⟨fun b => if b=a then D else F b,?_,?_⟩ | |
| · intro b hb | |
| by_cases hba : b=a | |
| · subst b | |
| simpa using And.intro hD (And.intro hDS hDm) | |
| · have hbs : b∈s := (Finset.mem_insert.mp hb).resolve_left hba | |
| simpa only [ite_eq_right hba] using And.intro (hF b hbs).1 | |
| (And.intro ((hF b hbs).2.1.trans sdiff_subset) (hF b hbs).2.2) | |
| · intro b hb c hc hbc | |
| by_cases hba : b=a | |
| · subst b | |
| have hca : c≠a := Ne.symm hbc | |
| have hcs := (Finset.mem_insert.mp hc).resolve_left hca | |
| simp only [ite_eq_right hca] | |
| exact disjoint_left.mpr (fun x hxD hxF => ((hF c hcs).2.1 hxF).2 hxD) | |
| · by_cases hca : c=a | |
| · subst c | |
| have hbs := (Finset.mem_insert.mp hb).resolve_left hba | |
| simp only [ite_eq_right hba] | |
| exact disjoint_left.mpr (fun x hxF hxD => ((hF b hbs).2.1 hxF).2 hxD) | |
| · simp only [ite_eq_right hba,ite_eq_right hca] | |
| exact hFd b ((Finset.mem_insert.mp hb).resolve_left hba) c | |
| ((Finset.mem_insert.mp hc).resolve_left hca) hbc | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set | |
| lemma exists_measurable_coloring {X A : Type*} [MeasurableSpace X] | |
| [MeasurableSpace A] [Nonempty A] (s : Finset A) (E : A → Set X) | |
| (hm : ∀ a∈s,MeasurableSet (E a)) | |
| (hd : ∀ a∈s,∀ b∈s,a≠b → Disjoint (E a) (E b)) : | |
| ∃ q : X → A,Measurable q ∧ ∀ a∈s,∀ x∈E a,q x=a := by | |
| classical | |
| induction s using Finset.induction_on with | |
| | empty => exact ⟨fun _ => Classical.arbitrary A,measurable_const,by simp⟩ | |
| | @insert a s ha ih => | |
| obtain ⟨q,hq,hqa⟩ := ih (fun b hb => hm b (Finset.mem_insert_of_mem hb)) | |
| (fun b hb c hc => hd b (Finset.mem_insert_of_mem hb) c (Finset.mem_insert_of_mem hc)) | |
| let q' : X → A := (E a).piecewise (fun _ => a) q | |
| refine ⟨q',measurable_const.piecewise (hm a (Finset.mem_insert_self _ _)) hq,?_⟩ | |
| intro b hb x hx | |
| by_cases hba : b=a | |
| · subst b | |
| exact Set.piecewise_eq_of_mem _ _ _ hx | |
| · have hbs := (Finset.mem_insert.mp hb).resolve_left hba | |
| have hxa : x∉E a := fun hxa => (hd b hb a (Finset.mem_insert_self _ _) hba).le_bot ⟨hx,hxa⟩ | |
| exact (Set.piecewise_eq_of_notMem _ _ _ hxa).trans (hqa b hbs x hx) | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set | |
| open scoped ENNReal BigOperators | |
| theorem exists_finite_random_variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace A] [Fintype A] [Nonempty A] | |
| (μ : Measure X) [IsFiniteMeasure μ] [NullSingletonClass μ] | |
| {S : Set X} (hS : MeasurableSet S) (w : A → ℝ) (hw : ∀ a,0≤w a) | |
| (hwS : ∑ a,w a=μ.real S) : | |
| ∃ q : X → A,Measurable q ∧ ∀ a,μ.real (S∩q ⁻¹' {a})=w a := by | |
| classical | |
| obtain ⟨E,hE,hEd⟩ := exists_disjoint_cuts μ Finset.univ w hw hS hwS.le | |
| have hm (a : A) := (hE a (Finset.mem_univ a)).1 | |
| have hsub (a : A) := (hE a (Finset.mem_univ a)).2.1 | |
| have he (a : A) := (hE a (Finset.mem_univ a)).2.2 | |
| have hd : Pairwise (Function.onFun Disjoint E) := fun a b hab => | |
| hEd a (Finset.mem_univ a) b (Finset.mem_univ b) hab | |
| obtain ⟨q,hq,hqa⟩ := exists_measurable_coloring Finset.univ E | |
| (fun a _ => hm a) (fun a _ b _ => hd (i:=a) (j:=b)) | |
| have hUm : MeasurableSet (⋃ a,E a) := MeasurableSet.iUnion hm | |
| have hUS : (⋃ a,E a)⊆S := iUnion_subset hsub | |
| have hUr : μ.real (⋃ a,E a)=μ.real S := by | |
| rw [measureReal_iUnion_fintype hd hm] | |
| simp_rw [he] | |
| exact hwS | |
| have hz : μ (S\⋃ a,E a)=0 := (measureReal_eq_zero_iff).mp (by | |
| rw [measureReal_sdiff hUS hUm,hUr,sub_self]) | |
| have hAE : ∀ᵐ x ∂μ,x∈S → ∃ a,x∈E a := by | |
| filter_upwards [measure_eq_zero_iff_ae_notMem.mp hz] with x hx hxS | |
| by_contra hh | |
| apply hx | |
| exact ⟨hxS,by simpa only [mem_iUnion,not_exists] using hh⟩ | |
| refine ⟨q,hq,fun a => ?_⟩ | |
| have hEq : (S∩q ⁻¹' {a} : Set X) =ᵐ[μ] E a := by | |
| filter_upwards [hAE] with x hx | |
| apply propext | |
| constructor | |
| · rintro ⟨hxS,hxq⟩ | |
| obtain ⟨b,hxb⟩ := hx hxS | |
| have hba : b=a := (hqa b (Finset.mem_univ b) x hxb).symm.trans hxq | |
| change x∈E a | |
| exact hba ▸ hxb | |
| · intro hxa | |
| exact ⟨hsub a hxa,hqa a (Finset.mem_univ a) x hxa⟩ | |
| exact (measureReal_congr hEq).trans (he a) | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A B : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] [Nonempty B] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ] | |
| omit [MeasurableSingletonClass B] in | |
| theorem realize_finite_coupling (p : X → A) (hp : Measurable p) | |
| (r : A → B → ℝ) (hr : ∀ a b,0≤r a b) (hrow : ∀ a,∑ b,r a b=mass μ p a) : | |
| ∃ q : X → B,Measurable q ∧ ∀ a b,mass μ (fun x => (p x,q x)) (a,b)=r a b := by | |
| have hh (a : A) : ∃ q : X → B,Measurable q ∧ | |
| ∀ b,μ.real ((p ⁻¹' {a})∩q ⁻¹' {b})=r a b := | |
| exists_finite_random_variable μ (hp (measurableSet_singleton a)) (r a) (hr a) (hrow a) | |
| choose q hq hqr using hh | |
| let q' : X → B := fun x => q (p x) x | |
| have hq' : Measurable q' := (measurable_from_prod_countable_right | |
| (f:=fun ax : A×X => q ax.1 ax.2) hq).comp (hp.prodMk measurable_id) | |
| refine ⟨q',hq',fun a b => ?_⟩ | |
| have hset : (fun x => (p x,q' x)) ⁻¹' {(a,b)}=(p ⁻¹' {a})∩q a ⁻¹' {b} := by | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,Prod.mk.injEq,mem_inter_iff,q'] | |
| constructor | |
| · rintro ⟨ha,hb⟩ | |
| exact ⟨ha,by simpa only [ha] using hb⟩ | |
| · rintro ⟨ha,hb⟩ | |
| exact ⟨ha,by simpa only [ha] using hb⟩ | |
| simpa only [mass,hset,Measure.real] using hqr a b | |
| omit [StandardBorelSpace X] [NullSingletonClass μ] in | |
| lemma repaint_error_eq_sum [DecidableEq A] (p q : X → A) (hp : Measurable p) (hq : Measurable q) : | |
| μ.real {x | p x≠q x}=(∑ a,∑ b,mass μ (fun x => (p x,q x)) (a,b)*(if a=b then 0 else 1)) := by | |
| classical | |
| let g : A×A → ℝ := fun ab => if ab.1=ab.2 then 0 else 1 | |
| have hs := sum_mass_mul_integral μ (fun x => (p x,q x)) (hp.prodMk hq) g | |
| rw [Fintype.sum_prod_type] at hs | |
| have hi : (∫ x,g (p x,q x) ∂μ)=μ.real {x | p x≠q x} := by | |
| have he : (fun x => g (p x,q x))={x | p x≠q x}.indicator (fun _x : X => (1 : ℝ)) := by | |
| funext x | |
| by_cases hx : p x=q x <;> simp [g,hx] | |
| have hD : MeasurableSet {x | p x≠q x} := (measurableSet_eq_fun hp hq).compl | |
| rw [he] | |
| change (∫ x,{x | p x≠q x}.indicator (fun _x : X => (1 : ℝ)) x ∂μ)=_ | |
| rw [integral_indicator hD] | |
| simp | |
| exact hi.symm.trans hs.symm | |
| theorem copy_finite_law [Nonempty A] [DecidableEq A] (p : X → A) (hp : Measurable p) | |
| (ν : Measure A) [IsProbabilityMeasure ν] {ε : ℝ} (hclose : LawClose (μ.map p) ν ε) : | |
| ∃ q : X → A,Measurable q ∧ μ.map q=ν ∧ μ.real {x | p x≠q x}≤ε := by | |
| have : IsProbabilityMeasure (μ.map p) := inferInstance | |
| obtain ⟨r,hr,hrow,hcol,herr⟩ := finite_coupling_of_lawClose (μ.map p) ν hclose | |
| have hrow' (a : A) : ∑ b,r a b=mass μ p a := by | |
| rw [hrow,map_measureReal_apply hp (measurableSet_singleton a)] | |
| rfl | |
| obtain ⟨q,hq,hpq⟩ := realize_finite_coupling μ p hp r hr hrow' | |
| have hmap : μ.map q=ν := by | |
| apply Measure.ext_of_singleton | |
| intro b | |
| apply (ENNReal.toReal_eq_toReal_iff' (measure_ne_top _ _) (measure_ne_top _ _)).mp | |
| rw [←Measure.real,map_measureReal_apply hq (measurableSet_singleton b)] | |
| change mass μ q b=ν.real {b} | |
| rw [mass_joint_col μ p q hp hq] | |
| simp_rw [hpq] | |
| exact hcol b | |
| refine ⟨q,hq,hmap,?_⟩ | |
| rw [repaint_error_eq_sum μ p q hp hq] | |
| simpa only [hpq] using herr | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace StandardMapEntropy.Entropy | |
| open MeasureTheory Set | |
| open scoped BigOperators | |
| variable {X A B C : Type*} [MeasurableSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] | |
| [MeasurableSpace C] [Fintype C] [MeasurableSingletonClass C] | |
| variable (μ : Measure X) [IsFiniteMeasure μ] | |
| omit [Fintype A] [Fintype C] in | |
| lemma mass_triple_first_third (p : X → A) (q : X → B) (r : X → C) | |
| (hp : Measurable p) (hq : Measurable q) (hr : Measurable r) (a : A) (c : C) : | |
| mass μ (fun x => (p x,r x)) (a,c)= | |
| ∑ b,mass μ (fun x => ((p x,q x),r x)) ((a,b),c) := by | |
| rw [mass_joint_row μ (fun x => (p x,r x)) q (hp.prodMk hr) hq (a,c)] | |
| apply Finset.sum_congr rfl | |
| intro b _hb | |
| unfold mass | |
| congr 2 | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,Prod.mk.injEq] | |
| tauto | |
| omit [Fintype B] [Fintype C] in | |
| lemma mass_triple_second_third (p : X → A) (q : X → B) (r : X → C) | |
| (hp : Measurable p) (hq : Measurable q) (hr : Measurable r) (b : B) (c : C) : | |
| mass μ (fun x => (q x,r x)) (b,c)= | |
| ∑ a,mass μ (fun x => ((p x,q x),r x)) ((a,b),c) := by | |
| rw [mass_joint_row μ (fun x => (q x,r x)) p (hq.prodMk hr) hp (b,c)] | |
| apply Finset.sum_congr rfl | |
| intro a _ha | |
| unfold mass | |
| congr 2 | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,Prod.mk.injEq] | |
| tauto | |
| end StandardMapEntropy.Entropy | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A B : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] [Nonempty B] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ] | |
| theorem copy_independent_of_finite_past (p : X → A) (q : X → B) | |
| (hp : Measurable p) (hq : Measurable q) {ε : ℝ} | |
| (hclose : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) : | |
| ∃ q' : X → B,Measurable q' ∧ μ.map q'=μ.map q ∧ | |
| μ.map (fun x => (p x,q' x))=(μ.map p).prod (μ.map q) ∧ | |
| μ.real {x | q x≠q' x}≤ε := by | |
| classical | |
| have : IsProbabilityMeasure (μ.map p) := inferInstance | |
| have : IsProbabilityMeasure (μ.map q) := inferInstance | |
| have : IsProbabilityMeasure (μ.map (fun x => (p x,q x))) := inferInstance | |
| let u : A → B → ℝ := fun a b => mass μ (fun x => (p x,q x)) (a,b) | |
| let v : A → B → ℝ := fun a b => mass μ p a*mass μ q b | |
| have hu (a b) : 0≤u a b := mass_nonneg _ _ _ | |
| have hv (a b) : 0≤v a b := mul_nonneg (mass_nonneg _ _ _) (mass_nonneg _ _ _) | |
| have hrow (a) : ∑ b,u a b=∑ b,v a b := by | |
| rw [←mass_joint_row μ p q hp hq] | |
| dsimp only [v] | |
| rw [←Finset.mul_sum,mass_sum μ q hq] | |
| simp | |
| have hc (a) := finite_maximal_coupling_equal_mass (u a) (v a) (hu a) (hv a) (hrow a) | |
| choose r hr hrrow hrcol hrerr using hc | |
| obtain ⟨q',hq',hqq'⟩ := realize_finite_coupling μ (fun x => (p x,q x)) | |
| (hp.prodMk hq) (fun ab c => r ab.1 ab.2 c) (fun ab c => hr ab.1 ab.2 c) | |
| (fun ab => hrrow ab.1 ab.2) | |
| have hpair (a b) : mass μ (fun x => (p x,q' x)) (a,b)=v a b := by | |
| rw [mass_triple_first_third μ p q q' hp hq hq'] | |
| simpa only [hqq'] using hrcol a b | |
| have hprod (a b) : ((μ.map p).prod (μ.map q)).real {(a,b)}=v a b := by | |
| rw [←singleton_prod_singleton,Measure.real,Measure.prod_prod,ENNReal.toReal_mul] | |
| rw [←Measure.real,←Measure.real,map_measureReal_apply hp (measurableSet_singleton a), | |
| map_measureReal_apply hq (measurableSet_singleton b)] | |
| rfl | |
| have hmap : μ.map (fun x => (p x,q' x))=(μ.map p).prod (μ.map q) := by | |
| apply Measure.ext_of_singleton | |
| rintro ⟨a,b⟩ | |
| apply (ENNReal.toReal_eq_toReal_iff' (measure_ne_top _ _) (measure_ne_top _ _)).mp | |
| rw [←Measure.real,map_measureReal_apply (hp.prodMk hq') (measurableSet_singleton (a,b))] | |
| exact (hpair a b).trans (hprod a b).symm | |
| have hmarg : μ.map q'=μ.map q := by | |
| apply Measure.ext_of_singleton | |
| intro b | |
| apply (ENNReal.toReal_eq_toReal_iff' (measure_ne_top _ _) (measure_ne_top _ _)).mp | |
| rw [←Measure.real,←Measure.real,map_measureReal_apply hq' (measurableSet_singleton b), | |
| map_measureReal_apply hq (measurableSet_singleton b)] | |
| change mass μ q' b=mass μ q b | |
| rw [mass_joint_col μ p q' hp hq'] | |
| simp_rw [hpair] | |
| dsimp only [v] | |
| rw [←Finset.sum_mul,mass_sum μ p hp] | |
| simp | |
| refine ⟨q',hq',hmarg,hmap,?_⟩ | |
| rw [repaint_error_eq_sum μ q q' hq hq'] | |
| simp_rw [mass_triple_second_third μ p q q' hp hq hq',hqq',Finset.sum_mul] | |
| have herr : (∑ a,∑ b,∑ c,r a b c*(if b=c then (0 : ℝ) else 1))≤ε := by | |
| simp_rw [hrerr] | |
| have hh := positive_mass_difference_le (μ.map (fun x => (p x,q x))) | |
| ((μ.map p).prod (μ.map q)) hclose | |
| rw [Fintype.sum_prod_type] at hh | |
| have hu' (a b) : (μ.map (fun x => (p x,q x))).real {(a,b)}=u a b := | |
| map_measureReal_apply (hp.prodMk hq) (measurableSet_singleton (a,b)) | |
| simpa only [hu',hprod] using hh | |
| calc | |
| _=(∑ b,∑ a,∑ c,r a b c*(if b=c then (0 : ℝ) else 1)) := by | |
| apply Finset.sum_congr rfl | |
| intro b _ | |
| rw [Finset.sum_comm] | |
| _=(∑ a,∑ b,∑ c,r a b c*(if b=c then (0 : ℝ) else 1)) := Finset.sum_comm | |
| _≤ε := herr | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A B C D : Type*} [MeasurableSpace X] | |
| [Fintype A] [Fintype B] [Fintype C] [Fintype D] | |
| noncomputable def symbolCost {E : Type*} (a b : E) : ℝ := by | |
| classical | |
| exact if a=b then 0 else 1 | |
| lemma symbolCost_self {E : Type*} (a : E) : symbolCost a a=0 := by simp [symbolCost] | |
| lemma symbolCost_nonneg {E : Type*} (a b : E) : 0≤ symbolCost a b := by unfold symbolCost; split <;> norm_num | |
| lemma symbolCost_triangle {E : Type*} (a b c : E) : symbolCost a c≤ symbolCost a b+symbolCost b c := by | |
| classical | |
| by_cases h1 : a=b <;> by_cases h2 : b=c <;> by_cases h3 : a=c <;> simp_all [symbolCost] | |
| namespace MatrixCoupling | |
| variable {p : A → ℝ} {q : B → ℝ} | |
| noncomputable def reindex (r : MatrixCoupling p q) (e : C ≃ A) (f : D ≃ B) : | |
| MatrixCoupling (p ∘ e) (q ∘ f) where | |
| weight c d := r.weight (e c) (f d) | |
| nonneg c d := r.nonneg _ _ | |
| row c := by rw [f.sum_comp]; exact r.row (e c) | |
| col d := (e.sum_comp (fun a => r.weight a (f d))).trans (r.col (f d)) | |
| lemma reindex_cost (r : MatrixCoupling p q) (e : C ≃ A) (f : D ≃ B) (d : A → B → ℝ) : | |
| (r.reindex e f).cost (fun a b => d (e a) (f b))=r.cost d := by | |
| change (∑ a,∑ b,r.weight (e a) (f b)*d (e a) (f b))=∑ a,∑ b,r.weight a b*d a b | |
| have hf (a : C) := f.sum_comp (fun b => r.weight (e a) b*d (e a) b) | |
| simp_rw [hf] | |
| exact e.sum_comp (fun a => ∑ b,r.weight a b*d a b) | |
| end MatrixCoupling | |
| noncomputable def nameCost {E : Type*} {n : ℕ} (a b : Fin n → E) : ℝ := | |
| ∑ i,symbolCost (a i) (b i) | |
| lemma nameCost_self {E : Type*} {n : ℕ} (a : Fin n → E) : nameCost a a=0 := by | |
| simp [nameCost,symbolCost_self] | |
| lemma nameCost_triangle {E : Type*} {n : ℕ} (a b c : Fin n → E) : | |
| nameCost a c≤nameCost a b+nameCost b c := by | |
| simp only [nameCost,←Finset.sum_add_distrib] | |
| exact Finset.sum_le_sum (fun i _ => symbolCost_triangle _ _ _) | |
| lemma nameCost_cons {E : Type*} {n : ℕ} (a b : E) (v w : Fin n → E) : | |
| nameCost (Fin.cons a v) (Fin.cons b w)=symbolCost a b+nameCost v w := by | |
| rw [nameCost,Fin.sum_univ_succ] | |
| simp only [Fin.cons_zero,Fin.cons_succ,nameCost] | |
| section Copy | |
| variable [StandardBorelSpace X] [MeasurableSpace A] [MeasurableSingletonClass A] | |
| [MeasurableSpace B] [MeasurableSingletonClass B] [Nonempty B] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ] | |
| theorem coupling_step (p : X → A) (q : X → B) (hp : Measurable p) (hq : Measurable q) | |
| (t : A → ℝ) (r : MatrixCoupling (mass μ p) t) | |
| (d : A → A → ℝ) (hdiag : ∀ a,d a a=0) (htri : ∀ a b c,d a c≤d a b+d b c) | |
| {ε : ℝ} | |
| (hclose : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) : | |
| ∃ s : MatrixCoupling (mass μ (fun x => (q x,p x))) | |
| (fun ba : B×A => mass μ q ba.1*t ba.2), | |
| s.cost (fun ba bb => symbolCost ba.1 bb.1+d ba.2 bb.2)≤ε+r.cost d := by | |
| classical | |
| obtain ⟨q',hq',_hm,hjoint,herr⟩ := copy_independent_of_finite_past μ p q hp hq hclose | |
| have hmass (b : B) (a : A) : mass μ (fun x => (q' x,p x)) (b,a)=mass μ q b*mass μ p a := by | |
| have hh := congrArg (fun M : Measure (A×B) => M.real {(a,b)}) hjoint | |
| rw [map_measureReal_apply (hp.prodMk hq') (measurableSet_singleton (a,b))] at hh | |
| have hprod : ((μ.map p).prod (μ.map q)).real {(a,b)}=mass μ p a*mass μ q b := by | |
| rw [←singleton_prod_singleton,Measure.real,Measure.prod_prod,ENNReal.toReal_mul] | |
| rw [←Measure.real,←Measure.real,map_measureReal_apply hp (measurableSet_singleton a), | |
| map_measureReal_apply hq (measurableSet_singleton b)] | |
| rfl | |
| rw [hprod] at hh | |
| have he : mass μ (fun x => (q' x,p x)) (b,a)=mass μ (fun x => (p x,q' x)) (a,b) := by | |
| unfold mass | |
| congr 2 | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,Prod.mk.injEq,and_comm] | |
| exact he.trans (hh.trans (mul_comm _ _)) | |
| let R := MatrixCoupling.observations μ (fun x => (q x,p x)) (fun x => (q' x,p x)) | |
| (hq.prodMk hp) (hq'.prodMk hp) | |
| let R' : MatrixCoupling (mass μ (fun x => (q x,p x))) | |
| (fun ba : B×A => mass μ q ba.1*mass μ p ba.2) := { | |
| weight := R.weight | |
| nonneg := R.nonneg | |
| row := R.row | |
| col := fun ba => (R.col ba).trans (hmass ba.1 ba.2) } | |
| let S := (MatrixCoupling.diagonal (mass μ q) (mass_nonneg μ q)).product r | |
| let cost : (B×A) → (B×A) → ℝ := fun ba bb => symbolCost ba.1 bb.1+d ba.2 bb.2 | |
| have hR : R'.cost cost≤ε := by | |
| change R.cost cost≤ε | |
| rw [MatrixCoupling.observations_cost] | |
| change (∫ x,symbolCost (q x) (q' x)+d (p x) (p x) ∂μ)≤ε | |
| simp only [hdiag,add_zero] | |
| have he : (∫ x,symbolCost (q x) (q' x) ∂μ)=μ.real {x | q x≠q' x} := by | |
| rw [←sum_mass_mul_integral μ (fun x => (q x,q' x)) (hq.prodMk hq') | |
| (fun ab => symbolCost ab.1 ab.2),Fintype.sum_prod_type] | |
| exact (repaint_error_eq_sum μ q q' hq hq').symm | |
| rwa [he] | |
| have hS : S.cost cost=r.cost d := by | |
| rw [MatrixCoupling.product_cost] | |
| · rw [MatrixCoupling.diagonal_cost _ _ symbolCost symbolCost_self,zero_add] | |
| · simp only [mass_sum μ q hq,measure_univ,ENNReal.toReal_one] | |
| · simp only [mass_sum μ p hp,measure_univ,ENNReal.toReal_one] | |
| refine ⟨R'.comp S,?_⟩ | |
| have h := MatrixCoupling.comp_cost_le R' S cost cost cost (fun a b c => by | |
| dsimp [cost] | |
| have h1 := symbolCost_triangle a.1 b.1 c.1 | |
| have h2 := htri a.2 b.2 c.2 | |
| linarith) | |
| exact h.trans (by rw [hS]; linarith) | |
| end Copy | |
| end HyperbolicCoding | |
| end | |
| end | |
| end OAI | |