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| import OAI.Dynamics.StandardMap.EntropyEndpoint | |
| import OAI.Dynamics.StandardMap.Coupling.IidFiniteWindowApprox | |
| namespace OAI | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A B C D : Type*} [MeasurableSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] | |
| [MeasurableSpace C] [Fintype C] [MeasurableSingletonClass C] | |
| [MeasurableSpace D] [Fintype D] [MeasurableSingletonClass D] | |
| theorem coarse_conditional_budget (μ : Measure X) [IsProbabilityMeasure μ] | |
| (p : X → A) (q : X → B) (c : A → C) (d : B → D) | |
| (hp : Measurable p) (hq : Measurable q) {ε τ : ℝ} (hτ : 0<τ) | |
| (hclose : LawClose (μ.map (fun x => (c (p x),d (q x)))) | |
| ((μ.map (c ∘ p)).prod (μ.map (d ∘ q))) ε) : | |
| LawClose (μ.map (fun x => (p x,d (q x)))) ((μ.map p).prod (μ.map (d ∘ q))) | |
| ((StandardMapEntropy.Entropy.cond μ q (c ∘ p)-StandardMapEntropy.Entropy.cond μ q p)/τ+τ+2*ε) := by | |
| let Δ := StandardMapEntropy.Entropy.cond μ q (c ∘ p)-StandardMapEntropy.Entropy.cond μ q p | |
| have hΔ : 0≤Δ := sub_nonneg.mpr (cond_factor_right μ q p c hq hp) | |
| have hdata := conditional_defect_data_processing μ p q c d hp hq | |
| have hδ : 0≤Δ/τ+τ := by positivity | |
| have hsq : 4*Δ≤(Δ/τ+τ)^2 := by | |
| have he : (Δ/τ)*τ=Δ := div_mul_cancel₀ _ hτ.ne' | |
| nlinarith [sq_nonneg (Δ/τ-τ)] | |
| exact lawClose_of_coarse_independence μ p (d ∘ q) c hp | |
| ((measurable_of_countable d).comp hq) hδ hclose ((by linarith : | |
| 4*(StandardMapEntropy.Entropy.cond μ (d ∘ q) (c ∘ p)- | |
| StandardMapEntropy.Entropy.cond μ (d ∘ q) p)≤4*Δ).trans hsq) | |
| 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] [Nonempty A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] [Nonempty B] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] | |
| theorem finite_local_entropy_bridge (q : ℕ → X → B) (hq : ∀ i,Measurable (q i)) | |
| (d : B → A) (N : ℕ) (C : ℕ → Type*) [∀ i,Fintype (C i)] | |
| [∀ i,MeasurableSpace (C i)] [∀ i,MeasurableSingletonClass (C i)] | |
| (c : (i : ℕ) → (Fin (N-i-1) → B) → C i) (ε : ℕ → ℝ) {τ : ℝ} (hτ : 0<τ) | |
| (hlocal : ∀ i : ℕ,i<N → LawClose | |
| (μ.map (fun x => (c i (finiteName q (i+1) (N-i-1) x),d (q i x)))) | |
| ((μ.map (c i ∘ finiteName q (i+1) (N-i-1))).prod (μ.map (d ∘ q i))) (ε i)) : | |
| ∃ R : MatrixCoupling (mass μ (finiteName (fun i => d ∘ q i) 0 N)) | |
| (independentNameWeights μ (fun i => d ∘ q i) 0 N), | |
| R.cost nameCost≤ | |
| ((∑ j : Fin N,StandardMapEntropy.Entropy.cond μ (q j.val) | |
| (c j.val ∘ finiteName q (j.val+1) (N-j.val-1)))-obs μ (finiteName q 0 N))/τ+ | |
| (N : ℝ)*τ+2*∑ j : Fin N,ε j.val := by | |
| let b : ℕ → ℝ := fun i => | |
| (StandardMapEntropy.Entropy.cond μ (q i) (c i ∘ finiteName q (i+1) (N-i-1))- | |
| StandardMapEntropy.Entropy.cond μ (q i) (finiteName q (i+1) (N-i-1)))/τ+τ+2*ε i | |
| have hremote : ∀ i n : ℕ,i+n+1≤N → LawClose | |
| (μ.map (fun x => (finiteName (fun i => d ∘ q i) (i+1) n x,d (q i x)))) | |
| ((μ.map (finiteName (fun i => d ∘ q i) (i+1) n)).prod (μ.map (d ∘ q i))) (b i) := by | |
| intro i n hi | |
| have hh := coarse_conditional_budget μ (finiteName q (i+1) (N-i-1)) (q i) (c i) d | |
| (finiteName_measurable q hq (i+1) (N-i-1)) (hq i) hτ (hlocal i (by omega)) | |
| let r : (Fin (N-i-1) → B) → (Fin n → A) := fun w j => d (w ⟨j.val,by omega⟩) | |
| have hf := lawClose_pair_factor_left μ (finiteName q (i+1) (N-i-1)) (d ∘ q i) r | |
| (finiteName_measurable q hq _ _) ((measurable_of_countable d).comp (hq i)) | |
| (measurable_of_countable r) hh | |
| exact hf | |
| obtain ⟨R,hR⟩ := sequential_coupling_budgets μ (fun i => d ∘ q i) | |
| (fun i => (measurable_of_countable d).comp (hq i)) N b hremote 0 N (by omega) | |
| refine ⟨R,hR.trans_eq ?_⟩ | |
| simp only [b,Nat.zero_add,Finset.sum_add_distrib, | |
| Finset.sum_const,Finset.card_univ,Fintype.card_fin,nsmul_eq_mul] | |
| have hc := finiteName_entropy_chain μ q 0 N | |
| simp only [Nat.zero_add] at hc | |
| rw [←Finset.sum_div,Finset.sum_sub_distrib,←hc,←Finset.mul_sum] | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding.MatrixCoupling | |
| open scoped BigOperators | |
| variable {A B I : Type*} [Fintype A] [Fintype B] [Fintype I] [DecidableEq I] | |
| (p : I → A → ℝ) (q : I → B → ℝ) | |
| noncomputable def piCoupling (R : ∀ i,MatrixCoupling (p i) (q i)) : | |
| MatrixCoupling (fun a : I → A => ∏ i,p i (a i)) (fun b : I → B => ∏ i,q i (b i)) where | |
| weight a b := ∏ i,(R i).weight (a i) (b i) | |
| nonneg a b := Finset.prod_nonneg (fun i _ => (R i).nonneg _ _) | |
| row a := by | |
| rw [←Fintype.prod_sum] | |
| simp only [(R _).row] | |
| col b := by | |
| rw [←Fintype.prod_sum (fun i a => (R i).weight a (b i))] | |
| simp only [(R _).col] | |
| lemma piCoupling_cost (R : ∀ i,MatrixCoupling (p i) (q i)) | |
| (hp : ∀ i,∑ a,p i a=1) (d : I → A → B → ℝ) : | |
| (piCoupling p q R).cost (fun a b => ∑ i,d i (a i) (b i))=∑ i,(R i).cost (d i) := by | |
| classical | |
| let e : (I → A×B) ≃ ((I → A)×(I → B)) := { | |
| toFun := fun w => (fun i => (w i).1,fun i => (w i).2) | |
| invFun := fun w i => (w.1 i,w.2 i) | |
| left_inv := fun _ => rfl | |
| right_inv := fun _ => rfl } | |
| have hw : ∀ i,∑ ab : A×B,(R i).weight ab.1 ab.2=1 := by | |
| intro i | |
| rw [Fintype.sum_prod_type] | |
| simp only [(R i).row,hp] | |
| change (∑ a : I → A,∑ b : I → B,(∏ i,(R i).weight (a i) (b i))*(∑ i,d i (a i) (b i)))=_ | |
| rw [←Fintype.sum_prod_type (f := fun ab : (I → A)×(I → B) => | |
| (∏ i,(R i).weight (ab.1 i) (ab.2 i))*(∑ i,d i (ab.1 i) (ab.2 i))),←e.sum_comp] | |
| change finiteExpectation (productWeights (fun i (ab : A×B) => (R i).weight ab.1 ab.2)) | |
| (fun w => ∑ i,d i (w i).1 (w i).2)=_ | |
| rw [finiteExpectation_sum] | |
| apply Finset.sum_congr rfl | |
| intro i _ | |
| rw [expectation_coordinate _ hw i (fun ab : A×B => d i ab.1 ab.2),Fintype.sum_prod_type] | |
| rfl | |
| end HyperbolicCoding.MatrixCoupling | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X Y A B : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] [Nonempty B] | |
| theorem nonstationary_conditional_transport | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| [NullSingletonClass μ] | |
| (f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p) | |
| {chunkLength : ℕ} | |
| (q : ℕ → Y → B) (hq : ∀ i,Measurable (q i)) (d : B → Fin chunkLength → A) | |
| (g n : ℕ) (C : ℕ → Type*) [∀ i,Fintype (C i)] [∀ i,MeasurableSpace (C i)] | |
| [∀ i,MeasurableSingletonClass (C i)] | |
| (c : (i : ℕ) → (Fin (n-i-1) → B) → C i) (ε δ : ℕ → ℝ) {ρ τ : ℝ} (hτ : 0<τ) | |
| (hP : ∀ M : ℕ,LawClose | |
| (μ.map (fun x => (word f p M (f^[chunkLength+g] x),word f p chunkLength x))) | |
| ((μ.map (fun x => word f p M (f^[chunkLength+g] x))).prod (μ.map (word f p chunkLength))) ρ) | |
| (hlaw : ∀ j : Fin n,LawClose (μ.map (word f p chunkLength)) (ν.map (d ∘ q j.val)) (δ j.val)) | |
| (hlocal : ∀ i : ℕ,i<n → LawClose | |
| (ν.map (fun x => (c i (finiteName q (i+1) (n-i-1) x),d (q i x)))) | |
| ((ν.map (c i ∘ finiteName q (i+1) (n-i-1))).prod (ν.map (d ∘ q i))) (ε i)) : | |
| ∃ R : MatrixCoupling (mass μ (finiteName (chunkObservation f p chunkLength g) 0 n)) | |
| (mass ν (finiteName (fun i => d ∘ q i) 0 n)), | |
| R.cost nameCost≤(n : ℝ)*(ρ+τ)+(∑ j : Fin n,δ j.val)+2*(∑ j : Fin n,ε j.val)+ | |
| ((∑ j : Fin n,StandardMapEntropy.Entropy.cond ν (q j.val) | |
| (c j.val ∘ finiteName q (j.val+1) (n-j.val-1)))-obs ν (finiteName q 0 n))/τ := by | |
| classical | |
| obtain ⟨RP,hRP⟩ := stationary_chunk_coupling μ f hf p hp chunkLength g hP n | |
| obtain ⟨RQ,hRQ⟩ := finite_local_entropy_bridge ν q hq d n C c ε hτ hlocal | |
| have hcoups (j : Fin n) := coupling_of_observation_lawClose μ ν (word f p chunkLength) (d ∘ q j.val) | |
| (word_measurable f hf.measurable p hp chunkLength) ((measurable_of_countable d).comp (hq j.val)) (hlaw j) | |
| choose r hr using hcoups | |
| let S := MatrixCoupling.piCoupling (fun _ : Fin n => mass μ (word f p chunkLength)) | |
| (fun j : Fin n => mass ν (d ∘ q j.val)) r | |
| have hS : S.cost nameCost≤∑ j : Fin n,δ j.val := by | |
| change (MatrixCoupling.piCoupling _ _ r).cost (fun a b => ∑ j : Fin n,symbolCost (a j) (b j))≤_ | |
| rw [MatrixCoupling.piCoupling_cost (d := fun _ => symbolCost)] | |
| · exact Finset.sum_le_sum (fun j _ => hr j) | |
| · intro j | |
| simpa using mass_sum μ (word f p chunkLength) (word_measurable f hf.measurable p hp chunkLength) | |
| have hw (w : Fin n → Fin chunkLength → A) : | |
| independentNameWeights ν (fun i => d ∘ q i) 0 n w=∏ j,mass ν (d ∘ q j.val) (w j) := by | |
| simp only [independentNameWeights,Nat.zero_add] | |
| let RQ' : MatrixCoupling (mass ν (finiteName (fun i => d ∘ q i) 0 n)) | |
| (fun w : Fin n → Fin chunkLength → A => ∏ j,mass ν (d ∘ q j.val) (w j)) := { | |
| weight := RQ.weight | |
| nonneg := RQ.nonneg | |
| row := RQ.row | |
| col := fun w => (RQ.col w).trans (hw w) } | |
| refine ⟨(RP.comp S).comp RQ'.symm,?_⟩ | |
| have h1 := MatrixCoupling.comp_cost_le RP S nameCost nameCost nameCost nameCost_triangle | |
| have h2 := MatrixCoupling.comp_cost_le (RP.comp S) RQ'.symm nameCost nameCost nameCost nameCost_triangle | |
| rw [MatrixCoupling.symm_cost RQ' nameCost nameCost_comm] at h2 | |
| have he : RQ'.cost nameCost=RQ.cost nameCost := rfl | |
| rw [he] at h2 | |
| nlinarith | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A : Type*} [MeasurableSpace X] | |
| def selectGaps (k g n : ℕ) (w : Fin (n*(k+g)) → A) : Fin n → Fin g → A := | |
| fun j r => w (finProdFinEquiv (j,Fin.natAdd k r)) | |
| lemma retained_and_gaps_injective | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| (k g n : ℕ) : | |
| Function.Injective (fun w : Fin (n*(k+g)) → A => (selectChunks k g n w,selectGaps k g n w)) := by | |
| intro v w h | |
| funext i | |
| obtain ⟨⟨j,r⟩,rfl⟩ := finProdFinEquiv.surjective i | |
| refine Fin.addCases (fun a => ?_) (fun b => ?_) r | |
| · have hh := congrFun (congrFun (congrArg Prod.fst h) j) a | |
| have hv (u : Fin (n*(k+g)) → A) : u (finProdFinEquiv (j,Fin.castAdd g a))=selectChunks k g n u j a := by | |
| congr 1 | |
| apply Fin.ext | |
| simp [finProdFinEquiv] | |
| ring | |
| simpa only [hv] using hh | |
| · exact congrFun (congrFun (congrArg Prod.snd h) j) b | |
| lemma entropy_retained_chunks | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| (μ : Measure X) [IsProbabilityMeasure μ] | |
| (k g n : ℕ) (q : X → Fin (n*(k+g)) → A) (hq : Measurable q) : | |
| obs μ q≤obs μ (selectChunks k g n ∘ q)+(n*g : ℕ)*Real.log (Fintype.card A) := by | |
| classical | |
| let c : (Fin (n*(k+g)) → A) → ((Fin n → Fin k → A)×(Fin n → Fin g → A)) := | |
| fun w => (selectChunks k g n w,selectGaps k g n w) | |
| have hc : Measurable c := measurable_of_countable c | |
| have hinv : Function.invFun c ∘ (c ∘ q)=q := by | |
| funext x | |
| exact Function.leftInverse_invFun (retained_and_gaps_injective k g n) (q x) | |
| have hf := obs_factor μ (c ∘ q) (Function.invFun c) (hc.comp hq) | |
| ((measurable_of_countable _).comp (hc.comp hq)) | |
| rw [hinv] at hf | |
| have hs := obs_pair_subadd_prob μ (selectChunks k g n ∘ q) (selectGaps k g n ∘ q) | |
| ((measurable_of_countable _).comp hq) ((measurable_of_countable _).comp hq) | |
| have hg := obs_bound μ (selectGaps k g n ∘ q) ((measurable_of_countable _).comp hq) | |
| have he : Real.log (Fintype.card (Fin n → Fin g → A))=(n*g : ℕ)*Real.log (Fintype.card A) := by | |
| simp only [Fintype.card_fun,Fintype.card_fin,Nat.cast_pow,Real.log_pow,Nat.cast_mul] | |
| ring | |
| rw [he] at hg | |
| exact hf.trans (hs.trans (add_le_add (le_refl _) hg)) | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X Y A : Type*} [MeasurableSpace X] [StandardBorelSpace X] [Nonempty A] | |
| theorem nonstationary_chunk_transport | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| [NullSingletonClass μ] | |
| (f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p) | |
| {chunkLength : ℕ} | |
| (q : ℕ → Y → Fin chunkLength → A) (hq : ∀ i,Measurable (q i)) | |
| (g n : ℕ) {ε δ τ : ℝ} (hτ : 0<τ) | |
| (hP : ∀ M : ℕ,LawClose | |
| (μ.map (fun x => (word f p M (f^[chunkLength+g] x),word f p chunkLength x))) | |
| ((μ.map (fun x => word f p M (f^[chunkLength+g] x))).prod (μ.map (word f p chunkLength))) ε) | |
| (hlaw : ∀ j : Fin n,LawClose (μ.map (word f p chunkLength)) (ν.map (q j.val)) δ) : | |
| ∃ R : MatrixCoupling (mass μ (finiteName (chunkObservation f p chunkLength g) 0 n)) | |
| (mass ν (finiteName q 0 n)), | |
| R.cost nameCost≤(n : ℝ)*(ε+δ+τ)+sequenceEntropyDefect ν q 0 n/τ := by | |
| classical | |
| obtain ⟨RP,hRP⟩ := stationary_chunk_coupling μ f hf p hp chunkLength g hP n | |
| obtain ⟨RQ,hRQ⟩ := entropy_product_transport ν q hq hτ 0 n | |
| have hcoups (j : Fin n) := coupling_of_observation_lawClose μ ν (word f p chunkLength) (q j.val) | |
| (word_measurable f hf.measurable p hp chunkLength) (hq j.val) (hlaw j) | |
| choose r hr using hcoups | |
| let S := MatrixCoupling.piCoupling (fun _ : Fin n => mass μ (word f p chunkLength)) | |
| (fun j : Fin n => mass ν (q j.val)) r | |
| have hS : S.cost nameCost≤(n : ℝ)*δ := by | |
| change (MatrixCoupling.piCoupling _ _ r).cost (fun a b => ∑ j : Fin n,symbolCost (a j) (b j))≤_ | |
| rw [MatrixCoupling.piCoupling_cost (d := fun _ => symbolCost)] | |
| · exact (Finset.sum_le_sum (fun j _ => hr j)).trans_eq (by simp) | |
| · intro j | |
| simpa using mass_sum μ (word f p chunkLength) (word_measurable f hf.measurable p hp chunkLength) | |
| have hweights (w : Fin n → Fin chunkLength → A) : independentNameWeights ν q 0 n w=∏ j,mass ν (q j.val) (w j) := by | |
| simp only [independentNameWeights,Nat.zero_add] | |
| let RQ' : MatrixCoupling (mass ν (finiteName q 0 n)) (fun w : Fin n → Fin chunkLength → A => ∏ j,mass ν (q j.val) (w j)) := { | |
| weight := RQ.weight | |
| nonneg := RQ.nonneg | |
| row := RQ.row | |
| col := fun w => (RQ.col w).trans (hweights w) } | |
| refine ⟨(RP.comp S).comp RQ'.symm,?_⟩ | |
| have h1 := MatrixCoupling.comp_cost_le RP S nameCost nameCost nameCost nameCost_triangle | |
| have h2 := MatrixCoupling.comp_cost_le (RP.comp S) RQ'.symm nameCost nameCost nameCost nameCost_triangle | |
| rw [MatrixCoupling.symm_cost RQ' nameCost nameCost_comm] at h2 | |
| have he : RQ'.cost nameCost=RQ.cost nameCost := rfl | |
| rw [he] at h2 | |
| nlinarith | |
| noncomputable def extractedChunk (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) | |
| (i : ℕ) (x : Y) : Fin k → A := | |
| if hi : i<n then selectChunks k g n (q x) ⟨i,hi⟩ else fun _ => Classical.ofNonempty | |
| lemma extractedChunk_measurable | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) (hq : Measurable q) (i : ℕ) : | |
| Measurable (extractedChunk k g n q i) := by | |
| classical | |
| unfold extractedChunk | |
| by_cases hi : i<n | |
| · simp only [hi,dite_true] | |
| exact | |
| (measurable_of_countable (fun w : Fin (n*(k+g)) → A => selectChunks k g n w ⟨i,hi⟩)).comp hq | |
| · simp only [hi,dite_false] | |
| exact measurable_const | |
| lemma extractedChunk_name | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) : | |
| finiteName (extractedChunk k g n q) 0 n=selectChunks k g n ∘ q := by | |
| funext x j | |
| simp only [finiteName,Nat.zero_add,extractedChunk,j.isLt,dite_true,Function.comp_apply] | |
| theorem nonstationary_word_transport | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| [NullSingletonClass μ] | |
| (f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p) | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) (hq : Measurable q) | |
| {ε δ τ : ℝ} (hτ : 0<τ) | |
| (hP : ∀ M : ℕ,LawClose | |
| (μ.map (fun x => (word f p M (f^[k+g] x),word f p k x))) | |
| ((μ.map (fun x => word f p M (f^[k+g] x))).prod (μ.map (word f p k))) ε) | |
| (hlaw : ∀ j : Fin n,LawClose (μ.map (word f p k)) (ν.map (extractedChunk k g n q j.val)) δ) : | |
| ∃ R : MatrixCoupling (mass μ (word f p (n*(k+g)))) (mass ν q), | |
| R.cost nameCost≤(k : ℝ)*((n : ℝ)*(ε+δ+τ)+ | |
| sequenceEntropyDefect ν (extractedChunk k g n q) 0 n/τ)+(n*g : ℕ) := by | |
| obtain ⟨S,hS⟩ := nonstationary_chunk_transport μ ν f hf p hp (extractedChunk k g n q) | |
| (extractedChunk_measurable k g n q hq) g n hτ hP hlaw | |
| have hPsel : selectChunks k g n ∘ word f p (n*(k+g))= | |
| finiteName (chunkObservation f p k g) 0 n := funext (selectChunks_word f p k g n) | |
| let S' : MatrixCoupling (mass μ (selectChunks k g n ∘ word f p (n*(k+g)))) | |
| (mass ν (selectChunks k g n ∘ q)) := { | |
| weight := S.weight | |
| nonneg := S.nonneg | |
| row := fun w => by rw [hPsel]; exact S.row w | |
| col := fun w => by rw [←extractedChunk_name k g n q]; exact S.col w } | |
| obtain ⟨R,hR⟩ := lift_observation_transport μ ν (word f p (n*(k+g))) q | |
| (word_measurable f hf.measurable p hp _) hq | |
| (selectChunks k g n) S' nameCost nameCost_self nameCost_triangle | |
| refine ⟨R,?_⟩ | |
| have hmass : (∑ v,mass μ (word f p (n*(k+g))) v)=1 := by | |
| simpa using mass_sum μ _ (word_measurable f hf.measurable p hp _) | |
| have hbd := R.cost_mono nameCost | |
| (fun v w => (k : ℝ)*nameCost (selectChunks k g n v) (selectChunks k g n w)+(n*g : ℕ)) | |
| (nameCost_le_retained_chunks k g n) | |
| rw [R.cost_affine hmass] at hbd | |
| exact hbd.trans (add_le_add (mul_le_mul_of_nonneg_left (hR.trans hS) (Nat.cast_nonneg k)) (le_refl _)) | |
| lemma extractedChunk_entropy_defect | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (ν : Measure Y) [IsProbabilityMeasure ν] | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) (hq : Measurable q) | |
| {H h : ℝ} (hshort : ∀ j : Fin n,obs ν (extractedChunk k g n q j.val)≤H) | |
| (hlong : (n*(k+g) : ℕ)*h≤obs ν q) : | |
| sequenceEntropyDefect ν (extractedChunk k g n q) 0 n≤ | |
| (n : ℝ)*(H-(k+g : ℕ)*h+(g : ℝ)*Real.log (Fintype.card A)) := by | |
| have hs : (∑ j : Fin n,obs ν (extractedChunk k g n q j.val))≤(n : ℝ)*H := | |
| (Finset.sum_le_sum (fun j _ => hshort j)).trans_eq (by simp) | |
| have hc := entropy_retained_chunks ν k g n q hq | |
| rw [sequenceEntropyDefect,extractedChunk_name] | |
| simp only [Nat.zero_add] | |
| push_cast at hlong hc ⊢ | |
| nlinarith | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X Y A : Type*} [MeasurableSpace X] [StandardBorelSpace X] [Nonempty A] | |
| noncomputable def fullBlock (s n : ℕ) (q : Y → Fin (n*s) → A) | |
| (i : ℕ) (x : Y) : Fin s → A := | |
| if hi : i<n then wordPack n s (q x) ⟨i,hi⟩ else fun _ => Classical.ofNonempty | |
| lemma fullBlock_measurable | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (s n : ℕ) (q : Y → Fin (n*s) → A) (hq : Measurable q) (i : ℕ) : | |
| Measurable (fullBlock s n q i) := by | |
| classical | |
| unfold fullBlock | |
| by_cases hi : i<n | |
| · simp only [hi,dite_true] | |
| exact (measurable_of_countable (fun w : Fin (n*s) → A => wordPack n s w ⟨i,hi⟩)).comp hq | |
| · simp only [hi,dite_false] | |
| exact measurable_const | |
| lemma fullBlock_name | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (s n : ℕ) (q : Y → Fin (n*s) → A) : | |
| finiteName (fullBlock s n q) 0 n=wordPack n s ∘ q := by | |
| funext x j | |
| simp only [finiteName,Nat.zero_add,fullBlock,j.isLt,dite_true,Function.comp_apply] | |
| lemma fullBlock_prefix_name | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) : | |
| finiteName (fun i => (fun w : Fin (k+g) → A => fun a : Fin k => w (a.castAdd g)) ∘ | |
| fullBlock (k+g) n q i) 0 n=selectChunks k g n ∘ q := by | |
| funext x j a | |
| simp only [finiteName,Nat.zero_add,Function.comp_apply,fullBlock,j.isLt,dite_true, | |
| wordPack,Equiv.trans_apply,Equiv.curry_apply] | |
| change q x (finProdFinEquiv (j,a.castAdd g))=selectChunks k g n (q x) j a | |
| unfold selectChunks | |
| congr 1 | |
| apply Fin.ext | |
| dsimp [finProdFinEquiv] | |
| ring | |
| theorem nonstationary_conditional_word_transport | |
| [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| [NullSingletonClass μ] | |
| (f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p) | |
| (k g n : ℕ) (q : Y → Fin (n*(k+g)) → A) (hq : Measurable q) | |
| (C : ℕ → Type*) [∀ i,Fintype (C i)] [∀ i,MeasurableSpace (C i)] | |
| [∀ i,MeasurableSingletonClass (C i)] | |
| (c : (i : ℕ) → (Fin (n-i-1) → Fin (k+g) → A) → C i) | |
| (ε δ : ℕ → ℝ) {ρ τ : ℝ} (hτ : 0<τ) | |
| (hP : ∀ M : ℕ,LawClose | |
| (μ.map (fun x => (word f p M (f^[k+g] x),word f p k x))) | |
| ((μ.map (fun x => word f p M (f^[k+g] x))).prod (μ.map (word f p k))) ρ) | |
| (hlaw : ∀ j : Fin n,LawClose (μ.map (word f p k)) | |
| (ν.map ((fun w : Fin (k+g) → A => fun a : Fin k => w (a.castAdd g)) ∘ | |
| fullBlock (k+g) n q j.val)) (δ j.val)) | |
| (hlocal : ∀ i : ℕ,i<n → LawClose | |
| (ν.map (fun x => (c i (finiteName (fullBlock (k+g) n q) (i+1) (n-i-1) x), | |
| fun a : Fin k => fullBlock (k+g) n q i x (a.castAdd g)))) | |
| ((ν.map (c i ∘ finiteName (fullBlock (k+g) n q) (i+1) (n-i-1))).prod | |
| (ν.map ((fun w : Fin (k+g) → A => fun a : Fin k => w (a.castAdd g)) ∘ | |
| fullBlock (k+g) n q i))) (ε i)) : | |
| ∃ R : MatrixCoupling (mass μ (word f p (n*(k+g)))) (mass ν q), | |
| R.cost nameCost≤(k : ℝ)*((n : ℝ)*(ρ+τ)+(∑ j : Fin n,δ j.val)+ | |
| 2*(∑ j : Fin n,ε j.val)+((∑ j : Fin n,StandardMapEntropy.Entropy.cond ν | |
| (fullBlock (k+g) n q j.val) | |
| (c j.val ∘ finiteName (fullBlock (k+g) n q) (j.val+1) (n-j.val-1)))-obs ν q)/τ)+ | |
| (n*g : ℕ) := by | |
| obtain ⟨S,hS⟩ := nonstationary_conditional_transport μ ν f hf p hp (fullBlock (k+g) n q) | |
| (fullBlock_measurable (k+g) n q hq) | |
| (fun w : Fin (k+g) → A => fun a : Fin k => w (a.castAdd g)) g n C c ε δ hτ hP hlaw hlocal | |
| have hPsel : selectChunks k g n ∘ word f p (n*(k+g))= | |
| finiteName (chunkObservation f p k g) 0 n := funext (selectChunks_word f p k g n) | |
| let S' : MatrixCoupling (mass μ (selectChunks k g n ∘ word f p (n*(k+g)))) | |
| (mass ν (selectChunks k g n ∘ q)) := { | |
| weight := S.weight | |
| nonneg := S.nonneg | |
| row := fun w => by rw [hPsel]; exact S.row w | |
| col := fun w => by rw [←fullBlock_prefix_name k g n q]; exact S.col w } | |
| obtain ⟨R,hR⟩ := lift_observation_transport μ ν (word f p (n*(k+g))) q | |
| (word_measurable f hf.measurable p hp _) hq | |
| (selectChunks k g n) S' nameCost nameCost_self nameCost_triangle | |
| have he : obs ν (finiteName (fullBlock (k+g) n q) 0 n)=obs ν q := by | |
| rw [fullBlock_name] | |
| exact obs_equiv ν q (wordPack n (k+g)) | |
| rw [he] at hS | |
| refine ⟨R,?_⟩ | |
| have hmass : (∑ v,mass μ (word f p (n*(k+g))) v)=1 := by | |
| simpa using mass_sum μ _ (word_measurable f hf.measurable p hp _) | |
| have hbd := R.cost_mono nameCost | |
| (fun v w => (k : ℝ)*nameCost (selectChunks k g n v) (selectChunks k g n w)+(n*g : ℕ)) | |
| (nameCost_le_retained_chunks k g n) | |
| rw [R.cost_affine hmass] at hbd | |
| exact hbd.trans (add_le_add (mul_le_mul_of_nonneg_left (hR.trans hS) (Nat.cast_nonneg k)) (le_refl _)) | |
| end HyperbolicCoding | |
| end | |
| end OAI | |