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| import OAI.Dynamics.StandardMap.EntropyEndpoint | |
| import OAI.Dynamics.StandardMap.Coupling.AtomlessFinitePartition | |
| namespace OAI | |
| section | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ] | |
| def finiteName (q : ℕ → X → A) (i n : ℕ) (x : X) : Fin n → A := fun j => q (i+j) x | |
| omit [StandardBorelSpace X] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma finiteName_measurable (q : ℕ → X → A) (hq : ∀ i,Measurable (q i)) (i n : ℕ) : | |
| Measurable (finiteName q i n) := Measurable.of_eval (fun index => hq (i+index)) | |
| omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A] | |
| [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma finiteName_cons (q : ℕ → X → A) (i n : ℕ) (x : X) : | |
| finiteName q i (n+1) x=Fin.cons (q i x) (finiteName q (i+1) n x) := by | |
| funext j | |
| refine Fin.cases ?_ (fun j => ?_) j | |
| · simp [finiteName] | |
| · simp [finiteName,Nat.add_comm,Nat.add_left_comm] | |
| noncomputable def independentNameWeights (q : ℕ → X → A) (i n : ℕ) (w : Fin n → A) : ℝ := | |
| ∏ j : Fin n,mass μ (q (i+j.val)) (w j) | |
| omit [StandardBorelSpace X] [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| [Nonempty A] [IsProbabilityMeasure μ] [NullSingletonClass μ] in | |
| lemma independentNameWeights_cons (q : ℕ → X → A) (i n : ℕ) (w : Fin (n+1) → A) : | |
| independentNameWeights μ q i (n+1) w= | |
| mass μ (q i) (w 0)*independentNameWeights μ q (i+1) n (Fin.tail w) := by | |
| rw [independentNameWeights,Fin.prod_univ_succ] | |
| simp only [Fin.val_zero,Nat.add_zero,Fin.val_succ,Fin.tail,independentNameWeights] | |
| congr 2 | |
| funext j | |
| congr 2 | |
| omega | |
| omit [StandardBorelSpace X] [IsProbabilityMeasure μ] [NullSingletonClass μ] in | |
| lemma mass_equiv_inverse {B C : Type*} [MeasurableSpace B] [Fintype B] [MeasurableSingletonClass B] | |
| [MeasurableSpace C] [Fintype C] [MeasurableSingletonClass C] | |
| (p : X → B) (e : B ≃ C) (c : C) : mass μ (e ∘ p) c=mass μ p (e.symm c) := by | |
| unfold mass | |
| congr 2 | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,Function.comp_apply,←Equiv.eq_symm_apply] | |
| omit [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma nameCost_split {n : ℕ} (v w : Fin (n+1) → A) : | |
| nameCost v w=symbolCost (v 0) (w 0)+nameCost (Fin.tail v) (Fin.tail w) := by | |
| rw [nameCost,Fin.sum_univ_succ] | |
| rfl | |
| theorem sequential_chunk_coupling (q : ℕ → X → A) (hq : ∀ i,Measurable (q i)) | |
| {ε : ℝ} | |
| (hremote : ∀ i n : ℕ,LawClose | |
| (μ.map (fun x => (finiteName q (i+1) n x,q i x))) | |
| ((μ.map (finiteName q (i+1) n)).prod (μ.map (q i))) ε) : | |
| ∀ i n : ℕ,∃ r : MatrixCoupling (mass μ (finiteName q i n)) (independentNameWeights μ q i n), | |
| r.cost nameCost≤(n : ℝ)*ε := by | |
| intro i n | |
| induction n generalizing i with | |
| | zero => | |
| have hm (w : Fin 0 → A) : mass μ (finiteName q i 0) w=1 := by | |
| have he : (finiteName q i 0) ⁻¹' {w}=univ := by | |
| ext x | |
| simp only [mem_preimage,mem_singleton_iff,mem_univ,iff_true] | |
| funext j | |
| exact j.elim0 | |
| simp [mass,he] | |
| let r : MatrixCoupling (mass μ (finiteName q i 0)) (independentNameWeights μ q i 0) := { | |
| weight := fun _ _ => 1 | |
| nonneg := fun _ _ => zero_le_one | |
| row := fun w => by simp [hm] | |
| col := fun w => by simp [independentNameWeights] } | |
| refine ⟨r,?_⟩ | |
| simp [MatrixCoupling.cost,nameCost] | |
| | succ n ih => | |
| obtain ⟨r,hr⟩ := ih (i+1) | |
| obtain ⟨s,hs⟩ := coupling_step μ (finiteName q (i+1) n) (q i) | |
| (finiteName_measurable q hq (i+1) n) (hq i) | |
| (independentNameWeights μ q (i+1) n) r nameCost nameCost_self nameCost_triangle (hremote i n) | |
| let e : (A×(Fin n → A)) ≃ (Fin (n+1) → A) := Fin.consEquiv (fun _ => A) | |
| let t := s.reindex e.symm e.symm | |
| have hm (w : Fin (n+1) → A) : | |
| mass μ (fun x => (q i x,finiteName q (i+1) n x)) (e.symm w)=mass μ (finiteName q i (n+1)) w := by | |
| rw [←mass_equiv_inverse μ _ e w] | |
| congr 1 | |
| funext x | |
| exact (finiteName_cons q i n x).symm | |
| have hw (w : Fin (n+1) → A) : | |
| mass μ (q i) (e.symm w).1*independentNameWeights μ q (i+1) n (e.symm w).2= | |
| independentNameWeights μ q i (n+1) w := (independentNameWeights_cons μ q i n w).symm | |
| let R : MatrixCoupling (mass μ (finiteName q i (n+1))) (independentNameWeights μ q i (n+1)) := { | |
| weight := t.weight | |
| nonneg := t.nonneg | |
| row := fun w => (t.row w).trans (hm w) | |
| col := fun w => (t.col w).trans (hw w) } | |
| have hcost : R.cost nameCost=s.cost (fun a b => symbolCost a.1 b.1+nameCost a.2 b.2) := by | |
| change t.cost nameCost=_ | |
| have he : (nameCost : (Fin (n+1) → A) → (Fin (n+1) → A) → ℝ)= | |
| (fun v w => symbolCost (e.symm v).1 (e.symm w).1+nameCost (e.symm v).2 (e.symm w).2) := by | |
| funext v w | |
| exact nameCost_split v w | |
| rw [he] | |
| exact MatrixCoupling.reindex_cost s e.symm e.symm | |
| (fun a b : A×(Fin n → A) => symbolCost a.1 b.1+nameCost a.2 b.2) | |
| refine ⟨R,?_⟩ | |
| rw [hcost] | |
| calc | |
| _≤ε+r.cost nameCost := hs | |
| _≤ε+(n : ℝ)*ε := by linarith | |
| _=((n+1 : ℕ) : ℝ)*ε := by push_cast; ring | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set | |
| open scoped ENNReal | |
| variable {X A B C : Type*} [MeasurableSpace X] [MeasurableSpace A] | |
| [MeasurableSpace B] [MeasurableSpace C] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] | |
| lemma LawClose.nonneg {ν η : Measure X} {ε : ℝ} (h : LawClose ν η ε) : 0≤ε := by | |
| simpa using h ∅ MeasurableSet.empty | |
| lemma lawClose_pair_factor_left (p : X → A) (q : X → B) (c : A → C) | |
| (hp : Measurable p) (hq : Measurable q) (hc : Measurable c) {ε : ℝ} | |
| (h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) : | |
| LawClose (μ.map (fun x => (c (p x),q x))) ((μ.map (c ∘ p)).prod (μ.map q)) ε := by | |
| have : IsProbabilityMeasure (μ.map p) := inferInstance | |
| have : IsProbabilityMeasure (μ.map q) := inferInstance | |
| have hh := h.map (hc.prodMap measurable_id) | |
| rw [Measure.map_map (hc.prodMap measurable_id) (hp.prodMk hq)] at hh | |
| rw [←Measure.map_prod_map _ _ hc measurable_id,Measure.map_map hc hp,Measure.map_id] at hh | |
| exact hh | |
| lemma lawClose_pair_swap (p : X → A) (q : X → B) | |
| (hp : Measurable p) (hq : Measurable q) {ε : ℝ} | |
| (h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) : | |
| LawClose (μ.map (fun x => (q x,p x))) ((μ.map q).prod (μ.map p)) ε := by | |
| have hh := h.map measurable_swap | |
| rw [Measure.map_map measurable_swap (hp.prodMk hq),Measure.prod_swap] at hh | |
| exact hh | |
| omit [IsProbabilityMeasure μ] in | |
| lemma map_observation_comp (T : X → X) (hT : MeasurePreserving T μ μ) | |
| (p : X → A) (hp : Measurable p) : μ.map (p ∘ T)=μ.map p := by | |
| rw [←Measure.map_map hp hT.measurable,hT.map_eq] | |
| omit [IsProbabilityMeasure μ] in | |
| lemma lawClose_pair_comp (T : X → X) (hT : MeasurePreserving T μ μ) | |
| (p : X → A) (q : X → B) (hp : Measurable p) (hq : Measurable q) {ε : ℝ} | |
| (h : LawClose (μ.map (fun x => (p x,q x))) ((μ.map p).prod (μ.map q)) ε) : | |
| LawClose (μ.map (fun x => (p (T x),q (T x)))) | |
| ((μ.map (p ∘ T)).prod (μ.map (q ∘ T))) ε := by | |
| rw [map_observation_comp μ T hT p hp,map_observation_comp μ T hT q hq] | |
| have he : (fun x => (p (T x),q (T x)))=(fun x => (p x,q x)) ∘ T := rfl | |
| rw [he,map_observation_comp μ T hT _ (hp.prodMk hq)] | |
| exact h | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| variable {X A : Type*} [MeasurableSpace X] [StandardBorelSpace X] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| variable (μ : Measure X) [IsProbabilityMeasure μ] [NullSingletonClass μ] | |
| def chunkObservation (f : X → X) (p : X → A) (k g i : ℕ) (x : X) : Fin k → A := | |
| word f p k (f^[i*(k+g)] x) | |
| omit [StandardBorelSpace X] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma chunkObservation_measurable (f : X → X) (p : X → A) | |
| (hf : Measurable f) (hp : Measurable p) (k g i : ℕ) : | |
| Measurable (chunkObservation f p k g i) := | |
| (word_measurable f hf p hp k).comp (hf.iterate _) | |
| def selectChunks (k g n : ℕ) (w : Fin (n*(k+g)) → A) : Fin n → Fin k → A := | |
| fun j r => w ⟨j.val*(k+g)+r.val,by | |
| have h1 : (j.val+1)*(k+g)≤n*(k+g) := Nat.mul_le_mul_right _ j.isLt | |
| have h2 : r.val<k+g := lt_of_lt_of_le r.isLt (Nat.le_add_right _ _) | |
| nlinarith⟩ | |
| omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A] | |
| [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma selectChunks_word (f : X → X) (p : X → A) (k g n : ℕ) (x : X) : | |
| selectChunks k g n (word f p (n*(k+g)) x)= | |
| finiteName (chunkObservation f p k g) 0 n x := by | |
| funext j r | |
| change p (f^[j.val*(k+g)+r.val] x)=p (f^[r.val] (f^[(0+j.val)*(k+g)] x)) | |
| rw [←Function.iterate_add_apply] | |
| congr 2 | |
| simp only [Nat.zero_add] | |
| omega | |
| omit [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace A] [Fintype A] | |
| [MeasurableSingletonClass A] [Nonempty A] in | |
| lemma chunkName_translate (f : X → X) (p : X → A) (k g i n : ℕ) (x : X) : | |
| finiteName (chunkObservation f p k g) 0 n (f^[i*(k+g)] x)= | |
| finiteName (chunkObservation f p k g) i n x := by | |
| funext j r | |
| change p (f^[r.val] (f^[(0+j.val)*(k+g)] (f^[i*(k+g)] x)))= | |
| p (f^[r.val] (f^[(i+j.val)*(k+g)] x)) | |
| simp only [←Function.iterate_add_apply] | |
| congr 2 | |
| ring | |
| theorem stationary_chunk_coupling (f : X → X) (hf : MeasurePreserving f μ μ) | |
| (p : X → A) (hp : Measurable p) (k g : ℕ) {ε : ℝ} | |
| (hremote : ∀ 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) : | |
| ∀ n : ℕ,∃ r : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n)) | |
| (fun w : Fin n → Fin k → A => ∏ j,mass μ (word f p k) (w j)), | |
| r.cost nameCost≤(n : ℝ)*ε := by | |
| have hq := chunkObservation_measurable f p hf.measurable hp k g | |
| have hc : ∀ i n : ℕ,LawClose | |
| (μ.map (fun x => (finiteName (chunkObservation f p k g) (i+1) n x, | |
| chunkObservation f p k g i x))) | |
| ((μ.map (finiteName (chunkObservation f p k g) (i+1) n)).prod | |
| (μ.map (chunkObservation f p k g i))) ε := by | |
| intro i n | |
| have hs : Measurable (selectChunks (A:=A) k g n) := | |
| Measurable.of_eval (fun _ => Measurable.of_eval (fun _ => measurable_pi_apply _)) | |
| have h := lawClose_pair_factor_left μ _ _ (selectChunks k g n) | |
| ((word_measurable f hf.measurable p hp _).comp (hf.measurable.iterate _)) | |
| (word_measurable f hf.measurable p hp k) hs (hremote (n*(k+g))) | |
| have hh := lawClose_pair_comp μ (f^[i*(k+g)]) (hf.iterate _) _ _ | |
| (hs.comp ((word_measurable f hf.measurable p hp _).comp (hf.measurable.iterate _))) | |
| (word_measurable f hf.measurable p hp k) h | |
| have he (x : X) : selectChunks k g n | |
| (word f p (n*(k+g)) (f^[k+g] (f^[i*(k+g)] x)))= | |
| finiteName (chunkObservation f p k g) (i+1) n x := by | |
| rw [selectChunks_word,←Function.iterate_add_apply] | |
| rw [show k+g+i*(k+g)=(i+1)*(k+g) by ring] | |
| exact chunkName_translate f p k g (i+1) n x | |
| simp only [Function.comp_def,he] at hh | |
| exact hh | |
| intro n | |
| obtain ⟨r,hr⟩ := sequential_chunk_coupling μ _ hq hc 0 n | |
| have hw (w : Fin n → Fin k → A) : | |
| independentNameWeights μ (chunkObservation f p k g) 0 n w= | |
| ∏ j,mass μ (word f p k) (w j) := by | |
| apply Finset.prod_congr rfl | |
| intro j _ | |
| have hh := congrArg (fun ν : Measure (Fin k → A) => ν.real {w j}) | |
| (map_observation_comp μ _ (hf.iterate ((0+j.val)*(k+g))) | |
| (word f p k) (word_measurable f hf.measurable p hp k)) | |
| rw [map_measureReal_apply ((word_measurable f hf.measurable p hp k).comp | |
| (hf.measurable.iterate _)) (measurableSet_singleton _), | |
| map_measureReal_apply (word_measurable f hf.measurable p hp k) (measurableSet_singleton _)] at hh | |
| exact hh | |
| let R : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n)) | |
| (fun w : Fin n → Fin k → A => ∏ j,mass μ (word f p k) (w j)) := { | |
| weight := r.weight | |
| nonneg := r.nonneg | |
| row := r.row | |
| col := fun w => (r.col w).trans (hw w) } | |
| exact ⟨R,hr⟩ | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open scoped BigOperators | |
| variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq B] | |
| noncomputable def productWeights (w : B → A → ℝ) (D : B → A) : ℝ := ∏ b,w b (D b) | |
| noncomputable def finiteExpectation {E : Type*} [Fintype E] (v : E → ℝ) (F : E → ℝ) : ℝ := | |
| ∑ x,v x*F x | |
| lemma productWeights_sum (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1) : | |
| ∑ D,productWeights w D=1 := by | |
| unfold productWeights | |
| rw [←Fintype.prod_sum] | |
| simp only [hw,Finset.prod_const_one] | |
| omit [Fintype A] [DecidableEq B] in | |
| lemma productWeights_nonneg (w : B → A → ℝ) (hw : ∀ b a,0≤w b a) (D : B → A) : | |
| 0≤productWeights w D := Finset.prod_nonneg (fun b _ => hw b (D b)) | |
| lemma expectation_product (w f : B → A → ℝ) : | |
| finiteExpectation (productWeights w) (fun D => ∏ b,f b (D b))= | |
| ∏ b,∑ a,w b a*f b a := by | |
| simp only [finiteExpectation,productWeights,←Finset.prod_mul_distrib] | |
| exact (Fintype.prod_sum (fun b a => w b a*f b a)).symm | |
| omit [Fintype A] in | |
| lemma product_one_coordinate (b : B) (f : A → ℝ) (D : B → A) : | |
| (∏ i,if i=b then f (D i) else 1)=f (D b) := by | |
| simp | |
| lemma expectation_coordinate (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1) | |
| (b : B) (f : A → ℝ) : | |
| finiteExpectation (productWeights w) (fun D => f (D b))=∑ a,w b a*f a := by | |
| have h := expectation_product w (fun i a => if i=b then f a else 1) | |
| simp only [product_one_coordinate] at h | |
| rw [h] | |
| have hh (i : B) : (∑ a,w i a*(if i=b then f a else 1))= | |
| if i=b then ∑ a,w b a*f a else 1 := by | |
| by_cases hi : i=b | |
| · subst i; simp | |
| · simp [hi,hw] | |
| simp_rw [hh] | |
| simp | |
| lemma expectation_distinct_coordinates (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1) | |
| (b c : B) (hbc : b≠c) (f g : A → ℝ) : | |
| finiteExpectation (productWeights w) (fun D => f (D b)*g (D c))= | |
| (∑ a,w b a*f a)*(∑ a,w c a*g a) := by | |
| have h := expectation_product w | |
| (fun i a => (if i=b then f a else 1)*(if i=c then g a else 1)) | |
| simp only [Finset.prod_mul_distrib,product_one_coordinate] at h | |
| rw [h] | |
| have hh (i : B) : (∑ a,w i a*((if i=b then f a else 1)*(if i=c then g a else 1)))= | |
| (if i=b then ∑ a,w b a*f a else 1)*(if i=c then ∑ a,w c a*g a else 1) := by | |
| by_cases hb : i=b | |
| · subst i; simp [hbc] | |
| · by_cases hc : i=c | |
| · subst i; simp [Ne.symm hbc] | |
| · simp [hb,hc,hw] | |
| simp_rw [hh] | |
| rw [Finset.prod_mul_distrib] | |
| simp | |
| section Linear | |
| variable {E I : Type*} [Fintype E] [Fintype I] (v : E → ℝ) | |
| lemma finiteExpectation_add (F G : E → ℝ) : | |
| finiteExpectation v (fun x => F x+G x)=finiteExpectation v F+finiteExpectation v G := by | |
| simp [finiteExpectation,mul_add,Finset.sum_add_distrib] | |
| lemma finiteExpectation_sub (F G : E → ℝ) : | |
| finiteExpectation v (fun x => F x-G x)=finiteExpectation v F-finiteExpectation v G := by | |
| simp [finiteExpectation,mul_sub,Finset.sum_sub_distrib] | |
| lemma finiteExpectation_const (c : ℝ) : finiteExpectation v (fun _ => c)=(∑ x,v x)*c := by | |
| simp [finiteExpectation,Finset.sum_mul] | |
| lemma finiteExpectation_smul (c : ℝ) (F : E → ℝ) : | |
| finiteExpectation v (fun x => c*F x)=c*finiteExpectation v F := by | |
| simp only [finiteExpectation,Finset.mul_sum] | |
| apply Finset.sum_congr rfl | |
| intro x _ | |
| ring | |
| lemma finiteExpectation_sum (F : I → E → ℝ) : | |
| finiteExpectation v (fun x => ∑ i,F i x)=∑ i,finiteExpectation v (F i) := by | |
| simp only [finiteExpectation,Finset.mul_sum] | |
| exact Finset.sum_comm | |
| lemma finiteExpectation_mono (hv : ∀ x,0≤v x) (F G : E → ℝ) (h : ∀ x,F x≤G x) : | |
| finiteExpectation v F≤finiteExpectation v G := | |
| Finset.sum_le_sum (fun x _ => mul_le_mul_of_nonneg_left (h x) (hv x)) | |
| end Linear | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open scoped BigOperators | |
| variable {A : Type*} [Fintype A] | |
| namespace MatrixCoupling | |
| variable {p q : A → ℝ} | |
| lemma symm_cost (r : MatrixCoupling p q) (d : A → A → ℝ) (hd : ∀ a b,d a b=d b a) : | |
| r.symm.cost d=r.cost d := by | |
| unfold cost symm | |
| rw [Finset.sum_comm] | |
| apply Finset.sum_congr rfl | |
| intro a _ | |
| apply Finset.sum_congr rfl | |
| intro b _ | |
| rw [hd] | |
| theorem exists_power (r : MatrixCoupling p q) (hp : ∑ a,p a=1) : | |
| ∀ n : ℕ,∃ R : MatrixCoupling (fun w : Fin n → A => ∏ j,p (w j)) | |
| (fun w : Fin n → A => ∏ j,q (w j)),R.cost nameCost=(n : ℝ)*r.cost symbolCost := by | |
| classical | |
| intro n | |
| induction n with | |
| | zero => | |
| let R : MatrixCoupling (fun w : Fin 0 → A => ∏ j,p (w j)) (fun w : Fin 0 → A => ∏ j,q (w j)) := { | |
| weight := fun _ _ => 1 | |
| nonneg := fun _ _ => zero_le_one | |
| row := fun _ => by simp | |
| col := fun _ => by simp } | |
| refine ⟨R,?_⟩ | |
| simp [cost,nameCost] | |
| | succ n ih => | |
| obtain ⟨R,hR⟩ := ih | |
| let S := r.product R | |
| let e : (A×(Fin n → A)) ≃ (Fin (n+1) → A) := Fin.consEquiv (fun _ => A) | |
| let t := S.reindex e.symm e.symm | |
| let T : MatrixCoupling (fun w : Fin (n+1) → A => ∏ j,p (w j)) | |
| (fun w : Fin (n+1) → A => ∏ j,q (w j)) := { | |
| weight := t.weight | |
| nonneg := t.nonneg | |
| row := fun w => (t.row w).trans (by exact (Fin.prod_univ_succ (fun j => p (w j))).symm) | |
| col := fun w => (t.col w).trans (by exact (Fin.prod_univ_succ (fun j => q (w j))).symm) } | |
| have he : (nameCost : (Fin (n+1) → A) → (Fin (n+1) → A) → ℝ)= | |
| (fun v w => symbolCost (e.symm v).1 (e.symm w).1+nameCost (e.symm v).2 (e.symm w).2) := by | |
| funext v w | |
| rw [nameCost,Fin.sum_univ_succ] | |
| rfl | |
| have hmass : (∑ w : Fin n → A,∏ j,p (w j))=1 := | |
| productWeights_sum (fun _ : Fin n => p) (fun _ => hp) | |
| refine ⟨T,?_⟩ | |
| change t.cost nameCost=_ | |
| rw [he,MatrixCoupling.reindex_cost S e.symm e.symm | |
| (fun a b : A×(Fin n → A) => symbolCost a.1 b.1+nameCost a.2 b.2)] | |
| rw [MatrixCoupling.product_cost r R hp hmass symbolCost nameCost,hR] | |
| push_cast | |
| ring | |
| end MatrixCoupling | |
| end HyperbolicCoding | |
| end | |
| section | |
| namespace HyperbolicCoding | |
| open MeasureTheory Set StandardMapEntropy.Entropy | |
| open scoped ENNReal BigOperators | |
| lemma symbolCost_comm {A : Type*} (a b : A) : symbolCost a b=symbolCost b a := by | |
| classical | |
| simp only [symbolCost,eq_comm] | |
| lemma nameCost_comm {A : Type*} {n : ℕ} (a b : Fin n → A) : nameCost a b=nameCost b a := by | |
| simp only [nameCost,symbolCost_comm] | |
| lemma coupling_of_observation_lawClose {X Y A : Type*} [MeasurableSpace X] [MeasurableSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| (p : X → A) (q : Y → A) (hp : Measurable p) (hq : Measurable q) {ε : ℝ} | |
| (h : LawClose (μ.map p) (ν.map q) ε) : | |
| ∃ R : MatrixCoupling (mass μ p) (mass ν q),R.cost symbolCost≤ε := by | |
| classical | |
| have : IsProbabilityMeasure (μ.map p) := inferInstance | |
| have : IsProbabilityMeasure (ν.map q) := inferInstance | |
| obtain ⟨r,hr,hrow,hcol,hcost⟩ := finite_coupling_of_lawClose (μ.map p) (ν.map q) h | |
| let R : MatrixCoupling (mass μ p) (mass ν q) := { | |
| weight := r | |
| nonneg := hr | |
| row := fun a => (hrow a).trans (map_measureReal_apply hp (measurableSet_singleton a)) | |
| col := fun a => (hcol a).trans (map_measureReal_apply hq (measurableSet_singleton a)) } | |
| exact ⟨R,hcost⟩ | |
| theorem chunk_process_transport {X Y A : Type*} | |
| [MeasurableSpace X] [StandardBorelSpace X] [MeasurableSpace Y] [StandardBorelSpace Y] | |
| [MeasurableSpace A] [Fintype A] [MeasurableSingletonClass A] [Nonempty A] | |
| (μ : Measure X) (ν : Measure Y) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| [NullSingletonClass μ] [NullSingletonClass ν] | |
| (f : X → X) (hf : MeasurePreserving f μ μ) (p : X → A) (hp : Measurable p) | |
| (T : Y → Y) (hT : MeasurePreserving T ν ν) (q : Y → A) (hq : Measurable q) | |
| (k g : ℕ) {εP εQ δ : ℝ} | |
| (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))) εP) | |
| (hQ : ∀ M : ℕ,LawClose | |
| (ν.map (fun x => (word T q M (T^[k+g] x),word T q k x))) | |
| ((ν.map (fun x => word T q M (T^[k+g] x))).prod (ν.map (word T q k))) εQ) | |
| (hlaw : LawClose (μ.map (word f p k)) (ν.map (word T q k)) δ) : | |
| ∀ n : ℕ,∃ R : MatrixCoupling (mass μ (finiteName (chunkObservation f p k g) 0 n)) | |
| (mass ν (finiteName (chunkObservation T q k g) 0 n)), | |
| R.cost nameCost≤(n : ℝ)*(εP+δ+εQ) := by | |
| intro n | |
| obtain ⟨RP,hRP⟩ := stationary_chunk_coupling μ f hf p hp k g hP n | |
| obtain ⟨RQ,hRQ⟩ := stationary_chunk_coupling ν T hT q hq k g hQ n | |
| obtain ⟨r,hr⟩ := coupling_of_observation_lawClose μ ν (word f p k) (word T q k) | |
| (word_measurable f hf.measurable p hp k) (word_measurable T hT.measurable q hq k) hlaw | |
| obtain ⟨S,hS⟩ := r.exists_power (by | |
| simp only [mass_sum μ (word f p k) (word_measurable f hf.measurable p hp k), | |
| measure_univ,ENNReal.toReal_one]) n | |
| 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 | |
| rw [hS] at h1 | |
| have h3 := mul_le_mul_of_nonneg_left hr (Nat.cast_nonneg n) | |
| nlinarith | |
| end HyperbolicCoding | |
| end | |
| end | |
| end OAI | |