import OAI.Analysis.FourierLLogL.Compress.Prefix /-! # Selecting conditional iid comparator -/ open Set Function Filter open scoped BigOperators noncomputable section namespace OAI namespace FourierLLogL.Compress open Real Law private lemma choose_slow {a : ℕ → ℝ} (ha : Monotone a) (h0 : ∀ j, 0 ≤ a j) {E : ℝ} (hE : 0 ≤ E) (T N m : ℕ) (hN : 0 < N) (hm : m ≤ N) (hT : 3*N ≤ T) (hh : ∑ j ∈ Finset.range T, a j ≤ E) : ∃ j, j < N ∧ a j ≤ E/N ∧ ∑ i ∈ Finset.range m, (a (j+i)-a j) ≤ m^2*E/(N:ℝ)^2 := by have hp : 0 < (N:ℝ) := by exact_mod_cast hN let D := E/N have hs (l : ℕ) (hl : l ≤ 2*N) : a l ≤ D := by have Hlt : ∑ j ∈ Finset.range (l+N), a j ≤ E := le_trans (Finset.sum_le_sum_of_subset_of_nonneg (Finset.range_mono (by omega)) (fun i _ _ => h0 i)) hh rw [Finset.sum_range_add] at Hlt have H : ∑ _ ∈ Finset.range N, a l ≤ ∑ i ∈ Finset.range N, a (l+i) := Finset.sum_le_sum fun i _ => ha (by omega : l ≤ l+i) simp only [Finset.sum_const,Finset.card_range,nsmul_eq_mul] at H apply (le_div_iff₀ hp).mpr have : 0 ≤ ∑ j ∈ Finset.range l, a j := Finset.sum_nonneg fun j _ => h0 j linarith have HD : 0 ≤ D := div_nonneg hE hp.le have hr (i : ℕ) (hi : i ≤ m) : ∑ j ∈ Finset.range N, (a (j+i)-a j) ≤ m*D := by have h1 := Finset.sum_range_add a N i have h2 := Finset.sum_range_add a i N have hcmp : ∑ j ∈ Finset.range i, a (N+j) ≤ ∑ j ∈ Finset.range i, D := by apply Finset.sum_le_sum intro j hj apply hs; rw [Finset.mem_range] at hj; omega simp only [Finset.sum_const,Finset.card_range,nsmul_eq_mul] at hcmp have hl : 0 ≤ ∑ j ∈ Finset.range i, a j := Finset.sum_nonneg fun j _ => h0 j have hle : (i:ℝ)*D ≤ (m:ℝ)*D := by gcongr rw [show i+N=N+i by omega] at h2 simp_rw [show ∀ j, j+i=i+j from fun j => add_comm _ _, Finset.sum_sub_distrib] linarith let f j := ∑ i ∈ Finset.range m, (a (j+i)-a j) have hAvg : ∑ j ∈ Finset.range N, f j ≤ ∑ i ∈ Finset.range N, ((m:ℝ)^2*E/(N:ℝ)^2) := by unfold f rw [Finset.sum_comm] calc _ ≤ ∑ i ∈ Finset.range m, ((m:ℝ)*D) := Finset.sum_le_sum fun i hi => hr i (Finset.mem_range.mp hi).le _ = _ := by simp only [Finset.sum_const,Finset.card_range,nsmul_eq_mul,D]; field_simp by_contra! hy apply (not_lt_of_ge hAvg) refine Finset.sum_lt_sum_of_nonempty ⟨0,Finset.mem_range.mpr hN⟩ (fun j hj => ?_) have hj := Finset.mem_range.mp hj exact hy _ hj (hs _ (by omega)) variable {α G Ω : Type} [Fintype α] [Fintype G] [Fintype Ω] [AddCommGroup G] omit [AddCommGroup G] in private lemma choose3 (P : Law Ω) (a b c : Ω → ℝ) (ha : ∀ x, 0 ≤ a x) (hb : ∀ x, 0 ≤ b x) (hc : ∀ x, 0 ≤ c x) (A B C : ℝ) (hA : 0 < A) (hB : 0 < B) (hC : 0 < C) (h1 : P.Ex a ≤ A) (h2 : P.Ex b ≤ B) (h3 : P.Ex c ≤ C) : ∃ x, 0 < P x ∧ a x ≤ 3*A ∧ b x ≤ 3*B ∧ c x ≤ 3*C := by obtain ⟨x,hx,hh⟩ := P.exists_le_Ex fun x => a x*A⁻¹+b x*B⁻¹+c x*C⁻¹ have H : a x/A+b x/B+c x/C ≤ 3 := by simp_rw [Ex_add,Ex_mul, ← div_eq_mul_inv] at hh linarith [(div_le_one hA).mpr h1,(div_le_one hB).mpr h2,(div_le_one hC).mpr h3] have hI := div_nonneg (ha x) hA.le have hJ := div_nonneg (hb x) hB.le have hK := div_nonneg (hc x) hC.le exact ⟨x,hx,(div_le_iff₀ hA).mp (by linarith),(div_le_iff₀ hB).mp (by linarith),(div_le_iff₀ hC).mp (by linarith)⟩ lemma kl_covered {ι : Type} [Fintype ι] [DecidableEq ι] (P : Law Ω) (X : Ω → ι → α) (q : Law α) (h : ∀ i, P.send (fun a => X a i) = q) : covered P X q := by intro a ha i rw [← h i] exact P.send_pos (fun a => X a i) ha def iid (p : Law α) (n : ℕ) := pack (fun _ : Fin n => p) theorem select_context (tag : α → G) (c : G → ℝ) (hc : ∀ x, 0 ≤ c x) (T N m : ℕ) (hm0 : 0 < m) (hm : m ≤ N) (hT : 3*N ≤ T) (E : ℝ) (hE : 0 < E) [Nonempty α] (h : ∀ p : Law α, exp (-E) ≤ heatMoment (Fin T) p tag c) : ∃ (p : Law α) (Ψ : Law (WordSample N α G)), exch Ψ ∧ (∀ i : Fin N, Ψ.send (fun a => a.1 i) = p) ∧ log (Fintype.card α) - p.entropy ≤ 3*(E/N) ∧ bill tag c p Ψ Prod.fst Prod.snd ≤ 3*E ∧ tv (Ψ.send (prefixB Prod.fst m hm)) (iid p m) ≤ 2*m*√E/N := by obtain ⟨P,hp,hx,hu⟩ := noisy_symm tag c E h let X : WordSample T α G → Letters T α := Prod.fst let L := log (Fintype.card α) let a j := L-rateH P X j have h0 : 0 < N := by omega have h1 (j : ℕ) : 0 ≤ a j := sub_nonneg.mpr (rate_bdd P X j) let u := uniform α have hcov : covered P X u := kl_covered P X u hu have heq : ∑ j ∈ Finset.range T, a j ≤ E := by have H := kl_le_bill hcov tag c hc Prod.snd dsimp only [a,L] rw [sum_deficit] exact le_trans (le_trans (le_add_of_nonneg_right (P.Ex_nonneg fun x => hc (x.2))) H) hp obtain ⟨j,hj,hb,hj'⟩ := choose_slow (a:=a) (fun x y hh => sub_le_sub_left (rate_antitone hx hh) _) h1 hE.le T N m h0 hm hT heq let W := prefixB X j (by omega) let V := readBlock X j N (by omega) let Y := readBlock X j m (by omega) let R (w) := P.after W w let H := readLetter X j (by omega) let ν (w) := (R w).send H let Pw := P.send W let b (w) := L-(ν w).entropy let k (w) := bill tag c u (R w) V Prod.snd let d (w) := kl ((R w).send Y) (pack (fun _ : Fin m => ν w)) have Hb (w : Letters j α) : 0 ≤ b w := sub_nonneg.mpr (entropy_le_log_card _) have Hk (w : Letters j α) : 0 ≤ k w := by apply bill_nonneg _ tag c hc intro a _ _ rw [uniform_apply] positivity have hv (w) (i : Fin m) : (R w).send (fun x => Y x i) = ν w := conditional_block_marg hx (j:=j) (m:=m) (by omega) w i have hv' (w) (i : Fin N) : (R w).send (fun x => V x i) = ν w := conditional_block_marg hx (j:=j) (m:=N) (by omega) w i have Hd (w : Letters j α) : 0 ≤ d w := kl_nonneg (covered_pack (kl_covered _ _ _ (hv w))) have Hm' : (0:ℝ) < m := by exact_mod_cast hm0 have HN : (0:ℝ) < N := by exact_mod_cast h0 have H1 : Pw.Ex b ≤ E/N := by unfold b ν Pw rw [Ex_sub,Ex_const] exact le_trans (le_of_eq (by dsimp only [a] rw [rate_lt P X (show j (V x,x.2)) have hmx := conditional_block_exch hx (j:=j) (m:=N) (by omega) w refine ⟨ν w,Ψ,hmx,fun i => ?_,h1,?_,?_⟩ · dsimp only [Ψ] rw [send_send]; exact hv' w i · dsimp only [Ψ] rw [bill_send] exact (bill_change (covered_subfamily (covered_after hcov W w hw) (offset j N (by omega))) tag c Prod.snd (ν w) (hv' w)).trans h2 · have hh : Ψ.send (prefixB Prod.fst m hm) = (R w).send Y := by unfold Ψ; rw [send_send, show Y = _ from block_cut X j N m (by omega) hm]; rfl rw [hh] let v := tv ((R w).send Y) (iid (ν w) m) have ht : v^2 ≤ 3*((m:ℝ)^2*E/N^2) := (tv_sq_le_kl (covered_pack (kl_covered _ _ _ (hv w)))).trans h3 have h4 : 3*((m:ℝ)^2*E/N^2) ≤ (2*m*√E/N)^2 := by rw [div_pow,mul_pow,mul_pow, sq_sqrt hE.le] have H := pow_pos HN 2 field_simp; nlinarith change v ≤ _ nlinarith [ht.trans h4,sqrt_nonneg E,show 0 ≤ 2*m*√E/N by positivity] end FourierLLogL.Compress end OAI