import OAI.Combinatorics.GraphThreshold.Basic import Mathlib.Algebra.Order.BigOperators.Group.Finset import Mathlib.Algebra.Order.BigOperators.Ring.Finset import Mathlib.Algebra.BigOperators.Group.Finset.Piecewise import Mathlib.Algebra.BigOperators.GroupWithZero.Finset import Mathlib.Data.Fintype.BigOperators import Mathlib.Data.Fintype.Pi import Mathlib.Tactic.Linarith import Mathlib.Tactic.Ring namespace OAI open scoped BigOperators noncomputable section attribute [local instance] Classical.propDecidable namespace LeanBlast.SecondKahnKalai namespace FiniteLaw variable {Ω Γ : Type*} [Fintype Ω] [Fintype Γ] @[simp] theorem expectation_const (μ : FiniteLaw Ω) (c : ℝ) : μ.expectation (fun _ => c) = c := by rw [expectation, ← Finset.sum_mul, μ.total, one_mul] theorem expectation_add (μ : FiniteLaw Ω) (f g : Ω → ℝ) : μ.expectation (fun ω => f ω + g ω) = μ.expectation f + μ.expectation g := by simp [expectation, mul_add, Finset.sum_add_distrib] theorem expectation_sub (μ : FiniteLaw Ω) (f g : Ω → ℝ) : μ.expectation (fun ω => f ω - g ω) = μ.expectation f - μ.expectation g := by simp [expectation, mul_sub, Finset.sum_sub_distrib] theorem expectation_smul (μ : FiniteLaw Ω) (c : ℝ) (f : Ω → ℝ) : μ.expectation (fun ω => c * f ω) = c * μ.expectation f := by simp [expectation, Finset.mul_sum, mul_left_comm] theorem expectation_sum {ι : Type*} [Fintype ι] (μ : FiniteLaw Ω) (f : ι → Ω → ℝ) : μ.expectation (fun ω => ∑ i, f i ω) = ∑ i, μ.expectation (f i) := by simp only [expectation, Finset.mul_sum] exact Finset.sum_comm theorem expectation_nonneg (μ : FiniteLaw Ω) {f : Ω → ℝ} (hf : ∀ ω, 0 ≤ f ω) : 0 ≤ μ.expectation f := Finset.sum_nonneg fun ω _ => mul_nonneg (μ.nonneg ω) (hf ω) theorem expectation_mono (μ : FiniteLaw Ω) {f g : Ω → ℝ} (hfg : ∀ ω, f ω ≤ g ω) : μ.expectation f ≤ μ.expectation g := Finset.sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (hfg ω) (μ.nonneg ω) theorem prob_eq_expectation (μ : FiniteLaw Ω) (P : Ω → Prop) : μ.prob P = μ.expectation (fun ω => if P ω then 1 else 0) := by classical simp [prob, expectation, mul_ite] @[simp] theorem prob_true (μ : FiniteLaw Ω) : μ.prob (fun _ => True) = 1 := by simp [prob, μ.total] @[simp] theorem prob_false (μ : FiniteLaw Ω) : μ.prob (fun _ => False) = 0 := by simp [prob] theorem prob_nonneg (μ : FiniteLaw Ω) (P : Ω → Prop) : 0 ≤ μ.prob P := by classical exact Finset.sum_nonneg fun ω _ => by split_ifs <;> simp [μ.nonneg] theorem prob_mono (μ : FiniteLaw Ω) {P Q : Ω → Prop} (hPQ : ∀ ω, P ω → Q ω) : μ.prob P ≤ μ.prob Q := by classical apply Finset.sum_le_sum intro ω _ by_cases hp : P ω · simp [hp, hPQ ω hp] · by_cases hq : Q ω <;> simp [hp, hq, μ.nonneg ω] theorem prob_le_one (μ : FiniteLaw Ω) (P : Ω → Prop) : μ.prob P ≤ 1 := by simpa using μ.prob_mono (Q := fun _ => True) (fun _ _ => trivial) theorem prob_compl (μ : FiniteLaw Ω) (P : Ω → Prop) : μ.prob (fun ω => ¬ P ω) = 1 - μ.prob P := by classical have h : μ.prob P + μ.prob (fun ω => ¬ P ω) = 1 := by rw [prob, prob, ← Finset.sum_add_distrib, ← μ.total] apply Finset.sum_congr rfl intro ω _ by_cases hp : P ω <;> simp [hp] linarith theorem prob_union_le (μ : FiniteLaw Ω) (P Q : Ω → Prop) : μ.prob (fun ω => P ω ∨ Q ω) ≤ μ.prob P + μ.prob Q := by classical rw [prob, prob, prob, ← Finset.sum_add_distrib] apply Finset.sum_le_sum intro ω _ by_cases hp : P ω <;> by_cases hq : Q ω <;> simp [hp, hq, μ.nonneg] theorem prob_le_expectation (μ : FiniteLaw Ω) (P : Ω → Prop) (f : Ω → ℝ) (hf : ∀ ω, 0 ≤ f ω) (hP : ∀ ω, P ω → 1 ≤ f ω) : μ.prob P ≤ μ.expectation f := by classical rw [prob_eq_expectation] apply μ.expectation_mono intro ω by_cases hp : P ω · simpa [hp] using hP ω hp · simpa [hp] using hf ω theorem prob_ge_le_expectation_div (μ : FiniteLaw Ω) (f : Ω → ℝ) (hf : ∀ ω, 0 ≤ f ω) {t : ℝ} (ht : 0 < t) : μ.prob (fun ω => t ≤ f ω) ≤ μ.expectation f / t := by have h := μ.prob_le_expectation (fun ω => t ≤ f ω) (fun ω => t⁻¹ * f ω) (fun ω => mul_nonneg (inv_nonneg.mpr ht.le) (hf ω)) (fun ω hω => by simpa [ht.ne'] using mul_le_mul_of_nonneg_left hω (inv_nonneg.mpr ht.le)) rw [expectation_smul] at h simpa [div_eq_mul_inv, mul_comm] using h def prod (μ : FiniteLaw Ω) (ν : FiniteLaw Γ) : FiniteLaw (Ω × Γ) where weight ω := μ.weight ω.1 * ν.weight ω.2 nonneg ω := mul_nonneg (μ.nonneg _) (ν.nonneg _) total := by simp only [Fintype.sum_prod_type, ← Finset.mul_sum, ν.total, mul_one, μ.total] @[simp] theorem prod_weight (μ : FiniteLaw Ω) (ν : FiniteLaw Γ) (ω : Ω) (γ : Γ) : (μ.prod ν).weight (ω, γ) = μ.weight ω * ν.weight γ := rfl theorem expectation_prod (μ : FiniteLaw Ω) (ν : FiniteLaw Γ) (f : Ω × Γ → ℝ) : (μ.prod ν).expectation f = μ.expectation (fun ω => ν.expectation (fun γ => f (ω, γ))) := by simp [expectation, prod, Fintype.sum_prod_type, Finset.mul_sum, mul_assoc] theorem prod_isPositive (μ : FiniteLaw Ω) (ν : FiniteLaw Γ) (hμ : μ.IsPositive) (hν : ν.IsPositive) : (μ.prod ν).IsPositive := fun ω => mul_pos (hμ ω.1) (hν ω.2) def pi {ι : Type*} [Fintype ι] [DecidableEq ι] {A : ι → Type*} [∀ i, Fintype (A i)] (μ : ∀ i, FiniteLaw (A i)) : FiniteLaw (∀ i, A i) := by classical exact { weight := fun ω => ∏ i, (μ i).weight (ω i) nonneg := fun ω => Finset.prod_nonneg fun i _ => (μ i).nonneg (ω i) total := by rw [← Fintype.prod_sum (fun i a => (μ i).weight a)] simp_rw [(μ _).total] simp } @[simp] theorem pi_weight {ι : Type*} [Fintype ι] [DecidableEq ι] {A : ι → Type*} [∀ i, Fintype (A i)] (μ : ∀ i, FiniteLaw (A i)) (ω : ∀ i, A i) : (pi μ).weight ω = ∏ i, (μ i).weight (ω i) := rfl def iid (μ : FiniteLaw Ω) (n : ℕ) : FiniteLaw (Fin n → Ω) := pi (fun _ : Fin n => μ) @[simp] theorem iid_weight (μ : FiniteLaw Ω) (n : ℕ) (ω : Fin n → Ω) : (iid μ n).weight ω = ∏ i, μ.weight (ω i) := rfl def uniform (Ω : Type*) [Fintype Ω] [Nonempty Ω] : FiniteLaw Ω where weight _ := (Fintype.card Ω : ℝ)⁻¹ nonneg _ := inv_nonneg.mpr (Nat.cast_nonneg _) total := by have hN : (Fintype.card Ω : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero simp [hN] theorem uniform_isPositive (Ω : Type*) [Fintype Ω] [Nonempty Ω] : (uniform Ω).IsPositive := fun _ => inv_pos.mpr (Nat.cast_pos.mpr Fintype.card_pos) theorem uniform_prob (Ω : Type*) [Fintype Ω] [Nonempty Ω] (P : Ω → Prop) : (uniform Ω).prob P = ((Finset.univ.filter P).card : ℝ) / Fintype.card Ω := by simp [prob, uniform, ← Finset.sum_filter, div_eq_mul_inv] end FiniteLaw variable {X : Type*} [Fintype X] [DecidableEq X] def finsetBoolEquiv : Finset X ≃ (X → Bool) where toFun W x := decide (x ∈ W) invFun b := Finset.univ.filter fun x => b x = true left_inv W := by ext x; simp right_inv b := by funext x cases hb : b x <;> simp [hb] theorem sum_finset_product (f : X → Bool → ℝ) : (∑ W : Finset X, ∏ x, f x (decide (x ∈ W))) = ∏ x, (f x true + f x false) := by calc (∑ W : Finset X, ∏ x, f x (decide (x ∈ W))) = ∑ b : X → Bool, ∏ x, f x (b x) := (finsetBoolEquiv (X := X)).sum_comp (fun b => ∏ x, f x (b x)) _ = _ := by rw [← Fintype.prod_sum f]; simp only [Fintype.sum_bool] theorem bernoulliExpectation_product (p : ℝ) (f : X → Bool → ℝ) : bernoulliExpectation p (fun W => ∏ x, f x (decide (x ∈ W))) = ∏ x, (p * f x true + (1 - p) * f x false) := by unfold bernoulliExpectation bernoulliWeight simp_rw [← Finset.prod_mul_distrib] simpa using sum_finset_product (fun x b => (if b then p else 1 - p) * f x b) theorem bernoulliWeight_nonneg {p : ℝ} (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (W : Finset X) : 0 ≤ bernoulliWeight p W := by apply Finset.prod_nonneg intro x _ split_ifs <;> linarith theorem bernoulliWeight_pos {p : ℝ} (hp0 : 0 < p) (hp1 : p < 1) (W : Finset X) : 0 < bernoulliWeight p W := by apply Finset.prod_pos intro x _ split_ifs <;> linarith theorem bernoulliWeight_sum (p : ℝ) : ∑ W : Finset X, bernoulliWeight p W = 1 := by have hp : p + (1 - p) = 1 := by ring simpa [bernoulliExpectation, hp] using bernoulliExpectation_product p (fun (_ : X) (_ : Bool) => 1) def bernoulliLaw (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : FiniteLaw (Finset X) where weight := bernoulliWeight p nonneg := bernoulliWeight_nonneg hp0 hp1 total := bernoulliWeight_sum p @[simp] theorem bernoulliLaw_weight (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (W : Finset X) : (bernoulliLaw p hp0 hp1).weight W = bernoulliWeight p W := rfl @[simp] theorem bernoulliLaw_expectation (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (f : Finset X → ℝ) : (bernoulliLaw p hp0 hp1).expectation f = bernoulliExpectation p f := rfl @[simp] theorem bernoulliLaw_prob (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (P : Finset X → Prop) : (bernoulliLaw p hp0 hp1).prob P = bernoulliProbability p P := rfl theorem bernoulliProbability_eq_expectation (p : ℝ) (P : Finset X → Prop) : bernoulliProbability p P = bernoulliExpectation p (fun W => if P W then 1 else 0) := by classical simp [bernoulliProbability, bernoulliExpectation, mul_ite] theorem subset_indicator_product (A W : Finset X) : (if A ⊆ W then (1 : ℝ) else 0) = ∏ x, (if x ∈ A then (if x ∈ W then (1 : ℝ) else 0) else 1) := by rw [Fintype.prod_ite_mem, Finset.prod_boole] rfl theorem bernoulliProbability_subset (p : ℝ) (A : Finset X) : bernoulliProbability p (fun W => A ⊆ W) = p ^ A.card := by trans bernoulliExpectation p (fun W => ∏ x, (if x ∈ A then (if x ∈ W then (1 : ℝ) else 0) else 1)) · unfold bernoulliProbability bernoulliExpectation apply Finset.sum_congr rfl intro W _ dsimp only by_cases hs : A ⊆ W · have hh := (subset_indicator_product A W).symm simp only [ite_eq_left hs] at hh rw [hh] simp [hs] · have hh := (subset_indicator_product A W).symm simp only [ite_eq_right hs] at hh rw [hh] simp [hs] calc bernoulliExpectation p (fun W => ∏ x, (if x ∈ A then (if x ∈ W then (1 : ℝ) else 0) else 1)) = ∏ x, (p * (if x ∈ A then (1 : ℝ) else 1) + (1 - p) * (if x ∈ A then (0 : ℝ) else 1)) := by simpa only [decide_eq_true_eq, Bool.true_eq, ite_true, Bool.false_eq_true, ite_false] using bernoulliExpectation_product p (fun x b => if x ∈ A then (if b then (1 : ℝ) else 0) else 1) _ = ∏ x, (if x ∈ A then p else 1) := by apply Finset.prod_congr rfl intro x _ by_cases hx : x ∈ A <;> simp [hx] _ = p ^ A.card := by rw [Fintype.prod_ite_mem]; simp end LeanBlast.SecondKahnKalai end end OAI