import Mathlib import OAI.Combinatorics.IndependentSets.Repetition.Finite namespace OAI namespace IndependentSetsGames.Foundations.Information open scoped BigOperators variable {α : Type*} [Fintype α] theorem normalize_isProbability (b : α → ℝ) (hb : ∀ a, 0 ≤ b a) {B : ℝ} (hB : 0 < B) (hmass : ∑ a, b a = B) : IsProbability (fun a => b a / B) := by constructor · intro a exact div_nonneg (hb a) hB.le · simp only [div_eq_mul_inv, ← Finset.sum_mul, hmass, mul_inv_cancel₀ hB.ne'] theorem relativeEntropy_normalize_right (p b : α → ℝ) (hp : IsProbability p) (hs : SupportedBy p b) {B : ℝ} (hB : 0 < B) : relativeEntropy p (fun a => b a / B) = relativeEntropy p b + Real.log B := by have hpoint : ∀ a, p a * Real.log (p a / (b a / B)) = p a * Real.log (p a / b a) + p a * Real.log B := by intro a by_cases hpa : p a = 0 · simp [hpa] have hbne := hs a hpa rw [Real.log_div hpa (div_ne_zero hbne hB.ne'), Real.log_div hbne hB.ne', Real.log_div hpa hbne] ring simp only [relativeEntropy, hpoint, Finset.sum_add_distrib, ← Finset.sum_mul, hp.2, one_mul] theorem neg_relativeEntropy_le_log_mass (p b : α → ℝ) (hp : IsProbability p) (hb : ∀ a, 0 ≤ b a) (hs : SupportedBy p b) {B : ℝ} (hB : 0 < B) (hmass : ∑ a, b a = B) : -relativeEntropy p b ≤ Real.log B := by have hs' : SupportedBy p (fun a => b a / B) := fun a ha => div_ne_zero (hs a ha) hB.ne' have hnonneg := relativeEntropy_nonneg p (fun a => b a / B) hp (normalize_isProbability b hb hB hmass) hs' rw [relativeEntropy_normalize_right p b hp hs hB] at hnonneg linarith theorem posterior_weighted_log_inverse_le (p b c : α → ℝ) (hp : IsProbability p) (hb : ∀ a, 0 ≤ b a) {z B : ℝ} (hz : 0 < z) (hB : 0 < B) (hmass : ∑ a, b a = B) (hpost : ∀ a, p a = b a * c a / z) : (∑ a, p a * Real.log (1 / c a)) ≤ Real.log (B / z) := by have hs : SupportedBy p b := by intro a ha hba apply ha rw [hpost, hba, zero_mul, zero_div] have hpoint : ∀ a, p a * Real.log (1 / c a) = p a * Real.log (1 / z) - p a * Real.log (p a / b a) := by intro a by_cases hpa : p a = 0 · simp [hpa] have hbne := hs a hpa have hcne : c a ≠ 0 := by intro hca apply hpa rw [hpost, hca, mul_zero, zero_div] have hratio : p a / b a = c a / z := by rw [hpost] field_simp [hbne, hz.ne'] rw [hratio, Real.log_div hcne hz.ne', Real.log_div one_ne_zero hcne, Real.log_div one_ne_zero hz.ne', Real.log_one] ring have hid : (∑ a, p a * Real.log (1 / c a)) = Real.log (1 / z) - relativeEntropy p b := by simp only [hpoint, Finset.sum_sub_distrib, ← Finset.sum_mul, hp.2, one_mul, relativeEntropy] have hkl := neg_relativeEntropy_le_log_mass p b hp hb hs hB hmass rw [hid, Real.log_div hB.ne' hz.ne', Real.log_div one_ne_zero hz.ne', Real.log_one] linarith end IndependentSetsGames.Foundations.Information end OAI