import OAI.Combinatorics.LowSpaceSubsetSum.Counting.SurvivalLayout namespace OAI /-! # Finite dependent sampling kernels A dependent second draw uses its own normalized mass in each first-draw fiber. In particular, this construction does not replace sequential uniform draws with the generally different uniform law on their sigma type. -/ namespace LowSpaceSubsetSum open scoped BigOperators universe u v structure FiniteLaw (Ω : Type u) [Fintype Ω] where mass : Ω → ℝ nonneg : ∀ ω, 0 ≤ mass ω total : ∑ ω, mass ω = 1 namespace FiniteLaw variable {Ω : Type u} [Fintype Ω] noncomputable def probability (μ : FiniteLaw Ω) (P : Ω → Prop) : ℝ := by classical exact ∑ ω, if P ω then μ.mass ω else 0 theorem probability_nonneg (μ : FiniteLaw Ω) (P : Ω → Prop) : 0 ≤ μ.probability P := by classical apply Finset.sum_nonneg intro ω _ by_cases h : P ω · simpa only [h, ↓reduceIte] using μ.nonneg ω · simp only [h, ↓reduceIte, le_refl] theorem probability_true (μ : FiniteLaw Ω) : μ.probability (fun _ => True) = 1 := by classical simpa only [probability, ↓reduceIte] using μ.total theorem probability_mono (μ : FiniteLaw Ω) {P Q : Ω → Prop} (h : ∀ ω, P ω → Q ω) : μ.probability P ≤ μ.probability Q := by classical apply Finset.sum_le_sum intro ω _ by_cases hp : P ω · simp only [hp, h ω hp, ↓reduceIte, le_refl] · simp only [hp, ↓reduceIte] by_cases hq : Q ω · simpa only [hq, ↓reduceIte] using μ.nonneg ω · simp only [hq, ↓reduceIte, le_refl] theorem probability_le_one (μ : FiniteLaw Ω) (P : Ω → Prop) : μ.probability P ≤ 1 := by rw [← μ.probability_true] exact μ.probability_mono (fun _ _ => trivial) theorem probability_compl (μ : FiniteLaw Ω) (P : Ω → Prop) : μ.probability (fun ω => ¬P ω) = 1 - μ.probability P := by classical have h : μ.probability (fun ω => ¬P ω) + μ.probability P = 1 := by rw [probability, probability, ← Finset.sum_add_distrib, ← μ.total] apply Finset.sum_congr rfl intro ω _ by_cases hp : P ω <;> simp [hp] linarith noncomputable def uniform [Nonempty Ω] : FiniteLaw Ω where mass _ := 1 / Fintype.card Ω nonneg _ := by positivity total := by have h : (Fintype.card Ω : ℝ) ≠ 0 := by exact_mod_cast Fintype.card_ne_zero simp [h] theorem uniform_probability [Nonempty Ω] (P : Ω → Prop) : (uniform : FiniteLaw Ω).probability P = finiteUniformProbability P := by classical rw [finiteUniformProbability_eq_indicator_mean, probability, Finset.sum_div] simp only [uniform, ite_div, one_div, zero_div] /-- The output retains the preceding draw, making its dependence explicit. -/ noncomputable def bind (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) : FiniteLaw (Σ ω, Ψ ω) where mass z := μ.mass z.1 * (K z.1).mass z.2 nonneg z := mul_nonneg (μ.nonneg _) ((K _).nonneg _) total := by rw [Fintype.sum_sigma] simp_rw [← Finset.mul_sum, (K _).total, mul_one] exact μ.total theorem bind_probability (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) (P : (Σ ω, Ψ ω) → Prop) : (μ.bind Ψ K).probability P = ∑ ω, μ.mass ω * (K ω).probability (fun y => P ⟨ω, y⟩) := by classical simp only [probability, bind, Fintype.sum_sigma, Finset.mul_sum, mul_ite, mul_zero] theorem bind_first_probability (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) (P : Ω → Prop) : (μ.bind Ψ K).probability (fun z => P z.1) = μ.probability P := by classical rw [bind_probability, probability] apply Finset.sum_congr rfl intro ω _ by_cases hp : P ω · simp only [probability, hp, ↓reduceIte, (K ω).total, mul_one] · simp [probability, hp] theorem bind_good_lower (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) (P : Ω → Prop) (Q : ∀ ω, Ψ ω → Prop) {p q : ℝ} (hq : 0 ≤ q) (hp : p ≤ μ.probability P) (hQ : ∀ ω, P ω → q ≤ (K ω).probability (Q ω)) : p * q ≤ (μ.bind Ψ K).probability (fun z => P z.1 ∧ Q z.1 z.2) := by classical apply (mul_le_mul_of_nonneg_right hp hq).trans rw [bind_probability, probability, Finset.sum_mul] apply Finset.sum_le_sum intro ω _ by_cases hP : P ω · simpa only [hP, ↓reduceIte, true_and] using mul_le_mul_of_nonneg_left (hQ ω hP) (μ.nonneg ω) · simp [hP, probability] theorem probability_inter_ge_sub (μ : FiniteLaw Ω) (P Q : Ω → Prop) : μ.probability P - μ.probability (fun ω => ¬Q ω) ≤ μ.probability (fun ω => P ω ∧ Q ω) := by classical have h : μ.probability P ≤ μ.probability (fun ω => P ω ∧ Q ω) + μ.probability (fun ω => ¬Q ω) := by rw [probability, probability, probability, ← 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 ω] linarith theorem probability_eq (μ : FiniteLaw Ω) (ω : Ω) : μ.probability (fun x => x = ω) = μ.mass ω := by classical simp [probability] /-- Conditioning on one retained history leaves exactly its prescribed next-draw law. The formula is valid even when that history has zero mass. -/ theorem bind_point_probability (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) (Q : ∀ ω, Ψ ω → Prop) (ω : Ω) : (μ.bind Ψ K).probability (fun z => z.1 = ω ∧ Q z.1 z.2) = μ.mass ω * (K ω).probability (Q ω) := by classical rw [bind_probability] rw [Finset.sum_eq_single ω] · simp only [true_and] · intro x _ hx simp [hx, probability] · simp theorem bind_conditional_probability (μ : FiniteLaw Ω) (Ψ : Ω → Type v) [∀ ω, Fintype (Ψ ω)] (K : ∀ ω, FiniteLaw (Ψ ω)) (Q : ∀ ω, Ψ ω → Prop) (ω : Ω) (hω : μ.mass ω ≠ 0) : (μ.bind Ψ K).probability (fun z => z.1 = ω ∧ Q z.1 z.2) / μ.probability (fun x => x = ω) = (K ω).probability (Q ω) := by rw [bind_point_probability, probability_eq] exact mul_div_cancel_left₀ _ hω end FiniteLaw end LowSpaceSubsetSum end OAI