import OAI.Combinatorics.PerfectMatching.Simplex namespace OAI /-! Finite pushforwards and couplings with a prescribed common marginal. -/ noncomputable section open scoped BigOperators Topology open Filter namespace MatchingEntropy /-- Finite pushforward weights. -/ def fiberMass {A C : Type*} [Fintype A] [DecidableEq C] (p : A → ℝ) (f : A → C) (c : C) : ℝ := ∑ a, if f a = c then p a else 0 theorem fiberMass_nonneg {A C : Type*} [Fintype A] [DecidableEq C] {p : A → ℝ} (hp : ∀ a, 0 ≤ p a) (f : A → C) (c : C) : 0 ≤ fiberMass p f c := by apply Finset.sum_nonneg intro a _ split <;> simp_all theorem le_fiberMass_self {A C : Type*} [Fintype A] [DecidableEq C] {p : A → ℝ} (hp : ∀ a, 0 ≤ p a) (f : A → C) (a : A) : p a ≤ fiberMass p f (f a) := by have h := Finset.single_le_sum (s := Finset.univ) (a := a) (f := fun b => if f b = f a then p b else 0) (by intro b _; split <;> simp_all) (Finset.mem_univ a) simpa only [fiberMass, ite_true] using h /-- The explicit cut-choice coupling. Only equal choices receive mass. -/ def jointLaw {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] (p : A → ℝ) (q : B → ℝ) (f : A → C) (g : B → C) (z : A × B) : ℝ := if f z.1 = g z.2 then p z.1*q z.2 / fiberMass p f (f z.1) else 0 theorem jointLaw_nonneg {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : ∀ a, 0 ≤ p a) (hq : ∀ b, 0 ≤ q b) (f : A → C) (g : B → C) (z : A × B) : 0 ≤ jointLaw p q f g z := by unfold jointLaw split · exact div_nonneg (mul_nonneg (hp _) (hq _)) (fiberMass_nonneg hp f _) · rfl theorem jointLaw_first {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : ∀ a, 0 ≤ p a) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (a : A) : (∑ b, jointLaw p q f g (a,b)) = p a := by have heq : ∀ b, jointLaw p q f g (a,b) = (p a / fiberMass p f (f a)) * (if g b=f a then q b else 0) := by intro b by_cases h : f a=g b · simp only [jointLaw, h, ite_true] ring · simp [jointLaw, h, Ne.symm h] simp_rw [heq] rw [← Finset.mul_sum] change p a / fiberMass p f (f a) * fiberMass q g (f a) = p a rw [← hcompat] by_cases hz : fiberMass p f (f a) = 0 · have ha : p a = 0 := le_antisymm (by simpa [hz] using le_fiberMass_self hp f a) (hp a) simp [ha] · exact div_mul_cancel₀ _ hz theorem jointLaw_second {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hq : ∀ b, 0 ≤ q b) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (b : B) : (∑ a, jointLaw p q f g (a,b)) = q b := by have heq : ∀ a, jointLaw p q f g (a,b) = (q b / fiberMass q g (g b)) * (if f a=g b then p a else 0) := by intro a by_cases h : f a=g b · simp only [jointLaw, h, ite_true, ← hcompat] ring · simp [jointLaw, h] simp_rw [heq] rw [← Finset.mul_sum] change q b / fiberMass q g (g b) * fiberMass p f (g b) = q b rw [hcompat] by_cases hz : fiberMass q g (g b) = 0 · have hb : q b = 0 := le_antisymm (by simpa [hz] using le_fiberMass_self hq g b) (hq b) simp [hb] · exact div_mul_cancel₀ _ hz theorem jointLaw_mem_simplex {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : p ∈ probabilitySimplex A) (hq : q ∈ probabilitySimplex B) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) : jointLaw p q f g ∈ probabilitySimplex (A × B) := by refine ⟨jointLaw_nonneg hp.1 hq.1 f g, ?_⟩ rw [Fintype.sum_prod_type] simp_rw [jointLaw_first hp.1 f g hcompat] exact hp.2 theorem sum_subtype_supported {A : Type*} [Fintype A] (P : A → Prop) [DecidablePred P] (w : A → ℝ) (hsupp : ∀ a, ¬P a → w a = 0) : (∑ a : {a // P a}, w a.val) = ∑ a, w a := by have hh : (∑ a : {a // ¬P a}, w a.val) = 0 := by apply Finset.sum_eq_zero intro a _ exact hsupp a.val a.property simpa only [hh, add_zero] using (Fintype.sum_subtype_add_sum_subtype P w) /-- No mass is lost in retaining only compatible pairs. -/ theorem compatible_jointLaw_mem_simplex {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : p ∈ probabilitySimplex A) (hq : q ∈ probabilitySimplex B) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) : (fun z : {z : A × B // f z.1=g z.2} => jointLaw p q f g z.val) ∈ probabilitySimplex {z : A × B // f z.1=g z.2} := by refine ⟨fun z => jointLaw_nonneg hp.1 hq.1 f g z.val, ?_⟩ rw [sum_subtype_supported (fun z : A × B => f z.1=g z.2) (jointLaw p q f g) (by intro z hz; simp [jointLaw, hz])] exact (jointLaw_mem_simplex hp hq f g hcompat).2 theorem fiberMass_sum {A C : Type*} [Fintype A] [Fintype C] [DecidableEq C] (p : A → ℝ) (f : A → C) : ∑ c, fiberMass p f c = ∑ a, p a := by unfold fiberMass rw [Finset.sum_comm] simp theorem fiberMass_expect {A C : Type*} [Fintype A] [Fintype C] [DecidableEq C] (p : A → ℝ) (f : A → C) (h : C → ℝ) : ∑ c, fiberMass p f c * h c = ∑ a, p a*h (f a) := by unfold fiberMass simp_rw [Finset.sum_mul] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro a _ simp only [ite_mul, zero_mul] simp theorem fiberMass_mem_simplex {A C : Type*} [Fintype A] [Fintype C] [DecidableEq C] {p : A → ℝ} (hp : p ∈ probabilitySimplex A) (f : A → C) : fiberMass p f ∈ probabilitySimplex C := ⟨fiberMass_nonneg hp.1 f, (fiberMass_sum p f).trans hp.2⟩ theorem jointLaw_expect_first {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : ∀ a, 0 ≤ p a) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (h : A → ℝ) : ∑ z : A × B, jointLaw p q f g z * h z.1 = ∑ a, p a*h a := by rw [Fintype.sum_prod_type] simp_rw [← Finset.sum_mul, jointLaw_first hp f g hcompat] theorem jointLaw_expect_second {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hq : ∀ b, 0 ≤ q b) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (h : B → ℝ) : ∑ z : A × B, jointLaw p q f g z * h z.2 = ∑ b, q b*h b := by rw [Fintype.sum_prod_type, Finset.sum_comm] simp_rw [← Finset.sum_mul, jointLaw_second hq f g hcompat] theorem compatible_jointLaw_expect_first {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hp : ∀ a, 0 ≤ p a) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (h : A → ℝ) : ∑ z : {z : A × B // f z.1=g z.2}, jointLaw p q f g z.val * h z.val.1 = ∑ a, p a*h a := by rw [sum_subtype_supported (fun z : A × B => f z.1=g z.2) (fun z => jointLaw p q f g z * h z.1) (by intro z hz; simp [jointLaw, hz])] exact jointLaw_expect_first hp f g hcompat h theorem compatible_jointLaw_expect_second {A B C : Type*} [Fintype A] [Fintype B] [DecidableEq C] {p : A → ℝ} {q : B → ℝ} (hq : ∀ b, 0 ≤ q b) (f : A → C) (g : B → C) (hcompat : ∀ c, fiberMass p f c = fiberMass q g c) (h : B → ℝ) : ∑ z : {z : A × B // f z.1=g z.2}, jointLaw p q f g z.val * h z.val.2 = ∑ b, q b*h b := by rw [sum_subtype_supported (fun z : A × B => f z.1=g z.2) (fun z => jointLaw p q f g z * h z.2) (by intro z hz; simp [jointLaw, hz])] exact jointLaw_expect_second hq f g hcompat h end MatchingEntropy end end OAI