import Mathlib
import OAI.Computability.VertexCover.Information.Pinsker

namespace OAI

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namespace UniqueGames.Foundations.Information

open scoped BigOperators

variable {ι α : Type*} [Fintype ι] [Fintype α] [DecidableEq ι]

noncomputable def coordinateMarginal (p : (ι → α) → ℝ) (i : ι) (a : α) : ℝ := by
  classical
  exact ∑ x, if x i = a then p x else 0

noncomputable def independentProduct (q : ι → α → ℝ) (x : ι → α) : ℝ := ∏ i, q i (x i)

theorem coordinateMarginal_isProbability (p : (ι → α) → ℝ) (hp : IsProbability p) (i : ι) :
    IsProbability (coordinateMarginal p i) := by
  classical
  constructor
  · intro a
    apply Finset.sum_nonneg
    intro x _
    split_ifs
    · exact hp.1 x
    · exact le_rfl
  · simp only [coordinateMarginal]
    rw [Finset.sum_comm]
    simpa using hp.2

theorem point_le_coordinateMarginal (p : (ι → α) → ℝ) (hp : IsProbability p)
    (i : ι) (x : ι → α) : p x ≤ coordinateMarginal p i (x i) := by
  classical
  have h := Finset.single_le_sum
    (f := fun y : ι → α => if y i = x i then p y else 0)
    (fun y _ => by split_ifs; exact hp.1 y; exact le_rfl) (Finset.mem_univ x)
  simpa [coordinateMarginal] using h

theorem marginal_expectation (p : (ι → α) → ℝ) (i : ι) (f : α → ℝ) :
    (∑ x, p x * f (x i)) = ∑ a, coordinateMarginal p i a * f a := by
  classical
  simp only [coordinateMarginal, Finset.sum_mul]
  rw [Finset.sum_comm]
  apply Finset.sum_congr rfl
  intro x _
  simp [ite_mul]

theorem independentProduct_isProbability (q : ι → α → ℝ) (hq : ∀ i, IsProbability (q i)) :
    IsProbability (independentProduct q) := by
  classical
  constructor
  · intro x
    exact Finset.prod_nonneg (fun i _ => (hq i).1 (x i))
  · simp only [independentProduct, ← Fintype.prod_sum, (hq _).2, Finset.prod_const_one]

theorem joint_supportedBy_product_coordinateMarginals (p : (ι → α) → ℝ)
    (hp : IsProbability p) : SupportedBy p (independentProduct (coordinateMarginal p)) := by
  intro x hx
  apply Finset.prod_ne_zero_iff.mpr
  intro i _
  exact ne_of_gt ((lt_of_le_of_ne (hp.1 x) (Ne.symm hx)).trans_le
    (point_le_coordinateMarginal p hp i x))

theorem relativeEntropy_independent_reference (p : (ι → α) → ℝ) (q : ι → α → ℝ)
    (hp : IsProbability p) (_hq : ∀ i, IsProbability (q i))
    (hs : ∀ i, SupportedBy (coordinateMarginal p i) (q i)) :
    relativeEntropy p (independentProduct q) =
      relativeEntropy p (independentProduct (coordinateMarginal p)) +
        ∑ i, relativeEntropy (coordinateMarginal p i) (q i) := by
  classical
  have hpoint : ∀ x : ι → α, p x * Real.log (p x / independentProduct q x) =
      p x * Real.log (p x / independentProduct (coordinateMarginal p) x) +
        ∑ i, p x * Real.log (coordinateMarginal p i (x i) / q i (x i)) := by
    intro x
    by_cases hx : p x = 0
    · simp [hx]
    have hm : ∀ i, coordinateMarginal p i (x i) ≠ 0 := by
      intro i
      exact ne_of_gt ((lt_of_le_of_ne (hp.1 x) (Ne.symm hx)).trans_le
        (point_le_coordinateMarginal p hp i x))
    have hqne : ∀ i, q i (x i) ≠ 0 := fun i => hs i (x i) (hm i)
    have hmp : (∏ i, coordinateMarginal p i (x i)) ≠ 0 :=
      Finset.prod_ne_zero_iff.mpr (fun i _ => hm i)
    have hqp : (∏ i, q i (x i)) ≠ 0 :=
      Finset.prod_ne_zero_iff.mpr (fun i _ => hqne i)
    simp only [independentProduct, Real.log_div hx hmp, Real.log_div hx hqp,
      Real.log_prod (fun i _ => hm i), Real.log_prod (fun i _ => hqne i)]
    simp_rw [Real.log_div (hm _) (hqne _)]
    rw [← Finset.mul_sum, Finset.sum_sub_distrib]
    ring
  calc
    relativeEntropy p (independentProduct q) =
        ∑ x, (p x * Real.log (p x / independentProduct (coordinateMarginal p) x) +
          ∑ i, p x * Real.log (coordinateMarginal p i (x i) / q i (x i))) := by
      exact Finset.sum_congr rfl (fun x _ => hpoint x)
    _ = relativeEntropy p (independentProduct (coordinateMarginal p)) +
        ∑ i, ∑ x, p x * Real.log (coordinateMarginal p i (x i) / q i (x i)) := by
      rw [Finset.sum_add_distrib, Finset.sum_comm]
      rfl
    _ = relativeEntropy p (independentProduct (coordinateMarginal p)) +
        ∑ i, relativeEntropy (coordinateMarginal p i) (q i) := by
      congr 1
      apply Finset.sum_congr rfl
      intro i _
      exact marginal_expectation p i (fun a => Real.log (coordinateMarginal p i a / q i a))

theorem coordinate_relativeEntropy_sum_le (p : (ι → α) → ℝ) (q : ι → α → ℝ)
    (hp : IsProbability p) (hq : ∀ i, IsProbability (q i))
    (hs : ∀ i, SupportedBy (coordinateMarginal p i) (q i)) :
    (∑ i, relativeEntropy (coordinateMarginal p i) (q i)) ≤
      relativeEntropy p (independentProduct q) := by
  rw [relativeEntropy_independent_reference p q hp hq hs]
  exact le_add_of_nonneg_left (relativeEntropy_nonneg _ _ hp
    (independentProduct_isProbability _ (coordinateMarginal_isProbability p hp))
    (joint_supportedBy_product_coordinateMarginals p hp))

theorem coordinate_totalVariation_sq_sum_le (p : (ι → α) → ℝ) (q : ι → α → ℝ)
    (hp : IsProbability p) (hq : ∀ i, IsProbability (q i))
    (hs : ∀ i, SupportedBy (coordinateMarginal p i) (q i)) :
    (∑ i, totalVariation (coordinateMarginal p i) (q i) ^ 2) ≤
      relativeEntropy p (independentProduct q) := by
  exact (Finset.sum_le_sum (fun i _ => totalVariation_sq_le_relativeEntropy _ _
    (coordinateMarginal_isProbability p hp i) (hq i) (hs i))).trans
      (coordinate_relativeEntropy_sum_le p q hp hq hs)

theorem posterior_coordinate_supportedBy (q : ι → α → ℝ) (w : (ι → α) → ℝ)
    (z : ℝ) (i : ι) :
    SupportedBy (coordinateMarginal (posterior (independentProduct q) w z) i) (q i) := by
  classical
  intro a ha hqa
  apply ha
  unfold coordinateMarginal
  apply Finset.sum_eq_zero
  intro x _
  by_cases hxa : x i = a
  · have hzprod : independentProduct q x = 0 := by
      exact Finset.prod_eq_zero (Finset.mem_univ i) (by simpa only [hxa] using hqa)
    simp [hxa, posterior, hzprod]
  · simp [hxa]

theorem posterior_coordinate_totalVariation_sq_sum_le_log
    (q : ι → α → ℝ) (hq : ∀ i, IsProbability (q i)) (w : (ι → α) → ℝ)
    (hw : ∀ x, 0 ≤ w x) (hw_one : ∀ x, w x ≤ 1) {z : ℝ} (hz : 0 < z)
    (hmass : ∑ x, independentProduct q x * w x = z) :
    (∑ i, totalVariation
      (coordinateMarginal (posterior (independentProduct q) w z) i) (q i) ^ 2) ≤
        Real.log (1 / z) := by
  have hp := independentProduct_isProbability q hq
  exact (coordinate_totalVariation_sq_sum_le _ q
    (posterior_isProbability _ w hp hw hz hmass) hq
    (posterior_coordinate_supportedBy q w z)).trans
      (posterior_relativeEntropy_le _ w hp hw hw_one hz hmass)

theorem posterior_coordinate_totalVariation_sum_le_sqrt
    (q : ι → α → ℝ) (hq : ∀ i, IsProbability (q i)) (w : (ι → α) → ℝ)
    (hw : ∀ x, 0 ≤ w x) (hw_one : ∀ x, w x ≤ 1) {z : ℝ} (hz : 0 < z)
    (hmass : ∑ x, independentProduct q x * w x = z) :
    (∑ i, totalVariation
      (coordinateMarginal (posterior (independentProduct q) w z) i) (q i)) ≤
        Real.sqrt ((Fintype.card ι : ℝ) * Real.log (1 / z)) := by
  let d : ι → ℝ := fun i => totalVariation
    (coordinateMarginal (posterior (independentProduct q) w z) i) (q i)
  have hsq := posterior_coordinate_totalVariation_sq_sum_le_log q hq w hw hw_one hz hmass
  have hcs := Finset.sum_mul_sq_le_sq_mul_sq (Finset.univ : Finset ι) d (fun _ => (1 : ℝ))
  simp only [mul_one, one_pow, Finset.sum_const, Finset.card_univ, nsmul_eq_mul, mul_one] at hcs
  have hln : 0 ≤ Real.log (1 / z) := by
    have hp := independentProduct_isProbability q hq
    exact (relativeEntropy_nonneg _ _ (posterior_isProbability _ w hp hw hz hmass) hp
      (posterior_supportedBy _ w z)).trans
        (posterior_relativeEntropy_le _ w hp hw hw_one hz hmass)
  have hcard : 0 ≤ (Fintype.card ι : ℝ) := Nat.cast_nonneg _
  have hmul := mul_le_mul_of_nonneg_left hsq hcard
  have hsqrt := Real.sq_sqrt (mul_nonneg hcard hln)
  have hsqrtpos := Real.sqrt_nonneg ((Fintype.card ι : ℝ) * Real.log (1 / z))
  change (∑ i, d i) ≤ _
  change (∑ i, d i ^ 2) ≤ _ at hsq
  change (Fintype.card ι : ℝ) * (∑ i, d i ^ 2) ≤ _ at hmul
  nlinarith

theorem posterior_coordinate_totalVariation_sq_sum_le_binaryLog
    (q : ι → α → ℝ) (hq : ∀ i, IsProbability (q i)) (w : (ι → α) → ℝ)
    (hw : ∀ x, 0 ≤ w x) (hw_one : ∀ x, w x ≤ 1) {z : ℝ} (hz : 0 < z)
    (hmass : ∑ x, independentProduct q x * w x = z) :
    (∑ i, totalVariation
      (coordinateMarginal (posterior (independentProduct q) w z) i) (q i) ^ 2) ≤
        Real.log (1 / z) / Real.log 2 := by
  exact le_binaryLog_of_le_log (Finset.sum_nonneg (fun _ _ => sq_nonneg _))
    (posterior_coordinate_totalVariation_sq_sum_le_log q hq w hw hw_one hz hmass)

end UniqueGames.Foundations.Information

end


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end OAI