import Mathlib import OAI.Geometry.HyperbolicGroups.Random namespace OAI section section noncomputable section open scoped BigOperators namespace HyperbolicObstruction namespace FiniteLaw variable {I : Type*} [DecidableEq I] def joinTables (S : Finset I) (a : S → Bool) (b : {i : I // i ∉ S} → Bool) : I → Bool := (Equiv.piEquivPiSubtypeProd (fun i => i ∈ S) (fun _ => Bool)).symm (a,b) @[simp] lemma joinTables_in (S : Finset I) (a : S → Bool) (b : {i : I // i ∉ S} → Bool) (i : S) : joinTables S a b i.val = a i := by simp [joinTables,Equiv.piEquivPiSubtypeProd_symm_apply,i.property] @[simp] lemma joinTables_out (S : Finset I) (a : S → Bool) (b : {i : I // i ∉ S} → Bool) (i : {i : I // i ∉ S}) : joinTables S a b i.val = b i := by simp [joinTables,Equiv.piEquivPiSubtypeProd_symm_apply,i.property] variable [Fintype I] lemma bernoulliProduct_mass_join (p : I → ℝ) (hp : ∀ i, p i ∈ Set.Icc (0 : ℝ) 1) (S : Finset I) (a : S → Bool) (b : {i : I // i ∉ S} → Bool) : (bernoulliProduct p hp).mass (joinTables S a b) = (bernoulliProduct (fun i : S => p i.val) (fun i => hp i.val)).mass a * (bernoulliProduct (fun i : {i : I // i ∉ S} => p i.val) (fun i => hp i.val)).mass b := by change (∏ i, if joinTables S a b i then p i else 1 - p i) = _ rw [← Fintype.prod_subtype_mul_prod_subtype (fun i => i ∈ S)] simp only [joinTables_in,joinTables_out,bernoulliProduct] congr 1 apply Finset.prod_congr (by ext; simp) intros rfl lemma bernoulliProduct_expect_split (p : I → ℝ) (hp : ∀ i, p i ∈ Set.Icc (0 : ℝ) 1) (S : Finset I) (f : (I → Bool) → ℝ) : (bernoulliProduct p hp).expect f = (bernoulliProduct (fun i : S => p i.val) (fun i => hp i.val)).expect (fun a => (bernoulliProduct (fun i : {i : I // i ∉ S} => p i.val) (fun i => hp i.val)).expect (fun b => f (joinTables S a b))) := by unfold expect rw [← (Equiv.piEquivPiSubtypeProd (fun i => i ∈ S) (fun _ => Bool)).symm.sum_comp (fun w => (bernoulliProduct p hp).mass w * f w),Fintype.sum_prod_type] apply Finset.sum_congr rfl intro a _ rw [Finset.mul_sum] apply Finset.sum_congr rfl intro b _ change (bernoulliProduct p hp).mass (joinTables S a b) * f (joinTables S a b) = _ rw [bernoulliProduct_mass_join] ring /-- Exact independence of an arbitrary outside-trial statistic from the event that every trial in S is present. -/ theorem bernoulliProduct_event_mul (p : I → ℝ) (hp : ∀ i, p i ∈ Set.Icc (0 : ℝ) 1) (S : Finset I) (f : (I → Bool) → ℝ) (depends : ∀ w z, (∀ i, i ∉ S → w i = z i) → f w = f z) : (bernoulliProduct p hp).expect (fun w => if ∀ i ∈ S, w i = true then f w else 0) = (∏ i ∈ S, p i) * (bernoulliProduct p hp).expect f := by let μ₁ := bernoulliProduct (fun i : S => p i.val) (fun i => hp i.val) let μ₂ := bernoulliProduct (fun i : {i : I // i ∉ S} => p i.val) (fun i => hp i.val) let g (b : {i : I // i ∉ S} → Bool) := f (joinTables S (fun _ => true) b) have hf (a : S → Bool) (b : {i : I // i ∉ S} → Bool) : f (joinTables S a b) = g b := by apply depends intro i hi exact (joinTables_out S a b ⟨i,hi⟩).trans (joinTables_out S (fun _ => true) b ⟨i,hi⟩).symm have he (a : S → Bool) (b : {i : I // i ∉ S} → Bool) : (∀ i ∈ S, joinTables S a b i = true) ↔ ∀ i, a i = true := by constructor · intro h i simpa only [joinTables_in] using h i.val i.property · intro h i hi exact (joinTables_in S a b ⟨i,hi⟩).trans (h ⟨i,hi⟩) have hmean : (bernoulliProduct p hp).expect f = μ₂.expect g := by rw [bernoulliProduct_expect_split p hp S] simp only [hf] exact μ₁.expect_const _ have hprob : μ₁.expect (fun a => if ∀ i, a i = true then (1 : ℝ) else 0) = ∏ i ∈ S, p i := by have h := bernoulliProduct_all p hp S rw [bernoulliProduct_expect_split p hp S] at h simp only [he] at h simp only [expect_const] at h exact h rw [bernoulliProduct_expect_split p hp S,hmean] simp only [hf,he] have hs : ∀ a : S → Bool, μ₂.expect (fun b => if ∀ i, a i = true then g b else 0) = (if ∀ i, a i = true then (1 : ℝ) else 0) * μ₂.expect g := by intro a split_ifs <;> simp [expect_const] change μ₁.expect (fun a => μ₂.expect (fun b => if ∀ i, a i = true then g b else 0)) = _ simp_rw [hs] calc _ = μ₁.expect (fun a => μ₂.expect g * (if ∀ i, a i = true then (1 : ℝ) else 0)) := by congr 1; funext a; ring _ = μ₂.expect g * μ₁.expect (fun a => if ∀ i, a i = true then (1 : ℝ) else 0) := μ₁.expect_mul _ _ _ = _ := by rw [hprob]; ring end FiniteLaw end HyperbolicObstruction end end section end end end OAI