import OAI.LinearAlgebra.MatrixMultiplication.Entropy.ComplexFiniteEntropy import Mathlib.Analysis.SpecialFunctions.Log.NegMulLog import Mathlib.Analysis.Convex.Jensen namespace OAI /-! Finite entropy, rate estimates and ordered asymptotic limits. -/ noncomputable section open scoped Topology open Filter namespace MatrixMultiplication.Foundation theorem entropyTerm_eq_negMulLog (p : ℝ) : entropyTerm p = Real.negMulLog p := rfl @[simp] theorem entropyTerm_one : entropyTerm 1 = 0 := by simp [entropyTerm] theorem mul_entropyTerm_inv (x : ℝ) : x * entropyTerm x⁻¹ = Real.log x := by by_cases hx : x = 0 · simp [hx] · simp only [entropyTerm, Real.log_inv] calc _ = (x * x⁻¹) * Real.log x := by ring _ = Real.log x := by rw [mul_inv_cancel₀ hx, one_mul] theorem finiteEntropy_uniform {A : Type*} [Fintype A] : finiteEntropy (fun _a : A => (Fintype.card A : ℝ)⁻¹) = Real.log (Fintype.card A) := by simp only [finiteEntropy, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] exact mul_entropyTerm_inv (Fintype.card A) theorem finiteEntropy_deterministic {A : Type*} [Fintype A] [DecidableEq A] (a : A) : finiteEntropy (fun b => if b = a then 1 else 0) = 0 := by apply Finset.sum_eq_zero intro b hb change entropyTerm (if b = a then 1 else 0) = 0 split_ifs <;> simp @[fun_prop] theorem continuous_entropyTerm : Continuous entropyTerm := Real.continuous_negMulLog theorem entropyTerm_nonneg {p : ℝ} (hp₀ : 0 ≤ p) (hp₁ : p ≤ 1) : 0 ≤ entropyTerm p := Real.negMulLog_nonneg hp₀ hp₁ theorem concaveOn_entropyTerm : ConcaveOn ℝ (Set.Ici 0) entropyTerm := Real.concaveOn_negMulLog @[fun_prop] theorem continuous_finiteEntropy {A : Type*} [Fintype A] : Continuous (finiteEntropy : (A → ℝ) → ℝ) := by unfold finiteEntropy exact continuous_finsetSum _ fun value _ => continuous_entropyTerm.comp (continuous_apply value) theorem tendsto_entropyTerm {I : Type*} {l : Filter I} {p : I → ℝ} {q : ℝ} (h : Tendsto p l (𝓝 q)) : Tendsto (fun i => entropyTerm (p i)) l (𝓝 (entropyTerm q)) := continuous_entropyTerm.continuousAt.tendsto.comp h theorem tendsto_entropyTerm_zero {I : Type*} {l : Filter I} {p : I → ℝ} (h : Tendsto p l (𝓝 0)) : Tendsto (fun i => entropyTerm (p i)) l (𝓝 0) := by simpa only [entropyTerm_zero] using tendsto_entropyTerm h theorem tendsto_finiteEntropy_of_tendsto {I A : Type*} [Fintype A] {l : Filter I} {p : I → A → ℝ} {q : A → ℝ} (h : ∀ a, Tendsto (fun i => p i a) l (𝓝 (q a))) : Tendsto (fun i => finiteEntropy (p i)) l (𝓝 (finiteEntropy q)) := continuous_finiteEntropy.continuousAt.tendsto.comp (tendsto_pi_nhds.mpr h) theorem finiteEntropy_nonneg {A : Type*} [Fintype A] (p : A → ℝ) (hp₀ : ∀ a, 0 ≤ p a) (hp₁ : ∀ a, p a ≤ 1) : 0 ≤ finiteEntropy p := by exact Finset.sum_nonneg fun a _ => entropyTerm_nonneg (hp₀ a) (hp₁ a) theorem finiteEntropy_mix_le {A : Type*} [Fintype A] (p q : A → ℝ) (hp : ∀ i, 0 ≤ p i) (hq : ∀ i, 0 ≤ q i) {a b : ℝ} (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b = 1) : a * finiteEntropy p + b * finiteEntropy q ≤ finiteEntropy (fun i => a * p i + b * q i) := by calc a * finiteEntropy p + b * finiteEntropy q = ∑ i, (a * entropyTerm (p i) + b * entropyTerm (q i)) := by simp only [finiteEntropy, Finset.sum_add_distrib, ← Finset.mul_sum] _ ≤ finiteEntropy (fun i => a * p i + b * q i) := by apply Finset.sum_le_sum intro i hi exact concaveOn_entropyTerm.2 (hp i) (hq i) ha hb hab theorem finiteEntropy_le_log_card {A : Type*} [Fintype A] (p : A → ℝ) (hp : ∀ a, 0 ≤ p a) (htotal : ∑ a, p a = 1) : finiteEntropy p ≤ Real.log (Fintype.card A) := by classical have hcard : 0 < Fintype.card A := by by_contra h have : IsEmpty A := Fintype.card_eq_zero_iff.mp (Nat.eq_zero_of_not_pos h) simp at htotal have hn : (0 : ℝ) < Fintype.card A := Nat.cast_pos.mpr hcard have hw : ∑ _a : A, (Fintype.card A : ℝ)⁻¹ = 1 := by simp [Finset.sum_const, nsmul_eq_mul, hn.ne'] have hJ := concaveOn_entropyTerm.le_map_sum (t := (Finset.univ : Finset A)) (w := fun _a : A => (Fintype.card A : ℝ)⁻¹) (p := p) (fun _a _ha => (inv_pos.mpr hn).le) hw (fun a _ha => hp a) have hJ' : (Fintype.card A : ℝ)⁻¹ * finiteEntropy p ≤ entropyTerm (Fintype.card A : ℝ)⁻¹ := by simpa only [smul_eq_mul, ← Finset.mul_sum, htotal, mul_one, finiteEntropy] using hJ calc finiteEntropy p = (Fintype.card A : ℝ) * ((Fintype.card A : ℝ)⁻¹ * finiteEntropy p) := by rw [← mul_assoc, mul_inv_cancel₀ hn.ne', one_mul] _ ≤ (Fintype.card A : ℝ) * entropyTerm (Fintype.card A : ℝ)⁻¹ := mul_le_mul_of_nonneg_left hJ' hn.le _ = Real.log (Fintype.card A) := mul_entropyTerm_inv (Fintype.card A) namespace FiniteLaw variable {A : Type*} [Fintype A] def uniform (A : Type*) [Fintype A] [Nonempty A] : FiniteLaw A where mass _a := (Fintype.card A : ℝ)⁻¹ nonneg _a := inv_nonneg.mpr (Nat.cast_nonneg _) total := by have hn : (Fintype.card A : ℝ) ≠ 0 := (Nat.cast_pos.mpr (Fintype.card_pos : 0 < Fintype.card A)).ne' simp [Finset.sum_const, nsmul_eq_mul, hn] @[simp] theorem uniform_mass [Nonempty A] (a : A) : (uniform A).mass a = (Fintype.card A : ℝ)⁻¹ := rfl @[simp] theorem uniform_entropy [Nonempty A] : finiteEntropy (uniform A).mass = Real.log (Fintype.card A) := finiteEntropy_uniform def pure (a : A) : FiniteLaw A := by classical exact { mass := fun b => if b = a then 1 else 0 nonneg := fun b => by split_ifs <;> norm_num total := by simp } @[simp] theorem pure_entropy (a : A) : finiteEntropy (pure a).mass = 0 := by classical exact finiteEntropy_deterministic a theorem mass_le_one (p : FiniteLaw A) (a : A) : p.mass a ≤ 1 := by calc p.mass a ≤ ∑ b, p.mass b := Finset.single_le_sum (fun b _hb => p.nonneg b) (Finset.mem_univ a) _ = 1 := p.total theorem entropy_nonneg (p : FiniteLaw A) : 0 ≤ finiteEntropy p.mass := finiteEntropy_nonneg p.mass p.nonneg p.mass_le_one theorem entropy_le_log_card (p : FiniteLaw A) : finiteEntropy p.mass ≤ Real.log (Fintype.card A) := finiteEntropy_le_log_card p.mass p.nonneg p.total theorem map_entropy_le {B : Type*} [Fintype B] (p : FiniteLaw A) (f : A → B) : finiteEntropy (p.map f).mass ≤ finiteEntropy p.mass := by calc finiteEntropy (p.map f).mass ≤ finiteEntropy (p.map f).mass + ∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass := le_add_of_nonneg_right (Finset.sum_nonneg fun b _ => mul_nonneg ((p.map f).nonneg b) ((p.conditional f b).entropy_nonneg)) _ = finiteEntropy p.mass := (p.entropy_eq_map_add_conditional f).symm theorem entropy_tendsto {I : Type*} {l : Filter I} {p : I → FiniteLaw A} {q : FiniteLaw A} (h : ∀ a, Tendsto (fun i => (p i).mass a) l (𝓝 (q.mass a))) : Tendsto (fun i => finiteEntropy (p i).mass) l (𝓝 (finiteEntropy q.mass)) := tendsto_finiteEntropy_of_tendsto h end FiniteLaw end MatrixMultiplication.Foundation end end OAI