import Mathlib.Analysis.SpecialFunctions.Log.Basic import Mathlib.Algebra.BigOperators.Fin import Mathlib.Algebra.BigOperators.Field import Mathlib.Algebra.BigOperators.Group.Finset.Piecewise import Mathlib.Algebra.Order.BigOperators.Group.Finset import Mathlib.Tactic.FieldSimp import Mathlib.Tactic.Ring namespace OAI /-! Finite entropy, rate estimates and ordered asymptotic limits. -/ noncomputable section namespace MatrixMultiplication.Foundation open scoped BigOperators def entropyTerm (p : ℝ) : ℝ := -p * Real.log p def finiteEntropy {A : Type*} [Fintype A] (p : A → ℝ) : ℝ := ∑ a, entropyTerm (p a) theorem finiteEntropy_equiv {A B : Type*} [Fintype A] [Fintype B] (e : A ≃ B) (p : B → ℝ) : finiteEntropy (fun a => p (e a)) = finiteEntropy p := e.sum_comp (fun b => entropyTerm (p b)) @[simp] theorem entropyTerm_zero : entropyTerm 0 = 0 := by simp [entropyTerm] theorem entropyTerm_mul (p q : ℝ) : entropyTerm (p * q) = q * entropyTerm p + p * entropyTerm q := by by_cases hp : p = 0 · simp [hp] by_cases hq : q = 0 · simp [hq] rw [entropyTerm, Real.log_mul hp hq] unfold entropyTerm ring theorem finiteEntropy_chain {A B : Type*} [Fintype A] [Fintype B] (p : A → ℝ) (q : A → B → ℝ) (hq : ∀ a, ∑ b, q a b = 1) : finiteEntropy (fun ab : A × B => p ab.1 * q ab.1 ab.2) = finiteEntropy p + ∑ a, p a * finiteEntropy (q a) := by simp only [finiteEntropy, Fintype.sum_prod_type, entropyTerm_mul, Finset.sum_add_distrib, ← Finset.sum_mul, ← Finset.mul_sum, hq, one_mul] structure FiniteLaw (A : Type*) [Fintype A] where mass : A → ℝ nonneg : ∀ a, 0 ≤ mass a total : ∑ a, mass a = 1 namespace FiniteLaw variable {A B : Type*} [Fintype A] [Fintype B] def map (p : FiniteLaw A) (f : A → B) : FiniteLaw B := by classical exact { mass := fun b => ∑ a, if f a = b then p.mass a else 0 nonneg := fun b => Finset.sum_nonneg fun a _ => by split_ifs · exact p.nonneg a · exact le_rfl total := by rw [Finset.sum_comm] simpa using p.total } @[simp] theorem map_mass [DecidableEq B] (p : FiniteLaw A) (f : A → B) (b : B) : (p.map f).mass b = ∑ a, if f a = b then p.mass a else 0 := by classical dsimp only [map] apply Finset.sum_congr rfl intro a _ by_cases h : f a = b <;> simp only [h, ite_true, ite_false] theorem map_mass_apply (p : FiniteLaw A) (f : A → B) (hf : Function.Injective f) (a : A) : (p.map f).mass (f a) = p.mass a := by classical simp [map_mass, hf.eq_iff] theorem map_entropy_of_injective (p : FiniteLaw A) (f : A → B) (hf : Function.Injective f) : finiteEntropy (p.map f).mass = finiteEntropy p.mass := by classical have hterm (b : B) : entropyTerm ((p.map f).mass b) = ∑ a, if f a = b then entropyTerm (p.mass a) else 0 := by by_cases hb : ∃ a, f a = b · obtain ⟨a, rfl⟩ := hb rw [map_mass_apply p f hf] simp [hf.eq_iff] · simp [map_mass, not_exists.mp hb] unfold finiteEntropy simp_rw [hterm] rw [Finset.sum_comm] simp def joint (p : FiniteLaw A) (q : A → FiniteLaw B) : FiniteLaw (A × B) where mass ab := p.mass ab.1 * (q ab.1).mass ab.2 nonneg ab := mul_nonneg (p.nonneg ab.1) ((q ab.1).nonneg ab.2) total := by simp [Fintype.sum_prod_type, ← Finset.mul_sum, (q _).total, p.total] theorem joint_entropy (p : FiniteLaw A) (q : A → FiniteLaw B) : finiteEntropy (p.joint q).mass = finiteEntropy p.mass + ∑ a, p.mass a * finiteEntropy (q a).mass := finiteEntropy_chain p.mass (fun a => (q a).mass) (fun a => (q a).total) theorem mass_le_map_mass (p : FiniteLaw A) (f : A → B) (a : A) : p.mass a ≤ (p.map f).mass (f a) := by classical rw [map_mass] have h := Finset.single_le_sum (s := (Finset.univ : Finset A)) (f := fun a' => if f a' = f a then p.mass a' else 0) (fun a' _ => by split_ifs · exact p.nonneg a' · exact le_rfl) (Finset.mem_univ a) simpa using h def conditional (p : FiniteLaw A) (f : A → B) (b : B) : FiniteLaw A := by classical exact if hzero : (p.map f).mass b = 0 then p else { mass := fun a => (if f a = b then p.mass a else 0) / (p.map f).mass b nonneg := fun a => div_nonneg (by split_ifs; exact p.nonneg a; exact le_rfl) ((p.map f).nonneg b) total := by rw [← Finset.sum_div, ← map_mass p f b, div_self hzero] } theorem map_mass_mul_conditional [DecidableEq B] (p : FiniteLaw A) (f : A → B) (b : B) (a : A) : (p.map f).mass b * (p.conditional f b).mass a = if f a = b then p.mass a else 0 := by classical by_cases hzero : (p.map f).mass b = 0 · have ha : f a = b → p.mass a = 0 := by intro hab have hle := p.mass_le_map_mass f a rw [hab, hzero] at hle exact le_antisymm hle (p.nonneg a) rw [hzero, zero_mul] by_cases hab : f a = b · rw [ite_eq_left hab, ha hab] · rw [ite_eq_right hab] · simp only [conditional, hzero, ↓reduceDIte] by_cases hab : f a = b · simpa only [hab, ite_true] using (mul_div_cancel₀ (p.mass a) hzero) · simp only [hab, ite_false, zero_div, mul_zero] theorem entropy_eq_map_add_conditional (p : FiniteLaw A) (f : A → B) : finiteEntropy p.mass = finiteEntropy (p.map f).mass + ∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass := by classical let graph : A → B × A := fun a => (f a, a) have hinj : Function.Injective graph := fun _ _ h => congrArg Prod.snd h have hmass : ((p.map f).joint (p.conditional f)).mass = (p.map graph).mass := by funext ba rcases ba with ⟨b, a⟩ change (p.map f).mass b * (p.conditional f b).mass a = (p.map graph).mass (b, a) rw [map_mass_mul_conditional, map_mass, Finset.sum_eq_single a] · simp only [graph, Prod.mk.injEq, and_true] · intro x _ hxa simp only [graph, Prod.mk.injEq, hxa, and_false, ite_false] · intro ha exact (ha (Finset.mem_univ a)).elim calc finiteEntropy p.mass = finiteEntropy (p.map graph).mass := (p.map_entropy_of_injective graph hinj).symm _ = finiteEntropy ((p.map f).joint (p.conditional f)).mass := by rw [hmass] _ = _ := (p.map f).joint_entropy (p.conditional f) end FiniteLaw end MatrixMultiplication.Foundation end end OAI