import OAI.NumberTheory.PrimePackets.ConditionalShannon namespace OAI /-! # Conditional entropy of finite observations The conditioning variable is the last argument. All identities below use the actual distribution under `μ`, including its zero-mass cells. -/ noncomputable section open MeasureTheory Set open scoped BigOperators namespace PrimeDegreePackets variable {Y α β γ : Type*} [MeasurableSpace Y] lemma observationPair_measurable_fiber (P : Y → α) (Q : Y → β) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) : ∀ z, MeasurableSet {y | (P y,Q y) = z} := by rintro ⟨a,b⟩ simpa only [Prod.mk.injEq, Set.ofPred_and] using (hP a).inter (hQ b) def conditionalObservationEntropy [Fintype α] [Fintype β] (μ : Measure Y) (P : Y → α) (Q : Y → β) : ℝ := observationEntropy μ (fun y => (Q y,P y)) - observationEntropy μ Q lemma observationEntropy_swap [Fintype α] [Fintype β] (μ : Measure Y) (P : Y → α) (Q : Y → β) : observationEntropy μ (fun y => (P y,Q y)) = observationEntropy μ (fun y => (Q y,P y)) := by exact (observationEntropy_equiv μ (fun y => (P y,Q y)) (Equiv.prodComm α β)).symm lemma observationEntropy_assoc [Fintype α] [Fintype β] [Fintype γ] (μ : Measure Y) (P : Y → α) (Q : Y → β) (R : Y → γ) : observationEntropy μ (fun y => ((P y,Q y),R y)) = observationEntropy μ (fun y => (P y,(Q y,R y))) := by exact (observationEntropy_equiv μ (fun y => ((P y,Q y),R y)) (Equiv.prodAssoc α β γ)).symm lemma conditionalObservationEntropy_nonneg [Fintype α] [Fintype β] (μ : Measure Y) [IsFiniteMeasure μ] (P : Y → α) (Q : Y → β) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) : 0 ≤ conditionalObservationEntropy μ P Q := by have H := finiteShannon_fst_le (fun z : β × α => μ.real {y | (Q y,P y) = z}) (fun _ => measureReal_nonneg) simp only [observation_joint_row μ Q P hQ hP] at H exact sub_nonneg.mpr H lemma conditionalObservationEntropy_le [Fintype α] [Fintype β] (μ : Measure Y) [IsProbabilityMeasure μ] (P : Y → α) (Q : Y → β) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) : conditionalObservationEntropy μ P Q ≤ observationEntropy μ P := by have H := observationEntropy_joint_le μ Q P hQ hP unfold conditionalObservationEntropy linarith lemma conditionalObservationEntropy_chain [Fintype α] [Fintype β] [Fintype γ] (μ : Measure Y) (P : Y → α) (R : Y → β) (Q : Y → γ) : conditionalObservationEntropy μ (fun y => (P y,R y)) Q = conditionalObservationEntropy μ P Q + conditionalObservationEntropy μ R (fun y => (Q y,P y)) := by unfold conditionalObservationEntropy rw [observationEntropy_assoc] ring theorem observationEntropy_submodular [Fintype α] [Fintype β] [Fintype γ] (μ : Measure Y) [IsFiniteMeasure μ] (Q : Y → α) (P : Y → β) (R : Y → γ) (hQ : ∀ a, MeasurableSet {y | Q y = a}) (hP : ∀ b, MeasurableSet {y | P y = b}) (hR : ∀ c, MeasurableSet {y | R y = c}) : observationEntropy μ (fun y => (Q y,(P y,R y))) + observationEntropy μ Q ≤ observationEntropy μ (fun y => (Q y,P y)) + observationEntropy μ (fun y => (Q y,R y)) := by let p : α × (β × γ) → ℝ := fun z => μ.real {y | (Q y,(P y,R y)) = z} have hrow a : ∑ z : β × γ, p (a,z) = μ.real {y | Q y = a} := observation_joint_row μ Q (fun y => (P y,R y)) hQ (observationPair_measurable_fiber P R hP hR) a have hleft (z : α × β) : ∑ c, p (z.1,(z.2,c)) = μ.real {y | (Q y,P y) = z} := by rcases z with ⟨a,b⟩ convert observation_joint_row μ (fun y => (Q y,P y)) R (observationPair_measurable_fiber Q P hQ hP) hR (a,b) using 1 apply Finset.sum_congr rfl intro c _ apply congrArg μ.real ext y simp only [Prod.mk.injEq, Set.mem_ofPred_eq] tauto have hright (z : α × γ) : ∑ b, p (z.1,(b,z.2)) = μ.real {y | (Q y,R y) = z} := by rcases z with ⟨a,c⟩ convert observation_joint_row μ (fun y => (Q y,R y)) P (observationPair_measurable_fiber Q R hQ hR) hP (a,c) using 1 apply Finset.sum_congr rfl intro b _ apply congrArg μ.real ext y simp only [Prod.mk.injEq, Set.mem_ofPred_eq] tauto have H := finiteShannon_submodular p (fun _ => measureReal_nonneg) simpa only [hrow, hleft, hright, observationEntropy] using H theorem conditionalObservationEntropy_conditioning_le [Fintype α] [Fintype β] [Fintype γ] (μ : Measure Y) [IsFiniteMeasure μ] (P : Y → α) (Q : Y → β) (R : Y → γ) (hP : ∀ a, MeasurableSet {y | P y = a}) (hQ : ∀ b, MeasurableSet {y | Q y = b}) (hR : ∀ c, MeasurableSet {y | R y = c}) : conditionalObservationEntropy μ P (fun y => (Q y,R y)) ≤ conditionalObservationEntropy μ P Q := by have H := observationEntropy_submodular μ Q R P hQ hR hP unfold conditionalObservationEntropy rw [observationEntropy_assoc] linarith theorem conditionalObservationEntropy_pair_le [Fintype α] [Fintype β] [Fintype γ] (μ : Measure Y) [IsFiniteMeasure μ] (P : Y → α) (R : Y → β) (Q : Y → γ) (hP : ∀ a, MeasurableSet {y | P y = a}) (hR : ∀ b, MeasurableSet {y | R y = b}) (hQ : ∀ c, MeasurableSet {y | Q y = c}) : conditionalObservationEntropy μ (fun y => (P y,R y)) Q ≤ conditionalObservationEntropy μ P Q + conditionalObservationEntropy μ R Q := by rw [conditionalObservationEntropy_chain] exact add_le_add le_rfl (conditionalObservationEntropy_conditioning_le μ R Q P hR hQ hP) end PrimeDegreePackets end end OAI