import OAI.NumberTheory.PrimePackets.EntropyMixtures namespace OAI /-! # Finite conditional entropy, including zero-mass cells These algebraic chain rules are used to compare finite observations with the expanding leaf partitions in the metric entropy calculation. -/ noncomputable section open scoped BigOperators namespace PrimeDegreePackets lemma finiteShannon_mul {α : Type*} [Fintype α] (r : ℝ) (p : α → ℝ) : finiteShannon (fun a => r * p a) = Real.negMulLog r * (∑ a, p a) + r * finiteShannon p := by simp only [finiteShannon, Real.negMulLog_mul, Finset.sum_add_distrib, ← Finset.mul_sum, ← Finset.sum_mul] ring lemma finiteShannon_mass_decomposition {α : Type*} [Fintype α] (p : α → ℝ) (hp : ∀ a, 0 ≤ p a) : finiteShannon p = Real.negMulLog (∑ a, p a) + (∑ a, p a) * finiteShannon (fun a => p a / (∑ b, p b)) := by classical let r := ∑ a, p a by_cases hr : r = 0 · have hp0 : ∀ a, p a = 0 := by intro a have h := Finset.single_le_sum (fun b _ => hp b) (Finset.mem_univ a) change p a ≤ r at h exact le_antisymm (hr ▸ h) (hp a) simp only [hp0, finiteShannon, Finset.sum_const_zero, Real.negMulLog_zero, zero_div, zero_mul, zero_add] · have hs : ∑ a, p a / r = 1 := by rw [← Finset.sum_div]; exact div_self hr have heq : (fun a => r * (p a / r)) = p := by funext a exact mul_div_cancel₀ (p a) hr have h := finiteShannon_mul r (fun a => p a / r) rw [heq, hs, mul_one] at h exact h /-- Subadditivity for a nonnegative finite measure; its total mass need not be one. -/ theorem finiteShannon_joint_mass_le {α β : Type*} [Fintype α] [Fintype β] (p : α × β → ℝ) (hp : ∀ z, 0 ≤ p z) : finiteShannon p + Real.negMulLog (∑ z, p z) ≤ finiteShannon (fun a => ∑ b, p (a,b)) + finiteShannon (fun b => ∑ a, p (a,b)) := by classical let r := ∑ z, p z have hr0 : 0 ≤ r := Finset.sum_nonneg (fun z _ => hp z) by_cases hr : r = 0 · have hp0 : ∀ z, p z = 0 := by intro z have h := Finset.single_le_sum (fun w _ => hp w) (Finset.mem_univ z) change p z ≤ r at h exact le_antisymm (hr ▸ h) (hp z) simp [hp0, finiteShannon] have hnorm : ∑ z, p z / r = 1 := by rw [← Finset.sum_div]; exact div_self hr have H := mul_le_mul_of_nonneg_left (finiteShannon_joint_le (p := fun z => p z / r) (fun z => div_nonneg (hp z) hr0) hnorm) hr0 have hrow : (∑ a, ∑ b, p (a,b)) = r := by simp only [r, Fintype.sum_prod_type] have hcol : (∑ b, ∑ a, p (a,b)) = r := by rw [Finset.sum_comm]; exact hrow have h1 := finiteShannon_mass_decomposition p hp have h2 := finiteShannon_mass_decomposition (fun a => ∑ b, p (a,b)) (fun a => Finset.sum_nonneg (fun b _ => hp (a,b))) have h3 := finiteShannon_mass_decomposition (fun b => ∑ a, p (a,b)) (fun b => Finset.sum_nonneg (fun a _ => hp (a,b))) simp only [hrow] at h2 simp only [hcol] at h3 simp only [← Finset.sum_div] at H change finiteShannon p = Real.negMulLog r + r * _ at h1 linarith /-- The finite entropy submodularity inequality `H(ABC)+H(A) ≤ H(AB)+H(AC)`. -/ theorem finiteShannon_submodular {α β γ : Type*} [Fintype α] [Fintype β] [Fintype γ] (p : α × (β × γ) → ℝ) (hp : ∀ z, 0 ≤ p z) : finiteShannon p + finiteShannon (fun a => ∑ z : β × γ, p (a,z)) ≤ finiteShannon (fun z : α × β => ∑ c, p (z.1,(z.2,c))) + finiteShannon (fun z : α × γ => ∑ b, p (z.1,(b,z.2))) := by have H := Finset.sum_le_sum (s := Finset.univ) (fun a _ => finiteShannon_joint_mass_le (fun z : β × γ => p (a,z)) (fun z => hp (a,z))) simpa only [finiteShannon, Fintype.sum_prod_type, Finset.sum_add_distrib] using H lemma finiteShannon_fst_le {α β : Type*} [Fintype α] [Fintype β] (p : α × β → ℝ) (hp : ∀ z, 0 ≤ p z) : finiteShannon (fun a => ∑ b, p (a,b)) ≤ finiteShannon p := by simpa only [finiteShannon, Fintype.sum_prod_type] using Finset.sum_le_sum (s := Finset.univ) (fun a _ => negMulLog_sum_le (fun b => p (a,b)) (fun b => hp (a,b))) lemma finiteShannon_joint_decomposition {α β : Type*} [Fintype α] [Fintype β] (p : α × β → ℝ) (hp : ∀ z, 0 ≤ p z) : finiteShannon p = finiteShannon (fun a => ∑ b, p (a,b)) + ∑ a, (∑ b, p (a,b)) * finiteShannon (fun b => p (a,b) / (∑ c, p (a,c))) := by have H := Finset.sum_congr (s₁ := Finset.univ) rfl (fun a _ => finiteShannon_mass_decomposition (fun b => p (a,b)) (fun b => hp (a,b))) simpa only [finiteShannon, Fintype.sum_prod_type, Finset.sum_add_distrib] using H end PrimeDegreePackets end end OAI