import OAI.Probability.DirectionalWalk.BufferEntropy namespace OAI open MeasureTheory ProbabilityTheory Filter Preorder open scoped ENNReal BigOperators Topology namespace DirectionalZeroOne open scoped Classical section BufferKernelTransforms variable {Θ A B Δ G : Type*} [Countable Θ] [Countable A] [Countable B] [Countable Δ] [Countable G] [MeasurableSpace Θ] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace Δ] [MeasurableSpace G] [MeasurableSingletonClass Θ] [MeasurableSingletonClass A] [MeasurableSingletonClass B] [MeasurableSingletonClass Δ] [MeasurableSingletonClass G] lemma compProd_swap_inner (η : Measure Θ) [IsProbabilityMeasure η] (κA : Kernel Θ A) (κB : Kernel Θ B) [IsMarkovKernel κA] [IsMarkovKernel κB] : (η ⊗ₘ (κA ×ₖ κB)).map (fun p => ((p.1,p.2.2),p.2.1)) = (η ⊗ₘ κB) ⊗ₘ κA.comap Prod.fst measurable_fst := by apply Measure.ext_of_singleton rintro ⟨⟨h,b⟩,a⟩ rw [Measure.map_apply (measurable_of_countable _) (measurableSet_singleton _)] have hs : (fun p : Θ × (A × B) => ((p.1,p.2.2),p.2.1)) ⁻¹' {((h,b),a)} = {(h,(a,b))} := by ext p simp only [Set.mem_preimage,Set.mem_singleton_iff,Prod.ext_iff] tauto rw [hs,compProd_atom,compProd_atom,compProd_atom,Kernel.comap_apply,Kernel.prod_apply, ← Set.singleton_prod_singleton,Measure.prod_prod] ring lemma compProd_prod_buffer (η : Measure Θ) [IsProbabilityMeasure η] (κ : Kernel Θ A) [IsMarkovKernel κ] (π : Measure Δ) [IsProbabilityMeasure π] : ((η ⊗ₘ κ).prod π).map (fun p => (p.1.1,(p.2,p.1.2))) = η ⊗ₘ ((Kernel.const Θ π) ×ₖ κ) := by apply Measure.ext_of_singleton rintro ⟨h,d,a⟩ rw [Measure.map_apply (measurable_of_countable _) (measurableSet_singleton _)] have hs : (fun p : (Θ × A) × Δ => (p.1.1,(p.2,p.1.2))) ⁻¹' {(h,(d,a))} = {((h,a),d)} := by ext p simp only [Set.mem_preimage,Set.mem_singleton_iff,Prod.ext_iff] tauto rw [hs,← Set.singleton_prod_singleton,Measure.prod_prod,compProd_atom,compProd_atom, Kernel.prod_apply,Kernel.const_apply,← Set.singleton_prod_singleton,Measure.prod_prod] ring omit [Countable G] [MeasurableSingletonClass G] in lemma buffer_reference_map (η : Measure Θ) [IsProbabilityMeasure η] (κA : Kernel Θ A) (κB : Kernel Θ B) [IsMarkovKernel κA] [IsMarkovKernel κB] (π : Measure Δ) [IsProbabilityMeasure π] (F : Δ × A → G) : ((η ⊗ₘ (κA ×ₖ κB)).prod π).map (fun p => ((p.1.1,p.1.2.2),F (p.2,p.1.2.1))) = (η ⊗ₘ κB) ⊗ₘ (((Kernel.const Θ π ×ₖ κA).map F).comap Prod.fst measurable_fst) := by let f := fun p : Θ × (A × B) => ((p.1,p.2.2),p.2.1) let g := fun p : ((Θ × B) × A) × Δ => (p.1.1,(p.2,p.1.2)) have h1 : ((η ⊗ₘ (κA ×ₖ κB)).prod π).map (Prod.map f id) = (((η ⊗ₘ κB) ⊗ₘ κA.comap Prod.fst measurable_fst).prod π) := by rw [← Measure.map_prod_map _ _ (measurable_of_countable _) measurable_id,Measure.map_id, compProd_swap_inner] have h2 := compProd_prod_buffer (η ⊗ₘ κB) (κA.comap Prod.fst measurable_fst) π have hk : ((Kernel.const (Θ × B) π) ×ₖ κA.comap Prod.fst measurable_fst).map F = ((Kernel.const Θ π ×ₖ κA).map F).comap Prod.fst measurable_fst := by ext p s hs simp only [Kernel.map_apply _ (measurable_of_countable F),Kernel.comap_apply, Kernel.prod_apply,Kernel.const_apply] rw [← hk,Measure.compProd_map (measurable_of_countable F),← h2,← h1, Measure.map_map (measurable_of_countable _) (measurable_of_countable _), Measure.map_map (measurable_of_countable _) (measurable_of_countable _)] rfl omit [Countable G] [MeasurableSingletonClass G] in lemma buffer_data_processing (ρ : Measure (Θ × (A × B))) [IsProbabilityMeasure ρ] (η : Measure Θ) [IsProbabilityMeasure η] (κA : Kernel Θ A) (κB : Kernel Θ B) [IsMarkovKernel κA] [IsMarkovKernel κB] (π : Measure Δ) [IsProbabilityMeasure π] (F : Δ × A → G) : InformationTheory.klDiv ((ρ.prod π).map (fun p => ((p.1.1,p.1.2.2),F (p.2,p.1.2.1)))) ((η ⊗ₘ κB) ⊗ₘ (((Kernel.const Θ π ×ₖ κA).map F).comap Prod.fst measurable_fst)) ≤ InformationTheory.klDiv ρ (η ⊗ₘ (κA ×ₖ κB)) := by rw [← buffer_reference_map] apply (InformationTheory.klDiv_map_le _ _ (measurable_of_countable _)).trans rw [klDiv_product,InformationTheory.klDiv_self,add_zero] lemma conditional_buffer_information (ρ : Measure (Θ × (A × B))) [IsProbabilityMeasure ρ] (η : Measure Θ) [IsProbabilityMeasure η] (κA : Kernel Θ A) (κB : Kernel Θ B) [IsMarkovKernel κA] [IsMarkovKernel κB] [Nonempty G] (π : Measure Δ) [IsProbabilityMeasure π] (F : Δ × A → G) (hfin : InformationTheory.klDiv ρ (η ⊗ₘ (κA ×ₖ κB)) ≠ ∞) (hZ : Integrable (informationOf (ρ.prod π) (fun p => F (p.2,p.1.2.1))) (ρ.prod π)) : conditionedEntropy (ρ.prod π) (fun p => F (p.2,p.1.2.1)) (fun p => p.1.1) - conditionedEntropy (ρ.prod π) (fun p => F (p.2,p.1.2.1)) (fun p => (p.1.1,p.1.2.2)) ≤ (InformationTheory.klDiv ρ (η ⊗ₘ (κA ×ₖ κB))).toReal := by let K := ((Kernel.const Θ π ×ₖ κA).map F) let : IsMarkovKernel K := Kernel.IsMarkovKernel.map _ (measurable_of_countable F) let f := fun p : (Θ × (A × B)) × Δ => ((p.1.1,p.1.2.2),F (p.2,p.1.2.1)) let P := (ρ.prod π).map f have : IsProbabilityMeasure P := probabilityMeasure_map (measurable_of_countable _).aemeasurable have hle := buffer_data_processing ρ η κA κB π F have hn : InformationTheory.klDiv P ((η ⊗ₘ κB) ⊗ₘ K.comap Prod.fst measurable_fst) ≠ ∞ := ne_top_of_le_ne_top hfin hle have hi : Integrable (informationOf P Prod.snd) P := by rw [integrable_map_measure (measurable_of_countable _).aestronglyMeasurable (measurable_of_countable _).aemeasurable] change Integrable (informationOf ((ρ.prod π).map f) Prod.snd ∘ f) (ρ.prod π) rw [informationOf_map] exact hZ have hh := conditional_mutualInformation_le_reference P (η ⊗ₘ κB) Prod.fst K hn hi rw [conditionedEntropy_map,conditionedEntropy_map] at hh exact hh.trans (ENNReal.toReal_mono hfin hle) end BufferKernelTransforms section BufferedComparison variable {Θ A B G : Type*} [Countable Θ] [Countable A] [Countable B] [Countable G] [MeasurableSpace Θ] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace G] [MeasurableSingletonClass Θ] [MeasurableSingletonClass A] [MeasurableSingletonClass B] [MeasurableSingletonClass G] [AddCommGroup G] omit [Countable A] [Countable G] [MeasurableSingletonClass A] [MeasurableSingletonClass G] [AddCommGroup G] in lemma map_prod_snd_function (π : Measure A) (ρ : Measure B) [IsProbabilityMeasure π] [IsProbabilityMeasure ρ] (f : B → G) : (π.prod ρ).map (f ∘ Prod.snd) = ρ.map f := by rw [← Measure.map_map (measurable_of_countable _) measurable_snd,Measure.map_snd_prod, measure_univ,one_smul] lemma buffered_reference_comparison (π : Measure (ℕ × G)) (ρ : Measure (A × B)) [IsProbabilityMeasure π] [IsProbabilityMeasure ρ] (H : A × B → Θ) (DA : A → G) (DB : B → G) (C : A × B → ℕ) (κA : Kernel Θ A) (κB : Kernel Θ B) [IsMarkovKernel κA] [IsMarkovKernel κB] (hfin : InformationTheory.klDiv (ρ.map (fun a => (H a,a))) (ρ.map H ⊗ₘ (κA ×ₖ κB)) ≠ ∞) (hU : Integrable (informationOf π Prod.fst) π) (hd : Integrable (informationOf π Prod.snd) π) (hZ : Integrable (informationOf (π.prod ρ) (fun ω => ω.1.2+DA ω.2.1)) (π.prod ρ)) (hT : Integrable (informationOf (π.prod ρ) (fun ω => ω.1.1+C ω.2)) (π.prod ρ)) (hS : Integrable (informationOf (π.prod ρ) (fun ω => ω.1.2+DA ω.2.1+DB ω.2.2)) (π.prod ρ)) : let P := (π.prod ρ).map (fun ω => ((H ω.2,ω.1.2+DA ω.2.1),ω.2)) let Q := P.fst ⊗ₘ (κA ×ₖ κB).comap Prod.fst measurable_fst InformationTheory.klDiv P Q ≠ ∞ ∧ (InformationTheory.klDiv P Q).toReal ≤ 2*(InformationTheory.klDiv (ρ.map (fun a => (H a,a))) (ρ.map H ⊗ₘ (κA ×ₖ κB))).toReal + entropyOf (π.prod ρ) (fun ω => (ω.1.2+DA ω.2.1+DB ω.2.2,ω.1.1+C ω.2)) - entropyOf π (fun p => (p.2,p.1)) := by dsimp only let R := ρ.map (fun a => (H a,a)) let η := ρ.map H have : IsProbabilityMeasure R := probabilityMeasure_map (measurable_of_countable _).aemeasurable have : IsProbabilityMeasure η := probabilityMeasure_map (measurable_of_countable _).aemeasurable have hb : (π.prod ρ).map (fun ω => (H ω.2,ω.2)) = R := map_prod_snd_function π ρ (fun a => (H a,a)) have hf : R.fst = η := map_graph_fst ρ H have he : R.prod π = (π.prod ρ).map (fun p => ((H p.2,p.2),p.1)) := by calc R.prod π = (ρ.map (fun a => (H a,a))).prod (π.map id) := by rw [Measure.map_id] _ = (ρ.prod π).map (Prod.map (fun a => (H a,a)) id) := Measure.map_prod_map ρ π (measurable_of_countable _) measurable_id _ = _ := by rw [← Measure.prod_swap (μ := π) (ν := ρ),Measure.map_map (measurable_of_countable _) measurable_swap] rfl have hz' : Integrable (informationOf (R.prod π) (fun p => p.2.2+DA p.1.2.1)) (R.prod π) := by rw [he,integrable_map_measure (measurable_of_countable _).aestronglyMeasurable (measurable_of_countable _).aemeasurable] rw [informationOf_map] exact hZ have hI := conditional_buffer_information R η κA κB π (fun p => p.1.2+DA p.2) hfin hz' rw [he,conditionedEntropy_map,conditionedEntropy_map] at hI have hc := buffer_entropy_chain π ρ H Prod.snd (fun a => DA a.1) DB C hT hS (InformationTheory.klDiv R (η ⊗ₘ (κA ×ₖ κB))).toReal hI have hbase : InformationTheory.klDiv ((π.prod ρ).map (fun ω => (H ω.2,ω.2))) (((π.prod ρ).map (fun ω => (H ω.2,ω.2))).fst ⊗ₘ (κA ×ₖ κB)) ≠ ∞ := by rwa [hb,hf] have haug := klDiv_reference_augment (π.prod ρ) Prod.snd (H ∘ Prod.snd) (fun ω => ω.1.2+DA ω.2.1) (κA ×ₖ κB) (InformationTheory.klDiv_ne_top_iff.mp hbase).1 (InformationTheory.klDiv_ne_top_iff.mp hbase).2 hZ dsimp only [Function.comp_apply] at haug rw [hb,hf,buffer_displacement_entropy π ρ H (fun a => DA a.1)] at haug rw [entropyOf_pair_chain π Prod.snd Prod.fst hd (integrable_conditionedInformation π Prod.fst Prod.snd hU)] refine ⟨haug.1,?_⟩ rw [haug.2] dsimp only [R,η,Function.comp_def] at hc ⊢ linarith end BufferedComparison end DirectionalZeroOne end OAI