import OAI.Probability.DirectionalWalk.ThreeChunks namespace OAI open MeasureTheory ProbabilityTheory Filter Preorder open scoped ENNReal BigOperators Topology namespace DirectionalZeroOne open scoped Classical section EntropyLawTransforms variable {Ω Ξ α β γ : Type*} [Countable Ω] [Countable Ξ] [Countable α] [Countable β] [Countable γ] [MeasurableSpace Ω] [MeasurableSpace Ξ] [MeasurableSpace α] [MeasurableSpace β] [MeasurableSpace γ] [MeasurableSingletonClass Ω] [MeasurableSingletonClass Ξ] [MeasurableSingletonClass α] [MeasurableSingletonClass β] [MeasurableSingletonClass γ] omit [Countable α] [MeasurableSingletonClass α] in lemma informationOf_map (μ : Measure Ω) (F : Ω → Ξ) (X : Ξ → α) : informationOf (μ.map F) X ∘ F = informationOf μ (X ∘ F) := by funext ω simp only [informationOf,Measure.map_map (measurable_of_countable _) (measurable_of_countable _), Function.comp_apply] omit [Countable α] [MeasurableSingletonClass α] in lemma entropyOf_map (μ : Measure Ω) (F : Ω → Ξ) (X : Ξ → α) : entropyOf (μ.map F) X = entropyOf μ (X ∘ F) := by unfold entropyOf rw [integral_map_of_stronglyMeasurable (measurable_of_countable _) (measurable_of_countable _).stronglyMeasurable] exact congrArg (fun f => ∫ ω, f ω ∂μ) (informationOf_map μ F X) omit [Countable α] [Countable β] [MeasurableSingletonClass α] [MeasurableSingletonClass β] in lemma conditionedEntropy_map (μ : Measure Ω) (F : Ω → Ξ) (X : Ξ → α) (Y : Ξ → β) : conditionedEntropy (μ.map F) X Y = conditionedEntropy μ (X ∘ F) (Y ∘ F) := by unfold conditionedEntropy conditionedInformation rw [integral_map_of_stronglyMeasurable (measurable_of_countable _) (measurable_of_countable _).stronglyMeasurable] apply integral_congr_ae filter_upwards [] with ω change (informationOf (μ.map F) (fun ξ => (Y ξ,X ξ)) ∘ F) ω - (informationOf (μ.map F) Y ∘ F) ω = _ rw [informationOf_map,informationOf_map] rfl omit [Countable α] [Countable β] in lemma informationOf_same_fibers (μ : Measure Ω) (X : Ω → α) (Y : Ω → β) (h : ∀ ω ξ, X ω = X ξ ↔ Y ω = Y ξ) : informationOf μ X = informationOf μ Y := by funext ω rw [informationOf_fiber,informationOf_fiber] congr 3 ext ξ exact h ξ ω omit [Countable α] [Countable β] [Countable γ] in lemma conditionedInformation_same_conditioner (μ : Measure Ω) (X : Ω → α) (Y : Ω → β) (Z : Ω → γ) (h : ∀ ω ξ, Y ω = Y ξ ↔ Z ω = Z ξ) : conditionedInformation μ X Y = conditionedInformation μ X Z := by have hp := informationOf_same_fibers μ (fun ω => (Y ω,X ω)) (fun ω => (Z ω,X ω)) (fun ω ξ => by simp only [Prod.mk.injEq,h ω ξ]) funext ω simp only [conditionedInformation,hp,informationOf_same_fibers μ Y Z h] lemma conditionedEntropy_monotone_function (μ : Measure Ω) [IsProbabilityMeasure μ] [Nonempty α] (X : Ω → α) (Y : Ω → β) (f : β → γ) (hi : Integrable (informationOf μ X) μ) : conditionedEntropy μ X Y ≤ conditionedEntropy μ X (f ∘ Y) := by have hh := conditionedEntropy_le_conditionedEntropy μ X (f ∘ Y) Y hi have he : conditionedInformation μ X (fun ω => ((f ∘ Y) ω,Y ω)) = conditionedInformation μ X Y := by apply conditionedInformation_same_conditioner intro ω ξ simp only [Function.comp_apply,Prod.mk.injEq] exact ⟨And.right,fun h => ⟨congrArg f h,h⟩⟩ simpa only [conditionedEntropy,he] using hh omit [Countable α] [MeasurableSingletonClass α] in lemma entropyOf_prod_fst (μ : Measure Ω) (ν : Measure Ξ) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] (X : Ω → α) : entropyOf (μ.prod ν) (X ∘ Prod.fst) = entropyOf μ X := by rw [← entropyOf_map,Measure.map_fst_prod,measure_univ,one_smul] omit [Countable α] [Countable β] [MeasurableSingletonClass α] [MeasurableSingletonClass β] in lemma conditionedEntropy_prod_fst (μ : Measure Ω) (ν : Measure Ξ) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] (X : Ω → α) (Y : Ω → β) : conditionedEntropy (μ.prod ν) (X ∘ Prod.fst) (Y ∘ Prod.fst) = conditionedEntropy μ X Y := by rw [← conditionedEntropy_map,Measure.map_fst_prod,measure_univ,one_smul] end EntropyLawTransforms end DirectionalZeroOne end OAI