import OAI.Probability.GaussianReplacement.ArrayBounds namespace OAI open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal RealInnerProductSpace Topology noncomputable section namespace CurrentProjection open InnerProductSpace open InformationTheory lemma averaged_telescope_block {m a b : ℕ} (hab : a ≤ b) (J T : ℕ → ℕ → ℝ) (K : ℕ → ℝ) (C S B q : ℝ) (hq : 0 < q) (hstep : ∀ i < m, ∀ k ∈ Finset.Icc a b, J i k-J (i+1) k ≤ C+K i/q+T i (k+1)-T i k) (hfirst : ∀ i < m, 0 ≤ T i a) (hlast : ∀ i < m, T i (b+1) ≤ S) (hK : ∑ i ∈ Finset.range m, K i ≤ B) : (∑ k ∈ Finset.Icc a b, J 0 k)/(b-a+1:ℕ) - (∑ k ∈ Finset.Icc a b, J m k)/(b-a+1:ℕ) ≤ C*m+(m:ℝ)/(b-a+1:ℕ)*S+B/q := by let N : ℝ := (b-a+1:ℕ) have hN : 0 < N := by dsimp [N]; positivity have hcard : ((Finset.Icc a b).card:ℝ) = N := by dsimp [N] simp only [Nat.card_Icc] congr 1 omega have he : Finset.Icc a b = Finset.Ico a (b+1) := by ext k simp only [Finset.mem_Icc,Finset.mem_Ico] omega have hs (i : ℕ) : ∑ k ∈ Finset.Icc a b, (T i (k+1)-T i k) = T i (b+1)-T i a := by rw [he] exact Finset.sum_Ico_sub _ (by omega) let F : ℕ → ℝ := fun i => (∑ k ∈ Finset.Icc a b, J i k)/N have hrow (i : ℕ) (hi : i < m) : F i-F (i+1) ≤ C+S/N+K i/q := by have h := Finset.sum_le_sum (fun k hk => hstep i hi k hk) have hrepr : ∑ k ∈ Finset.Icc a b, (C+K i/q+T i (k+1)-T i k) = N*(C+K i/q)+T i (b+1)-T i a := by simp_rw [show ∀ k, C+K i/q+T i (k+1)-T i k = (C+K i/q)+(T i (k+1)-T i k) by intro k; ring] rw [Finset.sum_add_distrib,hs,Finset.sum_const,nsmul_eq_mul,hcard] ring rw [hrepr,Finset.sum_sub_distrib] at h dsimp only [F] rw [←sub_div] apply (div_le_iff₀ hN).mpr have hfirst' := hfirst i hi have hlast' := hlast i hi calc _ ≤ N*(C+K i/q)+S := by linarith _ = (C+S/N+K i/q)*N := by field_simp; ring have hsum := Finset.sum_le_sum (fun i hi => hrow i (Finset.mem_range.mp hi)) rw [Finset.sum_range_sub'] at hsum have hsumr : ∑ i ∈ Finset.range m, (C+S/N+K i/q) = (m:ℝ)*(C+S/N)+(∑ i ∈ Finset.range m, K i)/q := by rw [Finset.sum_add_distrib,Finset.sum_div,Finset.sum_const,Finset.card_range,nsmul_eq_mul] rw [hsumr] at hsum have hKq := div_le_div_of_nonneg_right hK hq.le change F 0-F m ≤ C*m+(m:ℝ)/N*S+B/q calc _ ≤ (m:ℝ)*(C+S/N)+(∑ i ∈ Finset.range m, K i)/q := hsum _ ≤ (m:ℝ)*(C+S/N)+B/q := add_le_add_right hKq _ _ = _ := by ring lemma prefix_charge_sum {d m : ℕ} {W : Type*} [MeasurableSpace W] [Countable W] [MeasurableSingletonClass W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (hd : 1 ≤ d) (hInd : (P.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d)) {B : ℝ} (hB : 0 ≤ B) (hH : shannonEntropy P.fst.snd ≤ ENNReal.ofReal B) : (∑ i ∈ Finset.range m, (if hi : i < m then (klDiv (nextActualRowLaw P i hi) ((nextActualRowLaw P i hi).fst.prod (stdGaussian (Vector d)))).toReal else 0)) ≤ B := by classical let : IsProbabilityMeasure (uniformSphere d) := uniformSphere_probability_of_pos hd let R : ℕ → ℝ := fun i => if hi : i ≤ m then (rowInformation (prefixLaw P i hi) (gaussianRows i d)).toReal else 0 have hR (i : ℕ) (hi : i ≤ m) := rowInformation_finite_bound (prefixLaw P i hi) hd (prefixLaw_independence P (uniformSphere d) hInd i hi) hB (by rwa [prefixLaw_fst]) have hstep (i : ℕ) (hi : i < m) : (klDiv (nextActualRowLaw P i hi) ((nextActualRowLaw P i hi).fst.prod (stdGaussian (Vector d)))).toReal = R (i+1)-R i := by have he := prefix_rowInformation_step P i hi have hK : klDiv (nextActualRowLaw P i hi) ((nextActualRowLaw P i hi).fst.prod (stdGaussian (Vector d))) ≠ ∞ := ne_top_of_le_ne_top (hR (i+1) (by omega)).1 (by rw [he]; exact le_add_left le_rfl) have her := congrArg ENNReal.toReal he rw [ENNReal.toReal_add (hR i (by omega)).1 hK] at her simp only [R,dite_eq_left (Nat.le_of_lt hi),dite_eq_left (Nat.succ_le_of_lt hi)] linarith have he : (∑ i ∈ Finset.range m, (if hi : i < m then (klDiv (nextActualRowLaw P i hi) ((nextActualRowLaw P i hi).fst.prod (stdGaussian (Vector d)))).toReal else 0)) = R m-R 0 := by calc _ = ∑ i ∈ Finset.range m, (R (i+1)-R i) := by apply Finset.sum_congr rfl intro i hi rw [dite_eq_left (Finset.mem_range.mp hi),hstep i (Finset.mem_range.mp hi)] _ = _ := Finset.sum_range_sub R m rw [he] have h0 : 0 ≤ R 0 := by simp only [R,dite_eq_left (Nat.zero_le m)]; exact ENNReal.toReal_nonneg have hm : R m ≤ B := by simp only [R,dite_eq_left le_rfl]; exact (hR m le_rfl).2 linarith lemma hybrid_average_ending {d m : ℕ} {W : Type*} [MeasurableSpace W] [StandardBorelSpace W] [Nonempty W] [Countable W] [MeasurableSingletonClass W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] (hd : 256 ≤ d) (hm : m ≤ d/8) (hInd : (P.map swapLast).fst = (uniformSphere d).prod (gaussianRows m d)) {B : ℝ} (hB : 0 ≤ B) (hH : shannonEntropy P.fst.snd ≤ ENNReal.ofReal B) : (∑ k ∈ Finset.Icc (hybridFirst d) (hybridLast d), (exposedInformation (alignedExperiment (r:=k) (prefixLaw P 0 (Nat.zero_le m)))).toReal)/hybridCount d - (∑ k ∈ Finset.Icc (hybridFirst d) (hybridLast d), (exposedInformation (alignedExperiment (r:=k-m) P)).toReal)/hybridCount d ≤ hybridRowConstant*m + (m:ℝ)/hybridCount d*(16*hybridBaselineConstant+B/(d/8:ℕ))+B/(d/32:ℕ) := by classical let : IsProbabilityMeasure (uniformSphere d) := uniformSphere_probability_of_pos (by omega) let J : ℕ → ℕ → ℝ := fun i k => if hi : i ≤ m then (exposedInformation (alignedExperiment (r:=k-i) (prefixLaw P i hi))).toReal else 0 let T : ℕ → ℕ → ℝ := fun i k => if hi : i ≤ m then (freshSlope (observationSignalLaw (prefixLaw P i hi)) (k-i-1)).toReal else 0 let K : ℕ → ℝ := fun i => if hi : i < m then (klDiv (nextActualRowLaw P i hi) ((nextActualRowLaw P i hi).fst.prod (stdGaussian (Vector d)))).toReal else 0 have hab : hybridFirst d ≤ hybridLast d := by unfold hybridFirst hybridLast; omega have hstep (i : ℕ) (hi : i < m) (k : ℕ) (hk : k ∈ Finset.Icc (hybridFirst d) (hybridLast d)) : J i k-J (i+1) k ≤ hybridRowConstant+K i/(d/32:ℕ)+T i (k+1)-T i k := by obtain ⟨hka,hkb⟩ := Finset.mem_Icc.mp hk dsimp [hybridFirst,hybridLast] at hka hkb have h := hybrid_one_step (r:=k-(i+1)) (q:=d/32) P (by omega) hInd hB hH hi (by omega) (by omega) (by omega) (by omega) (by omega) (by omega) simp only [J,T,K,dite_eq_left (Nat.le_of_lt hi),dite_eq_left (Nat.succ_le_of_lt hi),dite_eq_left hi] have hsub0 : k-i = k-(i+1)+1 := by omega have hsub1 : k+1-i-1 = k-(i+1)+1 := by omega have hsub2 : k-i-1 = k-(i+1) := by omega rw [hsub1,hsub2,hsub0] exact h have hfirst (i : ℕ) (hi : i < m) : 0 ≤ T i (hybridFirst d) := by simp only [T,dite_eq_left (Nat.le_of_lt hi)] exact ENNReal.toReal_nonneg have hlast (i : ℕ) (hi : i < m) : T i (hybridLast d+1) ≤ 16*hybridBaselineConstant+B/(d/8:ℕ) := by simp only [T,dite_eq_left (Nat.le_of_lt hi)] apply (freshSlope_from_array_bound (prefixLaw P i (Nat.le_of_lt hi)) (by omega) (prefixLaw_independence P (uniformSphere d) hInd i _) hB (by rwa [prefixLaw_fst]) ?_ ?_).2 · unfold hybridLast; omega · unfold hybridLast; omega have hsum := averaged_telescope_block hab J T K hybridRowConstant (16*hybridBaselineConstant+B/(d/8:ℕ)) B (d/32:ℕ) (by exact_mod_cast (show 0 < d/32 by omega)) hstep hfirst hlast (prefix_charge_sum P (by omega) hInd hB hH) simpa only [J,dite_eq_left (Nat.zero_le m),dite_eq_left le_rfl,Nat.sub_zero,prefixLaw_self,hybridCount] using hsum def processedKernel {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) (η : Kernel (Z×B) C) : Kernel Z (A×C) := (α ⊗ₖ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)).map (fun z => (z.1.1,z.2)) instance processedKernel_markov {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] : IsMarkovKernel (processedKernel α η) := by unfold processedKernel exact Kernel.IsMarkovKernel.map _ (measurable_fst.fst.prodMk measurable_snd) lemma processedKernel_apply_prod {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] (z : Z) {s : Set A} {t : Set C} (hs : MeasurableSet s) (ht : MeasurableSet t) : processedKernel α η z (s×ˢt) = ∫⁻ p in s×ˢSet.univ, η (z,p.2) t ∂α z := by rw [processedKernel,Kernel.map_apply _ (measurable_fst.fst.prodMk measurable_snd),Measure.map_apply (measurable_fst.fst.prodMk measurable_snd) (hs.prod ht)] rw [show (fun p : (A×B)×C => (p.1.1,p.2)) ⁻¹' (s×ˢt) = (s×ˢSet.univ)×ˢt by ext p; simp] rw [Kernel.compProd_apply_prod (hs.prod MeasurableSet.univ) ht] rfl lemma processedKernel_fst {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] : (processedKernel α η).fst = α.fst := by rw [processedKernel,Kernel.fst_eq,←Kernel.map_comp_right _ (measurable_fst.fst.prodMk measurable_snd) measurable_fst] change (α ⊗ₖ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)).map (Prod.fst ∘ Prod.fst) = _ rw [Kernel.map_comp_right _ measurable_fst measurable_fst] rw [←Kernel.fst_eq,←Kernel.fst_eq,Kernel.fst_compProd] lemma processedKernel_snd_apply {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] (z : Z) {t : Set C} (ht : MeasurableSet t) : (processedKernel α η).snd z t = ∫⁻ b, η (z,b) t ∂α.snd z := by rw [Kernel.snd_apply' _ _ ht] rw [show (Prod.snd : A×C → C) ⁻¹' t = Set.univ×ˢt by ext p; simp] rw [processedKernel_apply_prod α η z MeasurableSet.univ ht] simp only [Set.univ_prod_univ,Measure.restrict_univ] rw [Kernel.snd_eq,Kernel.map_apply _ measurable_snd] rw [lintegral_map (by exact (η.measurable_coe ht).comp (measurable_const.prodMk measurable_id)) measurable_snd] lemma processedKernel_reference {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] : processedKernel (α.fst ×ₖ α.snd) η = (processedKernel α η).fst ×ₖ (processedKernel α η).snd := by rw [processedKernel_fst] ext z : 1 apply Measure.ext_prod intro s t hs ht rw [processedKernel_apply_prod _ _ _ hs ht,Kernel.prod_apply_prod,processedKernel_snd_apply _ _ _ ht, Kernel.prod_apply,←Measure.prod_restrict (s:=s) (t:=Set.univ),Measure.restrict_univ] rw [lintegral_prod _ (by exact ((η.measurable_coe ht).comp (measurable_const.prodMk measurable_snd)).aemeasurable)] simp only [lintegral_const,Measure.restrict_apply_univ] rw [mul_comm] lemma compProd_processedKernel {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (μ : Measure Z) [IsFiniteMeasure μ] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] : μ ⊗ₘ processedKernel α η = ((μ ⊗ₘ α) ⊗ₘ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)).map (fun z => (z.1.1,(z.1.2.1,z.2))) := by rw [processedKernel,Measure.compProd_map (measurable_fst.fst.prodMk measurable_snd), ←Measure.compProd_assoc,Measure.map_map (measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk measurable_snd)) MeasurableEquiv.prodAssoc.symm.measurable] rfl lemma conditionalMutualInformation_processedKernel_le {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] [StandardBorelSpace A] [StandardBorelSpace B] [StandardBorelSpace C] [Nonempty A] [Nonempty B] [Nonempty C] (μ : Measure Z) [IsProbabilityMeasure μ] (α : Kernel Z (A×B)) [IsMarkovKernel α] (η : Kernel (Z×B) C) [IsMarkovKernel η] : conditionalMutualInformation (μ ⊗ₘ processedKernel α η) ≤ conditionalMutualInformation (μ ⊗ₘ α) := by rw [conditionalMutualInformation_compProd,conditionalMutualInformation_compProd, ←processedKernel_reference,compProd_processedKernel,compProd_processedKernel] calc _ ≤ klDiv ((μ ⊗ₘ α) ⊗ₘ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)) ((μ ⊗ₘ (α.fst ×ₖ α.snd)) ⊗ₘ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)) := klDiv_map_le _ _ (measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk measurable_snd)) _ = _ := klDiv_compProd_left _ _ _ def processedLaw {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (P : Measure (Z×(A×B))) (η : Kernel (Z×B) C) : Measure (Z×(A×C)) := (P ⊗ₘ η.comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)).map (fun z => (z.1.1,(z.1.2.1,z.2))) instance processedLaw_probability {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (P : Measure (Z×(A×B))) [IsProbabilityMeasure P] (η : Kernel (Z×B) C) [IsMarkovKernel η] : IsProbabilityMeasure (processedLaw P η) := by exact (Measure.isProbabilityMeasure_map_iff (measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk measurable_snd)).aemeasurable).mpr inferInstance lemma conditionalMutualInformation_processed_le {Z A B C : Type*} [MeasurableSpace Z] [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] [StandardBorelSpace A] [StandardBorelSpace B] [StandardBorelSpace C] [Nonempty A] [Nonempty B] [Nonempty C] (P : Measure (Z×(A×B))) [IsProbabilityMeasure P] (η : Kernel (Z×B) C) [IsMarkovKernel η] : conditionalMutualInformation (processedLaw P η) ≤ conditionalMutualInformation P := by have h := conditionalMutualInformation_processedKernel_le P.fst P.condKernel η simpa only [compProd_processedKernel,P.disintegrate P.condKernel,processedLaw] using h lemma compProd_map_base {A B C : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (μ : Measure A) [IsProbabilityMeasure μ] (κ : Kernel B C) [IsMarkovKernel κ] (f : A → B) (hf : Measurable f) : μ.map f ⊗ₘ κ = (μ ⊗ₘ κ.comap f hf).map (Prod.map f id) := by apply Measure.ext_prod intro s t hs ht rw [Measure.compProd_apply_prod hs ht,Measure.map_apply (hf.prodMap measurable_id) (hs.prod ht)] change _ = (μ ⊗ₘ κ.comap f hf) ((f ⁻¹' s)×ˢt) rw [Measure.compProd_apply_prod (hs.preimage hf) ht,setLIntegral_map hs (κ.measurable_coe ht) hf] rfl lemma compProd_independent_swap {A B C : Type*} [MeasurableSpace A] [MeasurableSpace B] [MeasurableSpace C] (μ : Measure A) [IsProbabilityMeasure μ] (κ : Kernel A B) [IsMarkovKernel κ] (γ : Measure C) [IsProbabilityMeasure γ] : ((μ ⊗ₘ κ).prod γ).map (fun z => ((z.1.1,z.2),z.1.2)) = (μ.prod γ) ⊗ₘ κ.comap Prod.fst measurable_fst := by apply Measure.ext_prod₃' intro s t u hs ht hu rw [Measure.map_apply ((measurable_fst.fst.prodMk measurable_snd).prodMk measurable_fst.snd) ((hs.prod ht).prod hu)] have he : (fun z : (A×B)×C => ((z.1.1,z.2),z.1.2)) ⁻¹' ((s×ˢt)×ˢu) = (s×ˢu)×ˢt := by ext z; simp only [Set.mem_preimage,Set.mem_prod]; tauto rw [he,Measure.prod_prod,Measure.compProd_apply_prod hs hu,Measure.compProd_apply_prod (hs.prod ht) hu, ←Measure.prod_restrict,lintegral_prod _ (by exact ((κ.measurable_coe hu).comp measurable_fst).aemeasurable)] simp only [Kernel.comap_apply,lintegral_const,Measure.restrict_apply_univ] rw [lintegral_mul_const _ (κ.measurable_coe hu)] lemma probability_prod_subsingleton {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] [Subsingleton B] (μ : Measure (A×B)) [IsProbabilityMeasure μ] (γ : Measure B) [IsProbabilityMeasure γ] : μ = μ.fst.prod γ := by apply Measure.ext_prod intro s t hs ht by_cases ht0 : t = ∅ · simp [ht0] · have ht1 : t = Set.univ := (Set.nonempty_iff_ne_empty.mpr ht0).eq_univ rw [ht1,Measure.prod_prod,measure_univ,mul_one] rw [Measure.fst_apply hs] congr 1 ext z; simp lemma alignedExperiment_fresh {d m r : ℕ} {W : Type*} [MeasurableSpace W] (P : Measure (Sphere d×W)) [IsProbabilityMeasure P] : alignedExperiment (r:=r) (P.prod (gaussianRows m d)) = P.prod (gaussianRows (m+r) d) := by change Measure.map ((Prod.map id (fun p : Rows m d×Rows r d => Fin.append p.1 p.2)) ∘ MeasurableEquiv.prodAssoc) ((P.prod (gaussianRows m d)).prod (gaussianRows r d)) = _ rw [←Measure.map_map (measurable_id.prodMap (measurable_append (E:=Vector d) m r)) MeasurableEquiv.prodAssoc.measurable,Measure.prodAssoc_prod, ←Measure.map_prod_map _ _ measurable_id (measurable_append (E:=Vector d) m r),Measure.map_id] rw [show ((gaussianRows m d).prod (gaussianRows r d)).map (fun p => Fin.append p.1 p.2) = gaussianRows (m+r) d from map_append_pi (stdGaussian (Vector d)) m r] lemma exposedInformation_prefix_zero {d m k : ℕ} {W : Type*} [MeasurableSpace W] [StandardBorelSpace W] (P : Measure ((Sphere d×W)×Rows m d)) [IsProbabilityMeasure P] : exposedInformation (alignedExperiment (r:=k) (prefixLaw P 0 (Nat.zero_le m))) = freshInformation P.fst k := by have he := probability_prod_subsingleton (prefixLaw P 0 (Nat.zero_le m)) (gaussianRows 0 d) rw [prefixLaw_fst] at he simp only [he,alignedExperiment_fresh] change freshInformation P.fst (0+k) = freshInformation P.fst k rw [Nat.zero_add] def endingRowLaw {d m : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] (P : Measure (Sphere d×U)) (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) : Measure ((Sphere d×V)×Rows m d) := (blockLaw P κ).map (fun z => ((z.1.1.1,z.2),z.1.2)) lemma measurable_endingRowMap {d m : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] : Measurable (fun z : (((Sphere d×U)×Rows m d)×V) => ((z.1.1.1,z.2),z.1.2)) := (measurable_fst.fst.fst.prodMk measurable_snd).prodMk measurable_fst.snd instance endingRowLaw_probability {d m : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] (P : Measure (Sphere d×U)) [IsProbabilityMeasure P] (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) [IsMarkovKernel κ] : IsProbabilityMeasure (endingRowLaw P κ) := by exact (Measure.isProbabilityMeasure_map_iff measurable_endingRowMap.aemeasurable).mpr inferInstance lemma endingRowLaw_fst {d m : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] (P : Measure (Sphere d×U)) (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) : (endingRowLaw P κ).fst = endingSignalLaw P κ := by rw [endingRowLaw,Measure.fst,Measure.map_map measurable_fst measurable_endingRowMap] rfl lemma endingRowLaw_independence {d m : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] (P : Measure (Sphere d×U)) [IsProbabilityMeasure P] (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) [IsMarkovKernel κ] : ((endingRowLaw P κ).map swapLast).fst = P.fst.prod (gaussianRows m d) := by rw [endingRowLaw,Measure.fst,Measure.map_map measurable_fst swapLast.measurable, Measure.map_map (measurable_fst.comp swapLast.measurable) measurable_endingRowMap] change (blockLaw P κ).map ((Prod.map Prod.fst id) ∘ Prod.fst) = _ rw [←Measure.map_map (measurable_fst.prodMap measurable_id) measurable_fst,←Measure.fst] change (((P.prod (gaussianRows m d)) ⊗ₘ κ.comap blockInput measurable_blockInput).fst).map _ = _ rw [Measure.fst_compProd,←Measure.map_prod_map _ _ measurable_fst measurable_id,Measure.map_id] rfl def blockObservedInput {d m r : ℕ} {U : Type*} (z : (Rows (m+r) d×(Fin (m+r)→ℝ))×U) : U×(Rows m d×(Fin m→ℝ)) := (z.2, (fun j => z.1.1 (Fin.castAdd r j)), (fun j => z.1.2 (Fin.castAdd r j))) lemma measurable_blockObservedInput {d m r : ℕ} {U : Type*} [MeasurableSpace U] : Measurable (blockObservedInput (d:=d) (m:=m) (r:=r) (U:=U)) := by unfold blockObservedInput fun_prop def blockExposedBaseMap {d m r : ℕ} {U : Type*} (z : ((Sphere d×U)×Rows m d)×Rows r d) : (Rows (m+r) d×(Fin (m+r)→ℝ))×(Sphere d×U) := exposedJointMap (z.1.1,Fin.append z.1.2 z.2) lemma measurable_blockExposedBaseMap {d m r : ℕ} {U : Type*} [MeasurableSpace U] : Measurable (blockExposedBaseMap (d:=d) (m:=m) (r:=r) (U:=U)) := measurable_exposedJointMap.comp measurable_alignedMap lemma blockObservedInput_exposed {d m r : ℕ} {U : Type*} (z : ((Sphere d×U)×Rows m d)×Rows r d) : blockObservedInput ((blockExposedBaseMap z).1,(blockExposedBaseMap z).2.2) = blockInput z.1 := by unfold blockObservedInput blockExposedBaseMap exposedJointMap blockInput congr 2 · funext j; simp · funext j; simp [label] lemma block_exposed_processed {d m r : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] (P : Measure (Sphere d×U)) [IsProbabilityMeasure P] (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) [IsMarkovKernel κ] : processedLaw ((P.prod (gaussianRows (m+r) d)).map exposedJointMap) (κ.comap (blockObservedInput (r:=r)) measurable_blockObservedInput) = (alignedExperiment (r:=r) (endingRowLaw P κ)).map exposedJointMap := by let μ := P.prod (gaussianRows m d) let γ := gaussianRows r d let K := κ.comap blockInput measurable_blockInput let H := blockExposedBaseMap (d:=d) (m:=m) (r:=r) (U:=U) have hH : Measurable H := measurable_blockExposedBaseMap have hInput : (μ.prod γ).map H = (P.prod (gaussianRows (m+r) d)).map exposedJointMap := by rw [←alignedExperiment_fresh (r:=r) (m:=m) P,alignedExperiment, Measure.map_map measurable_exposedJointMap measurable_alignedMap] rfl have hK : ((κ.comap (blockObservedInput (r:=r)) measurable_blockObservedInput).comap (Prod.map id Prod.snd) (measurable_id.prodMap measurable_snd)).comap H hH = K.comap Prod.fst measurable_fst := by ext z t ht change κ (blockObservedInput ((H z).1,(H z).2.2)) t = κ (blockInput z.1) t rw [show blockObservedInput ((H z).1,(H z).2.2) = blockInput z.1 from blockObservedInput_exposed z] rw [processedLaw,←hInput,compProd_map_base _ _ H hH,hK, Measure.map_map (measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk measurable_snd)) (hH.prodMap measurable_id),←compProd_independent_swap μ K γ, Measure.map_map ((measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk measurable_snd)).comp (hH.prodMap measurable_id)) ((measurable_fst.fst.prodMk measurable_snd).prodMk measurable_fst.snd)] rw [alignedExperiment,Measure.map_map measurable_exposedJointMap measurable_alignedMap,actualExperiment,endingRowLaw] have he : ((blockLaw P κ).map (fun z => ((z.1.1.1,z.2),z.1.2))).prod (gaussianRows r d) = ((blockLaw P κ).prod (gaussianRows r d)).map (Prod.map (fun z => ((z.1.1.1,z.2),z.1.2)) id) := by rw [←Measure.map_prod_map _ _ measurable_endingRowMap measurable_id,Measure.map_id] rw [he,Measure.map_map (measurable_exposedJointMap.comp measurable_alignedMap) (measurable_endingRowMap.prodMap measurable_id)] rfl lemma block_exposed_le_fresh {d m r : ℕ} {U V : Type*} [MeasurableSpace U] [MeasurableSpace V] [StandardBorelSpace U] [StandardBorelSpace V] [Nonempty U] [Nonempty V] [Nonempty (Sphere d)] (P : Measure (Sphere d×U)) [IsProbabilityMeasure P] (κ : Kernel (U×(Rows m d×(Fin m→ℝ))) V) [IsMarkovKernel κ] : exposedInformation (alignedExperiment (r:=r) (endingRowLaw P κ)) ≤ freshInformation P (m+r) := by let : IsProbabilityMeasure ((P.prod (gaussianRows (m+r) d)).map exposedJointMap) := inferInstance have h := conditionalMutualInformation_processed_le ((P.prod (gaussianRows (m+r) d)).map exposedJointMap) (κ.comap (blockObservedInput (r:=r)) measurable_blockObservedInput) simpa only [block_exposed_processed,exposedInformation,freshInformation] using h end CurrentProjection end end OAI