import OAI.Probability.InvariantIsing.Core.Model namespace OAI /-! Finite entropy and the log-sum variational bound used to project canonical spins onto an attainable constrained block. Zero trial masses are allowed and contribute zero. -/ noncomputable section open scoped BigOperators namespace InvariantIsing def finiteShannonEntropy {X : Type*} [Fintype X] (p : X → ℝ) : ℝ := -∑ x, p x * Real.log (p x) lemma finite_relativeEntropy_nonneg_of_sum_le {X : Type*} [Fintype X] (p q : X → ℝ) (hp : ∀ x, 0 ≤ p x) (hpSum : ∑ x, p x = 1) (hq : ∀ x, 0 < q x) (hqSum : ∑ x, q x ≤ 1) : 0 ≤ ∑ x, p x * Real.log (p x / q x) := by have hi (x : X) : p x - q x ≤ p x * Real.log (p x / q x) := by by_cases hx : p x = 0 · simp only [hx, zero_sub, zero_mul] exact neg_nonpos.mpr (hq x).le have hxp : 0 < p x := lt_of_le_of_ne (hp x) (Ne.symm hx) have hl := mul_le_mul_of_nonneg_left (Real.log_le_sub_one_of_pos (div_pos (hq x) hxp)) (hp x) have he : p x * (q x / p x - 1) = q x - p x := by field_simp rw [he, Real.log_div (hq x).ne' hx] at hl rw [Real.log_div hx (hq x).ne'] nlinarith have hs := Finset.sum_le_sum (s := Finset.univ) (fun x _ => hi x) rw [Finset.sum_sub_distrib, hpSum] at hs linarith lemma finite_relativeEntropy_nonneg {X : Type*} [Fintype X] (p q : X → ℝ) (hp : ∀ x, 0 ≤ p x) (hpSum : ∑ x, p x = 1) (hq : ∀ x, 0 < q x) (hqSum : ∑ x, q x = 1) : 0 ≤ ∑ x, p x * Real.log (p x / q x) := finite_relativeEntropy_nonneg_of_sum_le p q hp hpSum hq hqSum.le def finiteCanonicalWeights {X : Type*} [Fintype X] (H : X → ℝ) (x : X) : ℝ := Real.exp (H x) / ∑ y, Real.exp (H y) lemma finiteCanonicalWeights_pos {X : Type*} [Fintype X] [Nonempty X] (H : X → ℝ) (x : X) : 0 < finiteCanonicalWeights H x := div_pos (Real.exp_pos _) (sum_exp_pos H) lemma finiteCanonicalWeights_sum {X : Type*} [Fintype X] [Nonempty X] (H : X → ℝ) : ∑ x, finiteCanonicalWeights H x = 1 := by simp only [finiteCanonicalWeights, ← Finset.sum_div] exact div_self (sum_exp_pos H).ne' lemma log_sum_exp_ge_trial {X : Type*} [Fintype X] [Nonempty X] (H p : X → ℝ) (hp : ∀ x, 0 ≤ p x) (hpSum : ∑ x, p x = 1) : (∑ x, p x * H x) + finiteShannonEntropy p ≤ Real.log (∑ x, Real.exp (H x)) := by have hk := finite_relativeEntropy_nonneg p (finiteCanonicalWeights H) hp hpSum (finiteCanonicalWeights_pos H) (finiteCanonicalWeights_sum H) have hi (x : X) : p x * Real.log (p x / finiteCanonicalWeights H x) = p x * Real.log (p x) - p x * H x + p x * Real.log (∑ y, Real.exp (H y)) := by by_cases hx : p x = 0 · simp [hx] · rw [Real.log_div hx (finiteCanonicalWeights_pos H x).ne', finiteCanonicalWeights, Real.log_div (Real.exp_ne_zero _) (sum_exp_pos H).ne', Real.log_exp] ring simp_rw [hi] at hk rw [Finset.sum_add_distrib, Finset.sum_sub_distrib, ← Finset.sum_mul, hpSum, one_mul] at hk unfold finiteShannonEntropy linarith lemma log_sum_exp_eq_canonical {X : Type*} [Fintype X] [Nonempty X] (H : X → ℝ) : Real.log (∑ x, Real.exp (H x)) = (∑ x, finiteCanonicalWeights H x * H x) + finiteShannonEntropy (finiteCanonicalWeights H) := by have he (x : X) : finiteCanonicalWeights H x * Real.log (finiteCanonicalWeights H x) = finiteCanonicalWeights H x * H x - finiteCanonicalWeights H x * Real.log (∑ y, Real.exp (H y)) := by conv_lhs => arg 2; rw [finiteCanonicalWeights, Real.log_div (Real.exp_ne_zero _) (sum_exp_pos H).ne', Real.log_exp] ring unfold finiteShannonEntropy simp_rw [he] rw [Finset.sum_sub_distrib, ← Finset.sum_mul, finiteCanonicalWeights_sum, one_mul] ring end InvariantIsing end end OAI