teorth/PFR
Source indexedlemma · leanprover/lean4:v4.33.0-rc1
ProbabilityTheory.Kernel.entropy_map_le
PFR.ForMathlib.Entropy.Kernel.Basic · PFR/ForMathlib/Entropy/Kernel/Basic.lean:389 to 405
Source documentation
Data-processing inequality for the kernel entropy.
Exact Lean statement
lemma entropy_map_le
{κ : Kernel T S} [IsZeroOrMarkovKernel κ] {μ : Measure T} [IsZeroOrProbabilityMeasure μ]
(f : S → U) [FiniteSupport μ] (hκ : AEFiniteKernelSupport κ μ) :
Hk[map κ f, μ] ≤ Hk[κ, μ]Complete declaration
Lean source
Full Lean sourceLean 4
lemma entropy_map_le {κ : Kernel T S} [IsZeroOrMarkovKernel κ] {μ : Measure T} [IsZeroOrProbabilityMeasure μ] (f : S → U) [FiniteSupport μ] (hκ : AEFiniteKernelSupport κ μ) : Hk[map κ f, μ] ≤ Hk[κ, μ] := by rcases eq_zero_or_isMarkovKernel κ with rfl | hκ' · simp rcases eq_zero_or_isProbabilityMeasure μ with rfl | hμ · simp have : Nonempty S := nonempty_of_isProbabilityMeasure_of_isMarkovKernel μ κ have : Hk[κ, μ] = Hk[map κ (fun x ↦ (x, f x)), μ] := by refine (entropy_map_of_injective κ μ (f := fun x ↦ (x, f x)) ?_ (by fun_prop)).symm intro x y hxy simp only [Prod.mk.injEq] at hxy exact hxy.1 rw [this, chain_rule' hκ.map] simp_rw [snd_map_prod κ measurable_id', le_add_iff_nonneg_right] exact entropy_nonneg _ _