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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

Canonical 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 _ _