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work on second half
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sgouezel committed Dec 14, 2023
1 parent 66cef39 commit 0cfc7a4
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9 changes: 9 additions & 0 deletions PFR/ForMathlib/Entropy/Basic.lean
Original file line number Diff line number Diff line change
Expand Up @@ -448,6 +448,15 @@ lemma chain_rule'' (μ : Measure Ω) [IsProbabilityMeasure μ] (hX : Measurable
H[X | Y ; μ] = H[⟨X, Y⟩ ; μ] - H[Y ; μ] := by
rw [chain_rule μ hX hY, add_sub_cancel']

/-- Two pairs of variables that have the same joint distribution, have the same
conditional entropy. -/
lemma IdentDistrib.condEntropy_eq {Ω' : Type*} [MeasurableSpace Ω'] {X Y : Ω → S}
{μ' : Measure Ω'} {X' Y' : Ω' → S} [IsProbabilityMeasure μ] [IsProbabilityMeasure μ']
(hX : Measurable X) (hY : Measurable Y) (hX' : Measurable X') (hY' : Measurable Y')
(h : IdentDistrib (⟨X, Y⟩) (⟨X', Y'⟩) μ μ') : H[X | Y ; μ] = H[X' | Y' ; μ'] := by
have : IdentDistrib Y Y' μ μ' := h.comp measurable_snd
rw [chain_rule'' _ hX hY, chain_rule'' _ hX' hY', h.entropy_eq, this.entropy_eq]

/-- If $X : \Omega \to S$ and $Y : \Omega \to T$ are random variables, and $f : T \to U$ is an injection then $H[X|f(Y)] = H[X|Y]$.
-/
lemma condEntropy_of_injective' [MeasurableSingletonClass S] (μ : Measure Ω) [IsProbabilityMeasure μ]
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