theorem
ShearerEntropy.shannonEntropy_marginal_empty
{n : ℕ}
{Ω : Type u_1}
[Fintype Ω]
[DecidableEq Ω]
(p : PMF (Fin n → Ω))
:
The marginal of $p$ on the empty set has zero Shannon entropy.
Canonical equivalence between functions Fin n → Ω and functions from the subtype of the
universal finset to Ω.
Instances For
theorem
ShearerEntropy.shannonEntropy_marginal_univ
{n : ℕ}
{Ω : Type u_1}
[Fintype Ω]
[DecidableEq Ω]
(p : PMF (Fin n → Ω))
:
The marginal of $p$ on the universal finset has the same entropy as $p$ itself.
theorem
ShearerEntropy.chain_rule_telescoping
{n : ℕ}
{Ω : Type u_1}
[Fintype Ω]
[DecidableEq Ω]
(p : PMF (Fin n → Ω))
:
ShannonEntropy.shannonEntropy p = ∑ i : Fin n,
(ShannonEntropy.shannonEntropy (marginal p {x : Fin n | x ≤ i}) - ShannonEntropy.shannonEntropy (marginal p {x : Fin n | x < i}))
The chain rule for Shannon entropy expressed as a telescoping sum of conditional entropies: $H(p) = \sum_i \bigl(H(p|_{j \le i}) - H(p|_{j < i})\bigr)$.
theorem
ShearerEntropy.marginal_entropy_lower_bound
{n : ℕ}
{Ω : Type u_2}
[Fintype Ω]
[DecidableEq Ω]
(p : PMF (Fin n → Ω))
(B : Finset (Fin n))
:
∑ i ∈ B,
(ShannonEntropy.shannonEntropy (marginal p {x : Fin n | x ≤ i}) - ShannonEntropy.shannonEntropy (marginal p {x : Fin n | x < i})) ≤ ShannonEntropy.shannonEntropy (marginal p B)
Lower bound on the entropy of the marginal restricted to $B$: summing the per-step conditional entropy gains for $i \in B$ stays below $H(p|_B)$. Used to prove Shearer's lemma.
theorem
ShearerEntropy.shearer_entropy_inequality
{n s : ℕ}
{Ω : Type u_2}
[Fintype Ω]
[DecidableEq Ω]
(p : PMF (Fin n → Ω))
(A : Fin s → Finset (Fin n))
(k : ℕ)
(hcover : CoveringCondition A k)
:
↑k * ShannonEntropy.shannonEntropy p ≤ ∑ j : Fin s, ShannonEntropy.shannonEntropy (marginal p (A j))
Shearer's entropy inequality (Theorem 10.4.5): if $\{A_j\}_{j=1}^s$ covers each index at least $k$ times, then $k \cdot H(X_1,\dots,X_n) \le \sum_{j=1}^s H(X_{A_j})$.