ASTIS mathematical exposition
Move the score integral from μ to the reference measure
AutoSamplingTheory.TechnicalLemmas.InformationTheory.CanonicalRelativeFisher.information_eq_integral_density_mul_scoreSq · theorem · Teaching coverage
Statement
Let μ and π be measures on finite-dimensional Euclidean space. Assume μ is σ-finite, a Lebesgue decomposition of μ with respect to π is available, and h proves μ≪π, differentiability of the selected log-ratio r μ-a.e., and integrability of q=‖∇r‖² under μ. Then the same canonical Fisher value equals the π-integral of the selected real RN density times the same squared score. Only the integration measure changes; both ρ and q retain the original pair (μ,π).
\[I_h(\mu\Vert\pi)=\int_E q_{\mu,\pi}\,d\mu=\int_E\rho_{\mu,\pi}(x)\,q_{\mu,\pi}(x)\,d\pi(x).\]
All objects and hypotheses
- ι is a finite index type (Fintype ι), and E = EuclideanSpace ℝ ι has its standard real inner product, norm, topology and Borel measurable structure. Empty ι is allowed; no Nonempty ι assumption is made.
- μ and π are arbitrary measures on E. No probability, finite-total-mass, or normalization hypothesis is present.
- Use the exact selected functions ρ(x) = (μ.rnDeriv π x).toReal and r(x) = RNLogRatio.logRatio μ π x = MeasureTheory.llr μ π x = Real.log(ρ(x)); put q(x) = ‖gradient r x‖². These are fixed by the original ordered pair (μ,π), not arbitrary versions.
- μ is σ-finite, and the typeclass HaveLebesgueDecomposition μ π is supplied. π need not be assumed σ-finite. These are in addition to μ ≪ π in the score-domain witness.
- The supplied witness h (or hscore) proves all three conditions: μ ≪ π; r is classically Fréchet differentiable over ℝ at μ-almost every x; and q is μ-integrable (including its a.e. strong measurability and finite integral of its norm).
Mathematical proof
1. Expose the original μ-integral
Use the already-proved definition-unfolding formula. Keep its integrand fixed as the function q attached to μ and π.
\[I_h(\mu\Vert\pi)=\int_Eq_{\mu,\pi}(x)\,d\mu(x).\]
Corresponding Lean step
information_eq_integral_scoreSq mu pi h
2. Apply the existing RN integral formula
Absolute continuity, the specified Lebesgue decomposition, and σ-finiteness of μ are exactly the assumptions of Mathlib's real-valued RN transport theorem. Applied to f=q, it identifies the weighted π-integral with the μ-integral.
\[\int_E(\mu.\mathrm{rnDeriv}\,\pi\,x).\mathrm{toReal}\,q_{\mu,\pi}(x)\,d\pi(x)=\int_Eq_{\mu,\pi}(x)\,d\mu(x).\]
Corresponding Lean step
MeasureTheory.integral_toReal_rnDeriv_mul (f := scoreSq mu pi) h.absolutelyContinuous
3. Read the selected density and reverse the equality
The real factor is exactly ρ by definition. Reverse the imported equality to obtain the target orientation, without replacing μ inside the score's parameters.
\[I_h(\mu\Vert\pi)=\int_E\rho_{\mu,\pi}(x)q_{\mu,\pi}(x)\,d\pi(x).\]
Corresponding Lean step
simpa [RNLogRatio.density] using (...) .symm
Lean statement · information_eq_integral_density_mul_scoreSq
The two bracketed assumptions provide σ-finiteness of μ and a Lebesgue decomposition of μ relative to π. There is no bracket requiring π to be σ-finite. The domain witness separately supplies absolute continuity and the score's classical and integrability conditions.
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem information_eq_integral_density_mul_scoreSq
(mu pi : Measure (State (ι := ι)))
[SigmaFinite mu] [Measure.HaveLebesgueDecomposition mu pi]
(h : SmoothFiniteScoreDomain mu pi) :
information mu pi h =
∫ x, RNLogRatio.density mu pi x * scoreSq mu pi x ∂pi
Exact module and namespace context
Lean proof · information_eq_integral_density_mul_scoreSq
The proof first rewrites the guarded value as its μ-integral. It then instantiates Mathlib's RN integral identity with the already-fixed squared-score function and reverses that equality. Expanding only the density name prevents the original μ parameter inside the score from being inadvertently replaced by another representation of the measure.
Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.
theorem information_eq_integral_density_mul_scoreSq
(mu pi : Measure (State (ι := ι)))
[SigmaFinite mu] [Measure.HaveLebesgueDecomposition mu pi]
(h : SmoothFiniteScoreDomain mu pi) :
information mu pi h =
∫ x, RNLogRatio.density mu pi x * scoreSq mu pi x ∂pi := by
rw [information_eq_integral_scoreSq mu pi h]
simpa [RNLogRatio.density] using
(MeasureTheory.integral_toReal_rnDeriv_mul
(f := scoreSq mu pi) h.absolutelyContinuous).symm
/-- The squared score is integrable by the domain contract, rather than by an
implicit convention of the total integral. -/
Exact module and namespace context
Scope and omitted-condition boundaries
- This is the selected RN/log-ratio and its totalized classical gradient, not a representative-free Sobolev score. Equality of log-ratios merely a.e. does not by itself identify their gradients. Mathlib sets gradient to zero at nondifferentiable points; the score-domain witness excludes those points only μ-a.e.
- No existence of the smooth score domain is proved. No weak derivative, Sobolev-domain membership, lower-semicontinuous or extended-valued Fisher extension, or square-root-density identity 4∫‖∇√ρ‖² dπ is established.
- The RN formula is a reused totalized-integral identity; genuine finite-energy interpretation here is supported by h.scoreSq_integrable. Its companion integrability theorem is contextual, not a direct dependency of the displayed proof.
- No σ-finiteness of π, probability normalization, pointwise positivity of ρ, or smooth density version is inferred.
- Changing only the integration measure does not justify changing either measure argument inside RNLogRatio or scoreSq.
Source and reuse
ASTIS parents called
Domain assumptions accessed
These are fields of the linked structure, not additional independently authored theorem leaves.
Mathlib API called (external library)
- MeasureTheory.integral_toReal_rnDeriv_mul
Mathematical sources
ASTIS prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.