production module
AutoSamplingTheory.TechnicalLemmas.InformationTheory.KLDensity
2 named declarations scanned from AutoSamplingTheory/TechnicalLemmas/InformationTheory/KLDensity.lean.
Declarations
theorem AutoSamplingTheory.TechnicalLemmas.InformationTheory.KLDensity.klPointwiseDerivSimplify Partial Not mapped
- Pointwise algebra for differentiating `q * log (q / p)`. This proves only the real-field simplification. Positivity, measurability, integrability, and dominated differentiation under the integral are separate regularity contracts.
theorem klPointwiseDerivSimplify {q p qdot pdot : ℝ}
(hq : q ≠ 0) (hp : p ≠ 0) :
qdot * Real.log (q / p) + q * (qdot / q - pdot / p)
=
qdot * Real.log (q / p) + qdot - (q / p) * pdot := by
field_simp [hq, hp]
ring
/-- Remove the mass-conservation term from a supplied KL derivative. -/
AutoSamplingTheory/TechnicalLemmas/InformationTheory/KLDensity.lean:24published source at ed709a7f320dOpen detailed card
theorem AutoSamplingTheory.TechnicalLemmas.InformationTheory.KLDensity.klDerivativeRemoveMassTerm Partial Not mapped
- Remove the mass-conservation term from a supplied KL derivative.
theorem klDerivativeRemoveMassTerm {F : ℝ → ℝ} {s0 A M B : ℝ}
(h : HasDerivAt F (A + M - B) s0)
(hmass : M = 0) :
HasDerivAt F (A - B) s0 := by
simpa [hmass, sub_eq_add_neg, add_assoc, add_comm, add_left_comm] using h
end KLDensity
end InformationTheory
end TechnicalLemmas
end AutoSamplingTheory
AutoSamplingTheory/TechnicalLemmas/InformationTheory/KLDensity.lean:33published source at ed709a7f320dOpen detailed card
Complete Lean source
AutoSamplingTheory/TechnicalLemmas/InformationTheory/KLDensity.lean — full module with imports and context
import Mathlib.Analysis.Calculus.Deriv.Basic
import Mathlib.Analysis.SpecialFunctions.Log.Basic
import Mathlib.Tactic
/-!
# KL-density algebra leaves
Small pointwise and derivative-target algebra used after the analytic
differentiation-under-the-integral hypotheses for KL densities have been
supplied.
-/
namespace AutoSamplingTheory
namespace TechnicalLemmas
namespace InformationTheory
namespace KLDensity
/-- Pointwise algebra for differentiating `q * log (q / p)`.
This proves only the real-field simplification. Positivity, measurability,
integrability, and dominated differentiation under the integral are separate
regularity contracts.
-/
theorem klPointwiseDerivSimplify {q p qdot pdot : ℝ}
(hq : q ≠ 0) (hp : p ≠ 0) :
qdot * Real.log (q / p) + q * (qdot / q - pdot / p)
=
qdot * Real.log (q / p) + qdot - (q / p) * pdot := by
field_simp [hq, hp]
ring
/-- Remove the mass-conservation term from a supplied KL derivative. -/
theorem klDerivativeRemoveMassTerm {F : ℝ → ℝ} {s0 A M B : ℝ}
(h : HasDerivAt F (A + M - B) s0)
(hmass : M = 0) :
HasDerivAt F (A - B) s0 := by
simpa [hmass, sub_eq_add_neg, add_assoc, add_comm, add_left_comm] using h
end KLDensity
end InformationTheory
end TechnicalLemmas
end AutoSamplingTheory