InformationTheory

InformationTheory.Shannon.EPI.Stam.EPIBridge

source

Entropy power inequality via the Stam inequality and de Bruijn integration #

This file raises the Stam-inequality and de Bruijn-integration ingredients of the entropy power inequality to predicate signatures and assembles them into a pipeline.

Main definitions #

  • IsStamInequalityHyp X Y P — the Stam inequality 1/J(X + Y) ≥ 1/J(X) + 1/J(Y) (Cover–Thomas) as a predicate.
  • IsDeBruijnRegularityHyp X Z P — regularity of the heat-flow path needed for the de Bruijn identity, bundling IsRegularDeBruijnHypV2 at each t > 0 with bounded-window integrability of the derivative.
  • IsDeBruijnIntegrationHyp X Z P T — the de Bruijn integration identity h(target) - h(X) = ∫₀^T (1/2) J(X + √t Z) dt as a predicate.
  • IsStamToEPIBridgeHyp X Y P — the implication from the Stam inequality to the entropy power inequality hypothesis.

Main statements #

  • epi_via_stam — assembles the Stam inequality and the Stam-to-EPI bridge into the entropy power inequality hypothesis.
  • epi_via_stam_gaussian — for independent Gaussians, the entropy power inequality holds with no upstream hypothesis, via Gaussian saturation.

References #

[CoverThomas2006]; [Stam1959]; [Blachman1965].

§2 — Stam inequality predicate #

def

InformationTheory.Shannon.StamEPIBridge.IsStamInequalityHyp

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{Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

The 1-dimensional Stam inequality in inverse form (Cover–Thomas; Stam 1959; Blachman 1965): for independent X, Y with finite Fisher information, 1 / J(X + Y) ≥ 1 / J(X) + 1 / J(Y), where J is the (real-valued) Fisher information.

The quantification block carries regularity preconditions (IsRegularDensityV2 fX/fY, the normalizations ∫ fX = 1, ∫ fY = 1, the pointwise convolution identity ∀ x, fXY x = convDensityAdd fX fY x, and the IsBlachmanConvReady fX fY bundle). These are not the inequality core: the bound is produced from regularity alone by stamCauchySchwarzOptimal_of_indepFun via convex_fisher_bound_of_ready. They are jointly satisfiable (a Gaussian witness inhabits the IsBlachmanConvReady bundle), so the predicate is non-vacuous.

@audit:ok

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      theorem

      InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_symm

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      {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h : IsStamInequalityHyp X Y P) :

      The Stam inequality hypothesis is symmetric in X, Y.

      Used by

        §3 — de Bruijn regularity predicate #

        structure

        InformationTheory.Shannon.StamEPIBridge.IsDeBruijnRegularityHyp

        source

        Regularity of the heat-flow path needed for the de Bruijn identity. For each t > 0 it bundles the family-level regularity IsRegularDeBruijnHypV2 X Z P t (which carries genuine HasDerivAt content) with a shared density witness density_path, the pin density_t_eq tying it to the per-t internal density, and bounded-window integrability of the derivative.

        The structure carries genuine HasDerivAt content via reg_at and the density_t_eq pin, so its body cannot be reduced to sorry. It is load-bearing rather than a regularity precondition; the tag flags it for eventual decomposition into a regularity precondition plus the genuine de Bruijn lemma.

        @audit:retract-candidate(load-bearing-predicate)

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            §4 — de Bruijn integration predicate #

            def

            InformationTheory.Shannon.StamEPIBridge.IsDeBruijnIntegrationHyp

            source
            {Ω : Type u_1} [MeasurableSpace Ω] (X Z : Ω) (P : MeasureTheory.Measure Ω) (T : ) :

            The de Bruijn integration identity along the heat-flow path (Cover–Thomas): h(target) - h(X) = ∫₀^T (1/2) · J(X + √t · Z) dt, i.e. the differential entropy gap equals the path integral of half the Fisher information. Stated existentially over the density path fPath.

            The predicate carries the integration-identity content, so its def body cannot be reduced to sorry; it is load-bearing. There are no hypothesis-form consumers: the general witness isDeBruijnIntegrationHyp_holds produces it from 0 ≤ T and a path-regularity precondition by delegating to debruijnIntegrationIdentity_holds.

            @audit:retract-candidate(load-bearing-predicate)

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                theorem

                InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_at_zero

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                {Ω : Type u_1} [MeasurableSpace Ω] (X Z : Ω) (P : MeasureTheory.Measure Ω) (h_boundary : differentialEntropy (MeasureTheory.Measure.map X P) = differentialEntropy (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + 0 * Z ω) P)) :

                Trivial degenerate case: when T ≤ 0 the integration interval (0, T) is empty, so the identity is h_target - h_X = 0. This holds whenever h_target = h_X, which is the natural boundary case (T = 0).

                Used by
                  theorem

                  InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_holds

                  source
                  {Ω : Type u_1} {_mΩ : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Z : Ω) (hX : Measurable X) (hZ : Measurable Z) (hXZ : ProbabilityTheory.IndepFun X Z P) (T : ) (hT : 0 T) (h_path : FisherInfo.IsDeBruijnPathRegular X Z P T) :

                  IsDeBruijnIntegrationHyp X Z P T holds whenever 0 ≤ T and the heat-flow path is regular (IsDeBruijnPathRegular), by delegation to debruijnIntegrationIdentity_holds. The integration identity reduces to the per-time de Bruijn identity via the fundamental theorem of calculus; the upstream lemma carries only a path-regularity precondition and 0 ≤ T.

                  Used by

                    §5 — Gaussian saturation full discharge of the upstream hypotheses #

                    When both P.map X and P.map Y are Gaussian, the upstream Stam / de Bruijn hypotheses are all discharged for free: Stam becomes the trivial inverse identity (since J(N(m, v)) = 1/v in closed form), and de Bruijn integration collapses to the linear variance increase along the heat flow. The discharge below is packaged via the Gaussian saturation result entropyPower_gaussian_additivity reused in §7.

                    §6 — Stam-to-EPI bridge and assembly wrapper #

                    def

                    InformationTheory.Shannon.StamEPIBridge.IsStamToEPIBridgeHyp

                    source
                    {Ω : Type u_1} [MeasurableSpace Ω] (X Y : Ω) (P : MeasureTheory.Measure Ω) :

                    The Stam-to-EPI bridge hypothesis: the implication from the Stam inequality to the entropy power inequality hypothesis. Cover–Thomas derives the entropy power inequality from the Stam inequality and the de Bruijn identity by a heat-flow path-concavity argument plus a saturation argument at the endpoint; this predicate bundles that implication.

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                        theorem

                        InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_epi

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                        Trivial discharge: when the EPI hypothesis is already known by some other route (e.g. Gaussian saturation), the bridge holds trivially.

                        Used by
                          theorem

                          InformationTheory.Shannon.StamEPIBridge.epi_via_stam

                          source
                          {Ω : Type u_1} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} (X Y Z : Ω) (h_stam : IsStamInequalityHyp X Y P) (h_bridge : IsStamToEPIBridgeHyp X Y P) :

                          Assembles the Stam inequality and the Stam-to-EPI bridge into the entropy power inequality hypothesis IsEntropyPowerInequalityHypothesis.

                          @audit:ok

                          Used by

                            §7 — Gaussian full discharge (epi_via_stam_gaussian) #

                            theorem

                            InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_gaussian

                            source
                            {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y : Ω) (hX : Measurable X) (hY : Measurable Y) (hXY : ProbabilityTheory.IndepFun X Y P) (m₁ m₂ : ) (v₁ v₂ : NNReal) (hv₁ : v₁ 0) (hv₂ : v₂ 0) (hLawX : MeasureTheory.Measure.map X P = ProbabilityTheory.gaussianReal m₁ v₁) (hLawY : MeasureTheory.Measure.map Y P = ProbabilityTheory.gaussianReal m₂ v₂) :

                            For independent Gaussian X, Y with non-zero variance, IsStamToEPIBridgeHyp X Y P is discharged with no upstream hypothesis (the EPI hypothesis is provable directly via isEntropyPowerInequalityHypothesis_of_gaussian).

                            Used by
                              theorem

                              InformationTheory.Shannon.StamEPIBridge.epi_via_stam_gaussian

                              source

                              For independent Gaussians X, Y, EPI holds with equality via the Gaussian saturation discharge — no upstream hypothesis required. Routes through the §6 wrapper to demonstrate the Stam-bridge pipeline structure.

                              Used by

                                §8 — corollaries + sanity check exports #

                                theorem

                                InformationTheory.Shannon.StamEPIBridge.epi_via_stam_symm

                                source
                                {Ω : Type u_1} { : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} (X Y Z : Ω) (h_stam : IsStamInequalityHyp Y X P) (h_bridge : IsStamToEPIBridgeHyp Y X P) :

                                Symmetric form of epi_via_stam.

                                @audit:ok

                                Used by
                                  theorem

                                  InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_forall

                                  source

                                  Pass-through bridge: IsStamToEPIBridgeHyp is implied by the conjunction Stam → EPI.

                                  Used by

                                    §9 — 3-arg EPI via Stam (chain application) #

                                    theorem

                                    InformationTheory.Shannon.StamEPIBridge.epi_via_stam_three_arg

                                    source
                                    {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y Z G : Ω) (h_xy_stam : IsStamInequalityHyp X Y P) (h_xy_bridge : IsStamToEPIBridgeHyp X Y P) (h_xyz_stam : IsStamInequalityHyp (fun (ω : Ω) => X ω + Y ω) Z P) (h_xyz_bridge : IsStamToEPIBridgeHyp (fun (ω : Ω) => X ω + Y ω) Z P) :

                                    Chains epi_via_stam twice to obtain the 3-argument EPI via the Stam pipeline.

                                    @audit:ok

                                    Used by

                                      §10 — Stam predicate manipulation #

                                      theorem

                                      InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_congr

                                      source
                                      {Ω : Type u_1} [MeasurableSpace Ω] {X Y X' Y' : Ω} {P : MeasureTheory.Measure Ω} (hX : X = X') (hY : Y = Y') (h : IsStamInequalityHyp X Y P) :

                                      The Stam predicate is preserved under arithmetic equivalent rephrasings: if two functions X, Y are pointwise equal to X', Y' then their Stam predicates coincide (the predicate depends only on P.map X, P.map Y, P.map (X + Y)).

                                      Used by
                                        theorem

                                        InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_of_fisherInfo_eq

                                        source

                                        The Stam predicate is preserved by adding a constant to X and Y when the distributional shape of P.map X, P.map Y, and P.map (X+Y) (and hence Fisher information) is preserved by the translation. This is the predicate- level statement; the corresponding distributional invariance (Fisher info is translation-invariant) is in the downstream discharge plan.

                                        Used by

                                          §11 — de Bruijn regularity manipulation #

                                          theorem

                                          InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_at_zero_pointwise

                                          source
                                          {Ω : Type u_1} [MeasurableSpace Ω] (X Z : Ω) (P : MeasureTheory.Measure Ω) (h_pt : (fun (ω : Ω) => X ω + 0 * Z ω) = X) :

                                          de Bruijn integration T = 0 always holds in the structurally trivial case where X + √0 · Z = X pointwise.

                                          Used by
                                            theorem

                                            InformationTheory.Shannon.StamEPIBridge.heat_flow_path_at_zero

                                            source
                                            {Ω : Type u_1} (X Z : Ω) :
                                            (fun (ω : Ω) => X ω + 0 * Z ω) = X

                                            The √0 = 0 specialization: at T = 0, the heat-flow path returns X + 0 · Z = X. Used to discharge isDeBruijnIntegrationHyp_at_zero.

                                            Used by

                                              §12 — Stam-to-EPI bridge: symmetry / composability #

                                              theorem

                                              InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_symm

                                              source
                                              {Ω : Type u_1} [MeasurableSpace Ω] {X Y : Ω} {P : MeasureTheory.Measure Ω} (h : IsStamToEPIBridgeHyp X Y P) :

                                              The Stam-to-EPI bridge is not symmetric in the usual sense (Stam is symmetric while the bridge picks up Y + X vs X + Y from the IsEntropyPowerInequalityHypothesis ordering). The symmetric form re-routes through isEntropyPowerInequalityHypothesis_symm.

                                              @audit:ok

                                              Used by
                                                theorem

                                                InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_const

                                                source

                                                The Stam-to-EPI bridge composes through trivial EPI fact: if EPI is already known, the bridge is the constant function.

                                                @audit:ok

                                                Used by

                                                  §13 — Gaussian saturation corollaries #

                                                  theorem

                                                  InformationTheory.Shannon.StamEPIBridge.entropyPower_gaussian_sum_eq

                                                  source

                                                  Variance-additive form of Gaussian saturation: the entropy power of the Gaussian sum equals 2πe (v₁ + v₂) = 2πe v₁ + 2πe v₂, matching the EPI inequality with equality.

                                                  Used by

                                                    §15 — 4-arg EPI chain via Stam pipeline #

                                                    theorem

                                                    InformationTheory.Shannon.StamEPIBridge.epi_via_stam_four_arg

                                                    source
                                                    {Ω : Type u_1} { : MeasurableSpace Ω} (P : MeasureTheory.Measure Ω) [MeasureTheory.IsProbabilityMeasure P] (X Y Z W G : Ω) (h_xy_stam : IsStamInequalityHyp X Y P) (h_xy_bridge : IsStamToEPIBridgeHyp X Y P) (h_xyz_stam : IsStamInequalityHyp (fun (ω : Ω) => X ω + Y ω) Z P) (h_xyz_bridge : IsStamToEPIBridgeHyp (fun (ω : Ω) => X ω + Y ω) Z P) (h_xyzw_stam : IsStamInequalityHyp (fun (ω : Ω) => X ω + Y ω + Z ω) W P) (h_xyzw_bridge : IsStamToEPIBridgeHyp (fun (ω : Ω) => X ω + Y ω + Z ω) W P) :

                                                    Chains epi_via_stam three times to obtain the 4-argument EPI via the Stam pipeline.

                                                    @audit:ok

                                                    Used by

                                                      §16 — Stam pipeline composability witnesses #

                                                      theorem

                                                      InformationTheory.Shannon.StamEPIBridge.isEntropyPowerInequalityHypothesis_of_stam_pair

                                                      source

                                                      Any conjunction (Stam X Y P) ∧ (StamToEPIBridge X Y P) yields the EPI hypothesis.

                                                      @audit:ok

                                                      Used by
                                                        theorem

                                                        InformationTheory.Shannon.StamEPIBridge.epi_pipeline_idempotent

                                                        source

                                                        Given the entropy-power-inequality form already, the Stam pipeline trivially returns the same hypothesis.

                                                        @audit:ok

                                                        Used by
                                                          theorem

                                                          InformationTheory.Shannon.StamEPIBridge.epi_via_stam_three_arg_normalized

                                                          source

                                                          The three-summand entropy power inequality, normalized by gaussianEntropyPowerConst, from Stam inequality and Stam-to-EPI bridge hypotheses on the pairs (X, Y) and (X + Y, Z) rather than from entropy-power-inequality hypotheses directly. It shows that the Stam-pipeline three-summand form composes with entropy_power_inequality_three_arg.

                                                          @audit:ok

                                                          Used by

                                                            §17 — Sanity check / regression theorems #

                                                            theorem

                                                            InformationTheory.Shannon.StamEPIBridge.epi_via_stam_recovers_predicate

                                                            source

                                                            If we have the Stam-derived EPI, the EntropyPowerInequality predicate is exactly the result of the bridge applied to Stam.

                                                            @audit:ok

                                                            Used by