InformationTheory.Shannon.EPI.Stam.EPIBridge
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 inequality1/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, bundlingIsRegularDeBruijnHypV2at eacht > 0with bounded-window integrability of the derivative.IsDeBruijnIntegrationHyp X Z P T— the de Bruijn integration identityh(target) - h(X) = ∫₀^T (1/2) J(X + √t Z) dtas 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 #
InformationTheory.Shannon.StamEPIBridge.IsStamInequalityHyp
sourceThe 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
Equations
- One or more equations did not get rendered due to their size.
Instances For
Used by
InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_symm
sourceThe Stam inequality hypothesis is symmetric in X, Y.
Used by
§3 — de Bruijn regularity predicate #
InformationTheory.Shannon.StamEPIBridge.IsDeBruijnRegularityHyp
sourceRegularity 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)
Shared density witness.
density_path tis intended to be the density ofP.map (X + √t · Z). The same witness drives bothreg_at(viadensity_t_eqbelow) andintegrable_deriv, structurally closing the trivial-zero bypass that the previous independent existentials allowed.For each strictly positive
t, the family is regular in the de Bruijn sense (V2 form, RHS keyed on V2 Fisher info;IsRegularDeBruijnHypV2carries its own internaldensity_twitness — that internal witness is pinned to the top-leveldensity_path tbydensity_t_eqbelow).Pin the
IsRegularDeBruijnHypV2-internaldensity_tofreg_at t htto the top-leveldensity_path t. This shared witness closes the trivial-zero bypass:density_path = 0forces(reg_at t ht).density_t = 0, hence the de Bruijn identity's RHS to0, contradicting the true Gaussian derivative1 / (2 (v + t)) ≠ 0.- integrable_deriv(T : ℝ) : 0 < T → IntervalIntegrable (fun (t : ℝ) => 1 / 2 * (FisherInfo.fisherInfoOfMeasureV2 (MeasureTheory.Measure.map (fun (ω : Ω) => X ω + √t * Z ω) P) (self.density_path t)).toReal) MeasureTheory.volume 0 T
The derivative
(1/2) · J(X + √t · Z).toRealis interval-integrable on every bounded window[0, T]along the heat-flow path, using the shareddensity_path. This bounded-window form is satisfiable for GaussianX, where the integrand1 / (2 (v + t))is continuous and bounded on[0, T].
Instances For
Used by
§4 — de Bruijn integration predicate #
InformationTheory.Shannon.StamEPIBridge.IsDeBruijnIntegrationHyp
sourceThe 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)
Equations
- One or more equations did not get rendered due to their size.
Instances For
Used by
InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_at_zero
sourceTrivial 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
InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_holds
sourceIsDeBruijnIntegrationHyp 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 #
InformationTheory.Shannon.StamEPIBridge.IsStamToEPIBridgeHyp
sourceThe 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.
Equations
- One or more equations did not get rendered due to their size.
Instances For
Used by
InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_epi
sourceTrivial discharge: when the EPI hypothesis is already known by some other route (e.g. Gaussian saturation), the bridge holds trivially.
Used by
InformationTheory.Shannon.StamEPIBridge.epi_via_stam
sourceAssembles 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) #
InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_gaussian
sourceFor 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
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_gaussian
sourceFor 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 #
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_symm
sourceSymmetric form of epi_via_stam.
@audit:ok
Used by
InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_of_forall
sourcePass-through bridge: IsStamToEPIBridgeHyp is implied by the conjunction
Stam → EPI.
Used by
§9 — 3-arg EPI via Stam (chain application) #
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_three_arg
sourceChains epi_via_stam twice to obtain the 3-argument EPI via the Stam
pipeline.
@audit:ok
Used by
§10 — Stam predicate manipulation #
InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_congr
sourceThe 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
InformationTheory.Shannon.StamEPIBridge.isStamInequalityHyp_of_fisherInfo_eq
sourceThe 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 #
InformationTheory.Shannon.StamEPIBridge.isDeBruijnIntegrationHyp_at_zero_pointwise
sourcede Bruijn integration T = 0 always holds in the structurally trivial
case where X + √0 · Z = X pointwise.
Used by
InformationTheory.Shannon.StamEPIBridge.heat_flow_path_at_zero
sourceThe √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 #
InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_symm
sourceThe 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
InformationTheory.Shannon.StamEPIBridge.isStamToEPIBridgeHyp_const
sourceThe 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 #
InformationTheory.Shannon.StamEPIBridge.entropyPower_gaussian_sum_eq
sourceVariance-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 #
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_four_arg
sourceChains epi_via_stam three times to obtain the 4-argument EPI via the Stam
pipeline.
@audit:ok
Used by
§16 — Stam pipeline composability witnesses #
InformationTheory.Shannon.StamEPIBridge.isEntropyPowerInequalityHypothesis_of_stam_pair
sourceAny conjunction (Stam X Y P) ∧ (StamToEPIBridge X Y P) yields the EPI
hypothesis.
@audit:ok
Used by
InformationTheory.Shannon.StamEPIBridge.epi_pipeline_idempotent
sourceGiven the entropy-power-inequality form already, the Stam pipeline trivially returns the same hypothesis.
@audit:ok
Used by
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_three_arg_normalized
sourceThe 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 #
InformationTheory.Shannon.StamEPIBridge.epi_via_stam_recovers_predicate
sourceIf we have the Stam-derived EPI, the EntropyPowerInequality predicate is
exactly the result of the bridge applied to Stam.
@audit:ok