mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Kernel.Basic

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
μ : Measure α
h : ∀ᵐ (a : α) ∂μ, IsProbabilityMeasure (κ a)
h' : μ ≠ 0
⊢ ∃ η, ⇑κ =ᵐ[μ] ⇑η ∧ IsMarkovKernel η

Tactic:
by
  classical
  obtain ⟨s, s_meas, μs, hs⟩ : ∃ s, MeasurableSet s ∧ μ s = 0
      ∧ ∀ a ∉ s, IsProbabilityMeasure (κ a) := by
    refine ⟨toMeasurable μ {a | ¬ IsProbabilityMeasure (κ a)}, measurableSet_toMeasurable _ _,
      by simpa [measure_toMeasurable] using! h, ?_⟩
    intro a ha
    contrapose ha
    exact subset_toMeasurable _ _ ha
  obtain ⟨a, ha⟩ : sᶜ.Nonempty := by
    contrapose! h'; simpa [μs, h'] using! measure_univ_le_add_compl s (μ := μ)
  refine ⟨Kernel.piecewise s_meas (Kernel.const _ (κ a)) κ, ?_, ?_⟩
  · filter_upwards [measure_eq_zero_iff_ae_notMem.1 μs] with b hb
    simp [hb, piecewise]
  · refine ⟨fun b ↦ ?_⟩
    by_cases hb : b ∈ s
    · simpa [hb, piecewise] using! hs _ ha
    · simpa [hb, piecewise] using! hs _ hb

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.MeasureCompProd

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
inst✝¹ : SFinite μ
inst✝ : SFinite ν
κ : Kernel α β
hκ : IsSFiniteKernel κ
⊢ (μ + ν) ⊗ₘ κ = μ ⊗ₘ κ + ν ⊗ₘ κ

pp: case neg
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
inst✝¹ : SFinite μ
inst✝ : SFinite ν
κ : Kernel α β
hκ : ¬IsSFiniteKernel κ
⊢ (μ + ν) ⊗ₘ κ = μ ⊗ₘ κ + ν ⊗ₘ κ

Tactic:
· simp_rw [Measure.compProd, Kernel.const_add, Kernel.compProd_add_left, _root_.add_apply]

Goal state after:
case neg
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
inst✝¹ : SFinite μ
inst✝ : SFinite ν
κ : Kernel α β
hκ : ¬IsSFiniteKernel κ
⊢ (μ + ν) ⊗ₘ κ = μ ⊗ₘ κ + ν ⊗ₘ κ
Module: Mathlib.Probability.Kernel.Composition.Prod

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_4
mγ : MeasurableSpace γ
η : Kernel α γ
⊢ 0 ×ₖ η = 0

Tactic:
by simp [prod]

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.Prod

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_4
mγ : MeasurableSpace γ
κ : Kernel α β
⊢ κ ×ₖ 0 = 0

Tactic:
by simp [prod]

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.CompProd

Goal state before:
pp: case e_f
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
s : Set (β × γ)
hs : MeasurableSet s
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
b : β
⊢ (((η ∥ₖ Kernel.id) ((a, b), b)).bind ⇑(swap γ β)) s = (η (a, b)) (Prod.mk b ⁻¹' s)

Tactic:
rw [parallelComp_apply, Kernel.id_apply, Measure.bind_apply hs (by fun_prop),
    lintegral_prod _ (Kernel.measurable_coe _ hs).aemeasurable]

Goal state after:
case e_f
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
s : Set (β × γ)
hs : MeasurableSet s
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
b : β
⊢ ∫⁻ (x : γ), ∫⁻ (y : β), ((swap γ β) (x, y)) s ∂Measure.dirac ((a, b), b).2 ∂η ((a, b), b).1 =
    (η (a, b)) (Prod.mk b ⁻¹' s)
Module: Mathlib.Probability.Kernel.Composition.Prod

Goal state before:
pp: α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
γ : Type u_4
δ : Type u_5
mγ : MeasurableSpace γ
mδ : MeasurableSpace δ
κ : Kernel α β
η : Kernel γ δ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
⊢ (prodMkRight α η ×ₖ prodMkLeft γ κ).comap Prod.swap ⋯ = (prodMkRight γ κ ×ₖ prodMkLeft α η).map Prod.swap

Tactic:
rw [ext_fun_iff]
  intro x f hf
  rw [lintegral_comap, lintegral_map _ measurable_swap _ hf, lintegral_prod _ _ _ hf,
    lintegral_prod]
  swap; · fun_prop
  simp only [prodMkRight_apply, Prod.fst_swap, Prod.swap_prod_mk, lintegral_prodMkLeft,
    Prod.snd_swap]
  refine (lintegral_lintegral_swap ?_).symm
  fun_prop

Goal state after:
Module: Mathlib.Probability.Kernel.Composition.RadonNikodym

Goal state before:
pp: case refine_4
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
hμν : μ ≪ ν
κ : Kernel α β
inst✝² : IsFiniteMeasure μ
inst✝¹ : IsFiniteMeasure ν
inst✝ : IsFiniteKernel κ
s : Set (α × β)
hs : MeasurableSet s
x✝ : (ν ⊗ₘ κ) s < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
⊢ (∀ (i : ℕ), MeasurableSet (f' i)) →
    (∀ (i : ℕ),
        ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ) →
      ∫⁻ (x : α × β) in ⋃ i, f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
        ∫⁻ (x : α × β) in ⋃ i, f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ

Tactic:
hf_meas

Goal state after:
case refine_4
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ ν : Measure α
hμν : μ ≪ ν
κ : Kernel α β
inst✝² : IsFiniteMeasure μ
inst✝¹ : IsFiniteMeasure ν
inst✝ : IsFiniteKernel κ
s : Set (α × β)
hs : MeasurableSet s
x✝ : (ν ⊗ₘ κ) s < ∞
h_key :
  ∀ (t₁ : Set α) (t₂ : Set β),
    MeasurableSet t₁ →
      MeasurableSet t₂ →
        ∫⁻ (x : α × β) in t₁ ×ˢ t₂, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
          ∫⁻ (x : α × β) in t₁ ×ˢ t₂, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
f' : ℕ → Set (α × β)
hf_disj : Pairwise (Function.onFun Disjoint f')
hf_meas : ∀ (i : ℕ), MeasurableSet (f' i)
⊢ (∀ (i : ℕ),
      ∫⁻ (x : α × β) in f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ = ∫⁻ (x : α × β) in f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ) →
    ∫⁻ (x : α × β) in ⋃ i, f' i, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ κ) x ∂ν ⊗ₘ κ =
      ∫⁻ (x : α × β) in ⋃ i, f' i, μ.rnDeriv ν x.1 ∂ν ⊗ₘ κ
Module: Mathlib.Probability.Kernel.Composition.IntegralCompProd

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
g : ↥(Lp E 1 ((η ∘ₖ κ) a))
⊢ Tendsto (fun i ↦ ∫⁻ (x : β), ‖∫ (y : γ), ↑↑i y ∂η x - ∫ (y : γ), ↑↑g y ∂η x‖ₑ ∂κ a) (𝓝 g) (𝓝 0)

Tactic:
simp_rw [← lintegral_fn_integral_sub_comp (‖·‖ₑ) (L1.integrable_coeFn _) (L1.integrable_coeFn g)]

Goal state after:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : NormedAddCommGroup E
a : α
κ : Kernel α β
η : Kernel β γ
inst✝ : NormedSpace ℝ E
g : ↥(Lp E 1 ((η ∘ₖ κ) a))
⊢ Tendsto (fun i ↦ ∫⁻ (x : β), ‖∫ (y : γ), ↑↑i y - ↑↑g y ∂η x‖ₑ ∂κ a) (𝓝 g) (𝓝 0)
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0
hc : c ≠ 0
⊢ llr (c • μ) ν =ᵐ[μ] fun x ↦ llr μ ν x + log ↑c

Tactic:
rw [← Measure.coe_nnreal_smul]
  filter_upwards [llr_smul_left hμν (c : ℝ≥0∞) (by simpa) (by simp)] with x hx
  rw [hx]
  simp

Goal state after:
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0∞
hc : c ≠ 0
hc_ne_top : c ≠ ∞
hc' : c⁻¹ ≠ 0
hc_ne_top' : c⁻¹ ≠ ∞
x : α
hx_left : llr (c⁻¹ • μ) ν x = llr μ ν x + log c⁻¹.toReal
hx_right : llr μ (c • ν) x = llr μ ν x - log c.toReal
⊢ llr (c⁻¹ • μ) ν x = llr μ (c • ν) x

Tactic:
hx_left,

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : μ.HaveLebesgueDecomposition ν
hμν : μ ≪ ν
c : ℝ≥0∞
hc : c ≠ 0
hc_ne_top : c ≠ ∞
hc' : c⁻¹ ≠ 0
hc_ne_top' : c⁻¹ ≠ ∞
x : α
hx_left : llr (c⁻¹ • μ) ν x = llr μ ν x + log c⁻¹.toReal
hx_right : llr μ (c • ν) x = llr μ ν x - log c.toReal
⊢ llr μ ν x + log c⁻¹.toReal = llr μ (c • ν) x
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : IsProbabilityMeasure μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hf : Integrable f μ
h_int : Integrable (llr μ ν) μ
hfμ : Integrable (fun x ↦ rexp (f x)) μ
hfν : AEMeasurable f ν
⊢ ∫ (a : α), f a ∂μ - ∫ (a : α), log (∫ (x : α), rexp (f x) ∂μ) ∂μ + ∫ (a : α), llr μ ν a ∂μ =
    ∫ (x : α), f x ∂μ - log (∫ (x : α), rexp (f x) ∂μ) + ∫ (x : α), llr μ ν x ∂μ

Tactic:
simp only [integral_const, probReal_univ, smul_eq_mul, one_mul]

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.KLFun

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ Integrable (fun x ↦ klFun (μ.rnDeriv ν x).toReal) ν ↔ Integrable (llr μ ν) μ

Tactic:
suffices Integrable (fun x ↦ (μ.rnDeriv ν x).toReal * log (μ.rnDeriv ν x).toReal
      + (1 - (μ.rnDeriv ν x).toReal)) ν ↔ Integrable (llr μ ν) μ by
    convert! this using 3 with x
    rw [klFun, add_sub_assoc]
  rw [integrable_add_iff_integrable_left', integrable_rnDeriv_mul_log_iff hμν]
  fun_prop

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

Tactic:
by_cases hμν : μ ≪ ν

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞

case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : ¬μ ≪ ν
⊢ (if μ ≪ ν ∧ Integrable (llr μ ν) μ then ENNReal.ofReal (∫ (x : α), klFun (μ.rnDeriv ν x).toReal ∂ν) else ∞) =
    if μ ≪ ν then ∫⁻ (x : α), ENNReal.ofReal (klFun (μ.rnDeriv ν x).toReal) ∂ν else ∞
Module: Mathlib.MeasureTheory.Measure.LogLikelihoodRatio

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
f : α → ℝ
inst✝¹ : IsProbabilityMeasure μ
inst✝ : SigmaFinite ν
hμν : μ ≪ ν
hfμ : Integrable f μ
hfν : Integrable (fun x ↦ rexp (f x)) ν
h_int : Integrable (llr μ ν) μ
⊢ ∫ (a : α), -f a ∂μ + ∫ (a : α), log (∫ (x : α), rexp (f x) ∂ν) ∂μ + ∫ (a : α), llr μ ν a ∂μ =
    ∫ (a : α), -f a ∂μ + log (∫ (x : α), rexp (f x) ∂ν) + ∫ (x : α), llr μ ν x ∂μ

Tactic:
simp only [integral_const, probReal_univ, smul_eq_mul, one_mul]

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : c ≠ 0
hc' : ↑c ≠ 0
hμ_smul : μ = c • c⁻¹ • μ
hν_smul : ν = c⁻¹ • c • ν
⊢ klDiv μ (c • ν) = ↑c * klDiv (c⁻¹ • μ) ν

Tactic:
by_cases hμν : μ ≪ ν

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : c ≠ 0
hc' : ↑c ≠ 0
hμ_smul : μ = c • c⁻¹ • μ
hν_smul : ν = c⁻¹ • c • ν
hμν : μ ≪ ν
⊢ klDiv μ (c • ν) = ↑c * klDiv (c⁻¹ • μ) ν

case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : c ≠ 0
hc' : ↑c ≠ 0
hμ_smul : μ = c • c⁻¹ • μ
hν_smul : ν = c⁻¹ • c • ν
hμν : ¬μ ≪ ν
⊢ klDiv μ (c • ν) = ↑c * klDiv (c⁻¹ • μ) ν
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Unique

Goal state before:
pp: α : Type u_1
F' : Type u_3
m m0 : MeasurableSpace α
μ : Measure α
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f g : α → F'
hf_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn f s μ
hg_int_finite : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → IntegrableOn g s μ
hfg_eq : ∀ (s : Set α), MeasurableSet s → μ s < ∞ → ∫ (x : α) in s, f x ∂μ = ∫ (x : α) in s, g x ∂μ
hfm : AEStronglyMeasurable f μ
hgm : AEStronglyMeasurable g μ
hf_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk f hfm) s (μ.trim hm)
hg_mk_int_finite :
  ∀ (s : Set α), MeasurableSet s → (μ.trim hm) s < ∞ → IntegrableOn (AEStronglyMeasurable.mk g hgm) s (μ.trim hm)
s : Set α
hs : MeasurableSet s
hμs : μ s < ∞
⊢ ∫ (a : α) in s, f a ∂μ = ∫ (a : α) in s, g a ∂μ

Tactic:
exact hfg_eq s hs hμs

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
⊢ klDiv (c • μ) (c • ν) = ↑c * klDiv μ ν

Tactic:
by_cases hμν : μ ≪ ν

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : μ ≪ ν
⊢ klDiv (c • μ) (c • ν) = ↑c * klDiv μ ν

case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
hc : ¬c = 0
hc' : ↑c ≠ 0
hμ_smul : ∀ (μ : Measure α), μ = c⁻¹ • c • μ
hμν : ¬μ ≪ ν
⊢ klDiv (c • μ) (c • ν) = ↑c * klDiv μ ν
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
c : ℝ≥0
⊢ klDiv (c • μ) (c • ν) = ↑c * klDiv μ ν

Tactic:
by_cases hc : c = 0
  · simp [hc]
  have hc' : (c : ℝ≥0∞) ≠ 0 := by simpa
  have hμ_smul (μ : Measure α) : μ = c⁻¹ • (c • μ) := by
    rw [smul_smul, inv_mul_cancel₀ hc, one_smul]
  by_cases hμν : μ ≪ ν
  swap
  · rw [klDiv_of_not_ac hμν, klDiv_of_not_ac, ENNReal.mul_top hc']
    refine fun h_contra ↦ hμν ?_
    rw [hμ_smul μ, hμ_smul ν]
    exact h_contra.smul _
  by_cases h_int : Integrable (llr μ ν) μ
  swap
  · rw [klDiv_of_not_integrable h_int, klDiv_of_not_integrable, ENNReal.mul_top hc']
    refine fun h_contra ↦ h_int ?_
    rw [hμ_smul μ, hμ_smul ν]
    refine Integrable.smul_measure_nnreal ?_
    rw [integrable_congr (llr_smul_nnreal_same (hμν.smul c) c⁻¹ (by simpa))]
    fun_prop
  rw [← ENNReal.ofReal_toReal (klDiv_ne_top (hμν.smul c) _),
    ← ENNReal.ofReal_toReal (klDiv_ne_top hμν h_int)]
  swap
  · refine Integrable.smul_measure_nnreal ?_
    rw [integrable_congr (llr_smul_nnreal_same hμν c hc)]
    fun_prop
  simp [toReal_klDiv_smul_same hμν h_int]

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: case neg.refine_2
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
h_int : Integrable (llr μ ν) μ
hμ : ¬μ = 0
hν : ¬ν = 0
this : NeZero ν
ν' : Measure α := (ν univ)⁻¹ • ν
hμν' : μ ≪ ν'
h : 0 ≤ ∫ (a : α), llr μ ν a ∂μ - μ.real univ * log (ν univ)⁻¹.toReal + ν'.real univ - μ.real univ
⊢ 0 ≤ ∫ (x : α), llr μ ν x ∂μ + μ.real univ * log (ν.real univ) + 1 - μ.real univ

Tactic:
simpa using! h

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
⊢ ENNReal.ofReal (μ.real univ * log (μ.real univ / ν.real univ) + ν.real univ - μ.real univ) ≤ klDiv μ ν

Tactic:
by_cases hμν : μ ≪ ν

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : μ ≪ ν
⊢ ENNReal.ofReal (μ.real univ * log (μ.real univ / ν.real univ) + ν.real univ - μ.real univ) ≤ klDiv μ ν

case neg
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
hμν : ¬μ ≪ ν
⊢ ENNReal.ofReal (μ.real univ * log (μ.real univ / ν.real univ) + ν.real univ - μ.real univ) ≤ klDiv μ ν
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : G
⊢ ↑↑((condExpInd G hm μ s) c) =ᵐ[μ] s.indicator fun x ↦ c

Tactic:
condExpInd_ae_eq_condExpIndSMul hm (hm s hs) hμs,

Goal state after:
α : Type u_1
G : Type u_4
inst✝² : NormedAddCommGroup G
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
inst✝¹ : NormedSpace ℝ G
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
hs : MeasurableSet s
hμs : μ s ≠ ∞
c : G
⊢ ↑↑(condExpIndSMul hm ⋯ hμs c) =ᵐ[μ] s.indicator fun x ↦ c
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL2

Goal state before:
pp: α : Type u_1
E' : Type u_3
𝕜 : Type u_7
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E'
inst✝² : InnerProductSpace 𝕜 E'
inst✝¹ : CompleteSpace E'
inst✝ : NormedSpace ℝ E'
m m0 : MeasurableSpace α
μ : Measure α
s : Set α
hm : m ≤ m0
f : ↥(Lp E' 2 μ)
hs : MeasurableSet s
hμs : μ s ≠ ∞
⊢ ∫ (x : α) in s, ↑↑↑((condExpL2 E' 𝕜 hm) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
by
  rw [← sub_eq_zero, ←
    integral_sub' (integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs)
      (integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs)]
  refine integral_eq_zero_of_forall_integral_inner_eq_zero 𝕜 _ ?_ ?_
  · rw [integrable_congr (ae_restrict_of_ae (Lp.coeFn_sub (↑(condExpL2 E' 𝕜 hm f)) f).symm)]
    exact integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs
  intro c
  simp_rw [Pi.sub_apply, inner_sub_right]
  rw [integral_sub
      ((integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs).const_inner c)
      ((integrableOn_Lp_of_measure_ne_top _ fact_one_le_two_ennreal.elim hμs).const_inner c)]
  have h_ae_eq_f := MemLp.coeFn_toLp (E := 𝕜) ((Lp.memLp f).const_inner c)
  rw [sub_eq_zero, ←
    setIntegral_congr_ae (hm s hs) ((condExpL2_const_inner hm f c).mono fun x hx _ => hx), ←
    setIntegral_congr_ae (hm s hs) (h_ae_eq_f.mono fun x hx _ => hx)]
  exact integral_condExpL2_eq_of_fin_meas_real _ hs hμs

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
f : α → E
hf : StronglyMeasurable f
hfi : Integrable f μ
⊢ (if Integrable f μ then if StronglyMeasurable f then f else AEStronglyMeasurable.mk ↑↑(condExpL1 hm μ f) ⋯ else 0) = f

Tactic:
if_pos hfi,

Goal state after:
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
f : α → E
hf : StronglyMeasurable f
hfi : Integrable f μ
⊢ (if StronglyMeasurable f then f else AEStronglyMeasurable.mk ↑↑(condExpL1 hm μ f) ⋯) = f
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case neg
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : ¬SigmaFinite (μ.trim hm)
⊢ StronglyMeasurable μ[f | m]

pp: case pos
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ StronglyMeasurable μ[f | m]

Tactic:
· rw [condExp_of_not_sigmaFinite hm hμm]; exact stronglyMeasurable_zero

Goal state after:
case pos
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ m₀
hμm : SigmaFinite (μ.trim hm)
⊢ StronglyMeasurable μ[f | m]
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Basic

Goal state before:
pp: case neg
α : Type u_1
E : Type u_3
m m₀ : MeasurableSpace α
μ : Measure α
f : α → E
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : CompleteSpace E
F : Type u_5
inst✝² : NormedAddCommGroup F
inst✝¹ : CompleteSpace F
inst✝ : NormedSpace ℝ F
hf_int : Integrable f μ
T : E →L[ℝ] F
hm : m ≤ m₀
hμ : ¬SigmaFinite (μ.trim hm)
⊢ ⇑T ∘ μ[f | m] =ᵐ[μ] μ[⇑T ∘ f | m]

Tactic:
simp [condExp_of_not_sigmaFinite hm hμ]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondexpL1

Goal state before:
pp: case neg
α : Type u_1
F' : Type u_3
inst✝² : NormedAddCommGroup F'
inst✝¹ : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f : α → F'
hF' : ¬CompleteSpace ↥(Lp F' 1 μ)
⊢ AEStronglyMeasurable (↑↑(condExpL1 hm μ f)) μ

Tactic:
simp only [condExpL1, setToFun, hF', ↓reduceDIte, ZeroMemClass.coe_zero]

Goal state after:
case neg
α : Type u_1
F' : Type u_3
inst✝² : NormedAddCommGroup F'
inst✝¹ : NormedSpace ℝ F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
f : α → F'
hF' : ¬CompleteSpace ↥(Lp F' 1 μ)
⊢ AEStronglyMeasurable (↑0) μ
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos.hf
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X : Ω → ℝ≥0∞
hX : AEMeasurable X P
c : ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ AEMeasurable X (P.restrict s)

pp: case pos.hf
Ω : Type u_1
mΩ₀ mΩ : MeasurableSpace Ω
P : Measure Ω
X : Ω → ℝ≥0∞
hX : AEMeasurable X P
c : ℝ≥0∞
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
s : Set Ω
hs : MeasurableSet s
⊢ Measurable P⁻[X | mΩ]

Tactic:
all_goals fun_prop

Goal state after:
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : 𝓧 → 𝓨
hg : Measurable g
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν

Tactic:
by_cases hμν : μ ≪ ν

Goal state after:
case pos
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : 𝓧 → 𝓨
hg : Measurable g
hμν : μ ≪ ν
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν

case neg
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : 𝓧 → 𝓨
hg : Measurable g
hμν : ¬μ ≪ ν
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν
Module: Mathlib.LinearAlgebra.AffineSpace.AffineSubspace.Shift

Goal state before:
pp: k : Type u_1
V : Type u_2
P : Type u_3
inst✝³ : Ring k
inst✝² : AddCommGroup V
inst✝¹ : AddTorsor V P
inst✝ : Module k V
s : AffineSubspace k P
c : P
r : k
h : (↑s).Nonempty
⊢ Nonempty ↥s

Tactic:
simpa using! h

Goal state after:
Module: Mathlib.LinearAlgebra.AffineSpace.AffineSubspace.Shift

Goal state before:
pp: k : Type u_1
V : Type u_2
P : Type u_3
inst✝³ : Ring k
inst✝² : AddCommGroup V
inst✝¹ : AddTorsor V P
inst✝ : Module k V
s : AffineSubspace k P
c : P
h : (↑s).Nonempty
⊢ Nonempty ↥s

Tactic:
simpa using! h

Goal state after: