mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondJensen

Goal state before:
pp: case refine_3
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
φY : ↥Y → ℝ := φ ∘ ⇑Y.subtypeL
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
hfY_int : Integrable fY μ
lem2 : μ[f | m] =ᵐ[μ] ⇑Y.subtypeL ∘ μ[fY | m]
lem3 : φ ∘ f =ᵐ[μ] φY ∘ fY
⊢ IsClosed (⇑Y.subtypeL ⁻¹' s)

Tactic:
·

Goal state after:
case refine_3
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
inst✝ : IsFiniteMeasure μ
hm : m ≤ mα
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
t : Set E
ht : TopologicalSpace.IsSeparable t
htt : ∀ᵐ (x : α) ∂μ, f x ∈ t
Y : Submodule ℝ E := (Submodule.span ℝ t).topologicalClosure
this✝ : CompleteSpace ↥Y
this : SecondCountableTopology ↥Y
φY : ↥Y → ℝ := φ ∘ ⇑Y.subtypeL
fY : α → ↥Y := fun a ↦ if h : f a ∈ Y then ⟨f a, h⟩ else 0
fX : α → E := ⇑Y.subtypeL ∘ fY
lem0 : ∀ᵐ (a : α) ∂μ, f a ∈ Y
lem1 : f =ᵐ[μ] fX
hfY_int : Integrable fY μ
lem2 : μ[f | m] =ᵐ[μ] ⇑Y.subtypeL ∘ μ[fY | m]
lem3 : φ ∘ f =ᵐ[μ] φY ∘ fY
⊢ IsClosed (⇑Y.subtypeL ⁻¹' s)
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case neg
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : ¬mΩ ≤ mΩ₀
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

pp: case pos
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

Tactic:
·

Goal state after:
case neg
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : ¬mΩ ≤ mΩ₀
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case refine_1
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ AEStronglyMeasurable (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) (ν.trim hm)

pp: case refine_2
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') ≤ᵐ[ν.trim hm] fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal

pp: case refine_3
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) ≤ᵐ[ν.trim hm] fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x

pp: case refine_4
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') (ν.trim hm)

pp: case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)

Tactic:
·

Goal state after:
case refine_1
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ AEStronglyMeasurable (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) (ν.trim hm)
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case neg
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
hσ : ¬SigmaFinite (P.trim hm)
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

pp: case pos
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

Tactic:
·

Goal state after:
case neg
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
hσ : ¬SigmaFinite (P.trim hm)
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case refine_2
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') ≤ᵐ[ν.trim hm] fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal

pp: case refine_3
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) ≤ᵐ[ν.trim hm] fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x

pp: case refine_4
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') (ν.trim hm)

pp: case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)

Tactic:
·

Goal state after:
case refine_2
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') ≤ᵐ[ν.trim hm] fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case refine_3
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) ≤ᵐ[ν.trim hm] fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x

pp: case refine_4
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') (ν.trim hm)

pp: case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)

Tactic:
·

Goal state after:
case refine_3
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ (fun x ↦ f ((∂μ.trim hm/∂ν.trim hm) x).toReal) ≤ᵐ[ν.trim hm] fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case pos
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
⊢ P⁻[∑' (i : ι), X i | mΩ] =ᵐ[P] ∑' (i : ι), P⁻[X i | mΩ]

Tactic:
refine (ae_eq_condLExp _ _ _ (by fun_prop) ?_).symm

Goal state after:
case pos
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝ : Countable ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
hm : mΩ ≤ mΩ₀
hσ : SigmaFinite (P.trim hm)
⊢ ∀ (s : Set Ω),
    MeasurableSet s → ∫⁻ (ω : Ω) in s, (∑' (i : ι), P⁻[X i | mΩ]) ω ∂P = ∫⁻ (ω : Ω) in s, (∑' (i : ι), X i) ω ∂P
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case refine_4
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') (ν.trim hm)

pp: case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)

Tactic:
·

Goal state after:
case refine_4
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ c * ((∂μ.trim hm/∂ν.trim hm) x).toReal + c') (ν.trim hm)
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)

Tactic:
·

Goal state after:
case refine_5
𝓧 : Type u_1
m m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
f : ℝ → ℝ
hm : m ≤ m𝓧
hμν : μ ≪ ν
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int : Integrable (fun x ↦ f ((∂μ/∂ν) x).toReal) ν
hf_cont : ContinuousOn f (Ici 0)
c c' : ℝ
h : ∀ (x : ℝ), 0 ≤ x → c * x + c' ≤ f x
⊢ Integrable (fun x ↦ ν[fun x ↦ f ((∂μ/∂ν) x).toReal | m] x) (ν.trim hm)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondJensen

Goal state before:
pp: case hm
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
hm : m ≤ mα
inst✝ : SigmaFinite (μ.trim hm)
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
n : ℕ
⊢ MeasurableSet (spanningSets (μ.trim hm) n)

pp: case ht
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
hm : m ≤ mα
inst✝ : SigmaFinite (μ.trim hm)
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
n : ℕ
⊢ (μ.restrict (spanningSets (μ.trim hm) n)) {x | (fun x ↦ (φ ∘ μ[f | m]) x ≤ μ[φ ∘ f | m] x) x}ᶜ = 0

Tactic:
·

Goal state after:
case hm
E : Type u_1
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : CompleteSpace E
α : Type u_2
f : α → E
φ : E → ℝ
m mα : MeasurableSpace α
μ : Measure α
s : Set E
hm : m ≤ mα
inst✝ : SigmaFinite (μ.trim hm)
hφ_cvx : ConvexOn ℝ s φ
hφ_cont : LowerSemicontinuousOn φ s
hf : ∀ᵐ (a : α) ∂μ, f a ∈ s
hs : IsClosed s
hf_int : Integrable f μ
hφ_int : Integrable (φ ∘ f) μ
n : ℕ
⊢ MeasurableSet (spanningSets (μ.trim hm) n)
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case e'_4
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
s : Finset ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
⊢ ∑ i ∈ s, X i = ∑' (i : ↥s), X ↑i

pp: case e'_5
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
s : Finset ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
⊢ ∑ i ∈ s, P⁻[X i | mΩ] = ∑' (i : ↥s), P⁻[X ↑i | mΩ]

Tactic:
·

Goal state after:
case e'_4
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
s : Finset ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
⊢ ∑ i ∈ s, X i = ∑' (i : ↥s), X ↑i
Module: Mathlib.MeasureTheory.Function.ConditionalLExpectation

Goal state before:
pp: case e'_5
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
s : Finset ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
⊢ ∑ i ∈ s, P⁻[X i | mΩ] = ∑' (i : ↥s), P⁻[X ↑i | mΩ]

Tactic:
·

Goal state after:
case e'_5
Ω : Type u_1
mΩ₀ : MeasurableSpace Ω
P : Measure Ω
ι : Type u_2
mΩ : MeasurableSpace Ω
s : Finset ι
X : ι → Ω → ℝ≥0∞
hX : ∀ (i : ι), AEMeasurable (X i) P
⊢ ∑ i ∈ s, P⁻[X i | mΩ] = ∑' (i : ↥s), P⁻[X ↑i | mΩ]
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: 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

pp: 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

Tactic:
·

Goal state after:
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.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: 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
h_int : ¬Integrable (llr μ ν) μ
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν

pp: 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
h_int : Integrable (llr μ ν) μ
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν

Tactic:
·

Goal state after:
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
h_int : ¬Integrable (llr μ ν) μ
⊢ klDiv (Measure.map g μ) (Measure.map g ν) ≤ klDiv μ ν
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case h.refine_1
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
h_int : Integrable (llr μ ν) μ
hf : StronglyMeasurable klFun
hf_cont : ContinuousWithinAt klFun (Ici 0) 0
h_int' : Integrable (fun x ↦ klFun ((∂μ/∂ν) x).toReal) ν
⊢ Integrable (fun x ↦ klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x)) ν

pp: case h.refine_2
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
h_int : Integrable (llr μ ν) μ
hf : StronglyMeasurable klFun
hf_cont : ContinuousWithinAt klFun (Ici 0) 0
h_int' : Integrable (fun x ↦ klFun ((∂μ/∂ν) x).toReal) ν
⊢ (fun x ↦ klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x)) ≤ᵐ[ν]
    ν[fun x ↦ klFun ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨]

Tactic:
·

Goal state after:
case h.refine_1
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
h_int : Integrable (llr μ ν) μ
hf : StronglyMeasurable klFun
hf_cont : ContinuousWithinAt klFun (Ici 0) 0
h_int' : Integrable (fun x ↦ klFun ((∂μ/∂ν) x).toReal) ν
⊢ Integrable (fun x ↦ klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x)) ν
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondJensen

Goal state before:
pp: case pos
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : ¬m ≤ mα
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]

pp: case neg
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : m ≤ mα
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]

Tactic:
·

Goal state after:
case pos
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : ¬m ≤ mα
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]
Module: Mathlib.InformationTheory.KullbackLeibler.DataProcessing

Goal state before:
pp: case h.refine_2
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
h_int : Integrable (llr μ ν) μ
hf : StronglyMeasurable klFun
hf_cont : ContinuousWithinAt klFun (Ici 0) 0
h_int' : Integrable (fun x ↦ klFun ((∂μ/∂ν) x).toReal) ν
⊢ (fun x ↦ klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x)) ≤ᵐ[ν]
    ν[fun x ↦ klFun ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨]

Tactic:
·

Goal state after:
case h.refine_2
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
h_int : Integrable (llr μ ν) μ
hf : StronglyMeasurable klFun
hf_cont : ContinuousWithinAt klFun (Ici 0) 0
h_int' : Integrable (fun x ↦ klFun ((∂μ/∂ν) x).toReal) ν
⊢ (fun x ↦ klFun (ν[fun x ↦ ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨] x)) ≤ᵐ[ν]
    ν[fun x ↦ klFun ((∂μ/∂ν) x).toReal | MeasurableSpace.comap g m𝓨]
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.CondJensen

Goal state before:
pp: case pos
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : m ≤ mα
hμm : ¬SigmaFinite (μ.trim hm)
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]

pp: case neg
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : m ≤ mα
hμm : SigmaFinite (μ.trim hm)
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]

Tactic:
·

Goal state after:
case pos
E : Type u_1
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
α : Type u_2
m mα : MeasurableSpace α
μ : Measure α
f : α → E
hm : m ≤ mα
hμm : ¬SigmaFinite (μ.trim hm)
⊢ (fun x ↦ ‖μ[f | m] x‖) ≤ᵐ[μ] μ[fun x ↦ ‖f x‖ | m]