feat(QuantumInfo): Fisher-Rao metric and Cramer-Rao bound on finite simplex - #1652
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…implex Define the Fisher–Rao inner product on the open probability simplex, prove Cauchy–Schwarz for it, and derive the classical Cramér–Rao lower bound on estimator variance. All proofs are sorry-free and use only Mathlib primitives. New file `QuantumInfo/ForMathlib/FisherRao.lean` plus its import line. ## Definitions * `FisherRao.OpenSimplex` — point on Δ°(α) with strictly positive weights * `FisherRao.OpenSimplex.fisherRaoInner` — gₚ(u,v) = Σᵢ uᵢvᵢ/pᵢ * `FisherRao.fisherInfo` — I(θ) = Σᵢ (∂pᵢ/∂θ)²/pᵢ * `FisherRao.expect`, `FisherRao.variance` — weighted expectation/variance ## Theorems * `fisherRao_cauchy_schwarz` — gₚ(u,v)² ≤ gₚ(u,u)·gₚ(v,v) * `fisherRaoSq_eq_zero_iff` — positive definiteness * `fisherInfo_eq_fisherRaoSq` — I(θ) = ‖dp/dθ‖²_FR * `cramerRao` — Var(T) ≥ 1/I(θ) for unbiased estimators
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This PR formalizes the Fisher–Rao metric and the Cramér–Rao bound for finite sample spaces — neither exists in Mathlib or PhysLean today. Why here: The Cramér–Rao proof reduces to Cauchy–Schwarz on a weighted inner product, which is the same obstruction kernel behind Robertson–Schrödinger (already in PhysLean via Cipollina and Diem). Having Fisher–Rao in ForMathlib/ makes it available as infrastructure for quantum information geometry — in particular, connecting the algebraic uncertainty framework to the Fubini-Study/Fisher-Rao bridge that @Zayn described in the Integrating QuantumInfo thread. What it gives you:
atte:Eduardo Nava Hernandez (Lalo) |
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im herre to write the personal coment, by mysself, i do this to help @zyan to complete his own comit, about bloch sphere i think. so i need it to, becouse the uncerntanly dimensional elemental principle can be fited here on Hilbert 4+ |
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Closing in favor of #1657, which ports this content to PhyslibAlpha.AlgebraicFramework.InformationGeometry.FisherRao (the intended home for the estimation-geometry layer, per maintainer feedback in the 'Fisher information and Fubini-Study' thread). This QuantumInfo version is superseded; please review #1657 instead. |
Summary
QuantumInfo/ForMathlib/FisherRao.leanplus its import linet-quantum-infoDefinitions added
FisherRao.OpenSimplexFisherRao.OpenSimplex.fisherRaoInnerFisherRao.fisherInfoFisherRao.expectFisherRao.varianceTheorems
fisherRao_cauchy_schwarzfisherRaoSq_eq_zero_ifffisherInfo_eq_fisherRaoSqcramerRaoContext
Neither Mathlib nor PhysLean currently have Fisher information, the Fisher–Rao metric, or the Cramér–Rao bound formalized. This PR fills that gap using only Mathlib primitives (
Finset.sum,div,field_simp).The Cramér–Rao proof reduces to Cauchy–Schwarz on the Fisher–Rao inner product — the same obstruction kernel underlying the Robertson–Schrödinger uncertainty relation already in PhysLean.
Test plan
AI-assisted-by: Anthropic Claude