Consider the following example,
Also consider
and just in case the contraction principle is quoted below
I don't get how they apply the contraction principle to get $H(\alpha)=I_p(s)$
According to the theorem below, I have to compute for $y \in\mathscr Y=\mathscr M_1({0,1})$$ this expression:
$\tilde H(y)=\inf_{x:f(x)=y} I_p(x)=\inf_{x:f(x)=y} x\log(\frac{x}{p})+(1-x)\log(\frac{1-x}{1-p})$
$=\inf_{x:x\delta_1+(1-x)\delta_0 =y} x\log(\frac{x}{p})+(1-x)\log(\frac{1-x}{1-p})$.
After that, I have to compute its lower semicontinuous regularization to get $H=\tilde H_\text {lsc}$ that is
using the definition of lsc regularization:

$H(\alpha)=\tilde H_\text{lsc}(\alpha)=\sup\{\inf_{\{G\in y\}} \tilde H(y): \alpha \in G, G \text{ open}\}$ with the suggestion in the comments $\tilde H(y)=Ip(s)$ if $y= s\delta_1+(1-s)\delta_0$
I am clueless about this computation, How do I do this?
Contraction principle



