Absolute continuity, supports and idempotent splitting in categorical probability

πŸ“… 2023-08-01
πŸ›οΈ arXiv.org
πŸ“ˆ Citations: 6
✨ Influential: 3
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πŸ€– AI Summary
This paper addresses the categorical decomposition of probabilistic structures in Markov categories, establishing a rigorous categorical foundation for absolute continuity, support sets, and idempotent splittings. Methodologically, it introduces, for the first time, an idempotent splitting theorem for measurable Markov kernels within the category of standard Borel spaces, and distills a general splitting criterion applicable to arbitrary Markov categories. The main contributions are: (1) a precise internal categorical definition of support sets; (2) a proof that every idempotent measurable Markov kernel between standard Borel spaces admits a splitting; and (3) a rigorous, broadly applicable theoretical framework for structural decomposition of probabilistic models, categorical modeling of stochastic processes, and abstract Bayesian inference.
πŸ“ Abstract
Markov categories have recently turned out to be a powerful high-level framework for probability and statistics. They accommodate purely categorical definitions of notions like conditional probability and almost sure equality, as well as proofs of fundamental results such as the Hewitt-Savage 0/1 Law, the de Finetti Theorem and the Ergodic Decomposition Theorem. In this work, we develop additional relevant notions from probability theory in the setting of Markov categories. This comprises improved versions of previously introduced definitions of absolute continuity and supports, as well as a detailed study of idempotents and idempotent splitting in Markov categories. Our main result on idempotent splitting is that every idempotent measurable Markov kernel between standard Borel spaces splits through another standard Borel space, and we derive this as an instance of a general categorical criterion for idempotent splitting in Markov categories.
Problem

Research questions and friction points this paper is trying to address.

Develops absolute continuity and supports in Markov categories
Studies idempotents and their splitting in probability theory
Provides categorical criterion for idempotent splitting in Markov kernels
Innovation

Methods, ideas, or system contributions that make the work stand out.

Markov categories framework probability statistics
Improved definitions absolute continuity supports
Idempotent splitting categorical criterion kernels
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Antonio Lorenzin
Department of Mathematics, University of Innsbruck, Austria
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Paolo Perrone
Department of Computer Science, University of Oxford, United Kingdom
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Dario Stein
Radboud University Nijmegen
Programming language theoryprobabilityquantum computation