Borel Kernels and their Approximation, Categorically

This paper introduces a categorical framework to study the exact and approximate semantics of probabilistic programs. We construct a dagger symmetric monoidal category of Borel kernels where the dagger-structure is given by Bayesian inversion. We show functorial bridges between this category and categories of Banach lattices which formalize the move from kernel-based semantics to predicate transformer (backward) or state transformer (forward) semantics. These bridges are related by natural transformations, and we show in particular that the Radon-Nikodym and Riesz representation theorems - two pillars of probability theory - define natural transformations. With the mathematical infrastructure in place, we present a generic and endogenous approach to approximating kernels on standard Borel spaces which exploits the involutive structure of our category of kernels. The approximation can be formulated in several equivalent ways by using the functorial bridges and natural transformations described above. Finally, we show that for sensible discretization schemes, every Borel kernel can be approximated by kernels on finite spaces, and that these approximations converge for a natural choice of topology. We illustrate the theory by showing two examples of how approximation can effectively be used in practice: Bayesian inference and the Kleene star operation of ProbNetKAT.Comment: 17 pages, 4 figure

Joint Distributions in Probabilistic Semantics

Various categories have been proposed as targets for the denotational semantics of higher-order probabilistic programming languages. One such proposal involves joint probability distributions (couplings) used in Bayesian statistical models with conditioning. In previous treatments, composition of joint measures was performed by disintegrating to obtain Markov kernels, composing the kernels, then reintegrating to obtain a joint measure. Disintegrations exist only under certain restrictions on the underlying spaces. In this paper we propose a category whose morphisms are joint finite measures in which composition is defined without reference to disintegration, allowing its application to a broader class of spaces. The category is symmetric monoidal with a pleasing symmetry in which the dagger structure is a simple transpose.Comment: 14 pages, MFPS 202

Reversing information flow: retrodiction in semicartesian categories

In statistical inference, retrodiction is the act of inferring potential causes in the past based on knowledge of the effects in the present and the dynamics leading to the present. Retrodiction is applicable even when the dynamics is not reversible, and it agrees with the reverse dynamics when it exists, so that retrodiction may be viewed as an extension of inversion, i.e., time-reversal. Recently, an axiomatic definition of retrodiction has been made in a way that is applicable to both classical and quantum probability using ideas from category theory. Almost simultaneously, a framework for information flow in in terms of semicartesian categories has been proposed in the setting of categorical probability theory. Here, we formulate a general definition of retrodiction to add to the information flow axioms in semicartesian categories, thus providing an abstract framework for retrodiction beyond classical and quantum probability theory. More precisely, we extend Bayesian inference, and more generally Jeffrey's probability kinematics, to arbitrary semicartesian categories.Comment: 20.5 pages + references, some diagram