A Convenient Category for Higher-Order Probability Theory

Higher-order probabilistic programming languages allow programmers to write sophisticated models in machine learning and statistics in a succinct and structured way, but step outside the standard measure-theoretic formalization of probability theory. Programs may use both higher-order functions and continuous distributions, or even define a probability distribution on functions. But standard probability theory does not handle higher-order functions well: the category of measurable spaces is not cartesian closed. Here we introduce quasi-Borel spaces. We show that these spaces: form a new formalization of probability theory replacing measurable spaces; form a cartesian closed category and so support higher-order functions; form a well-pointed category and so support good proof principles for equational reasoning; and support continuous probability distributions. We demonstrate the use of quasi-Borel spaces for higher-order functions and probability by: showing that a well-known construction of probability theory involving random functions gains a cleaner expression; and generalizing de Finetti's theorem, that is a crucial theorem in probability theory, to quasi-Borel spaces

Towards the Formalization of Fractional Calculus in Higher-Order Logic

Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to analyze a wide class of physical systems in various fields of science and engineering. In this paper, we describe an ongoing project which aims at formalizing the basic theories of fractional calculus in the HOL Light theorem prover. Mainly, we present the motivation and application of such formalization efforts, a roadmap to achieve our goals, current status of the project and future milestones.Comment: 9 page

On the Existence of Pure-Strategy Equilibria in Large Games

Over the years, several formalizations and existence results for games with a continuum of players have been given. These include those of Schmeidler (1973), Rashid (1983), Mas-Colell (1984), Khan and Sun (1999) and Podczeck (2007a). The level of generality of each of these existence results is typically regarded as a criterion to evaluate how appropriate is the corresponding formalization of large games. In contrast, we argue that such evaluation is pointless. In fact, we show that, in a precise sense, all the above existence results are equivalent. Thus, all of them are equally strong and therefore cannot rank the different formalizations of large games.