Reference. Dependent Bayesian Lenses: Categories of Bidirectional Markov Kernels with Canonical Bayesian Inversion
We generalise an existing construction of Bayesian Lenses to admit lenses between pairs of objects where the backwards object is dependent on states on the forwards object (interpreted as probability distributions). This gives a natural setting for studying stochastic maps with Bayesian inverses restricted to the points supported by a given prior. In order to state this formally we develop a proposed definition by Fritz of a support object in a Markov category and show that these give rise to a section into the category of dependent Bayesian lenses encoding a more canonical notion of Bayesian inversion.
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Diegetic Representation of Feedback in Open Games capucci-2023-diegetic
The Compositional Structure of Bayesian Inference braithwaite-2023-the
Bayes’ rule tells us how to invert a causal process in order to update our beliefs in light of new evidence. If the process is believed to have a complex compositional structure, we may observe that the inversion of the whole can be computed piecewise in terms of the component processes. We study the structure of this compositional rule, noting that it relates to the lens pattern in functional programming. Working in a suitably general axiomatic presentation of a category of Markov kernels, we see how we can think of Bayesian inversion as a particular instance of a state-dependent morphism in a fibred category. We discuss the compositional nature of this, formulated as a functor on the underlying category and explore how this can used for a more type-driven approach to statistical inference.
Cites 20 works (4 here)
With notes (4)
Bayesian open games bolt-2023-bayesian
This paper generalises the treatment of compositional game theory as introduced by Ghani et al. in 2018, where games are modelled as morphisms of a symmetric monoidal category. From an economic modelling perspective, the notion of a game in the work by Ghani et al. is not expressive enough for many applications. This includes stochastic environments, stochastic choices by players, as well as incomplete information regarding the game being played. The current paper addresses these three issues all at once.
Fibre optics braithwaite-2021-fibre
Lenses, optics and dependent lenses (or equivalently morphisms of containers, or equivalently natural transformations of polynomial functors) are all widely used in applied category theory as models of bidirectional processes. From the definition of lenses over a finite product category, optics weaken the required structure to actions of monoidal categories, and dependent lenses make use of the additional property of finite completeness (or, in case of polynomials, even local cartesian closure). This has caused a split in the applied category theory literature between those using optics and those using dependent lenses. The goal of this paper is to unify optics with dependent lenses, by finding a definition of fibre optics admitting both as special cases.
Monoidal Grothendieck construction moeller_vasilakopoulou_2020
We lift the standard equivalence between fibrations and indexed categories to an equivalence between monoidal fibrations and monoidal indexed categories, namely lax monoidal pseudofunctors to the 2-category of categories. Furthermore, we investigate the relation between this ‘global’ monoidal version where the total category is monoidal and the fibration strictly preserves the structure, and a ‘fibrewise’ one where the fibres are monoidal and the reindexing functors strongly preserve the structure, first hinted by Shulman. In particular, when the domain is cocartesian monoidal, we show how lax monoidal structures on a pseudofunctor to Cat bijectively correspond to lifts of the pseudofunctor to MonCat. Finally, we give some examples where this correspondence appears, spanning from the fundamental and family fibrations to network models and systems.
Compositional Game Theory ghani-2018-compositional
External (16)
- Seeing double through dependent optics (2022)
- Dependent Optics (2022)
- Upcoming work (Fritz, Gonda, Perrone, Stein, Houghton-Larsen) (2022)
- Open game engine (2022)
- Categorical Systems Theory (Draft) (2022)
- Compositional Active Inference I: Bayesian Lenses. Statistical Games (2021)
- Compositional Semantics for Probabilistic Programs with Exact Conditioning (2021)
- Structural Foundations of Probabilistic Programming Languages (PhD thesis) (2021)
- Bayesian Updates Compose Optically (2020)
- Double Categories of Open Dynamical Systems (Extended Abstract) (2020)
- A synthetic approach to Markov kernels, conditional independence, and theorems on sufficient statistics (2019)
- Generalized Lens Categories via functors Cop → Cat (2019)
- Disintegration and Bayesian inversion via string diagrams (2017)
- A Survey of Graphical Languages for Monoidal Categories (2009)
- Categorical Logic and Type Theory , volume 141 of Studies in logic and the foundations of mathematics (2001)
- Handbook of Categorical Algebra 2 – Categories and Structures (1994)