Salvato in:
Dettagli Bibliografici
Autore principale: Smithe, Toby St Clere
Natura: Preprint
Pubblicazione: 2024
Soggetti:
Accesso online:https://arxiv.org/abs/2406.08286
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866908556900433920
author Smithe, Toby St Clere
author_facet Smithe, Toby St Clere
contents In probabilistic modelling, joint distributions are often of more interest than their marginals, but the standard composition of stochastic channels is defined by marginalization. Last year at ACT, the notion of 'copy-composition' was introduced in order to circumvent this problem and express the chain rule of the relative entropy fibrationally, but while that goal was achieved, copy-composition lacked a satisfactory origin story. Here, we supply such a story for two standard probabilistic tools: directed and undirected graphical models. We explain that (directed) Bayesian networks may be understood as ''stochastic terms'' of product type, in which context copy-composition amounts to a pull-push operation. Likewise, we show that (undirected) factor graphs compose by copy-composition. In each case, our construction yields a double fibration of decorated (co)spans. Along the way, we introduce a useful bifibration of measure kernels, to provide semantics for the notion of stochastic term, which allows us to generalize probabilistic modelling from product to dependent types.
format Preprint
id arxiv_https___arxiv_org_abs_2406_08286
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Copy-composition for Probabilistic Graphical Models
Smithe, Toby St Clere
Category Theory
Statistics Theory
In probabilistic modelling, joint distributions are often of more interest than their marginals, but the standard composition of stochastic channels is defined by marginalization. Last year at ACT, the notion of 'copy-composition' was introduced in order to circumvent this problem and express the chain rule of the relative entropy fibrationally, but while that goal was achieved, copy-composition lacked a satisfactory origin story. Here, we supply such a story for two standard probabilistic tools: directed and undirected graphical models. We explain that (directed) Bayesian networks may be understood as ''stochastic terms'' of product type, in which context copy-composition amounts to a pull-push operation. Likewise, we show that (undirected) factor graphs compose by copy-composition. In each case, our construction yields a double fibration of decorated (co)spans. Along the way, we introduce a useful bifibration of measure kernels, to provide semantics for the notion of stochastic term, which allows us to generalize probabilistic modelling from product to dependent types.
title Copy-composition for Probabilistic Graphical Models
topic Category Theory
Statistics Theory
url https://arxiv.org/abs/2406.08286