The category of couplings, sometimes denoted Krn or ProbStoch, is a category of probability spaces and transport plans between them.
This category is naturally a dagger category, as transport plans can be interpreted as going in either direction. (One can see that as an instance of Bayesian inversion.)
This category is used in categorical probability to model, abstractly, properties which only hold almost surely, i.e. only up to an event of zero probability (zero measure).
There are two equivalent definitions of the category of couplings, either in terms of couplings, or in terms of equivalence classes of Markov kernels.
The category Krn has
As objects, standard Borel probability spaces, i.e. triples $(X,\mathcal{A},p)$ where $X$ is a set $\mathcal{A}$ is a sigma-algebra on $X$ making $(X,\mathcal{A})$ a standard Borel space, and $p$ is a probability measure on $(X,\mathcal{A})$;
The identity and composition couplings are described here.
The category Krn has
As objects, standard Borel probability spaces (see above);
as morphisms, equivalence classes of measure-preserving Markov kernels under almost sure equality.
The identity and composition are constructed as in Stoch.
Given a measure-preserving Markov kernel $k:(X,\mathcal{A},p)\to(Y,\mathcal{B},q)$, one can define a coupling canonically as follows,
for all $A\in\mathcal{A}$ and $B\in\mathcal{B}$. (See also here.)
Conversely, whenever $(X,\mathcal{A},p)$ and $(Y,\mathcal{A},q)$ are standard Borel, given a coupling $r$ on $(X\times Y,\mathcal{A}\otimes\mathcal{B})$ one can form the regular conditional distribution $r':(X,\mathcal{A},p)\to(Y,\mathcal{A},q)$, which is a measure-preserving kernel, defined up to almost sure equality.
As one can check, these two assignment are mutually inverse, so that the two definitions of Krn give isomorphic categories.
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The category Krn was originally defined in
It also appears in the following works:
Tobias Fritz, A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics. Adv. Math., 370:107239, 2020. arXiv:1908.07021.
Noé Ensarguet, Paolo Perrone, Categorical probability spaces, ergodic decompositions, and transitions to equilibrium. arXiv.
Dexter Kozen, Alexandra Silva, Erik Voogd, Joint Distributions in Probabilistic Semantics, MFPS 2023. (arXiv)
Paolo Perrone and Ruben Van Belle, Convergence of martingales via enriched dagger categories, 2024. (arXiv)
Last revised on April 24, 2024 at 12:56:48. See the history of this page for a list of all contributions to it.