With braiding
With duals for objects
category with duals (list of them)
dualizable object (what they have)
ribbon category, a.k.a. tortile category
With duals for morphisms
monoidal dagger-category?
With traces
Closed structure
Special sorts of products
Semisimplicity
Morphisms
Internal monoids
Examples
Theorems
In higher category theory
One of the main purposes of probability theory, and of related fields such as statistics and information theory, is to make predictions in situations of uncertainty.
Suppose that we are interested a quantity $X$, whose value we don’t know exactly (for example, a random variable), and which we cannot observe directly. Suppose that we have another quantity, $Y$, which we also don’t know exactly, but which we can observe (for example, through an experiment). We might now wonder: can observing $Y$ give us information about $X$, and reduce its uncertainty? Viewing the unknown quantities $X$ and $Y$ as having hidden knowledge or hidden information, one might ask, how much of this hidden information is shared between $X$ and $Y$, so that observing $Y$ uncovers information about $X$ as well?
This form of dependence between $X$ and $Y$ is called stochastic dependence, and is one of the most important concepts both in probability theory, and, due to its conceptual nature, in most categorical approaches to probability theory.
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Let $(\Omega,\mathcal{F},p)$ be a probability space, and let $A,B\in\mathcal{F}$ be events, i.e. measurable subsets of $\Omega$. We say that $A$ and $B$ are independent if and only if
i.e. if the joint probability is the product of the probabilities.
More generally, if $f:(\Omega,\mathcal{F})\to(X,\mathcal{A})$ and $g:(\Omega,\mathcal{F})\to(Y,\mathcal{B})$ are random variables or random elements, one says that $f$ and $g$ are independent if and only if all the events they induce are independent, i.e. for every $A\in\mathcal{A}$ and $B\in\mathcal{B}$,
Equivalently, one can form the joint random variable $(f,g):(\Omega,\mathcal{F})\to(X\times Y,\mathcal{A}\otimes\mathcal{B})$ and form the joint distribution $q=(f,g)_*p$ on $X\times Y$. We have that $f$ and $g$ are independent as random variables if and only if for every $A\in\mathcal{A}$ and $B\in\mathcal{B}$,
If we denote the marginal distributions of $q$ by $q_X$ and $q_Y$, the independence condition reads
meaning that the joint distribution $q$ is the product of its marginals.
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(For now see Markov category - Stochastic independence)
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Kenta Cho, Bart Jacobs, Disintegration and Bayesian Inversion via String Diagrams, Mathematical Structures of Computer Science 29, 2019. (arXiv:1709.00322)
Tobias Fritz, A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics, Advances of Mathematics 370, 2020. (arXiv:1908.07021)
Alex Simpson, Equivalence and Conditional Independence in Atomic Sheaf Logic (arXiv:2405.11073)
Last revised on July 12, 2024 at 16:17:32. See the history of this page for a list of all contributions to it.