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18 votes
1 answer
1k views

Applications of the Giry monad in probability and statistics

In another thread, I asked about the $M$ endofunctor on the category $\operatorname{Meas}$ of measurable spaces, which sends a space $X$ to its space of measures $M(X)$. Will Sawin described the ...
6 votes
1 answer
207 views

Hopf monads in categorical probability theory

1. Context. According to [1], probability monads are arguably the most important concept in categorical probability theory. In [2] Fritz and Perrone argue that "in order for a monad to really ...
Max Demirdilek's user avatar
6 votes
1 answer
385 views

Map from the Multiset Monad to the Giry Monad: From Data to Probabilities

The Mulitiset monad, aka the free commutative monoid monad or "Bag" monad, takes a set to the set of all Multisets for that set. A Multiset is like a set, but can have duplicates. It is used in ...
Ben Sprott's user avatar
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5 votes
4 answers
1k views

What are the adjunctions that generate the Giry Monad?

The Giry Monad captures probability measures. What is the adjunction that generates the Giry Monad? To narrow this down, perhaps we can talk about the adjunction between the category of Polish ...
Ben Sprott's user avatar
  • 1,313
5 votes
1 answer
353 views

Is the Giry Monad also a Comonad and if not, is there a probability measures (Co)monad?

The Giry monad consists of an endofunctor, $P$, on the category of measureable spaces $\mathcal{M}$, as well as two natural transformations $\mu, \eta$ known as the product and unit respectively. $P$ ...
Ben Sprott's user avatar
  • 1,313
5 votes
1 answer
300 views

Intuitive meaning of Giry monad's $\sigma$-algebra

The Giry monad $G : \textbf{Meas} \to \textbf{Meas}$ maps a measurable space $(X, \mathcal{F})$ to its set of probability measures. The $\sigma$-algebra of $G(X, \mathcal{F})$ is the smallest algebra ...
A confused dove's user avatar
4 votes
1 answer
521 views

What is the category of algebras for the finitely supported measures monad?

In this post, I was introduced to the monad of finitely supported measures. $HX$ is the set of finitely supported measures on $X$, with monad structure defined as for the Giry monad. I have three ...
Ben Sprott's user avatar
  • 1,313
2 votes
0 answers
283 views

The Kleisli category of a monoidal monad

Let $C$ be a symmetric monoidal category equipped with diagonals $\triangle_x: x \to x \otimes x$, that is, equipped with natural transformations $e_x: x \to 1$ and $\triangle_x : x \to x \otimes x $ ...
Ana T's user avatar
  • 123
1 vote
1 answer
229 views

Kleisli adjunction of the distribution monad

Let $\langle D , \mu, \eta \rangle$ be the distribution monad on $Set$ and let $Kl(D)$ be the Kleisli category on the distribution monad. I am interested in the adjunction between $Kl(D)$ and $Set$, ...
Ben Sprott's user avatar
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1 vote
0 answers
68 views

Bialgebras in 1/Kl(D)

$1/Kl(D)$ is the comma category of the one element set in the Kleisli category of the distribution monad. There is mention of it here. The objects are probability distributions called states and the ...
mathlete42's user avatar
1 vote
0 answers
55 views

Schemes for conditional distributions (monads)

(Note: This is a heuristic question. I'm trying to work out if this idea makes sense. I don't have much background in this area, so apologies if I'm wide of the mark.) Suppose you have a monad ...
prdnr's user avatar
  • 121
0 votes
1 answer
191 views

What is the measures monad for FDHilb?

I am labouring under a particular assumption that, perhaps, needs to be corrected. I believe that FDHilb, the category of Finite Dimensional Hilbert spaces and general linear maps is a category of ...
Ben Sprott's user avatar
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