String Diagrams with Factorized Densities
- URL: http://arxiv.org/abs/2305.02506v5
- Date: Thu, 14 Dec 2023 14:08:07 GMT
- Title: String Diagrams with Factorized Densities
- Authors: Eli Sennesh (Northeastern University), Jan-Willem van de Meent
(University of Amsterdam)
- Abstract summary: Both probabilistic programs and causal models define a joint probability density over a set of random variables.
This work builds on work on Markov categories of probabilistic mappings to define a category whose morphisms combine a joint density, factorized over each sample space, with a deterministic mapping from samples to return values.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: A growing body of research on probabilistic programs and causal models has
highlighted the need to reason compositionally about model classes that extend
directed graphical models. Both probabilistic programs and causal models define
a joint probability density over a set of random variables, and exhibit sparse
structure that can be used to reason about causation and conditional
independence. This work builds on recent work on Markov categories of
probabilistic mappings to define a category whose morphisms combine a joint
density, factorized over each sample space, with a deterministic mapping from
samples to return values. This is a step towards closing the gap between recent
category-theoretic descriptions of probability measures, and the operational
definitions of factorized densities that are commonly employed in probabilistic
programming and causal inference.
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