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A Category for Unifying Gaussian Probability and Nondeterminism

Authors: Dario Stein and Richard Samuelson

Published in: LIPIcs, Volume 270, 10th Conference on Algebra and Coalgebra in Computer Science (CALCO 2023)

We introduce categories of extended Gaussian maps and Gaussian relations which unify Gaussian probability distributions with relational nondeterminism in the form of linear relations. Both have crucial and well-understood applications in statistics, engineering, and control theory, but combining them in a single formalism is challenging. It enables us to rigorously describe a variety of phenomena like noisy physical laws, Willems' theory of open systems and uninformative priors in Bayesian statistics. The core idea is to formally admit vector subspaces D ⊆ X as generalized uniform probability distribution. Our formalism represents a first bridge between the literature on categorical systems theory (signal-flow diagrams, linear relations, hypergraph categories) and notions of probability theory.

Cite as

Dario Stein and Richard Samuelson. A Category for Unifying Gaussian Probability and Nondeterminism. In 10th Conference on Algebra and Coalgebra in Computer Science (CALCO 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 270, pp. 13:1-13:18, Schloss Dagstuhl - Leibniz-Zentrum für Informatik (2023)

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  author =	{Stein, Dario and Samuelson, Richard},
  title =	{{A Category for Unifying Gaussian Probability and Nondeterminism}},
  booktitle =	{10th Conference on Algebra and Coalgebra in Computer Science (CALCO 2023)},
  pages =	{13:1--13:18},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-287-7},
  ISSN =	{1868-8969},
  year =	{2023},
  volume =	{270},
  editor =	{Baldan, Paolo and de Paiva, Valeria},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CALCO.2023.13},
  URN =		{urn:nbn:de:0030-drops-188107},
  doi =		{10.4230/LIPIcs.CALCO.2023.13},
  annote =	{Keywords: systems theory, hypergraph categories, Bayesian inference, category theory, Markov categories}
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