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arXiv · 2204.14024

A Category for unifying Gaussian Probability and Nondeterminism

Dario Stein·Richard Samuelson
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Abstract

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 $D \subseteq X$ 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.

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Dario Stein, Richard Samuelson. 2022-04-29. A Category for unifying Gaussian Probability and Nondeterminism. https://arxiv.org/abs/2204.14024

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