Searcharxiv⌕ Search

arXiv subjects

Eigil Fjeldgren Rischel

Publications and source records attributed to Eigil Fjeldgren Rischel.

7 recordsLinked to original sources

Clock systems for stochastic and non-deterministic categorical systems theories

One of the characteristic features of categorical systems theory is that the behavior of systems can be characterized by certain morphisms into them. In other words, behaviors form a representable covariant functor to Set. And more generally, in the compositional setting, behaviors form a representable double functor to Span. Clock systems are convenient because behavior functors represented by clock systems are automatically well-behaved. It was previously not known whether stochastic and non-deterministic systems theories have clock systems. In this paper, we show that indeed they do have clock systems. Moreover, the clock systems for non-deterministic systems point to generalized notions of behavior for non-linear time.

math.CT↗

Convex Duality Made Difficult

The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just specific enough to admit a wealth of theorems, just general enough to produce a nontrivial theory (and a large amount of important examples). Convex optimization, possibly because it has an "analytical" rather than "algebraic" feel, has not been very thoroughly studied by applied category theorists. The one notable exception is [4], which studies the decomposition of optimization problems by categorical means. This paper takes a different approach, attempting to define a category with optimization problems as the objects, and to prove theorems about optimization by categorical means. As an illustration, we show how to use our methods to rederive some existing results: A minimax-type theorem, Theorem 5.5, and the fact that for convex functions, (f*)*=f (where f* is the Legendre dual), Proposition 6.6.

math.OC↗

The Universal Property of Measure-Theoretic Probability

Building on work of Chen, we give a universal property of the Markov category BorelStoch of standard Borel spaces and Markov kernels between them. To do this, we introduce a new notion of *coinflip*, or unbiased binary choice, in a Markov category. These are unique if they exist, and automatically preserved by all Markov functors which preserve coproducts. We also provide universal characterizations of various Markov categories of discrete kernels.

math.CT↗

Representable Markov Categories and Comparison of Statistical Experiments in Categorical Probability

Markov categories are a recent categorical approach to the mathematical foundations of probability and statistics. Here, this approach is advanced by stating and proving equivalent conditions for second-order stochastic dominance, a widely used way of comparing probability distributions by their spread. Furthermore, we lay foundation for the theory of comparing statistical experiments within Markov categories by stating and proving the classical Blackwell-Sherman-Stein Theorem. Our version not only offers new insight into the proof, but its abstract nature also makes the result more general, automatically specializing to the standard Blackwell-Sherman-Stein Theorem in measure-theoretic probability as well as a Bayesian version that involves prior-dependent garbling. Along the way, we define and characterize representable Markov categories, within which one can talk about Markov kernels to or from spaces of distributions. We do so by exploring the relation between Markov categories and Kleisli categories of probability monads.

math.ST↗

Towards Foundations of Categorical Cybernetics

We propose a categorical framework for processes which interact bidirectionally with both an environment and a 'controller'. Examples include open learners, in which the controller is an optimiser such as gradient descent, and an approach to compositional game theory closely related to open games, in which the controller is a composite of game-theoretic agents. We believe that 'cybernetic' is an appropriate name for the processes that can be described in this framework.

math.CT↗

Fibre optics

Lenses, optics and dependent lenses (or equivalently morphisms of containers, or equivalently natural transformations of polynomial functors) are all widely used in applied category theory as models of bidirectional processes. From the definition of lenses over a finite product category, optics weaken the required structure to actions of monoidal categories, and dependent lenses make use of the additional property of finite completeness (or, in case of polynomials, even local cartesian closure). This has caused a split in the applied category theory literature between those using optics and those using dependent lenses. The goal of this paper is to unify optics with dependent lenses, by finding a definition of fibre optics admitting both as special cases.

math.CT↗

Infinite products and zero-one laws in categorical probability

Markov categories are a recent category-theoretic approach to the foundations of probability and statistics. Here we develop this approach further by treating infinite products and the Kolmogorov extension theorem. This is relevant for all aspects of probability theory in which infinitely many random variables appear at a time. These infinite tensor products $\bigotimes_{i \in J} X_i$ come in two versions: a weaker but more general one for families of objects $(X_i)_{i \in J}$ in semicartesian symmetric monoidal categories, and a stronger but more specific one for families of objects in Markov categories. As a first application, we state and prove versions of the zero-one laws of Kolmogorov and Hewitt-Savage for Markov categories. This gives general versions of these results which can be instantiated not only in measure-theoretic probability, where they specialize to the standard ones in the setting of standard Borel spaces, but also in other contexts.

math.CT↗