arXiv subjects

Paolo Perrone

Publications and source records attributed to Paolo Perrone.

29 records · Page 2Linked to original sources

arXiv2021

Probability, valuations, hyperspace: Three monads on Top and the support as a morphism

We consider three monads on Top, the category of topological spaces, which formalize topological aspects of probability and possibility in categorical terms. The first one is the Hoare hyperspace monad H, which assigns to every space its space of closed subsets equipped with the lower Vietoris topology. The second is the monad V of continuous valuations, also known as the extended probabilistic powerdomain. We construct both monads in a unified way in terms of double dualization. This reveals a close analogy between them, and allows us to prove that the operation of taking the support of a continuous valuation is a morphism of monads from V to H. In particular, this implies that every H-algebra (topological complete semilattice) is also a V-algebra. Third, we show that V can be restricted to a submonad of tau-smooth probability measures on Top. By composing these two morphisms of monads, we obtain that taking the support of a tau-smooth probability measure is also a morphism of monads.

math.GN↗

arXiv2021

De Finetti's Theorem in Categorical Probability

We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which provide an abstract categorical framework for probability and information flow. The diagrammatic and abstract nature of the arguments makes the proof intuitive and easy to follow. We also show how the usual measure-theoretic version of de Finetti's Theorem for standard Borel spaces is an instance of this result.

math.PR↗

arXiv2021

Kan extensions are partial colimits

One way of interpreting a left Kan extension is as taking a kind of "partial colimit", whereby one replaces parts of a diagram by their colimits. We make this intuition precise by means of the "partial evaluations" sitting in the so-called bar construction of monads. The (pseudo)monads of interest for forming colimits are the monad of diagrams and the monad of small presheaves, both on the (huge) category CAT of locally small categories. Throughout, particular care is taken to handle size issues, which are notoriously delicate in the context of free cocompletion. We spell out, with all 2-dimensional details, the structure maps of these pseudomonads. Then, based on a detailed general proof of how the "restriction-of-scalars" construction of monads extends to the case of pseudoalgebras over pseudomonads, we define a morphism of monads between them, which we call "image". This morphism allows us in particular to generalize the idea of "confinal functors" i.e. of functors which leave colimits invariant in an absolute way. This generalization includes the concept of absolute colimit as a special case. The main result of this paper spells out how a pointwise left Kan extension of a diagram corresponds precisely to a partial evaluation of its colimit. This categorical result is analogous to what happens in the case of probability monads, where a conditional expectation of a random variable corresponds to a partial evaluation of its center of mass.

math.CT↗

arXiv2020

Monads, partial evaluations, and rewriting

Monads can be interpreted as encoding formal expressions, or formal operations in the sense of universal algebra. We give a construction which formalizes the idea of "evaluating an expression partially": for example, "2+3" can be obtained as a partial evaluation of "2+2+1". This construction can be given for any monad, and it is linked to the famous bar construction, of which it gives an operational interpretation: the bar construction induces a simplicial set, and its 1-cells are partial evaluations. We study the properties of partial evaluations for general monads. We prove that whenever the monad is weakly cartesian, partial evaluations can be composed via the usual Kan filler property of simplicial sets, of which we give an interpretation in terms of substitution of terms. In terms of rewritings, partial evaluations give an abstract reduction system which is reflexive, confluent, and transitive whenever the monad is weakly cartesian. For the case of probability monads, partial evaluations correspond to what probabilists call conditional expectation of random variables. This manuscript is part of a work in progress on a general rewriting interpretation of the bar construction.

math.CT↗

arXiv2020

Stochastic order on metric spaces and the ordered Kantorovich monad

In earlier work, we had introduced the Kantorovich probability monad on complete metric spaces, extending a construction due to van Breugel. Here we extend the Kantorovich monad further to a certain class of ordered metric spaces, by endowing the spaces of probability measures with the usual stochastic order. It can be considered a metric analogue of the probabilistic powerdomain. The spaces we consider, which we call L-ordered, are spaces where the order satisfies a mild compatibility condition with the metric itself, rather than merely with the underlying topology. As we show, this is related to the theory of Lawvere metric spaces, in which the partial order structure is induced by the zero distances. We show that the algebras of the ordered Kantorovich monad are the closed convex subsets of Banach spaces equipped with a closed positive cone, with algebra morphisms given by the short and monotone affine maps. Considering the category of L-ordered metric spaces as a locally posetal 2-category, the lax and oplax algebra morphisms are exactly the concave and convex short maps, respectively. In the unordered case, we had identified the Wasserstein space as the colimit of the spaces of empirical distributions of finite sequences. We prove that this extends to the ordered setting as well by showing that the stochastic order arises by completing the order between the finite sequences, generalizing a recent result of Lawson. The proof holds on any metric space equipped with a closed partial order.

math.PR↗

arXiv2020

Bimonoidal Structure of Probability Monads

We give a conceptual treatment of the notion of joints, marginals, and independence in the setting of categorical probability. This is achieved by endowing the usual probability monads (like the Giry monad) with a monoidal and an opmonoidal structure, mutually compatible (i.e. a bimonoidal structure). If the underlying monoidal category is cartesian monoidal, a bimonoidal structure is given uniquely by a commutative strength. However, if the underlying monoidal category is not cartesian monoidal, a strength is not enough to guarantee all the desired properties of joints and marginals. A bimonoidal structure is then the correct requirement for the more general case. We explain the theory and the operational interpretation, with the help of the graphical calculus for monoidal categories. We give a definition of stochastic independence based on the bimonoidal structure, compatible with the intuition and with other approaches in the literature for cartesian monoidal categories. We then show as an example that the Kantorovich monad on the category of complete metric spaces is a bimonoidal monad for a non-cartesian monoidal structure.

math.PR↗

arXiv2019

A Probability Monad as the Colimit of Spaces of Finite Samples

We define and study a probability monad on the category of complete metric spaces and short maps. It assigns to each space the space of Radon probability measures on it with finite first moment, equipped with the Kantorovich-Wasserstein distance. This monad is analogous to the Giry monad on the category of Polish spaces, and it extends a construction due to van Breugel for compact and for 1-bounded complete metric spaces. We prove that this Kantorovich monad arises from a colimit construction on finite power-like constructions, which formalizes the intuition that probability measures are limits of finite samples. The proof relies on a criterion for when an ordinary left Kan extension of lax monoidal functors is a monoidal Kan extension. The colimit characterization allows the development of integration theory and the treatment of measures on spaces of measures, without measure theory. We also show that the category of algebras of the Kantorovich monad is equivalent to the category of closed convex subsets of Banach spaces with short affine maps as morphisms.

math.PR↗

arXiv2018

A Criterion for Kan Extensions of Lax Monoidal Functors

In this mainly expository note, we state a criterion for when a left Kan extension of a lax monoidal functor along a strong monoidal functor can itself be equipped with a lax monoidal structure, in a way that results in a left Kan extension in MonCat. This belongs to the general theory of algebraic Kan extensions, as developed by Melliès-Tabareau, Koudenburg and Weber, and is very close to an instance of a theorem of Koudenburg. We find this special case particularly important due to its connections with the theory of graded monads.

math.CT↗

arXiv2016

Iterative Scaling Algorithm for Channels

Here we define a procedure for evaluating KL-projections (I- and rI-projections) of channels. These can be useful in the decomposition of mutual information between input and outputs, e.g. to quantify synergies and interactions of different orders, as well as information integration and other related measures of complexity. The algorithm is a generalization of the standard iterative scaling algorithm, which we here extend from probability distributions to channels (also known as transition kernels).

cs.IT↗

arXiv2015

Hierarchical Quantification of Synergy in Channels

The decomposition of channel information into synergies of different order is an open, active problem in the theory of complex systems. Most approaches to the problem are based on information theory, and propose decompositions of mutual information between inputs and outputs in se\-veral ways, none of which is generally accepted yet. We propose a new point of view on the topic. We model a multi-input channel as a Markov kernel. We can project the channel onto a series of exponential families which form a hierarchical structure. This is carried out with tools from information geometry, in a way analogous to the projections of probability distributions introduced by Amari. A Pythagorean relation leads naturally to a decomposition of the mutual information between inputs and outputs into terms which represent single node information, pairwise interactions, and in general n-node interactions. The synergy measures introduced in this paper can be easily evaluated by an iterative scaling algorithm, which is a standard procedure in information geometry.

cs.IT↗

arXiv2015

Dual Connections and Holonomy

Dual affine connections on Riemannian manifolds have played a central role in the field of information geometry since their introduction by Amari. Here I would like to extend the notion of dual connections to general vector bundles with an inner product, in the same way as a unitary connection generalizes a metric affine connection, using Cartan decompositions of Lie algebras. This gives a natural geometric interpretation for the Amari tensor, as a "connection form term" which generates dilations, and which is reversed for the dual connections.

math.DG↗