Disintegration and Bayesian Inversion via String Diagrams
release_7j7xxbumafbhfnkx43zfbmomce
by
Kenta Cho,
Bart Jacobs
2017
Abstract
The notions of disintegration and Bayesian inversion are fundamental in
conditional probability theory. They produce channels, as conditional
probabilities, from a joint state, or from an already given channel (in
opposite direction). These notions exist in the literature, in concrete
situations, but are presented here in abstract graphical formulations. The
resulting abstract descriptions are used for proving basic results in
conditional probability theory. The existence of disintegration and Bayesian
inversion is discussed for discrete probability, and also for measure-theoretic
probability --- via standard Borel spaces and via likelihoods. Finally, the
usefulness of disintegration and Bayesian inversion is illustrated in several
examples.
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