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Disintegration and Bayesian Inversion, Both Abstractly and Concretely

29 Aug 2017 [ arXiv ]

Disintegration and Bayesian inversion are explained in a categorical graphical language and with examples.

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 non-trivial examples.