Dirichlet is Natural

Vincent Danos 1, 2 Ilias Garnier 1
2 ANTIQUE - Analyse Statique par Interprétation Abstraite
DI-ENS - Département d'informatique de l'École normale supérieure, Inria Paris-Rocquencourt
Abstract : Giry and Lawvere's categorical treatment of probabilities, based on the probabilistic monad G, offer an elegant and hitherto unexploited treatment of higher-order probabilities. The goal of this paper is to follow this formulation to reconstruct a family of higher-order probabilities known as the Dirichlet process. This family is widely used in non-parametric Bayesian learning. Given a Polish space X, we build a family of higher-order probabilities in G(G(X)) indexed by M * (X) the set of non-zero finite measures over X. The construction relies on two ingredients. First, we develop a method to map a zero-dimensional Polish space X to a projective system of finite approximations, the limit of which is a zero-dimensional compactification of X. Second, we use a functorial version of Bochner's probability extension theorem adapted to Polish spaces, where consistent systems of probabilities over a projective system give rise to an actual probability on the limit. These ingredients are combined with known combinatorial properties of Dirichlet processes on finite spaces to obtain the Dirichlet family D X on X. We prove that the family D X is a natural transformation from the monad M * to G • G over Polish spaces, which in particular is continuous in its parameters. This is an improvement on extant constructions of D X [17,26].
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Communication dans un congrès
MFPS 31, Jun 2015, Nijmegen, Netherlands. 2015, 〈10.1016/j.entcs.2015.12.010〉
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Vincent Danos, Ilias Garnier. Dirichlet is Natural. MFPS 31, Jun 2015, Nijmegen, Netherlands. 2015, 〈10.1016/j.entcs.2015.12.010〉. 〈hal-01256903〉

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