Dirichlet Is Natural Vincent Danos, Ilias Garnier
Dirichlet is Natural Vincent Danos, Ilias Garnier To cite this version: Vincent Danos, Ilias Garnier. Dirichlet is Natural. MFPS 31 - Mathematical Foundations of Program- ming Semantics XXXI, Jun 2015, Nijmegen, Netherlands. pp.137-164, 10.1016/j.entcs.2015.12.010. hal-01256903 HAL Id: hal-01256903 https://hal.archives-ouvertes.fr/hal-01256903 Submitted on 15 Jan 2016 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. MFPS 2015 Dirichlet is natural Vincent Danos1 D´epartement d'Informatique Ecole normale sup´erieure Paris, France Ilias Garnier2 School of Informatics University of Edinburgh Edinburgh, United Kingdom 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.
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