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In mathematics, categorical probability is a category-theoretic approach to probability theory. The idea goes back to at least Lawvere's 1962 paper.[1]
Some constructs in the theory are
- The category of measurable spaces
- Markov category; a motivating example is the category of Markov kernels.
- Probability monad such as Giry monad.
References
edit- ^ W. Lawvere, The category of probabilistic mappings, 1962.
Further reading
edit- https://ncatlab.org/nlab/show/Giry+monad#related_constructions
- Voevodsky's unfinished manuscript: Notes on categorical probability, July 13, 2009.