Probabilistic morphisms and Bayesian supervised learning

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Abstract

We develop the category theory of Markov kernels to the study of categorical aspects of Bayesian inversions. As a result, we present a unified model for Bayesian supervised learning, including Bayesian density estimation. We illustrate this model with Gaussian process regressions.

About the authors

Hông Vân Lê

Institute of Mathematics, Czech Academy of Sciences, Praha, Czech Republic; Faculty of Mathematics and Physics, Charles University, Praha, Czech Republic

Author for correspondence.
Email: hvle@math.cas.cz

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