A Monad for Probabilistic Point Processes

Swaraj Dash
(University of Oxford)
Sam Staton
(University of Oxford)

A point process on a space is a random bag of elements of that space. In this paper we explore programming with point processes in a monadic style. To this end we identify point processes on a space X with probability measures of bags of elements in X. We describe this view of point processes using the composition of the Giry and bag monads on the category of measurable spaces and functions and prove that this composition also forms a monad using a distributive law for monads. Finally, we define a morphism from a point process to its intensity measure, and show that this is a monad morphism. A special case of this monad morphism gives us Wald's Lemma, an identity used to calculate the expected value of the sum of a random number of random variables. Using our monad we define a range of point processes and point process operations and compositionally compute their corresponding intensity measures using the monad morphism.

In David I. Spivak and Jamie Vicary: Proceedings of the 3rd Annual International Applied Category Theory Conference 2020 (ACT 2020), Cambridge, USA, 6-10th July 2020, Electronic Proceedings in Theoretical Computer Science 333, pp. 19–32.
Published: 8th February 2021.

ArXived at: http://dx.doi.org/10.4204/EPTCS.333.2 bibtex PDF
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