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Tutorial talk for the Categorical Probability and Statistics workshop 2020: http://perimeterinstitute.ca/personal... Title: What is a probability monad? Speaker: Paolo Perrone Topics: Basic intuition for monads Basic intuition for probability monads (starting at 08:10) The distribution monad (starting at 13:45) The Giry monad (starting at 18:25) Overview of other probability monads (starting at 28:25) Joints and marginals (starting at 31:30) Some references and further reading (starting at 39:05) More introductory material on probability monads: Arthur Parzygnat's video series, • Categorical probability theory nLab article, https://ncatlab.org/nlab/show/probabi... Paolo Perrone, Notes on Category Theory with examples from basic mathematics, especially Chapter 5. https://arxiv.org/abs/1912.10642 Paolo Perrone, Categorical Probability and Stochastic Dominance in Metric Spaces, PhD thesis, especially Chapter 1. http://www.paoloperrone.org/phdthesis... Tobias Fritz and Paolo Perrone, Monads, partial evaluations, and rewriting, especially Section 6. https://arxiv.org/abs/1810.06037 See the references at the end of the nLab page for more, and for more research-level material.

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