Moritz Schauer ; Frank van der Meulen ; Andi Q. Wang - Compositionality in algorithms for smoothing

compositionality:15531 - Compositionality, March 24, 2026, Volume 8 (2026) - https://doi.org/10.46298/compositionality-8-3
Compositionality in algorithms for smoothingArticle

Authors: Moritz Schauer ; Frank van der Meulen ; Andi Q. Wang

    Backward Filtering Forward Guiding (BFFG) is a bidirectional algorithm proposed in Mider et al. [2021] and studied more in depth in a general setting in Van der Meulen and Schauer [2022]. In category theory, optics have been proposed for modelling systems with bidirectional data flow. We connect BFFG with optics by demonstrating that the forward and backwards map together define a functor from a category of Markov kernels into a category of optics, which is furthermore lax monoidal in the case when the guiding kernels coincide with the generative dynamics


    Volume: Volume 8 (2026)
    Published on: March 24, 2026
    Accepted on: March 3, 2026
    Submitted on: April 19, 2025
    Keywords: Category Theory, Methodology, Primary: 62M05, 18M35, Secondary: 18M05

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