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A non-commutative Bayes' theorem

Using a diagrammatic reformulation of Bayes' theorem, we provide a necessary and sufficient condition for the existence of Bayesian inference in the setting of finite-dimensional $C^*$-algebras. In other words, we prove an analogue of Bayes' theorem in the joint classical and quantum context. Our analogue is justified by recent advances in categorical probability theory, which have provided an abstract formulation of the classical Bayes' theorem. In the process, we further develop non-commutative almost everywhere equivalence and illustrate its important role in non-commutative Bayesian inversion. The construction of such Bayesian inverses, when they exist, involves solving a positive semidefinite matrix completion problem for the Choi matrix. This gives a solution to the open problem of constructing Bayesian inversion for completely positive unital maps acting on density matrices that do not have full support. We illustrate how the procedure works for several examples relevant to quantum information theory.