Conditional distributions, as defined by the Markov category framework, are studied in the setting of matrix algebras (quantum systems). Their construction as linear unital maps are obtained via a categorical Bayesian inversion procedure. Simple criteria establishing when such linear maps are positive are obtained. Several examples are provided, including the standard EPR scenario, where the EPR correlations are reproduced in a purely compositional (categorical) manner. A comparison between the Bayes map and the Petz recovery map is provided, illustrating some key differences.