A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be difficult, in terms of efficiency and to guarantee that the solution is a global minimum.…
Clustering in high-dimensional spaces is nowadays a recurrent problem in many scientific domains but remains a difficult task from both the clustering accuracy and the result understanding points of view. This paper presents a discriminative latent mixture (DLM) model which fits the data in a latent orthonormal discrim…
We propose a Poisson-Lie analog of the symplectic induction procedure, using an appropriate Poisson generalization of the reduction of symplectic manifolds with symmetry. Having as basic tools the equivariant momentum maps of Poisson actions, the double group of a Poisson-Lie group and the reduction of Poisson manifold…
We semiclassicalise the theory of quantum group principal bundles to the level of Poisson geometry. The total space X is a Poisson manifold with Poisson-compatible contravariant connection, the fibre is a Poisson-Lie group in the sense of Drinfeld with bicovariant Poisson-compatible contravariant connection, and the …
We construct a Poisson isomorphism between the formal Poisson manifolds g^* and G^*, where g is a finite dimensional quasitriangular Lie bialgebra. Here g^* is equipped with its Lie-Poisson (or Kostant-Kirillov-Souriau) structure, and G^* with its Poisson-Lie structure. We also quantize Poisson-Lie dynamical r-matrices…
We reformulate the Poisson structure discovered by Fock and Rosly on moduli spaces of flat connections over marked surfaces in the framework of Poisson structures defined by Lie algebra actions and quasitriangular r-matrices, and we show that it is an example of a mixed product Poisson structure associated to pairs o…
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…
We address the question of duality for the dynamical Poisson groupoids of Etingof and Varchenko over a contractible base. We also give an explicit description for the coboundary case associated with the solutions of the classical dynamical Yang-Baxter equation on simple Lie algebras as classified by the same authors. O…
A Poisson-Lie group acting by the coadjoint action on the dual of its Lie algebra induces on it a non-trivial class of quadratic Poisson structures extending the linear Poisson bracket on the coadjoint orbits.
In this paper, we first study the Poisson reductions of controlled Hamiltonian (CH) system and symmetric CH system by controllability distributions. These reductions are the extension of Poisson reductions by distribution for Poisson manifolds to that for phase spaces of CH systems with external force and control. We g…
We establish a 1:1 correspondence between Poisson-Lie group actions on integrable Poisson manifolds and twisted multiplicative hamiltonian actions on source 1-connected symplectic groupoids. For an action of a Poisson-Lie group G on a Poisson manifold M, we find an explicit description of the lifted hamiltonian act…
We associate a homotopy Poisson-n algebra to any higher symplectic structure, which generalizes the common symplectic Poisson algebra of smooth functions. This provides robust n-plectic prequantum data for most approaches to quantization. UPDATE: It has been brought to my attention that the exterior product does not cl…