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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.

168,657 papers · 148 categories

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111221332442 · Jun 202019922001200920172026
48 results for Poisson cluster representation

We use Bonahon-Wong's trace map to study character varieties of the once-punctured torus and of the 4-punctured sphere. We clarify a relationship with cluster algebra associated with ideal triangulations of surfaces, and we show that the Goldman Poisson algebra of loops on surfaces is recovered from the Poisson structu…

2017-11-09abs ↗pdf ↗

Paper optimizes clustering for multi-layer networks and discrete mixtures.

problem Optimizing clustering in multi-layer networks and discrete mixtures.
method Two-stage method: tensor-based initialization and likelihood-based refinement.
result Achieves minimax optimal error rate for multi-layer networks and discrete mixtures.

Given a Lie group G whose Lie algebra is endowed with a nondegenerate invariant symmetric bilinear form, we construct a Poisson algebra of continuous functions on a certain open subspace R of the space of representations in G of the fundamental group of a compact connected orientable topological surface with finitely m…

1997-10-29abs ↗pdf ↗

We prove a quasi-Poisson bracket formula for the space of representations of the fundamental groupoid of a surface with boundary, which generalizes Goldman's Poisson bracket formula. We also deduce a similar formula for quasi-Poisson cross-sections.

2013-01-22abs ↗pdf ↗

Given an oriented surface S with base point * on the boundary, we introduce for all N>0, a canonical quasi-Poisson bracket on the space of N-dimensional linear representations of π_1(S,*). Our bracket extends the well-known Poisson bracket on GL_N-invariant functions on this space. Our main tool is a natural structure …

2012-05-22abs ↗pdf ↗

Let R be a commutative ring, and let A be a Poisson algebra over R. We construct an (R,A)-Lie algebra structure, in the sense of Rinehart, on the A-module of Kähler differentials of A depending naturally on A and the Poisson bracket. This gives rise to suitable algebraic notions of Poisson homology and cohomology for a…

2013-03-15abs ↗pdf ↗

These notes discuss various aspect of the ``representation theory'' of Poisson manifolds, with focus on Morita equivalence and Picard groups. We give a brief introduction to Poisson geometry (including Dirac and twisted Poisson structures) and algebraic Morita theory before presenting the geometric Morita theory of Poi…

2004-02-22abs ↗pdf ↗

Modeling price clustering in financial markets using discrete distributions.

problem Price clustering phenomenon in financial markets.
method Discrete price model based on mixture of double Poisson distributions with dynamic volatility and proportions.
result Higher instantaneous volatility weakens price clustering at ultra-high frequencies.

New method enforces encoder sparsity in HPF for more interpretable feature selection.

problem Lack of encoder sparsity in HPF leads to lack of column-clustering property.
method Enforces encoder sparsity using a generalized additive model (GAM).
result Gains ability to perform feature selection and relates each representation to original features.

The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By using the test of local Poisson hypothesis, we show that this minimal model leads…

2006-01-09abs ↗pdf ↗

Wolpert's cosine formula on Teichmüller space gives the Weil-Petersson Poisson bracket {lα,lβ}\{l_α, l_β\} for geodesic length functions lα,lβl_α,l_β of closed curves α,βα,β as the sum of the cosines of the angle of intersection of the associated geodesics. This was recently generalized to Hitchin representations by Labourie. I…

2015-02-20abs ↗pdf ↗

Software package assesses spherical data distributions and clusters.

problem Assessing and clustering spherical data distributions.
method Innovative goodness-of-fit tests and clustering algorithms using kernel-based quadratic distances.
result Efficient and mathematically sound goodness-of-fit tests for spherical data.

This paper provides a precise sense in which the time t map for the Euler equations of an ideal fluid in a region in R^n (or a smooth compact n-manifold with boundary) is a Poisson map relative to the Lie-Poisson bracket associated with the group of volume preserving diffeomorphism group. This is interesting and nontri…

2007-11-30abs ↗pdf ↗

A novel multi-resolution cluster detection (MCD) method is proposed to identify irregularly shaped clusters in space. Multi-scale test statistic on a single cell is derived based on likelihood ratio statistic for Bernoulli sequence, Poisson sequence and Normal sequence. A neighborhood variability measure is defined to …

2012-05-09abs ↗pdf ↗

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space.…

2016-10-27abs ↗pdf ↗

Study of generalized double Bruhat cells and their integrations.

problem Understanding and integrating generalized double Bruhat cells in Lie groups.
method Integrating Poisson groupoids to symplectic double groupoids, relating to fission spaces of irregular singularities.
result Explicit integrations of Poisson groupoids and Morita equivalence of double groupoids.

Poisson sigma models represent an interesting use of Poisson manifolds for the construction of a classical field theory. Their definition in the language of fibre bundles is shown and the corresponding field equations are derived using a coordinate independent variational principle. The elegant form of equations of mot…

2012-11-05abs ↗pdf ↗

We argue that some classical local geometries are of infinity origin, i.e. their smooth formal germs are (homotopy) representations of cofibrant (di)operads in spaces concentrated in degree zero. In particular, they admit natural infinity generalizations when one considers homotopy representations of that (di)operads i…

2004-01-05abs ↗pdf ↗

The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a point pattern or a set of points. Moreover, many existing clustering methods requir…

2017-03-14abs ↗pdf ↗

Study models market volatility with persistent and temporary impacts.

problem Microstructure of rough volatility models driven by Poisson measures.
method Existence and uniqueness of solutions for stochastic path-dependent Volterra equations.
result Volatility process converges to fractional Heston model with spikes.

A new invariant of Poisson manifolds, a Poisson K-ring, is introduced. Hypothetically, this invariant is more tractable than such invariants as Poisson (co)homology. A version of this invariant is also defined for arbitrary algebroids. Basic properties of the Poisson K-ring are proved and the Poisson K-rings are calcul…

2000-09-13abs ↗pdf ↗

Improved clustering accuracy with disentangled latent code representation.

problem Improving k-Means clustering performance.
method Optimizing the entanglement of autoencoder latent code representation using soft nearest neighbor loss with annealing temperature.
result 96.2% test clustering accuracy on MNIST, 85.6% on Fashion-MNIST, and 79.2% on EMNIST Balanced datasets.

Jacobi/Poisson algebras are algebraic counterparts of Jacobi/Poisson manifolds. We introduce representations of a Jacobi algebra AA and Frobenius Jacobi algebras as symmetric objects in the category. A characterization theorem for Frobenius Jacobi algebras is given in terms of integrals on Jacobi algebras. For a vecto…

2014-06-13abs ↗pdf ↗

Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in model-based clustering, population genetics, ecology or network analysis. While the exchangeability assumption is sensib…

2017-11-20abs ↗pdf ↗

Poisson and symplectic structures discussed in lecture notes.

problem Exploring Poisson and symplectic structures in mathematics.
method Presentation of Poisson and symplectic structures, group actions, moment maps, and phase space reduction.
result Comprehensive review of Poisson and symplectic structures, group actions, and reduction.

This paper is a step-by-step tutorial for fitting a mixture distribution to data. It merely assumes the reader has the background of calculus and linear algebra. Other required background is briefly reviewed before explaining the main algorithm. In explaining the main algorithm, first, fitting a mixture of two distribu…

2019-01-20abs ↗pdf ↗

The joint optimization of representation learning and clustering in the embedding space has experienced a breakthrough in recent years. In spite of the advance, clustering with representation learning has been limited to flat-level categories, which often involves cohesive clustering with a focus on instance relations.…

2019-01-28abs ↗pdf ↗

We give a construction of a Poisson transform mapping density valued differential forms on generalized flag manifolds to differential forms on the corresponding Riemannian symmetric spaces, which can be described entirely in terms of finite dimensional representations of reductive Lie groups. Moreover, we will explicit…

2016-04-01abs ↗pdf ↗

This work is motivated by a result of Drinfeld on Poisson homogeneous spaces. For each Poisson manifold PP with a Poisson action by a Poisson Lie group GG, we describe a Lie algebroid structure on the direct sum vector bundle P×gTPP \times {\frak g} \oplus T^*P, where g{\frak g} is the Lie algebra of GG. It is built o…

1995-03-08abs ↗pdf ↗

We address the problem of communicating domain knowledge from a user to the designer of a clustering algorithm. We propose a protocol in which the user provides a clustering of a relatively small random sample of a data set. The algorithm designer then uses that sample to come up with a data representation under which …

2015-06-19abs ↗pdf ↗

Twitter has been a prominent social media platform for mining population-level health data and accurate clustering of health-related tweets into topics is important for extracting relevant health insights. In this work, we propose deep convolutional autoencoders for learning compact representations of health-related tw…

2018-12-25abs ↗pdf ↗