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arXiv research

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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3979118157 · Jun 202019922001200920172026
48 results for Poisson constraints

Solves optimal stopping problem with Poisson constraints using jumps.

problem Optimal stopping with Poisson constraints and jumps.
method Penalized backward stochastic differential equation (PBSDE) with jumps, decomposition method based on Jacod-Pham, comparison theorem of BSDEs with jumps.
result Solves American option pricing in nonlinear markets with Poisson constraints.

The ``classical BRST construction'' as developed by Batalin-Fradkin-Vilkovisky is a homological construction for the reduction of the Poisson algebra P=C(W)P = C^\infty (W) of smooth functions on a Poisson manifold WW by the ideal II of functions which vanish on a constraint locus. This ideal is called first class if II

1996-03-24abs ↗pdf ↗

Paper tackles Bayesian image restoration in low-photon Poisson imaging problems.

problem Bayesian inference in challenging low-photon Poisson imaging problems.
method Plug-and-play (PnP) Langevin sampling strategies with accelerated methods and mirror sampling.
result Effective PnP Langevin sampling methods for low-photon Poisson imaging problems.

Study callable convertible bonds with liquidity constraints, generalizing previous work.

problem Callable convertible bond problem with liquidity constraints.
method Introduced a new technique to handle non-ordered payoff situations.
result Complete solution to callable convertible bond problem with liquidity constraint.

Novel Bayesian framework for Poisson inverse problems using Bregman geometry.

problem Solving Poisson inverse problems with non-Euclidean geometry and positivity constraints.
method Develops a Monte Carlo sampling algorithm that accounts for Bregman geometry, data augmentations, and conditional conjugacy properties.
result Efficient sampling via Gibbs steps and Hessian Riemannian Langevin Monte Carlo (HRLMC) for positivity constraints.

We extend to the context of Courant algebroids several hierarchies that can be constructed on Poisson-Nijenhuis manifolds. More precisely, we introduce several notions (Poisson-Nijenhuis, deformation-Nijenhuis and Nijenhuis pairs) that extend to Courant algebroids the notion of a Poisson-Nijenhuis manifold, by using th…

2011-11-03abs ↗pdf ↗

We detail the construction of a weak Poisson bracket over a submanifold of a smooth manifold M with respect to a local foliation of this submanifold. Such a bracket satisfies a weak type Jacobi identity but may be viewed as a usual Poisson bracket on the space of leaves of the foliation. We then lift this weak Poisson …

2015-11-18abs ↗pdf ↗

Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.

problem Reduction of Lie (bi-)algebroids and Dirac manifolds.
method Introduces constraint manifolds and constraint vector bundles; proves constraint Serre-Swan theorem; introduces Cartan calculus for constraint forms and multivector fields; shows compatibility with reduction.
result Reduction procedure for Lie (bi-)algebroids and Dirac manifolds.

We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix MM, and establish theoretical upper and lower bounds on the rec…

2015-01-26abs ↗pdf ↗

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We consider the usual matrix recovery formulation through maximum likelihood with pro…

2015-04-20abs ↗pdf ↗

Poisson variational autoencoders introduce a metabolic cost term that penalizes high baseline activity.

problem Energy constraints in computation.
method Poisson variational autoencoders with a Kullback-Leibler divergence term proportional to firing rates.
result Poisson variational autoencoders introduce a metabolic cost term that penalizes high baseline activity.

In this paper we explore the idea of looking at the Dirac quantisation conditions as \hbar-dependent constraints on the tangent bundle to phase-space. Starting from the path-integral version of classical mechanics and using the natural Poisson brackets structure present in the cotangent bundle to the tangent bundle o…

1997-03-26abs ↗pdf ↗

In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock. In this work, our goal is to recommend items to users as they arrive on a webpage…

2019-11-18abs ↗pdf ↗

Given a Dirac subbundle and an isotropic subbundle of a Courant algebroid, we provide a canonical method to obtain a new Dirac subbundle. When the original Dirac subbundle is involutive (i.e., a Dirac structure) this construction has interesting applications, for instance to Dirac's theory of constraints and to the Mar…

2007-02-01abs ↗pdf ↗

Graph-based framework for provably robust adversarial training.

problem Adversarial robustness of machine learning models.
method Formulates adversarial robustness as loss minimization with a Lipschitz constraint, using graph-based discretization and primal-dual algorithms.
result Establishes a connection between elliptic operators and adversarial learning, and proves fundamental lower bounds on adversarial sensitivity.

Generalizes sigma model with Lie algebroid structure and geometric conditions.

problem Consistency of constraints and gauge symmetry in topological sigma models.
method Analysis of geometric conditions and constraints in Hamiltonian and Lagrangian formalisms.
result Identifies universal compatibility condition between Lie algebroid and multi-symplectic structure.

In the last two decades, significant effort has been put in understanding and designing so-called structure-preserving numerical methods for the simulation of mechanical systems. Geometric integrators attempt to preserve the geometry associated to the original system as much as possible, such as the structure of the co…

2018-10-25abs ↗pdf ↗

Based on the theory of Poisson vertex algebras we calculate skew-symmetry conditions and Jacobi identities for a class of third-order nonlocal operators of differential-geometric type. Hamiltonian operators within this class are defined by a Monge metric and a skew-symmetric two-form satisfying a number of differential…

2018-05-02abs ↗pdf ↗

New framework for distributed nonparametric estimation under slow communication.

problem Efficiently estimate nonparametric models across multiple nodes with limited communication.
method Developed a general framework for nonparametric estimation under communication constraints.
result Derived minimax lower and upper bounds for various models.

Paper introduces second-order Esscher densities for continuous-time models.

problem Modeling continuous-time market models with second-order Esscher densities.
method Introduced linear and exponential classes of second-order Esscher densities, characterized using semimartingale characteristics and pointwise equations.
result Characterized the relationship between linear and exponential classes for one-dimensional case and showed their connection in compound Poisson and jump-diffusion models.

Unified description of p-brane QP-manifolds connects two recent tensor hierarchy descriptions.

problem Connecting two recent tensor hierarchy descriptions of p-brane QP-manifolds.
method Presented a duality-covariant version of p-brane QP-manifolds based on a specific QP-manifold construction.
result Solutions to constraints correspond to 1/2-BPS p-branes, suggesting a new incarnation of a brane scan.

Empirical networks are often globally sparse, with a small average number of connections per node, when compared to the total size of the network. However, this sparsity tends not to be homogeneous, and networks can also be locally dense, for example with a few nodes connecting to a large fraction of the rest of the ne…

2020-02-18abs ↗pdf ↗

We construct explicitly a bridge process whose distribution, in its own filtration, is the same as the difference of two independent Poisson processes with the same intensity and its time 1 value satisfies a specific constraint. This construction allows us to show the existence of Glosten-Milgrom equilibrium and its as…

2012-05-19abs ↗pdf ↗

PILNO uses neural operators to solve PDEs efficiently on point clouds.

problem Solving partial differential equations (PDEs) on point cloud data efficiently.
method Physics-informed low-rank neural operator framework combining low-rank kernel approximations and an encoder-decoder architecture.
result PILNO efficiently approximates solution operators of PDEs on point cloud data, satisfying PDE constraints and boundary conditions.

Geometrically proves twisted Poincaré duality for orientable Poisson manifolds.

problem Establishing twisted Poincaré duality for Poisson manifolds.
method Geometrically reinterprets algebraic constructions of twisted Poisson modules and Poisson chain complexes.
result Explicit chain isomorphism between Poisson cochain and chain complexes with coefficients in Poisson modules.

Optimal dividend payout strategy found for Brownian risk model with ratcheting constraint.

problem Optimal dividend payout from a surplus process governed by Brownian motion with drift under ratcheting constraint.
method Solved a two-dimensional optimal control problem using viscosity solutions of Hamilton-Jacobi-Bellman equations.
result Threshold and curve strategies identified as optimal for different dividend rate sets.

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…

2000-12-11abs ↗pdf ↗

New Poisson structures on algebras linked to derivatives.

problem Understanding Poisson structures on trivial extension algebras.
method Introducing a correspondence between Poisson structures and derivatives, and formulating results in terms of Lie algebroids.
result One-to-one correspondence between Poisson structures and data involving derivatives.

We semiclassicalise the theory of quantum group principal bundles to the level of Poisson geometry. The total space XX 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 …

2019-03-28abs ↗pdf ↗

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…

2004-12-17abs ↗pdf ↗

The paper establishes a Poisson Poincaré-Dulac theorem for Poisson-flat connections.

problem Analyzing Poisson-flat connections with logarithmic poles.
method Defining an Euler-Poisson principal part and residue theory, establishing a Poisson Poincaré-Dulac theorem.
result Any logarithmic Poisson-flat connection is holomorphically gauge equivalent to a pure Euler-Poisson normal form.

The first cohomology of Poisson algebras is described and conditions for its vanishing are established.

problem Understanding the first cohomology of Poisson algebras.
method Description and mapping of first cohomology to intrinsic cohomologies of Poisson submanifolds, formulation of vanishing conditions.
result Necessary and sufficient conditions for the vanishing of the first cohomology of infinitesimal Poisson algebras are derived.