Solves optimal stopping problem with Poisson constraints using jumps.
arXiv research
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Study star products on Poisson manifolds compatible with reduction.
The ``classical BRST construction'' as developed by Batalin-Fradkin-Vilkovisky is a homological construction for the reduction of the Poisson algebra of smooth functions on a Poisson manifold by the ideal of functions which vanish on a constraint locus. This ideal is called first class if …
Holistic GLMs add constraints for better model quality.
Paper tackles Bayesian image restoration in low-photon Poisson imaging problems.
Study callable convertible bonds with liquidity constraints, generalizing previous work.
Novel Bayesian framework for Poisson inverse problems using Bregman geometry.
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…
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 …
A new Dirac algebroid approach for nonholonomic systems.
Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.
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 , and establish theoretical upper and lower bounds on the rec…
Proposes a reverse stress testing framework for dynamic models.
Flexible models cluster RNA sequencing data.
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…
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 -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…
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…
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…
Graph-based framework for provably robust adversarial training.
Characterizes Filippov n-algebroids using connections and formulas.
The dynamics of an ideal fluid or plasma is constrained by topological invariants such as the circulation of (canonical) momentum or, equivalently, the flux of the vorticity or magnetic fields. In the Hamiltonian formalism, topological invariants restrict the orbits to submanifolds of the phase space. While the coadjoi…
Generalizes sigma model with Lie algebroid structure and geometric conditions.
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…
This paper presents a geometric description of Lagrangian and Hamiltonian systems on Lie affgebroids subject to affine nonholonomic constraints. We define the notion of nonholonomically constrained system, and characterize regularity conditions that guarantee that the dynamics of the system can be obtained as a suitabl…
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…
New framework for distributed nonparametric estimation under slow communication.
Paper introduces second-order Esscher densities for continuous-time models.
The issue of constructing a risk minimizing hedge under an additional almost-surely type constraint on the shortfall profile is examined. Several classical risk minimizing problems are adapted to the new setting and solved. In particular, the bankruptcy threat of optimal strategies appearing in the classical risk minim…
A new discrete privacy mechanism for federated learning.
Unified description of p-brane QP-manifolds connects two recent tensor hierarchy descriptions.
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…
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…
PILNO uses neural operators to solve PDEs efficiently on point clouds.
New method for GLMs under DP provides private uncertainty quantification.
Geometrically proves twisted Poincaré duality for orientable Poisson manifolds.
Optimal dividend payout strategy found for Brownian risk model with ratcheting constraint.
Improves logistic regression performance with nonconvex programming.
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…
New Poisson structures on algebras linked to derivatives.
New Lie groups found for Poisson diffeomorphisms.
We semiclassicalise the theory of quantum group principal bundles to the level of Poisson geometry. The total space 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…
The paper establishes a Poisson Poincaré-Dulac theorem for Poisson-flat connections.
The first cohomology of Poisson algebras is described and conditions for its vanishing are established.
The paper normalizes Poisson saturation of coregular submanifolds.
Develops reduction method for strong Dirac maps.
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 -matrices, and we show that it is an example of a mixed product Poisson structure associated to pairs o…