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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.

168,695 papers · 148 categories

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25497498 · May 202619922001200920172026
48 results for Poisson decomposition

In this text we give a decomposition result on polynomial poly-vector fields generalizing a result on the decomposition of homogeneous Poisson structures. We discuss consequences of this decomposition result in particular for low dimensions and low degrees. We provide the tools to calculate simple cubic Poisson structu…

2004-09-09abs ↗pdf ↗

We prove the existence of a local smooth Levi decomposition for smooth Poisson structures and Lie algebroids near a singular point. In the appendix of this paper, we show an abstract Nash-Moser normal form theorem, which generalizes our Levi decomposition result and which may be helpful in the study of other smooth nor…

2002-09-01abs ↗pdf ↗

The moduli space of Higgs bundles is stratified into complex symplectic submanifolds.

problem Constructing a complex Whitney stratification of the moduli space of Higgs bundles.
method Showed that the orbit type decomposition is a complex Whitney stratification with each stratum being a complex symplectic submanifold.
result The moduli space of Higgs bundles is a stratified complex symplectic space.

Lie bialgebra structures are reviewed and investigated in terms of the double Lie algebra, of Manin- and Gauß-decompositions. The standard R-matrix in a Manin decomposition then gives rise to several Poisson structures on the correponding double group, which is investigated in great detail.

1998-01-07abs ↗pdf ↗

In this letter, first we give a decomposition for any Lie-Poisson structure πgπ_g associated to the modular vector. In particular, πgπ_g splits into two compatible Lie-Poisson structures if dimg3dim{g} \leq 3. As an application, we classified quadratic deformations of Lie-Poisson structures on R3\mathbb R^3 up to linear d…

2007-07-19abs ↗pdf ↗

We study the behavior of the modular class of an orientable Poisson manifold and formulate some unimodularity criteria in the semilocal context, around a (singular) symplectic leaf. Our results generalize some known unimodularity criteria for regular Poisson manifolds related to the notion of the Reeb class. In particu…

2017-01-31abs ↗pdf ↗

The paper explores anticipative binary information in financial markets using Brownian motion and Poisson processes.

problem Capturing anticipative information in financial markets with Brownian motion and Poisson processes.
method Using Malliavin calculus and filtration enlargement techniques, the paper computes the semimartingale decomposition of the processes.
result The paper provides the exact value of anticipative information in the pure jump case.

A marked surface is a compact oriented surface equipped with some pairwise disjoint arcs embedded in its boundary. In this paper, we extend the notion of character varieties to marked surfaces, in such a way that they have a nice behaviour for the operation of gluing two boundary arcs together. These stated character v…

2019-04-18abs ↗pdf ↗

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.

Abstract: Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

problem Relationship between Fenchel-Nielsen coordinates and shear coordinates on Riemann surfaces.
method Explicitly showed the Poisson bracket on shear coordinates induces the Fenchel-Nielsen bracket on gluing parameters.
result Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

In this paper we introduce the notion of a smooth structure on a stratified space, the notion of a Poisson smooth structure and the notion of a weakly symplectic smooth structure on a stratified symplectic space, refining the concept of a stratified symplectic Poisson algebra introduced by Sjamaar and Lerman. We show t…

2010-11-01abs ↗pdf ↗

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

Study numerically flat foliations on Kähler manifolds, proving new splitting theorems.

problem Understanding foliations with numerically flat tangent bundles on Kähler manifolds.
method Analyzing the structure of foliations on compact Kähler manifolds, extending earlier results.
result Smooth foliations with numerically flat tangent bundles induce a decomposition of the ambient manifold's tangent bundle.

Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.

problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately IR2log22(I)IR^2\log_2^2(I) non-zero counts.

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 ↗

This is the first in a series of papers dedicated to the study of Poisson manifolds of compact types (PMCTs). This notion encompasses several classes of Poisson manifolds defined via properties of their symplectic integrations. In this first paper we establish some fundamental properties of PMCTs, which already show th…

2015-10-24abs ↗pdf ↗

Poisson likelihood models have been prevalently used in imaging, social networks, and time series analysis. We propose fast, simple, theoretically-grounded, and versatile, optimization algorithms for Poisson likelihood modeling. The Poisson log-likelihood is concave but not Lipschitz-continuous. Since almost all gradie…

2016-08-03abs ↗pdf ↗

In this paper, we will study compatible triples on Lie algebroids. Using a suitable decomposition for a Lie algebroid, we construct an integrable generalized distribution on the base manifold. As a result, the symplectic form on the Lie algebroid induces a symplectic form on each integral submanifold of the distributio…

2016-07-11abs ↗pdf ↗

We study invariant Nijenhuis (1,1)(1,1)-tensors on a homogeneous space G/KG/K of a reductive Lie group GG from the point of view of integrability of a Hamiltonian system of differential equations with the GG-invariant Hamiltonian function on the cotangent bundle T(G/K)T^*(G/K). Such a tensor induces an invariant Poisson tens…

2018-12-09abs ↗pdf ↗

Study Lie bialgebra structures on flat metric Lie algebras, leading to explicit Poisson-Lie groups.

problem Understanding Lie bialgebra structures on flat metric Lie algebras.
method Splitting Lie algebras, establishing normal forms, and using invariant Schouten squares.
result Explicit construction of multiplicative Poisson tensors on flat Poisson-Lie groups.

PHP connects to ReLU neural networks for scalable Bayesian inference.

problem Scalability and Bayesian inference in two-layer ReLU neural networks.
method PHP with Gaussian prior, decomposition propositions, annealed sequential Monte Carlo.
result PHP provides an alternative scalable representation for two-layer ReLU neural networks.

We investigate when the Chevalley-Eilenberg differential of a complex Lie algebroid on a manifold with boundary admits a Hodge decomposition. We introduce the concepts of Cauchy-Riemann structures, elliptic and non-elliptic boundary points and Levi-forms, which we use to define the notion of q-convexity. We show that t…

2018-04-11abs ↗pdf ↗

Efficient tensor decomposition for count data models achieves near-optimal multiway analysis.

problem Efficient tensor decomposition for count data models.
method Rank-constrained maximum-likelihood estimator for tensor decomposition.
result Achieves multiway analysis with variance matching Cramér-Rao Lower Bound up to constants and logarithmic factors.

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

The paper extends game theory using Hodge theory on graphs.

problem Generalizing Shapley's value allocation formula for cooperative games on graphs.
method Connecting stochastic path integrals to Hodge-theoretic Poisson's equations on graphs.
result The value allocation operator is the solution to Poisson's equation in combinatorial Hodge theory.

DeepTensor uses deep networks to efficiently decompose tensors with improved performance and robustness.

problem Efficiently decomposing tensors with deep learning to capture nonlinear structures.
method Low-rank tensor decomposition using deep generative networks trained to minimize approximation error.
result DeepTensor outperforms classical methods like SVD and PCA in various applications, including image denoising and 3D MRI.

Proposes a method for tensor completion with sparse factors and missing data.

problem Recovering nonnegative data from noisy observations with missing values.
method Sparse nonnegative Tucker decomposition with 0\ell_0 norm for sparsity, maximum likelihood estimation, and error bounds.
result The method outperforms existing tensor-based or matrix-based methods in nonnegative tensor data completion.

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance matrix to remove estimation bias due to heteroskedasticity. This procedure is com…

2018-10-19abs ↗pdf ↗

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.

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 ↗

A new method tackles Bayesian inverse problems with complex PDEs.

problem Bayesian inverse problems with expensive forward model evaluations and high-dimensional priors.
method Domain-decomposed variational auto-encoder Markov chain Monte Carlo (DD-VAE-MCMC) method.
result The method efficiently solves Bayesian inverse problems in parallel and low-dimensional latent spaces.

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.