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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.

168,742 papers · 148 categories

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138276414552 · Jun 202019922001200920172026
48 results for Poisson distribution

The version of Marsden-Ratiu reduction theorem for Nambu-Poisson manifolds by a regular distribution has been studied by Ibaˊn~\acute{\text{a}}\tilde{\text{n}}ez et al. In this paper we show that the reduction is always ensured unless the distribution is zero. Next we extend the more general Falceto-Zambon Poisson reduct…

2017-02-06abs ↗pdf ↗

Survey on Nambu-Poisson structures in infinite dimensions.

problem Generalization of Poisson and Nambu-Poisson structures in infinite dimensions.
method Study properties of associated characteristic distribution and projective/direct limits.
result Properties and limits of Nambu-Poisson structures in convenient setting.

The paper examines conditions for linearity in a conditional mean estimator under vector Poisson noise.

problem Conditions for linearity of the conditional mean estimator in vector Poisson noise.
method Analyzes prior distributions and their impact on the conditional mean estimator's linearity.
result The only prior distribution that induces linearity is a product gamma distribution, and non-zero dark current parameter prevents linearity.

The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical physics including models for anomalous diffusion. Contrary to the well-known Poiss…

2011-04-21abs ↗pdf ↗

We study conditions for the integrability of the distribution defined on a regular Poisson manifold as the orthogonal complement (with respect to some (pseudo)-Riemannian metric) to the tangent spaces of the leaves of a symplectic foliation. Examples of integrability and non-integrability of this distribution are provi…

2004-05-08abs ↗pdf ↗

The paper establishes a Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

problem Analyzing bounded pluriharmonic functions on Teichmüller space.
method Establishing a Poisson integral formula.
result A Poisson integral formula for bounded pluriharmonic functions on Teichmüller space.

Modified EAT method improves Poisson gradient estimation.

problem Challenging differentiation through Poisson-distributed latent variables.
method Exponential Arrival Time (EAT) simulation with modifications and Gumbel-SoftMax relaxation.
result Modified EAT method provides unbiased first moment and reduced second-moment bias.

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 ↗

This work introduces a unified approach to the reduction of Poisson manifolds using their description by graded symplectic manifolds. This yields a generalization of the classical Poisson reduction by distributions (Marsden-Ratiu reduction). Further it allows one to construct actions of strict Lie 2-groups and to descr…

2010-09-05abs ↗pdf ↗

Symmetric Poisson structures linked to geodesic foliations and Jordan algebras.

problem Understanding geometric structures related to geodesic foliations and dynamics.
method Introducing symmetric Poisson structures, proving correspondences with geodesic foliations and Jordan algebras.
result Symmetric Poisson structures correspond to totally geodesic foliations and Jacobi-Jordan algebras.

Paper establishes sufficient condition for comparing linear combinations of infinite-mean risks.

problem Comparing linear combinations of infinite-mean risks under stochastic dominance.
method Introduced a new class of distributions and used majorization order to compare weights.
result Linear combinations of random variables are stochastically larger when their weight vectors are smaller in majorization order.

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.

A Riemannian symmetric space is a Riemannian manifold in which it is possible to reflect all geodesics through a point by an isometry of the space. On such spaces, we introduce the notion of a distributional lattice, generalizing the notion of lattice. Distributional lattices exist in any Riemannian symmetric space: th…

2017-07-02abs ↗pdf ↗

Study on length distribution of random multicurves on large genus surfaces converging to Poisson-Dirichlet distribution.

problem Length statistics of random multicurves on large genus hyperbolic surfaces.
method Analytical proof of convergence to Poisson-Dirichlet distribution as genus tends to infinity.
result Mean lengths of the three longest components converge to specific percentages of total length as genus increases.

Mack's estimator improves chain ladder prediction for large exposure insurance models.

problem Uncertainty quantification in compound Poisson loss models.
method Large exposure asymptotics applied to Mack's estimator.
result Chain ladder prediction uncertainty can be quantified without model assumptions.

This paper optimizes subsampling for large datasets using Poisson distribution.

problem Efficiently subsample large datasets for quasi-likelihood estimation.
method Derives optimal Poisson subsampling probabilities and develops a distributed subsampling framework.
result Consistent and asymptotically normal estimators are obtained.

Study reveals convergence properties of SGD with random learning rate.

problem Analyzing convergence of SGD with random learning rate in non-convex optimization.
method Introduced Poisson SGD with random learning rate and used stationary distribution analysis.
result Poisson SGD converges to a stationary distribution and finds global minima in non-convex optimization.

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects, and the measurements are described as a Poisson process, conditioned on the map. …

2018-11-07abs ↗pdf ↗

A scalable deep learning framework accelerates training of large neural networks for solving 3D Poisson equations.

problem Training large-scale neural networks for solving complex PDEs efficiently.
method Combines multigrid techniques with distributed deep learning to accelerate training.
result Solves 3D Poisson equations up to 512x512x512 resolution efficiently.

The paper explores geometric and algebraic structures on Lie groups.

problem Investigating F-manifolds and Fextman_ ext{man}-algebras on Lie groups.
method Constructing a canonical connection and analyzing curvature and holonomy.
result Established the integrability of a Poisson-algebra distribution.

In this paper, we discuss the geometric integration of hamiltonian systems on Poisson manifolds, in particular, in the case, when the Poisson structure is induced by a Lie algebra, that is, it is a Lie-Poisson structure. A Hamiltonian system on a Poisson manifold (P,Π)(P, Π) is a smooth manifold PP equipped with a bivect…

2018-03-04abs ↗pdf ↗

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability measure for mixture modeling and whose marginalization leads to an NB process f…

2012-09-15abs ↗pdf ↗

We present a probabilistic model of events in continuous time in which each event triggers a Poisson process of successor events. The ensemble of observed events is thereby modeled as a superposition of Poisson processes. Efficient inference is feasible under this model with an EM algorithm. Moreover, the EM algorithm …

2012-03-15abs ↗pdf ↗

Study shows Merton model limits to Poisson process with log-normal intensity, improving default portfolio prediction.

problem Improving prediction of default portfolios using complex models.
method Applying Merton model with log-normal intensity function to Poisson process, discussing temporal correlation effects.
result Power decay model provides better generalization for long-term default portfolio data.

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian latent variable modeling, an alternating chain of discrete Poisson and continuous …

2019-10-28abs ↗pdf ↗

A unified framework for Poisson and Jacobi structures from 2-covariant tensors

problem Constructing Poisson and Jacobi structures from non-degenerate 2-covariant tensors
method Deriving a formula for the Schouten-Nijenhuis bracket of the associated bivector field
result Recovering classical brackets associated with symplectic, locally conformally symplectic, cosymplectic, and contact geometries

New method identifies causal structure in count data using cumulants and path analysis.

problem Challenges in discovering causal structure from count data, especially due to non-identifiability.
method Poisson Branching Structural Causal Model (PB-SCM) with path analysis using high-order cumulants.
result Causal order is identifiable under specific conditions in PB-SCM using cumulant information.

Random translation surfaces converge to a Poisson plane as genus grows.

problem Understanding the geometric behavior of high genus translation surfaces.
method Proving convergence of random translation surfaces to a Poisson plane using statistical local geometric properties.
result The radius-rr neighborhood of a random point in an MSV-distributed random translation surface converges in distribution to the radius rr neighborhood of the root in a Poisson translation plane.

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random variable whose mean is a sparse linear superposition of known patterns. Unlike many co…

2015-01-21abs ↗pdf ↗

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is…

2017-09-18abs ↗pdf ↗