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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.

168,742 papers · 148 categories

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234469703937 · Jun 202019922001200920172026
48 results for Poisson inverse problems

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.

The Brownian bridge serves as a physics-informed prior for solving the Poisson equation.

problem Reconstructing physical fields from limited and noisy data with known governing equations.
method Formalizing inverse problems via Bayesian inference in function spaces using a Brownian bridge Gaussian process.
result The Brownian bridge Gaussian process can be viewed as a physics-constrained prior for the Poisson equation, allowing for a fully Bayesian framework.

V1 cortex reconstructs images as Poisson equation solutions with varying weights.

problem Reconstructing images from V1 cortical cell receptive profiles.
method Solves a heterogeneous Poisson equation with varying weights representing neural connectivity.
result Reconstructions converge to homogeneous solutions using homogenization techniques.

New methods tackle complex inverse problems with scalable optimization-based MCMC.

problem Estimating high-dimensional model parameters and hyperparameters in nonlinear hierarchical statistical inverse problems.
method Optimization-based Markov chain Monte Carlo (MCMC) methods using RTO and pseudo-marginal MCMC.
result Efficient sampling tools for hierarchical Bayesian inversion with robust performance to model parameter dimensions.

Extends diffusion models to handle exponential family distributions for inverse problems.

problem Intractability of likelihood score for non-Gaussian observations.
method Evidence trick to approximate likelihood score for exponential family distributions.
result Effective Bayesian inference on complex Poisson processes and malaria prevalence prediction.

We extend the correspondence between Poisson maps and actions of symplectic groupoids, which generalizes the one between momentum maps and hamiltonian actions, to the realm of Dirac geometry. As an example, we show how hamiltonian quasi-Poisson manifolds fit into this framework by constructing an ``inversion'' procedur…

2003-10-28abs ↗pdf ↗

It is well known that functions in involution with respect to Poisson brackets have a privileged role in the theory of completely integrable systems. Finding functionally independent functions in involution with a given function hh on a Poisson manifold is a fundamental problem of this theory and is very useful for th…

2017-09-14abs ↗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.

In this paper we show how to augment classical methods for inverse problems with artificial neural networks. The neural network acts as a prior for the coefficient to be estimated from noisy data. Neural networks are global, smooth function approximators and as such they do not require explicit regularization of the er…

2017-12-27abs ↗pdf ↗

We investigate the Banach Lie groupoids and inverse semigroups naturally associated to W*-algebras. We also present statements describing relationship between these groupoids and the Banach Poisson geometry which follows in the canonical way from the W*-algebra structure.

2011-10-28abs ↗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.

A new EnKF method for elliptic PDEs reduces dimensionality for accurate state estimation.

problem Elliptic PDEs in fluid flows make traditional EnKF regularization ineffective.
method Low-rank factorization of the Kalman gain based on the Jacobian spectrum.
result Inference can be performed in a low-dimensional subspace of the state space.

A group, defined as set with associative multiplication and inverse, is a natural structure describing the symmetry of a space. The concept of group generalizes to group objects internal to other categories than sets. But there are yet more general objects that can still be thought of as groups in many ways, such as qu…

2007-01-18abs ↗pdf ↗

Physics-informed deep learning for PDEs solves forward and inverse problems efficiently.

problem Solving forward and inverse problems in parametric PDEs efficiently and accurately.
method Physics-informed deep latent variable model (PDDLVM) combining deep neural networks, probabilistic modelling, and variational inference.
result Achieves up to three orders of magnitude speed-up compared to traditional FEM while providing coherent uncertainty estimates.

A new method recovers latent potentials from graph flows, preserving ordering and stability.

problem Recovering latent potentials from graph flows is ill-posed and standard methods collapse the ordering.
method Gauge-invariant, parameter-insensitive regularization using Dirichlet energy.
result The method preserves ordering and stability across different regularization strengths.

A Kaehler-Nijenhuis manifold is a Kaehler manifold M, with metric g, complex structure J and Kaehler form F, endowed with a Nijenhuis tensor field A that is compatible with the Poisson stucture defined by F in the sense of the theory of Poisson-Nijenhuis structures. If this happens, and if either AJ=JA or AJ=-JA, M is …

2003-01-02abs ↗pdf ↗

Develops Poisson structures on weak Sobolev loop spaces for integrable systems.

problem Analyzing integrable systems on low regularity loop spaces.
method Extending Mokhov's constructions to weak Sobolev spaces, constructing presymplectic and Poisson structures.
result Valid Poisson structures and deformations for weak Sobolev loops, extending Hamiltonian formalisms.

In this paper the dynamics of the classical chiral QCD2QCD_{2} currents is studied. We describe how the dynamics of the theory can be summarized in an equation of the Lax form, thereby demonstrating the existence of an infinite set of conserved quantities. Next, the rr matrix of a fundamental Poisson relation is obtaine…

1997-08-14abs ↗pdf ↗

We investigate the class of σσ-stable Poisson-Kingman random probability measures (RPMs) in the context of Bayesian nonparametric mixture modeling. This is a large class of discrete RPMs which encompasses most of the the popular discrete RPMs used in Bayesian nonparametrics, such as the Dirichlet process, Pitman-Yor p…

2014-07-16abs ↗pdf ↗

PIE-PINN estimates elastic properties from noisy, low-res displacement data.

problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.

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.

Single linear solve combines surface reconstruction and uncertainty quantification.

problem Reconstructing surfaces from partial point clouds with uncertainty.
method Geometric Gaussian processes for stochastic surface reconstruction.
result Single linear solve for surface reconstruction with probabilistic capabilities.

Symplectic structures derived on Teichmüller spaces with holes and bordered cusps.

problem Deriving symplectic structures on Teichmüller spaces with holes and bordered cusps.
method Using fat-graph description, Thurston shear coordinates, and Penner's λ-lengths, a symplectic structure Ω_WP is derived.
result The derived symplectic structure Ω_WP is similar to the Kontsevich symplectic structure for ψ-classes.

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form, which allows for simple iterative inference algorithms with…

2017-09-04abs ↗pdf ↗

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, …

2019-05-29abs ↗pdf ↗

The wave trace of certain convex domains can be smooth near some points in the length spectrum.

problem Understanding the relationship between the wave trace and the length spectrum of convex domains.
method Constructing silent periodic billiard orbits with the same length but different Maslov indices, using a microlocal parametrix for wave invariants.
result The wave trace can be smooth near some points in the length spectrum, showing potential limitations for inverse spectral problems.

We extend the problem of finding Hamiltonian-invariant volume forms on a Poisson manifold to the problem of construction of Hamiltonian-invariant generalized functions. For this we introduce the notion of generalized center of a Poisson algebra, which is the space of generalized Casimir functions. We study as the case …

2003-01-31abs ↗pdf ↗

A new sequential method estimates Poisson means in streaming data, achieving optimality and efficiency.

problem Estimating Poisson means in a streaming, or online, framework.
method A quasi-Bayesian approach based on Newton's algorithm for a sequential estimate.
result Established frequentist guarantees including consistency and asymptotic optimality.

We consider the problem of the symplectic realization of a Poisson-Nijenhuis manifold. By applying a new technique developed by M. Crainic and I. Marcut for the study of the above problem in the case of a Poisson manifold, we establish the existence, under a condition, of a nondegenerate Poisson-Nijenhuis structure on …

2015-01-30abs ↗pdf ↗

We introduce the notion of Poisson quasi-Nijenhuis manifolds generalizing the Poisson-Nijenhuis manifolds of Magri-Morosi. We also investigate the integration problem of Poisson quasi-Nijenhuis manifolds. In particular, we prove that, under some topological assumption, Poisson (quasi)-Nijenhuis manifolds are in one-one…

2006-02-14abs ↗pdf ↗

A symplectic groupoid G.:=(G1G0)G.:=(G_1 \rightrightarrows G_0) determines a Poisson structure on G0G_0. In this case, we call G.G. a symplectic groupoid of the Poisson manifold G0G_0. However, not every Poisson manifold MM has such a symplectic groupoid. This keeps us away from some desirable goals: for example, establishing…

2004-11-17abs ↗pdf ↗

A Poisson realization of the simple real Lie algebra so(4n)\mathfrak {so}^*(4n) on the phase space of each Sp(1)\mathrm {Sp}(1)-Kepler problem is exhibited. As a consequence one obtains the Laplace-Runge-Lenz vector for each classical Sp(1)\mathrm{Sp}(1)-Kepler problem. The verification of these Poisson realizations is greatly s…

2016-08-26abs ↗pdf ↗

We study the geometric quantization process for twisted Poisson manifolds. First, we introduce the notion of Lichnerowicz-twisted Poisson cohomology for twisted Poisson manifolds and we use it in order to characterize their prequantization bundles and to establish their prequantization condition. Next, we introduce a p…

2007-04-23abs ↗pdf ↗