arXiv research

Study KMS measures in Poisson geometry, focusing on $b$-Poisson manifolds.

Researchers calculated EVaR for various distributions using Lambert function.

Study models market volatility with persistent and temporary impacts.

In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework for considering not only the target physical model but also the measurement model…

Study Poisson boundaries of building lattices and generalize rigidity results.

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples th…

Blind source separation (BSS) aims at recovering signals from mixtures. This problem has been extensively studied in cases where the mixtures are contaminated with additive Gaussian noise. However, it is not well suited to describe data that are corrupted with Poisson measurements such as in low photon count optics or …

Study of measured laminations on surfaces using Newton polytopes and Poisson brackets.

p-SNE embeds Poisson count data into low dimensions preserving structure.

This is the second paper in a series of investigations of the pluripotential theory on Teichmüller space. The main purpose of this paper is to establish the Poisson integral formula for pluriharmonic functions on Teichmüller space which are continuous on the Bers compactification. We also observe that the Schwarz type …

Estimates Poisson kernel on negatively curved Hadamard manifolds.

Gaussian surrogates improve Poisson imaging performance at low doses.

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The measures used include normalised generalised Gamma processes that demonstrate power …

We consider a Poisson process $η$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $λ$ of $η$. We give a Clark-Ocone type formula providing an explicit representation of square integrable martingales (defined with re…

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. …

We show under weak hypotheses that $\partial X$, the Roller boundary of a finite dimensional CAT(0) cube complex $X$ is the Furstenberg-Poisson boundary of a sufficiently nice random walk on an acting group $Γ$. In particular, we show that if $Γ$ admits a nonelementary proper action on $X$, and $μ$ is a generating prob…

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a "multi-scoop" generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infi…

The rank $n$ swapping algebra is the Poisson algebra defined on the ordered pairs of points on a circle using the linking numbers, where a subspace of $(\mathbb{K}^n \times \mathbb{K}^{n*})^r/\operatorname{GL}(n,\mathbb{K})$ is its geometric mode. In this paper, we find an injective Poisson homomorphism from the Poisso…

We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying Poisson process is equal to that of the beta process. We use this underlying re…

Paper extends Weyl's lemma to RCD(K,N) spaces.

Performance of nuclear threat detection systems based on gamma-ray spectrometry often strongly depends on the ability to identify the part of measured signal that can be attributed to background radiation. We have successfully applied a method based on Principal Component Analysis (PCA) to obtain a compact null-space m…

Study shows Poisson boundary matches hyperbolic boundary for certain groups.

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric models are usually built from completely random measures, a Poisson-process based c…

Characterizes measures preserving compound mixed renewal process properties.

Study harmonic measures and rigidity in Seifert 3-manifolds using $S^1$-connections.

Optimal probability measure found for constrained stochastic processes.

New method improves credit risk estimation and pricing.

Let $μ$ be a probability measure on $\text{Out}(F_N)$ with finite first logarithmic moment with respect to the word metric, finite entropy, and whose support generates a nonelementary subgroup of $\text{Out}(F_N)$. We show that almost every sample path of the random walk on $(\text{Out}(F_N),μ)$, when realized in Culle…

This paper presents theory for Normalized Random Measures (NRMs), Normalized Generalized Gammas (NGGs), a particular kind of NRM, and Dependent Hierarchical NRMs which allow networks of dependent NRMs to be analysed. These have been used, for instance, for time-dependent topic modelling. In this paper, we first introdu…

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex optimization formulation with a cost function consisting of the sum of a likeliho…

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…

We consider a finite-dimensional, locally finite CAT(0) cube complex X admitting a co-compact properly discontinuous countable group of automorphisms G. We construct a natural compact metric space B(X) on which G acts by homeomorphisms, the action being minimal and strongly proximal. Furthermore, for any generating pro…

In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson random measure mutually independent. The jumps of the obstacle processes could be either predictable or inaccessible. W…

Improves topic modeling using LLM embeddings and Poisson process.

The paper constructs a noncommutative bracket on surface groups and proves it's Hamiltonian.

We present an overview of the broad class of financial models in which the prices of assets are Lévy-Ito processes driven by an $n$-dimensional Brownian motion and an independent Poisson random measure. The Poisson random measure is associated with an $n$-dimensional Lévy process. Each model consists of a pricing kerne…

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…

A new approach models exploration in continuous-time RL using random measures.

The paper introduces a model to measure ASR fairness, addressing key issues.

Random walks on mapping class groups identified with geodesic laminations.

Paper develops a consistent estimator for discrete mixture models.

Let $(X,d,μ)$ be a complete metric measure space, with $μ$ a locally doubling measure, that supports a local weak $L^2$-Poincaré inequality. By assuming a heat semigroup type curvature condition, we prove that Cheeger-harmonic functions are Lipschitz continuous on $(X,d,μ)$. Gradient estimates for Cheeger-harmonic func…

One of the basic aims of this paper is to study the relationship between the geometry of ``hypersurface like'' subsets of Euclidean space and the properties of the measures they support. In this context we show that certain doubling properties of a measure determine the geometry of its support. A Radon measure is said …

New method calculates Ricci curvature from distances between weighted volumes.

Proposes a reverse stress testing framework for dynamic models.

Develops new Poisson structures for moduli spaces.

A method is developed to estimate the parameters of a Levy copula of a discretely observed bivariate compound Poisson process without knowledge of common shocks. The method is tested in a small sample simulation study. Also, the method is applied to a real data set and a goodness of fit test is developed. With the meth…

We consider a stochastic volatility model with jumps where the underlying asset price is driven by the process sum of a 2-dimensional Brownian motion and a 2-dimensional compensated Poisson process. The market is incomplete, resulting in infinitely many equivalent martingale measures. We find the set equivalent marting…