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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.

169,051 papers · 148 categories

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48 results for Poisson problem

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.

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.

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.

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 ↗

Poisson CNN solves Poisson equations on Cartesian grids efficiently.

problem Solving Poisson equations on 2D Cartesian grids with various boundary conditions.
method Fully convolutional neural network (CNN) architecture to solve Poisson equation.
result Encouraging performance in predicting Poisson solutions with mean errors below 10%.

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 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 ↗

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 ↗

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 ↗

Quantization of (-1)-shifted derived Poisson manifolds via BV-infinity operators.

problem Quantizing (1)(-1)-shifted derived Poisson manifolds.
method Using BV-infinity operators on the space of Berezinian half-densities, proving quantization via lifting of Maurer-Cartan elements.
result Quantization of (1)(-1)-shifted derived Poisson manifolds is equivalent to the vanishing of the second Poisson cohomology group.

This work extends locally conformal analysis to multi-Hamiltonian settings, providing new geometric structures and Hamiltonian dynamics.

problem Globalization problem in multi-Hamiltonian formalisms due to incompatibilities on chart overlaps.
method Investigation of locally conformally Nambu--Poisson and locally conformally generalized Poisson manifolds, constructing Hamiltonian-type evolution equations.
result Unified framework for classical, Nambu--Poisson, and generalized Poisson manifolds within a locally conformal context.

We classify real Poisson structures on complex toric manifolds of type (1,1)(1,1) and initiate an investigation of their Poisson cohomology. For smooth toric varieties, such structures are necessarily algebraic and are homogeneous quadratic in each of the distinguished holomorphic coordinate charts determined by the open …

2016-10-29abs ↗pdf ↗

Study Poisson cohomology and linearize Lie algebra structures.

problem Linearize Poisson structures on sl2(C)\mathfrak{sl}_2(\mathbb{C}).
method Calculate Poisson cohomology, construct homotopy operators, develop Nash-Moser method.
result Show that Poisson structures linearizable at zero are flat.

Symplectic realization is a longstanding problem which can be traced back to Sophus Lie. In this paper, we present an explicit solution to this problem for an arbitrary holomorphic Poisson manifold. More precisely, for any holomorphic Poisson manifold (X,π)(X, π), we prove that there exists a holomorphic symplectic struct…

2015-12-30abs ↗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 ↗

This paper solves mapping problems with a novel Gibbs sampling method.

problem Mapping problems with uncertainties in data associations and landmark cardinality.
method Derives a hybrid Poisson, multi-Bernoulli mixture distribution using a conjugate prior and Poisson process prior. Uses Gibbs sampling to sample from the posterior.
result The proposed method outperforms state-of-the-art methods on synthetic data.

This study improves fast non-Bayesian Poisson factorization for implicit-feedback recommendation systems.

problem Improving recommendation quality and speed for implicit-feedback data.
method Regularized Poisson models, frequentist optimization, sparse solutions.
result Frequentist approach yields better top-N recommendations with shorter fitting times.

Analyzes Poisson structures on solution spaces of Hamiltonian field theories.

problem Defining Poisson bracket structures on solution spaces of first order Hamiltonian field theories.
method Examines mechanical point systems and field theories without gauge symmetries, introduces symplectic structures; for gauge theory, free electrodynamics, a pre-symplectic tensor is used to induce a Poisson structure.
result Existence of Poisson structures on solution spaces of Hamiltonian field theories, including free electrodynamics.

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 ↗

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 ↗

Study asymptotics of Poisson kernel and Green's functions for fractional conformal Laplacian.

problem Asymptotics of Poisson kernel and Green's functions for fractional conformal Laplacian.
method Sharp expansions derived for the Poisson kernel and Green's functions near singularities.
result Sharp expansions of the Green's functions solve the first part of Kim-Musso-Wei's conjecture.

Unified framework for exceptional and generalised geometry, and Poisson-Lie duality.

problem Unified framework for exceptional and generalised geometry.
method Introducing G-algebroid, generalising Lie and Courant algebroids.
result Classification of 'exact' algebroids and compatibility with supergravity.

New methods improve estimation of nonhomogeneous Poisson processes from limited data.

problem Estimating nonhomogeneous Poisson processes from limited data.
method Formulated as a learning generalization problem, proposed adaptive and data-driven binning methods.
result Improved estimation of nonhomogeneous Poisson processes with limited data.

Some general properties of compatible Poisson brackets of hydrodynamic type are discussed, in particular: (1) an invariant differential-geometric criterion of the compatibility based on the Nijenhuis tensor; (2) the Lax pair with a spectral parameter governing compatible Poisson brackets in the diagonalizable case; (3)…

2000-05-23abs ↗pdf ↗

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.

This work is devoted to the study of a class of Poisson-Lie groups endowed with left invariant metrics. The triples (G,π,<,>)(G,π,<,>) are considered, where GG is a simply connected Lie group, ?ππ is a multiplicative Poisson tensor and <,><,> is a left invariant riemannian metric such that Hawkins conditions are satisfied. H…

2011-08-02abs ↗pdf ↗

We address the problem of classifying discrete differential-geometric Poisson brackets (dDGPBs) of any fixed order on target space of dimension 1. It is proved that these Poisson brackets (PBs) are in one-to-one correspondence with the intersection points of certain projective hypersurfaces. In addition, they can be re…

2011-09-20abs ↗pdf ↗