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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.

168,657 papers · 148 categories

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175350524699 · Jun 202019922001200920172026
48 results for Spherical Poisson Point Process

New method models intensity functions on spheres using normalizing flows.

problem Modeling non-homogeneous Poisson process intensity functions on the sphere.
method Flexible bijective map using normalizing flows to transform intensity functions.
result Normalizing flows provide a flexible way to model intensity functions on spheres.

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…

2019-02-10abs ↗pdf ↗

A deep Neyman-Scott process uses Poisson processes for efficient inference in complex point processes.

problem Efficient inference in complex hierarchical point processes.
method Developed an efficient posterior sampling via Markov chain Monte Carlo for likelihood-based inference.
result More hidden Poisson processes improve likelihood fitting and event prediction.

Study on critical faces convergence in a Poisson point process.

problem Convergence of point processes associated with critical faces in a Čech filtration.
method Established convergence in M0\mathcal M_0-topology for critical faces above vanishing threshold.
result Obtained limit theorems for positive and negative critical faces.

SNEPPPs use squared neural networks to efficiently model Poisson point processes.

problem Efficiently modeling Poisson point processes with flexibility.
method Parameterizing intensity function with squared norm of a two-layer neural network.
result Closed-form integration of intensity function for quadratic time computation.

Adaptive importance sampling for estimating point process statistics.

problem Estimating the expected value of a statistic of a locally stable point process.
method Adaptive importance sampling with Poisson point processes and cross-entropy minimization.
result The proposed estimator converges to the target value almost surely and is asymptotically normal.

Study of lengths of cycles in large genus random maps converging to Poisson process.

problem Understanding the distribution of cycle lengths in large genus random maps.
method Teichmüller theory approach for uniformly random metric maps (ribbon graphs).
result The length spectrum converges to a Poisson point process with an explicit intensity as genus tends to infinity.

Study on length spectrum of random hyperbolic 3-manifolds.

problem Understanding the length spectrum of random hyperbolic 3-manifolds.
method Modeling random hyperbolic 3-manifolds using truncated tetrahedra and analyzing their length spectrum as volume tends to infinity.
result The length spectrum converges in distribution to a Poisson point process with a computable intensity λ as volume increases.

New method calculates Ricci curvature from distances between weighted volumes.

problem Calculating Ricci curvature for weighted Riemannian manifolds.
method Asymptotic retrieval of generalized Ricci tensor from scaled metric derivatives of Wasserstein 1-distances.
result Limiting coarse curvature of random graphs converges to generalized Ricci tensor.

Fitting models for non-Poisson point processes is complicated by the lack of tractable models for much of the data. By using large samples of independent and identically distributed realizations and statistical learning, it is possible to identify absence of fit through finding a classification rule that can efficientl…

2007-12-02abs ↗pdf ↗

Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space.…

2016-10-27abs ↗pdf ↗

A surjective submersion π:MBπ: M \to B carrying a field of simplectic structures on the fibres is symplectic if this Poisson structure is minimal. A symplectic submersion may be interpreted as a family of mechanical systems depending on a parameter in BB. We give some conditions to find a closed form which represent the…

1994-07-21abs ↗pdf ↗

This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…

2011-03-03abs ↗pdf ↗

We present the first fully variational Bayesian inference scheme for continuous Gaussian-process-modulated Poisson processes. Such point processes are used in a variety of domains, including neuroscience, geo-statistics and astronomy, but their use is hindered by the computational cost of existing inference schemes. Ou…

2014-11-02abs ↗pdf ↗

Software package assesses spherical data distributions and clusters.

problem Assessing and clustering spherical data distributions.
method Innovative goodness-of-fit tests and clustering algorithms using kernel-based quadratic distances.
result Efficient and mathematically sound goodness-of-fit tests for spherical data.

New method uses scalar-based models to approximate spherical tensors efficiently.

problem Efficiently approximating spherical tensors with equivariant functions.
method Expressing equivariant functions as the product of a scalar function and a small tensor basis.
result Approximations are fast, simple to implement, and accurate in practical settings.

We derive Gaussian approximations for random forest predictions using region-based stabilization.

problem Improving the accuracy of random forest predictions for Poisson process data.
method Region-based stabilization and Malliavin-Stein method for multivariate Gaussian approximation.
result Established Gaussian approximation bounds for random forest predictions under Poisson process.

Study integral kernels on complex symmetric spaces and their Dyson Brownian Motion applications.

problem Analysis of integral kernels on complex symmetric spaces.
method Simple new method of alternating sum formulas to construct WW-invariant kernels and their asymptotic behavior.
result Obtained asymptotic behavior of integral kernels and applied to Dyson Brownian Motion.

A general approach to proving that the length spectrum of a compact Riemannian manifold is an invariant of the Laplace spectrum comes from considering the wave trace, a spectrally determined tempered distribution. The Poisson relation states that the singularities of the wave trace can only occur at lengths of closed g…

2016-08-09abs ↗pdf ↗

A new Poisson bracket defined on Poisson structures with applications to fixed points and cohomology.

problem Defining a Poisson bracket on the space of Poisson structures.
method Constructing a Poisson bracket on P(M)\mathcal{P}(M) depending on a volume form, and defining invariant of Poisson structures.
result Invariant of Poisson structures detects unimodularity and related Poisson bracket for symplectic structures.

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 ↗

We propose an efficient method for estimating covariate effects in doubly-stochastic spatial models.

problem Computational demands and restrictive assumptions in existing doubly-stochastic spatial models.
method Penalized regression method for estimating covariate effects in doubly-stochastic point processes.
result Consistency and asymptotic normality of the covariate effect estimates achieved despite model misspecification.

Novel connections between Neyman-Scott processes and Bayesian nonparametric mixture models enable scalable inference.

problem Efficiently modeling and detecting clusters in spatiotemporal data.
method Adapting collapsed Gibbs sampling for Neyman-Scott processes via connections to mixture of finite mixture models.
result Demonstrated scalability and effectiveness on neural spike trains and document streams.

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.

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 ↗

Proposes a framework for modeling RTB auctions using point processes.

problem Modeling and optimizing repeated auctions in the RTB ecosystem.
method Develops a stochastic framework using point processes to model and optimize RTB auctions.
result The proposed framework can be approximated to a Poisson point process, enabling the use of established properties.

Study spherical curves with curvature dependent on distance to a great circle.

problem Understanding spherical curves with curvature dependent on distance to a great circle.
method Introducing spherical angular momentum, characterizing known curves, finding new families, and obtaining arc length parametrizations.
result New families of spherical curves with intrinsic equations in elementary or Jacobi elliptic functions.

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 ↗

Revisits Gaussian process model with spherical harmonics for scalable deep learning.

problem Scaling Gaussian process models to large input dimensions with high frequency learning.
method Introduces new kernels related to deep models, variational learning of spherical harmonic phases, and sparseness in eigenbasis.
result Enables scaling to larger input dimensions and learning of high frequency variations.

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…

2011-12-15abs ↗pdf ↗