Research
On-device research index

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

Trend · papers per month

171341512682 · Jun 202019922001200920172026
48 results for point process thinning

Develops methods to answer counterfactual questions in temporal point processes.

problem Lack of counterfactual analysis in temporal point process models.
method Causal model of thinning based on Gumbel-Max structural causal model, superposition theorem, and sampling algorithm.
result Simulation of counterfactual realizations provides valuable insights for targeted interventions.

A new method uses Transformers for efficient prediction of marked point processes.

problem Efficiently predicting the next event in a sequence given its history.
method Modeling conditional inter-event times with a mixture of log-normals and marks with a Transformer architecture.
result The method achieves state-of-the-art performance and is faster during inference.

Kernel thinning compresses distributions more effectively than i.i.d. sampling or standard thinning.

problem Efficiently compressing distributions for better sampling and integration accuracy.
method Introduces kernel thinning, a procedure that compresses an n-point approximation of a distribution into a sqrt(n)-point approximation with comparable integration error.
result Kernel thinning achieves a maximum discrepancy in integration error of O_d(n^(-1/2) sqrt(log n)) in probability for compactly supported distributions and O_d(n^(-1/2) (log n)^(d+1/2) sqrt(log log n)) for sub-exponential distributions.

It is common to subsample Markov chain output to reduce the storage burden. Geyer (1992) shows that discarding k1k-1 out of every kk observations will not improve statistical efficiency, as quantified through variance in a given computational budget. That observation is often taken to mean that thinning MCMC output ca…

2015-10-27abs ↗pdf ↗

A clustering algorithm partitions a set of data points into smaller sets (clusters) such that each subset is more tightly packed than the whole. Many approaches to clustering translate the vector data into a graph with edges reflecting a distance or similarity metric on the points, then look for highly connected subgra…

2012-06-04abs ↗pdf ↗

Exact simulation method for market impact estimation under various execution strategies.

problem Estimating market impact from observed price trajectories under different execution strategies.
method Conditional simulation of point processes under perturbed intensities.
result Exact, event-driven algorithm for reconstructing counterfactual paths.

Compress++ speeds up distribution compression to near-linear time.

problem Accurately summarize a probability distribution using a small number of points efficiently.
method Introduces Compress++, a meta-procedure to speed up any thinning algorithm.
result Achieves n\sqrt{n} points with O(logn/n)\mathcal{O}(\sqrt{\log n/n}) integration error in O(nlog3n)\mathcal{O}(n \log^3 n) time and O(nlog2n)\mathcal{O}( \sqrt{n} \log^2 n ) space.

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a doubly stochastic Poisson process using the thinning method, and allows efficient sa…

2016-09-03abs ↗pdf ↗

Estimates neuronal connectivity from spike times using flexible Hawkes processes.

problem Learning latent network structure from multivariate point process data.
method Proposes a new nonstationary Hawkes process and uses sparse least squares estimation.
result Establishes non-asymptotic error bounds and selection consistency for estimated parameters.

New PDMP samplers improve BNN inference with accelerated computation.

problem Inference on Bayesian Neural Networks violates independence and posterior assumptions.
method Piecewise Deterministic Markov Process (PDMP) with adaptive thinning for inhomogenous Poisson Process (IPPs) sampling.
result PDMP samplers accelerate inference in BNNs, improving accuracy and mixing performance.

The paper derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets in conformal geometry.

problem Estimating linear potentials and understanding their impact on singular sets in conformal geometry.
method Derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets.
result Improves the Hausdorff dimensions of singular sets in conformal geometry, achieving stronger results in dimension 4.

The paper examines rigidity of thin domains under specific boundary conditions.

problem Linear geometric rigidity of shallow thin domains with zero Dirichlet boundary conditions.
method Analyzes two scaling regimes for ε in (h, √h] and (√h, 1), proving rigidity formulas.
result Rigidity does not depend on curvature in the small parameter regime ε ∈ (h, √h].

Novel defects in hyperbolic sheets explain complex wrinkling patterns in nature.

problem Understanding complex wrinkling patterns in thin elastic hyperbolic surfaces.
method Non-Euclidean plate theory and investigation of branch points.
result Branch points are natural defects in hyperbolic sheets, influencing their morphology robustly.

We define a new notion of thin position for a graph in a 3-manifold which combines the ideas of thin position for manifolds first originated by Scharlemann and Thompson with the idea of thin position for knots first originated by Gabai. This thin position has the property that connect summing annuli and pairs-of-pants …

2016-06-10abs ↗pdf ↗

In this paper we explore the idea that Teichmüller space is hyperbolic "on average." Our approach focuses on studying the geometry of geodesics which spend a definite proportion of time in some thick part of Teichmüller space. We consider several different measures on Teichmüller space and find that this behavior for g…

2011-08-27abs ↗pdf ↗

Let k be a knot in S3. In [8], H.N. Howards and J. Schultens introduced a method to construct a manifold decomposition of double branched cover of (S3, k) from a thin position of k. In this article, we will prove that if a thin position of k induces a thin decomposition of double branched cover of (S3,k) by Howards and…

2010-01-06abs ↗pdf ↗

Abby Thompson proved that if a link KK is in thin position but not in bridge position then the knot complement contains an essential meridional planar surface, and she asked whether some thin level surface must be essential. This note is to give a positive answer to this question, showing that the if a link is in thin…

2006-10-27abs ↗pdf ↗

This paper proposes learning to jump for generative modeling of sparse, skewed, heavy-tailed data.

problem Limited ability of diffusion models in modeling sparse, skewed, heavy-tailed data.
method Forward count thinning process and reverse count thickening process to train a deep neural network.
result Learning to jump performs better than learning to denoise for non-negative, sparse data.

New method characterizes thin links via Conway spheres and tangle decompositions.

problem Characterize thin links without relying on specific knot invariants.
method Developed a relative version of thinness for tangles and used it to characterize thinness via tangle decompositions along Conway spheres.
result Characterized thin links via Conway spheres and tangle decompositions.

Data thinning splits observations into independent parts for convolution-closed distributions.

problem Validation of unsupervised learning results in settings with limited data.
method Data thinning, splitting observations into independent parts following the same distribution.
result Data thinning provides an attractive alternative to cross-validation in settings with limited sample splitting.

Wu has shown that if a link or a knot LL in S3S^3 in thin position has thin spheres, then the thin sphere of lowest width is an essential surface in the link complement. In this paper we show that if we further assume that LS3L \subset S^3 is prime, then the thin sphere of lowest width also does not have any vertical c…

2008-01-12abs ↗pdf ↗

A novel GP architecture, Thin and Deep GP, learns lower-dimensional representations without losing interpretability.

problem Challenges in selecting appropriate kernel for Gaussian processes.
method Proposes a novel synthesis of deep and shallow GP approaches, parameterizing lengthscale in a way that maintains interpretability and learns lower-dimensional embeddings.
result TDGP discovers lower-dimensional manifolds in input data, performs well in benchmark datasets, and behaves well with increasing layers.

We show that every thin position for a connected sum of small knots is obtained in an obvious way: place each summand in thin position so that no two summands intersect the same level surface, then connect the lowest minimum of each summand to the highest maximum of the adjacent summand below.

2002-05-12abs ↗pdf ↗

Let L be a link in the 3-sphere that is in thin position but not in bridge position and let P be a thin level sphere. We generalize a result of Wu by giving a bound on the number of disjoint irreducible compressing disks that P can have, including identifying thin spheres with unique compressing disks. We also give con…

2004-04-15abs ↗pdf ↗

In this paper, we give an algorithm to build all compact orientable atoroidal Haken 3-manifolds with tori boundary or closed orientable Haken 3-manifolds, so that in both cases, there are embedded closed orientable separating incompressible surfaces which are not tori. Next, such incompressible surfaces are related to …

2015-11-03abs ↗pdf ↗