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.
The paper models and predicts co-occurrence counts using Gamma regression.
A new model improves analysis of neural activity from calcium imaging.
Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…
ZICO learns DAGs from zero-inflated count data efficiently.
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…
New ZIPLN model accounts for zero-inflation in multivariate count data.
Paper proposes copula-based models for analyzing multivariate zero-inflated continuous data.
Paper introduces ZIPTF and C-ZIPTF for better tensor factorization of zero-inflated count data.
Zero-inflated datasets, which have an excess of zero outputs, are commonly encountered in problems such as climate or rare event modelling. Conventional machine learning approaches tend to overestimate the non-zeros leading to poor performance. We propose a novel model family of zero-inflated Gaussian processes (ZiGP) …
New bandit algorithms improve sparse reward learning.
Proposes a new model to predict travel demand with zero-inflated and long-tail characteristics.
Deep model tackles zero-inflated multi-species abundance estimation.
In a previous analysis the problem of "zero-inflated" time data (caused by high frequency trading in the electronic order book) was handled by left-truncating the inter-arrival times. We demonstrated, using rigorous statistical methods, that the Weibull distribution describes the corresponding stochastic dynamics for a…
A Deep Zero-Inflated Model for Detecting North Atlantic Right Whale Presence
SimCD simultaneously clusters cells and identifies differential gene expression in scRNA-seq data.
New method improves mHealth user engagement using Thompson sampling for count data.
Bayesian framework for semiparametric regression of discrete data.
Tornadoes are the most violent of all atmospheric storms. In a typical year, the United States experiences hundreds of tornadoes with associated damages on the order of one billion dollars. Community preparation and resilience would benefit from accurate predictions of these economic losses, particularly as populations…
If Gamma is any finite graph, then the unlabelled configuration space of n points on Gamma, denoted UC^n(Gamma), is the space of n-element subsets of Gamma. The braid group of Gamma on n strands is the fundamental group of UC^n(Gamma). We apply a discrete version of Morse theory to these UC^n(Gamma), for any n and any …
Study on gamma-related OU processes with simulation methods.
Robust Bayesian inference improves model performance on discrete data.
Introduces a new spectral geometry framework with dissipative data.
In finance, durations between successive transactions are usually modeled by the autoregressive conditional duration model based on a continuous distribution omitting zero values. Zero or close-to-zero durations can be caused by either split transactions or independent transactions. We propose a discrete model allowing…
Let Gamma be a non-elementary Kleinian group acting on the closed n-dimensional unit ball and assume that its Poincare series converges at the exponent alpha. Let M_Gamma be the Gamma-quotient of the open unit ball. We consider certain families E = {E_1,...,E_p} of open subsets of M_Gamma such that M_Gamma minus the un…
RainfallBench benchmarks GNSS-based precipitation nowcasting models, addressing complex meteorological challenges.
We consider complex projective space P^{n} and a smooth closed curve gamma in P^{n}. Harvey and Lawson have defined the notion of the projective hull \hat{K} of a compact subset K in P^n. This concept is an analogue of the polynomial hull of compact subsets of C^{n}. In the present note we study the relation between th…
Develops Bayesian inference methods for gamma models.
Let Gamma_k be the lower central series of a surface group Gamma of a compact surface S with one boundary component. A simple question to ponder is whether a mapping class of S can be determined to be pseudo-Anosov given only the data of its action on Gamma/Gamma_k for some k. In this paper, to each mapping class f whi…
Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear Modeling framework (GLM), used in this case to separate stochastic (Gaussian) noise…
Let P be a locally finite circle packing in the plane invariant under a non-elementary Kleinian group Gamma and with finitely many Gamma-orbits. When Gamma is geometrically finite, we construct an explicit Borel measure on the plane which describes the asymptotic distribution of small circles in P, assuming that either…
We consider discrete subgroups Gamma of the simply connected Lie group SU~(1,1), the universal cover of SU(1,1), of finite level, i.e. the subgroup intersects the centre of SU~(1,1) in a subgroup of finite index, this index is called the level of the group. The Killing form induces a Lorentzian metric of constant curva…
Let G=SO(n,1) and Gamma a geometrically finite Zariski dense subgroup of G which is contained in an arithmetic subgroup of G. Denoting by Gamma(q) the principal congruence subgroup of Gamma of level q, and fixing a positive number λ_0 strictly smaller than (n-1)^2/4, we show that, as q tends to infinity along primes, t…
We present a class of Lévy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated Lévy processes. We treat exponential Lévy stock models with an underlying bilateral Gamma pr…
There is an established bijection between finite-index subgroups Gamma of Gamma(2) and bipartite graphs on surfaces, or, equivalently, certain triples of permutations. We utilize this relationship to study both congruence and noncongruence subgroups in terms of the corresponding graphs. We show some elementary criteria…
New formulas derived for variance gamma model option pricing.
The weak variance-alpha-gamma process is a multivariate Lévy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It generalises the variance-alpha-gamma process of Semeraro constructed by traditional subordination. We compare three calibrati…
Researchers extend Gamma index theorem to non-compact spacetimes.
For i = 1,2, let Gamma_i be a lattice in a simply connected, solvable Lie group G_i, and let X_i be a connected Lie subgroup of G_i. The double cosets Gamma_igX_i provide a foliation F_i of the homogeneous space Gamma_i\G_i. Let f be a continuous map from Gamma_1\G_1 to Gamma_2\G_2 whose restriction to each leaf of F_1…
The article prices exchange options using variance gamma-like models.
Let Gamma be a finitely generated, amenable group. Using an idea of E Ghys, we prove that if Gamma has a nontrivial, orientation-preserving action on the real line, then Gamma has an infinite, cyclic quotient. (The converse is obvious.) This implies that if Gamma has a faithful action on the circle, then some finite-in…
Study shows variance gamma model outperforms Black-Scholes for USD-INR currency options.
We construct a completed version C(Gamma) of the configuration space of a linkage Gamma in R^3 which takes into account the ways one link can touch another. We also describe a simplified version of C(Gamma) which is a blow-up of the space of immersions of Gamma in R^3 A number of simple detailed examples are given.
The paper uses the variance-gamma model to price options and explain excess kurtosis.
The main result of this paper is a construction of fundamental domains for certain group actions on Lorentz manifolds of constant curvature. We consider the simply connected Lie group G~, the universal cover of the group SU(1,1) of orientation-preserving isometries of the hyperbolic plane. The Killing form on the Lie g…
We consider sequences of finitely generated discrete subgroups Gamma_i=rho_i(Gamma) of a rank 1 Lie group G, where the representations rho_i are not necessarily faithful. We show that, for algebraically convergent sequences (Gamma_i), unless Gamma_i's are (eventually) elementary or contain normal finite subgroups of ar…
The study examines how gamma positivity and PL homeomorphism types affect simplicial spheres.
The group Gamma of automorphisms of the polynomial kappa(x,y,z) = x^2 + y^2 + z^2 - xyz -2 is isomorphic to PGL(2,Z) semi-direct product with (Z/2+Z/2). For t in R, Gamma-action on ktR = kappa^{-1}(t) intersect R displays rich and varied dynamics. The action of Gamma preserves a Poisson structure defining a Gamma-invar…
Given a properly embedded graph Gamma in a ball B and a punctured sphere Sigma properly embedded in B - Gamma, we examine the conditions on Gamma that are necessary to assure that Sigma is boundary parallel.