In this paper, we develop the notion of entropy for uniform hypergraphs via tensor theory. We employ the probability distribution of the generalized singular values, calculated from the higher-order singular value decomposition of the Laplacian tensors, to fit into the Shannon entropy formula. We show that this tensor …
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.
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We compute the Minimal Entropy of every closed, orientable -manifold, showing that its cube equals the sum of the cubes of the minimal entropies of each hyperbolic component arising from the decomposition of each prime summand. As a consequence we show that the cube of the Minimal Entropy is additive with resp…
We show vanishing results about the infimum of the topological entropy of the geodesic flow of homogeneous smooth four manifolds. We prove that any closed oriented geometric four manifold has zero minimal entropy if and only if it has zero simplicial volume. We also show that if a four manifold M admits a geometric dec…
New method uses SVD entropy to price artworks.
ED-VAE improves VAEs by explicitly including entropy components in ELBO.
Study Goeritz groups of link decompositions, focusing on their asymptotic behavior.
ECLIPSE detects AI hallucinations in finance with high accuracy.
Williams and Beer (2010) proposed a nonnegative mutual information decomposition, based on the construction of redundancy lattices, which allows separating the information that a set of variables contains about a target variable into nonnegative components interpretable as the unique information of some variables not p…
In signal analysis and synthesis, linear approximation theory considers a linear decomposition of any given signal in a set of atoms, collected into a so-called dictionary. Relevant sparse representations are obtained by relaxing the orthogonality condition of the atoms, yielding overcomplete dictionaries with an exten…
Unified framework for analyzing gradient flows of measures with exponential decay of entropy.
Data transformation, e.g. feature transformation and selection, is an integral part of any machine learning procedure. In this paper we introduce an information-theoretic model and tools to assess the quality of data transformations in machine learning tasks. In an unsupervised fashion, we analyze the transfer of infor…
The space of probability densities is an infinite-dimensional Riemannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher--Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in information geometry---the differential geometric approach to statistics. The Rieman…
We show the flexibility of the metric entropy and obtain additional restrictions on the topological entropy of geodesic flow on closed surfaces of negative Euler characteristic with smooth non-positively curved Riemannian metrics with fixed total area in a fixed conformal class. Moreover, we obtain a collar lemma, a th…
Paper develops a new probabilistic method for American options using entropy regularization.
This paper studies an entropy-based multi-objective Bayesian optimization (MBO). The entropy search is successful approach to Bayesian optimization. However, for MBO, existing entropy-based methods ignore trade-off among objectives or introduce unreliable approximations. We propose a novel entropy-based MBO called Pare…
This work addresses two main issues of the standard Kernel Entropy Component Analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of by variance as in K…
New curvature-dimension condition for Lagrangians on manifolds.
Proposes PEID for analyzing synergistic causation in complex systems.
The paper introduces a new framework to assess generative model uncertainty.
New analysis shows entropy term cancels out in likelihood-based OOD detection.
We prove that in dimension 3 every nondegenerate contact form is carried by a broken book decomposition. As an application we get that if M is a closed irreducible oriented 3-manifold that is not a graph manifold, for example a hyperbolic manifold, then every nondegenerate Reeb vector field on M has positive topologica…
New method for uncertainty analysis in TabPFN, a state-of-the-art tabular transformer.
Novel framework for systemic risk analysis in financial markets.
The Partial Information Decomposition (PID) [arXiv:1004.2515] provides a theoretical framework to characterize and quantify the structure of multivariate information sharing. A new method (Idep) has recently been proposed for computing a two-predictor PID over discrete spaces. [arXiv:1709.06653] A lattice of maximum en…
We give a survey of the approaches to classifying foliations, starting with the Haefliger classifying spaces and the various results and examples about the secondary classes of foliations. Various dynamical properties of foliations are introduced and discussed, including expansion rate, local entropy, and orbit growth …
Framework fine-tunes foundation models with semi-supervised learning for downstream tasks and latent spaces.
Paper estimates EOT maps for non-compactly supported measures with subGaussian target.
SymCircuit learns PC structure via entropy-regularized RL, improving inference efficiency and accuracy.
A new mutual information lower bound for multimodal regression active learning.
A new method decomposes subjective risk into epistemic and aleatoric uncertainties.
A new method for VAEs improves latent space disentanglement without violating probability laws.
The wavelet Maximum Entropy on the Mean (wMEM) approach to the MEG inverse problem is revisited and extended to infer brain activity from full space-time data. The resulting dimensionality increase is tackled using a collection of techniques , that includes time and space dimension reduction (using respectively wavelet…
We propose a test of independence of two multivariate random vectors, given a sample from the underlying population. Our approach, which we call MINT, is based on the estimation of mutual information, whose decomposition into joint and marginal entropies facilitates the use of recently-developed efficient entropy estim…
Reinforcement learning for continuous-time risk-sensitive asset allocation
This work presents a general unified theory for coupled nonlinear elastic and inelastic deformations of curved thin shells. The coupling is based on a multiplicative decomposition of the surface deformation gradient. The kinematics of this decomposition is examined in detail. In particular, the dependency of various ki…
Proof of Knot Entropy Conjecture for tube lattice polygons.
Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change drastically, akin to phase transitions in physical phenomena, as do the influential stocks (leaders) and sectors (communities), during market e…
Unified theory explains diversity in ensemble learning.
In this paper we formulate a geometric theory of the mechanics of growing solids. Bulk growth is modeled by a material manifold with an evolving metric. Time dependence of metric represents the evolution of the stress-free (natural) configuration of the body in response to changes in mass density and "shape". We show t…
The paper decomposes probabilistic scores into reliability, uncertainty, and information loss.
Investing is a compression problem, maximizing growth by minimizing divergence.
Bit threads provide an alternative description of holographic entanglement, replacing the Ryu-Takayanagi minimal surface with bulk curves connecting pairs of boundary points. We use bit threads to prove the monogamy of mutual information (MMI) property of holographic entanglement entropies. This is accomplished using t…
New limits found for training deep learning models efficiently.
We define invariants of braids rather than invariants of conjugacy classes of braids. For any pure three-braid we give effective upper and lower bounds for these invariants. This is done in terms of a natural syllable decomposition of the word representing the image of the braid in the braid group modulo its center. Th…
The matrix-based Renyi's α-entropy functional and its multivariate extension were recently developed in terms of the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the utility and possible applications of these new estimators are rather new an…
A single algebraic identity unifies information-theoretic variational results.
New findings show different cost functions yield equivalent curvature bounds.
Enhances RL by controlling policy stochasticity through trajectory entropy constraints.