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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.

168,657 papers · 148 categories

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3367100133 · May 202619922001200920172026
48 results for Entropy Decomposition

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 …

2019-12-20abs ↗pdf ↗

We compute the Minimal Entropy of every closed, orientable 33-manifold, showing that its cube equals the sum of the cubes of the minimal entropies of each hyperbolic component arising from the JSJJSJ decomposition of each prime summand. As a consequence we show that the cube of the Minimal Entropy is additive with resp…

2019-02-25abs ↗pdf ↗

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…

2006-01-31abs ↗pdf ↗

ED-VAE improves VAEs by explicitly including entropy components in ELBO.

problem Limitations of traditional VAEs with ELBO in generating high-quality samples and interpreting latent spaces.
method Introduces ED-VAE, a re-formulation of ELBO that includes entropy and cross-entropy components.
result Significantly enhances model flexibility and improves interpretability and generative performance.

Study Goeritz groups of link decompositions, focusing on their asymptotic behavior.

problem Understanding the asymptotic behavior of Goeritz groups for link decompositions.
method Defined Goeritz groups for link decompositions, analyzed their properties, and discussed their asymptotic behavior.
result Discussed the asymptotic behavior of minimal pseudo-Anosov entropies and related it to Goeritz groups of Heegaard splittings.

ECLIPSE detects AI hallucinations in finance with high accuracy.

problem Hallucinations in AI-generated answers limit safe deployment in finance.
method Combines entropy estimation and perplexity decomposition to measure model evidence use.
result ECLIPSE achieves ROC AUC of 0.89 and average precision of 0.90 on financial QA dataset.

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…

2014-11-01abs ↗pdf ↗

Unified framework for analyzing gradient flows of measures with exponential decay of entropy.

problem Analyzing exponential decay of entropy functionals in gradient flows of measures.
method Characterization of global exponential decay behaviors using Hellinger-Kantorovich geometry, shape-mass decomposition, and Polyak-Łojasiewicz-type inequalities.
result Unified theoretical framework for gradient flows with complete analysis of exponential decay behaviors.

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…

2019-02-08abs ↗pdf ↗

Paper develops a new probabilistic method for American options using entropy regularization.

problem Finding optimal stopping times for American options with entropy regularization.
method Entropy-regularized penalization scheme based on Doob-Meyer-Mertens decomposition and reflected backward stochastic differential equations.
result Explicit convergence rates and policy improvement algorithm for American options.

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…

2019-06-01abs ↗pdf ↗

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…

2016-03-09abs ↗pdf ↗

The paper introduces a new framework to assess generative model uncertainty.

problem Lack of a theoretical framework for assessing generative models' generalization and uncertainty.
method Bias-variance-covariance decomposition for kernel scores, with unbiased and consistent estimators.
result Kernel-based variance and entropy for uncertainty estimation are more predictive than existing methods.

New method for uncertainty analysis in TabPFN, a state-of-the-art tabular transformer.

problem No method for uncertainty decomposition in TabPFN.
method Casted as a Bayesian predictive inference problem, derived variance estimators using predictive CLT.
result Fast to compute credible bands that target epistemic uncertainty and achieve near-nominal frequentist coverage.

Novel framework for systemic risk analysis in financial markets.

problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.

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 …

2008-04-08abs ↗pdf ↗

Framework fine-tunes foundation models with semi-supervised learning for downstream tasks and latent spaces.

problem Training foundation models with limited labelled data.
method Mutual information decomposition for downstream and latent spaces, semi-supervised fine-tuning.
result Significant improvements in classification tasks under low-labelled conditions.

Paper estimates EOT maps for non-compactly supported measures with subGaussian target.

problem Estimating EOT maps between non-compactly supported measures.
method Uses bias-variance decomposition, T1-transport inequalities, and concentration of measure results.
result Shows error decay rates for different cases of subGaussian measures.

SymCircuit learns PC structure via entropy-regularized RL, improving inference efficiency and accuracy.

problem Greedy algorithms in PC structure learning lead to suboptimal solutions.
method Entropy-regularized reinforcement learning to train a learned generative policy for PC structure inference.
result SymCircuit learns the optimal policy as a tempered Bayesian posterior, improving inference efficiency and accuracy.

A new mutual information lower bound for multimodal regression active learning.

problem Lack of effective acquisition functions for multimodal regression active learning.
method Introduces a Two-Index framework for separating epistemic and aleatoric sources of uncertainty, deriving MI-LB as a closed-form approximation.
result MI-LB consistently outperforms baselines on multimodal regression tasks.

A new method for VAEs improves latent space disentanglement without violating probability laws.

problem Improving latent space disentanglement in VAEs without violating probability laws.
method Developed a Renyi VAE with a conditional distribution not learned, using Singular Value Decomposition for evaluation.
result Improved latent space disentanglement without violating probability laws.

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…

2017-11-17abs ↗pdf ↗

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…

2018-10-23abs ↗pdf ↗

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…

2009-11-24abs ↗pdf ↗

The paper decomposes probabilistic scores into reliability, uncertainty, and information loss.

problem Understanding the reliability and uncertainty of probabilistic predictions.
method Developed decomposition identities for proper losses, quantifying reliability, residual uncertainty, and information gain.
result A three-term identity for classification scores, revealing miscalibration, grouping term, and feature-level uncertainty.

Investing is a compression problem, maximizing growth by minimizing divergence.

problem Maximizing long-term wealth and minimizing risk of ruin in investing.
method Decomposes investing into three terms: money, entropy, and divergence. Uses Kelly Criterion and universal portfolio theory.
result Investing can be seen as a compression problem, with optimal strategies 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…

2018-08-15abs ↗pdf ↗

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…

2017-12-29abs ↗pdf ↗

New findings show different cost functions yield equivalent curvature bounds.

problem Establishing equivalence of curvature bounds under various transport costs.
method Needle decomposition and localization technique for optimal transport.
result All CDp(K,N)\mathrm{CD}_{p}(K,N) conditions are equivalent for p>1p>1.

Enhances RL by controlling policy stochasticity through trajectory entropy constraints.

problem Non-stationary Q-value estimation and short-sighted entropy tuning in maximum entropy RL.
method Proposes TECRL framework with separate Q-functions for reward and entropy, enforcing a trajectory entropy constraint.
result DSAC-E algorithm achieves higher returns and better stability on OpenAI Gym benchmarks.