In this paper we discuss the asymptotic entropy for ancient solutions to the Ricci flow. We prove a gap theorem for ancient solutions, which could be regarded as an entropy counterpart of Yokota's work. In addition, we prove that under some assumptions on one time slice of a complete ancient solution with nonnegative c…
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.
Trend · papers per month
Study on self-similar solutions of supercritical Fujita equation, proving entropy and energy gap.
We introduce a new entropy functional for nonnegative solutions of the heat equation on a manifold with time-dependent Riemannian metric. Under certain integral assumptions, we show that this entropy is non-decreasing, and moreover convex if the metric evolves under super Ricci flow (which includes Ricci flow and fixed…
New regularization method reduces support of empirical risk minimization solutions.
Entropy asymmetry affects regularization in ERM, leading to biased solutions.
In this paper it is proven that the volume entropy of a riemannian metric evolving by the Ricci flow, if does not collapse, nondecreases. Therefore, it provides a sufficient condition for a solution to collapse. Then, for the limit solutions of type I or III, the limit entropy is the limit of the entropy as approac…
In our previous work we showed that for an ancient solution to the Ricci flow with nonnegative curvature operator, assuming bounded geometry on one time slice, bounded entropy implies noncollapsing on all scales. In this paper we prove the implication in the other direction, that for an ancient solution with bounded no…
In this paper we focus on the uniqueness question for (expanding) solutions of the Harmonic map flow coming out of smooth 0-homogeneous maps with values into a closed Riemannian manifold. We introduce a relative entropy for two purposes. On the one hand, we prove the existence of two expanding solutions associated to a…
We introduce a novel Entropy-driven Monte Carlo (EdMC) strategy to efficiently sample solutions of random Constraint Satisfaction Problems (CSPs). First, we extend a recent result that, using a large-deviation analysis, shows that the geometry of the space of solutions of the Binary Perceptron Learning Problem (a proto…
The problem of determining the joint probability distributions for correlated random variables with pre-specified marginals is considered. When the joint distribution satisfying all the required conditions is not unique, the "most unbiased" choice corresponds to the distribution of maximum entropy. The calculation of t…
Study shows how market firm capitalization models converge to stochastic PDE solutions.
Entropy minimization has been widely used in unsupervised domain adaptation (UDA). However, existing works reveal that entropy minimization only may result into collapsed trivial solutions. In this paper, we propose to avoid trivial solutions by further introducing diversity maximization. In order to achieve the possib…
Entropy corrections improve GBM's predictive accuracy for non-log-normal distributions.
We define a relative entropy for two expanding solutions to mean curvature flow of hypersurfaces, asymptotic to the same cone at infinity. Adapting work of White and using recent results of Bernstein and Bernstein-Wang, we show that expanders with vanishing relative entropy are unique in a generic sense. This also impl…
Entropy study on synthetic spaces with curvature bounds.
In this paper, we prove the Hamilton differential Harnack inequality for positive solutions to the heat equation of the Witten Laplacian on complete Riemannian manifolds with the -condition, where and are two constants. Moreover, we introduce the -entropy and prove the -ent…
Optimal control in latent factor models uses Tsallis entropy for exploration.
We generalize an entropy calculation of Perelman to the case of domains evolving inside a Ricciflow solution. In the case of Euclidean space as ambient manifold an interesting relation with Harnack inequalities emerges.
We consider the entropy of the solution to the heat equation on a Riemannian manifold. When the manifold is compact, we provide two estimates on the rate of change of the entropy in terms of the lower bound on the Ricci curvature and the spectral gap respectively. Our explicit computation for the three dimensional hype…
Ancient solutions and translators identified for Lagrangian flow.
In this work we present a new method of black-box optimization and constraint satisfaction. Existing algorithms that have attempted to solve this problem are unable to consider multiple modes, and are not able to adapt to changes in environment dynamics. To address these issues, we developed a modified Cross-Entropy Me…
For a fixed regular cone in Euclidean space with small entropy we show that all smooth self-expanding solutions of the mean curvature flow that are asymptotic to the cone are in the same isotopy class.
Study on utility maximization with Tsallis entropy in reinforcement learning.
New formulas derived for scalar curvature in generalized Ricci flow.
Estimates Kähler metric diameters with entropy bound alone.
The paper presents a method to estimate joint interventional distributions from marginal interventional data.
This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of almost-zero eigenvalues in the Hessian with very few positive or negative eigenval…
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such appr…
Develops weak PINNs for efficient manifold solutions of hyperbolic equations.
Unique continuation result for expanding Ricci solitons.
Study of entropy-regularized LQG MFGs with exploratory actions.
Ancient Ricci flows with bounded Nash entropy have uniform Sobolev inequalities.
MEP-Net uses MEP to generate solutions from limited data.
We investigate the -relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement -convexity of the -relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the -convexity of the weig…
The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between probability and utility through the notion of a utility density function. According…
We determine the minimal entropy martingale measure for a general class of stochastic volatility models where both price process and volatility process contain jump terms which are correlated. This generalizes previous studies which have treated either the geometric Lévy case or continuous price processes with an ortho…
In this paper, we prove Perelman type -entropy formulae and global differential Harnack estimates for positive solutions to porous medium equation on the closed Riemannian manifolds with Ricci curvature bounded below. As applications, we derive Harnack inequalities and Laplacian estimates.
Gradient flow in softmax models tends to produce low-entropy outputs.
Study optimal investment strategies with entropy regularization in volatile markets.
We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but makes the assumption that the unobserved exogenous variable has small entropy in t…
We explore a new method for discrete-time control problems using randomization and entropy.
Study finds optimal martingale coupling between two distributions with minimal entropy.
MESMOC optimizes constrained multi-objective problems efficiently.
Paper finds a new principle for optimizing consumption and wealth using Tsallis entropy.
Static spacetimes are stable attractors in a flow equation.
New method improves combinatorial optimization by capturing dependencies among solution variables.
In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic approximation. To obtain this overall result, we prove the convergence of policy evaluat…
This work includes a number of novel contributions for the multiple-source adaptation problem. We present new normalized solutions with strong theoretical guarantees for the cross-entropy loss and other similar losses. We also provide new guarantees that hold in the case where the conditional probabilities for the sour…