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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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81162243324 · Jun 202019922001200920172026
48 results for Entropy solutions

Study on self-similar solutions of supercritical Fujita equation, proving entropy and energy gap.

problem Characterization and stability of solutions to supercritical Fujita equation.
method Introduction of FF-functional, FF-stability, and entropy; use of mean curvature flows.
result Constant solution has lowest entropy among bounded positive self-similar solutions.

New regularization method reduces support of empirical risk minimization solutions.

problem Regularization in empirical risk minimization with relative entropy.
method Introduces Type-II regularization, characterizes solutions, analyzes properties of relative entropy.
result Type-II regularization collapses solution support into reference measure's support.

Entropy asymmetry affects regularization in ERM, leading to biased solutions.

problem Analyzing the impact of relative entropy asymmetry in ERM regularization.
method Examined Type-I and Type-II ERM-RER, comparing their solutions and properties.
result Type-II ERM-RER regularization introduces a strong bias against training data.

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…

2018-06-30abs ↗pdf ↗

Study shows how market firm capitalization models converge to stochastic PDE solutions.

problem Understanding convergence of rank-based models with common noise to stochastic PDE solutions.
method Analysis of mean field limit, martingale problem, and pathwise entropy solutions.
result Empirical cumulative distribution function converges to solution of a stochastic PDE under certain conditions.

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…

2020-02-05abs ↗pdf ↗

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…

2018-12-20abs ↗pdf ↗

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 CD(K,m)CD(-K, m)-condition, where m[n,)m\in [n, \infty) and K0K\geq 0 are two constants. Moreover, we introduce the WW-entropy and prove the WW-ent…

2017-07-06abs ↗pdf ↗

Ancient solutions and translators identified for Lagrangian flow.

problem Characterizing ancient solutions and translators of Lagrangian mean curvature flow.
method Analyzing almost calibrated, exact, ancient solutions with specific geometric properties.
result All ancient solutions with entropy less than 3 are special Lagrangian, planes, or translators in \(\mathbb{C}^2\).

Study on utility maximization with Tsallis entropy in reinforcement learning.

problem Exploring utility maximization with Tsallis entropy in reinforcement learning.
method Introducing Tsallis entropy regularizer to induce exploration, investigating specific examples, characterizing well-posedness, designing reinforcement learning algorithm.
result Characterized well-posedness and provided semi-closed-form solutions for specific examples, found distinct optimal strategies.

The paper presents a method to estimate joint interventional distributions from marginal interventional data.

problem Estimating joint interventional distributions from marginal interventional data.
method The paper extends the Causal Maximum Entropy method to use interventional data and employs Lagrange duality to prove the solution lies in the exponential family.
result The method allows for causal feature selection and inference of joint interventional distributions.

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…

2016-11-06abs ↗pdf ↗

Develops weak PINNs for efficient manifold solutions of hyperbolic equations.

problem Challenges in approximating weak solutions of nonlinear hyperbolic equations on manifolds.
method Introduces a novel weak PINN (wPINN) formulation on manifolds leveraging well-posedness theory.
result Demonstrates efficient approximation of entropy solutions on manifolds with a complexity independent of ambient space dimension.

Ancient Ricci flows with bounded Nash entropy have uniform Sobolev inequalities.

problem Bounding Nash entropy in ancient Ricci flows.
method Uniformly bounded Nash entropy implies uniform bounds on the ν-functional, leading to uniform logarithmic and Sobolev inequalities.
result Uniform logarithmic and Sobolev inequalities on ancient Ricci flows with bounded Nash entropy.

MEP-Net uses MEP to generate solutions from limited data.

problem Generating solutions to scientific problems with incomplete information.
method Combines MEP with neural networks to learn complex distributions from moment constraints.
result Demonstrates MEP-Net's effectiveness in modeling biochemical reaction networks and generating complex distributions.

We investigate the mm-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement KK-convexity of the mm-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the KK-convexity of the weig…

2010-05-08abs ↗pdf ↗

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…

2007-09-05abs ↗pdf ↗

Study optimal investment strategies with entropy regularization in volatile markets.

problem Optimal portfolio selection under stochastic volatility with constraints.
method Entropy-regularized relaxed controls, dynamic programming, nonlinear PDEs.
result Existence of classical solutions to nonlinear HJB equation for value function.

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…

2017-01-28abs ↗pdf ↗

We explore a new method for discrete-time control problems using randomization and entropy.

problem Discrete-time linear-exponential quadratic Gaussian (LEQG) control problem.
method Introduce exploration through randomization and apply duality between free energy and relative entropy.
result Reduced LEQG problem to equivalent risk-neutral LQG control problem with entropy regularization.

Study finds optimal martingale coupling between two distributions with minimal entropy.

problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.

Paper finds a new principle for optimizing consumption and wealth using Tsallis entropy.

problem Optimal consumption-investment problem with recursive utility.
method Established connection to quadratic BSDE, derived stochastic maximum principle.
result Proved existence of optimal strategy and analyzed coupled system.

New method improves combinatorial optimization by capturing dependencies among solution variables.

problem Performance limitations in solving combinatorial optimization problems using independent solution variables.
method Subgraph tokenization and variational annealing to capture dependencies and improve learning efficiency.
result Empirical evidence shows superior performance of autoregressive methods with tokenization and annealed entropy regularization.

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…

2019-07-13abs ↗pdf ↗

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…

2018-05-20abs ↗pdf ↗