Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for Entropy thresholding

Paper proves integrability and entropy compactness for Kähler potentials with uniform log-log threshold.

problem Integrability and entropy compactness for Kähler potentials with specific density.
method Skoda-Zeriahi type integrability theorem and log-log threshold detection.
result Positivity of integrability threshold and entropy compactness for uniform log-log threshold.

The goal of this paper is to explore the basic Approximate Bayesian Computation (ABC) algorithm via the lens of information theory. ABC is a widely used algorithm in cases where the likelihood of the data is hard to work with or intractable, but one can simulate from it. We use relative entropy ideas to analyze the beh…

2018-12-05abs ↗pdf ↗

Study on the limits of learning HMM parameters under various conditions.

problem Understanding the conditions under which hidden Markov model parameters can be learned.
method Nonasymptotic minimax upper and lower bounds, thresholds analysis.
result Nonasymptotic minimax bounds match up to constants, showing learnable thresholds.

Every production-recycling iteration accumulates an inevitable proportion of its matter-energy in the environment, lest the production process itself would be a system in perpetual motion, violating the second law of Thermodynamics. Such high-entropy matter depletes finite stocks of ecosystem services provided by the e…

2013-09-09abs ↗pdf ↗

EAST aligns neural network classifiers with user-defined evaluation metrics.

problem Mismatch between neural network training and evaluation metrics leads to suboptimal performance.
method EAST uses dynamic thresholding, soft-set confusion matrix, and annealing to align neural network predictions with target evaluation metrics.
result EAST improves alignment between training objectives and evaluation metrics, outperforming existing methods.

Time changes of noise level at Warsaw Stock Market are analyzed using a recently developed method basing on properties of the coarse grained entropy. The condition of the minimal noise level is used to build an efficient portfolio. Our noise level approach seems to be a much better tool for risk estimations than standa…

2005-03-31abs ↗pdf ↗

The scientific method relies on the iterated processes of inference and inquiry. The inference phase consists of selecting the most probable models based on the available data; whereas the inquiry phase consists of using what is known about the models to select the most relevant experiment. Optimizing inquiry involves …

2010-08-29abs ↗pdf ↗

Entropy regularization improves sparse model discovery in federated learning.

problem Sparse model discovery in federated learning with limited data.
method Entropy regularization of gate distributions for probabilistic sparse model exploration.
result Entropy regularization leads to better sparse model recovery and performance.

We address online combinatorial optimization when the player has a prior over the adversary's sequence of losses. In this framework, Russo and Van Roy proposed an information-theoretic analysis of Thompson Sampling based on the information ratio, resulting in optimal worst-case regret bounds. In this paper we introduce…

2019-02-02abs ↗pdf ↗

New method reduces GP bandit complexity while maintaining good performance.

problem Computational burden in Bayesian optimization with Gaussian processes.
method Information thresholding to compress GP posterior and reduce complexity.
result Sublinear regret bounds with sublinear posterior complexity.

New feature selection method DRPT reduces genomic datasets by removing irrelevant features and detecting correlations.

problem Feature selection in high-dimensional genomic datasets.
method DRPT method: 1. Remove irrelevant features, 2. Detect correlations in reduced matrix.
result DRPT outperforms state-of-the-art methods in feature selection over multiple genetic datasets.

This paper establishes minimax rates for online regression with arbitrary classes of functions and general losses. We show that below a certain threshold for the complexity of the function class, the minimax rates depend on both the curvature of the loss function and the sequential complexities of the class. Above this…

2015-01-26abs ↗pdf ↗

The paper accelerates LLM inference by adding early exit heads trained in a self-supervised manner.

problem Inference speed in large language models (LLMs) is slow and resource-intensive.
method Adding self-supervised early exit heads at intermediate transformer layers to stop computation early based on confidence thresholds.
result Entropy provides the most reliable confidence metric for stopping computation early.

Clustering explores meaningful patterns in the non-labeled data sets. Cluster Ensemble Selection (CES) is a new approach, which can combine individual clustering results for increasing the performance of the final results. Although CES can achieve better final results in comparison with individual clustering algorithms…

2016-04-25abs ↗pdf ↗

This paper extends neural collapse to imbalanced data under cross-entropy loss.

problem Analyzing neural collapse in deep networks with imbalanced data.
method Using the unconstrained feature model and cross-entropy loss, the paper studies neural collapse in imbalanced datasets.
result Feature vectors within the same class collapse to a single mean vector, but angles between them depend on sample size.

Unified geometric flows improve deep learning efficiency and simplify neural network topologies.

problem Improving deep learning performance and simplifying neural network structures.
method Proposes a thermodynamically coupled Ricci flow that dynamically adapts parameter space geometry to loss landscape topology, enabling automated singularity resolution and providing entanglement entropy bounds.
result Demonstrates 2.1× convergence acceleration and 63% topological simplification while maintaining O(NlogN)\mathcal{O}(N\log N) complexity, outperforming Riemannian baselines by 15.2% in few-shot accuracy.

Study potential computational gaps in symmetric binary perceptrons using fl-RDT.

problem Potential statistical-computational gaps in symmetric binary perceptrons.
method Parametric utilization of fully lifted random duality theory (fl-RDT).
result Observation of a computational gap SCG=αcαaSCG=α_c-α_a in SBP.

This paper extends financial theory to measure learnable market structure under computational constraints.

problem Understanding learnable market structure under bounded computational capacity.
method Introduces financial epiplexity as a measure of learnable market structure, extending classical information theory.
result Proves that equal entropy does not imply equal epiplexity and derives thresholds for useful regimes.

An algorithmically hard phase was described in a range of inference problems: even if the signal can be reconstructed with a small error from an information theoretic point of view, known algorithms fail unless the noise-to-signal ratio is sufficiently small. This hard phase is typically understood as a metastable bran…

2018-05-15abs ↗pdf ↗

New algorithm enhances generative modeling for bounded domains.

problem Ad-hoc thresholding techniques for boundary enforcement in diffusion models.
method Reflected Schrödinger Bridge algorithm for entropy-regularized optimal transport.
result Generative modeling in diverse bounded domains with optimal transport properties.

ML models predict extreme events in the Hénon map with accuracy scaling with system parameters.

problem Predicting extreme events in chaotic dynamical systems like the Hénon map.
method Used machine learning algorithms to analyze and forecast extreme events in the Hénon map.
result The success rate of ML models depends on prediction time, number of training samples, and network size, with scaling relations to the system's topological entropy.

New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.

problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.

This paper connects ultrametric overlap gap properties to parametric RDT for symmetric binary perceptrons.

problem Characterizing statistical computational gaps in symmetric binary perceptrons.
method Developed an analytical union-bounding program to rigorously upper-bound constraint densities of ultrametric overlap gap properties.
result Obtained tightest bounds at the first two levels of ultrametric overlap gap properties, closely approaching parametric RDT estimates.

New algorithm for reinforcement learning in uncertain environments with unknown thresholds.

problem Safety in reinforcement learning in unknown and uncertain environments.
method Growing-Window estimator sampling and Stochastic Pessimistic-Optimistic Thresholding (SPOT) algorithm.
result Achieves sublinear regret and constraint violation of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

A new SSL method uses instance-dependent thresholds to improve accuracy.

problem Improving semi-supervised learning by better selecting confident unlabeled instances.
method Proposes instance-dependent thresholds that vary based on the ambiguity and error rates of pseudo-labels for each unlabeled instance.
result Demonstrates that instance-dependent thresholds provide a probabilistic guarantee for correct pseudo-labels.

Adaptive algorithm for outlier detection by balancing arm exploration and threshold estimation.

problem Identifying outliers in a set of rewards where the threshold is a function of all rewards.
method Adaptively updated confidence interval for the threshold based on previous rounds' estimates, balancing exploration of individual arms and the outlier threshold.
result Efficient algorithm with reduced sample complexity for outlier detection.

Study analyzes Airbnb lead-time distributions for Nights Booked and Gross Booking Value, finding divergent shapes and tail behavior.

problem Analyzing lead-time distributions for Airbnb demand metrics.
method Compositional analysis of daily lead-time vectors, fitting Gamma, Weibull, and Lognormal distributions, using generalized Pareto for tail inference.
result Lead-time distributions for Nights Booked and Gross Booking Value diverge, with GBV concentrating more in mid-range horizons.

The paper develops a theory for speculative decoding acceptance criteria.

problem Speculative decoding's acceptance criteria and their rejection regions.
method Characterization of rejection regions as lower level sets of the target distribution, derivation of exact and margin-based certificates.
result Relaxed and tree-based acceptance criteria substantially enlarge the region of certified acceptance.

The study shows that the visible range from a point on harmonic manifolds follows an exponential distribution.

problem Understanding the visible range from a point on harmonic manifolds.
method Analyzing Poisson Boolean models on harmonic manifolds, focusing on the geometric mechanism of tube volumes around geodesic segments.
result The visible range from a point on harmonic manifolds follows an exponential distribution.