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.

168,695 papers · 148 categories

Trend · papers per month

326496128 · Jun 202019922001200920172026
48 results for Entropy-based distances

Entropy-based GP adaptive design improves failure probability estimation.

problem Limited accuracy in failure probability estimation due to model evaluation costs.
method Entropy-based Gaussian process (GP) adaptive design combined with multifidelity importance sampling (MFIS).
result More accurate failure probability estimates and higher confidence.

Clustering evaluation measures are frequently used to evaluate the performance of algorithms. However, most measures are not properly normalized and ignore some information in the inherent structure of clusterings. We model the relation between two clusterings as a bipartite graph and propose a general component-based …

2012-06-27abs ↗pdf ↗

We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entro…

2017-08-24abs ↗pdf ↗

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 ↗

Paper proposes a Renyi entropy-based method for tuning hierarchical topic models.

problem Tuning hierarchical topic models, especially determining the number of topics at each level, is challenging.
method The paper introduces a Renyi entropy-based metric for quality assessment and a practical tuning concept.
result The proposed method can estimate the number of topics for two hierarchical levels in hARTM model.

Paper models entropy-based impact of soft errors on neural network inference.

problem Estimating impact of radiation-induced faults on neural network inference.
method Entropy-based statistical models for SEU and MBU across layers.
result Accurate models to evaluate error-resiliency of neural network topologies.

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 ↗

Study generalizes Picard iteration for nonlinear PDEs, deriving bounds on error.

problem Generalize Picard iteration for nonlinear parabolic PDEs.
method Formulate Picard iteration as abstract state-transition model, derive generalization error bounds.
result Picard depth reduction reduces Picard truncation error without increasing estimation error.

A new active learning method for Gaussian process models.

problem Efficiently exploring unbounded state spaces for accurate models.
method Maximizes mutual information with respect to a bounded region using model predictive control.
result Our method yields a better model within the region of interest than entropy-based methods.

FEDS distills LIC model knowledge into a lightweight student for efficient compression.

problem Efficiently compress images with high performance and low resources.
method FEDS combines feature alignment and entropy-based loss for lightweight compression.
result Student model matches teacher's performance while reducing parameters and speeding up.

This work introduces a novel method to evaluate generative model novelty.

problem Evaluating the novelty of generative models compared to a reference model.
method Spectral approach to differential clustering and Kernel-based Entropic Novelty (KEN) score.
result The KEN score effectively detects novel modes and compares generative models.

ALIEN improves uncertainty estimation of language models by refining entropy-based methods.

problem Overconfidence in uncertainty estimation for language models, especially for difficult inputs.
method ALIEN refines entropy-based uncertainty by aligning it with prediction reliability, using a lightweight uncertainty head.
result ALIEN consistently outperforms strong baselines in detecting incorrect predictions and achieving the lowest calibration error.

Introduces RPU to explain randomization preference in dynamic settings.

problem Explains preference for randomization in dynamic investment problems.
method Introduces recursive perturbed utility (RPU) to incorporate randomization preference.
result Proves RPU-optimal portfolio policy is Gaussian and can be expressed in closed form.

MESSY estimation recovers symbolic density functions from samples using maximum entropy.

problem Estimating probability density functions from limited samples.
method Maximum-Entropy approach with gradient flow and symbolic regression.
result Efficiently finds optimal symbolic expressions for unknown distributions.

CAT framework improves AI medical screening fairness and reliability.

problem Imbalanced data, varying performance across cohorts, and patient-level inconsistencies in traditional metrics.
method CAT framework introduces patient-level assessment, entropy-based distribution weighting, and cohort-weighted sensitivity and specificity.
result Enhanced predictive reliability, fairness, and interpretability of AI-driven medical screening models.

Diagnostic stroke imaging with C-arm cone-beam computed tomography (CBCT) enables reduction of time-to-therapy for endovascular procedures. However, the prolonged acquisition time compared to helical CT increases the likelihood of rigid patient motion. Rigid motion corrupts the geometry alignment assumed during reconst…

2019-10-09abs ↗pdf ↗

SOAR improves deep networks' robustness against adversarial examples.

problem Improving deep neural networks' robustness against adversarial examples.
method Formulated adversarial robustness problem under robust optimization framework, approximated loss function using second-order Taylor series expansion.
result SOAR significantly improves robustness of networks against adversarial perturbations.

Exploration is an extremely challenging problem in reinforcement learning, especially in high dimensional state and action spaces and when only sparse rewards are available. Effective representations can indicate which components of the state are task relevant and thus reduce the dimensionality of the space to explore.…

2019-05-27abs ↗pdf ↗

The study evaluates different probability models for uncertainty visualization using entropy calculations.

problem Choosing the right probability model affects memory use, run time, and accuracy in uncertainty visualization.
method Entropy calculation on ensemble data to compare various probability models (uniform, Gaussian, histogram, quantile).
result Models matching the ensemble data distribution have the lowest entropy, indicating better accuracy.

The interdependent nature of the global economy has become stronger with increases in international trade and investment. We propose a new model to reconstruct the international trade network and associated cost network by maximizing entropy based on local information about inward and outward trade. We show that the tr…

2018-06-02abs ↗pdf ↗

Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.

problem Uncertainty in machine learning predictions and decision-making.
method Second-order uncertainty quantification using variance-based measures.
result Variance-based measures effectively quantify uncertainty on a class-based level and are competitive with entropy-based measures.

We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…

2015-01-06abs ↗pdf ↗

High quality reconstruction with interventional C-arm cone-beam computed tomography (CBCT) requires exact geometry information. If the geometry information is corrupted, e. g., by unexpected patient or system movement, the measured signal is misplaced in the backprojection operation. With prolonged acquisition times of…

2019-11-29abs ↗pdf ↗

For decomposable score-based structure learning of Bayesian networks, existing approaches first compute a collection of candidate parent sets for each variable and then optimize over this collection by choosing one parent set for each variable without creating directed cycles while maximizing the total score. We target…

2017-07-19abs ↗pdf ↗