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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.

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20406080 · Jun 202019922001200920172026
48 results for Hilbert entropy

For a closed, strictly convex projective manifold of dimension n3n\geq 3 that admits a hyperbolic structure, we show that the ratio of Hilbert volume to hyperbolic volume is bounded below by a constant that depends only on dimension. We also show that for such spaces, if topological entropy of the geodesic flow goes to…

2017-08-14abs ↗pdf ↗

It is shown that the volume entropy of a Hilbert geometry associated to an nn-dimensional convex body of class C1,1C^{1,1} equals n1n-1. To achieve this result, a new projective invariant of convex bodies, similar to the centro-affine area, is constructed. In the case n=2n=2, and without any assumption on the boundary, i…

2008-10-07abs ↗pdf ↗

The study connects Hilbert entropy to non-differentiability points of limit sets in flag spaces.

problem Understanding non-differentiability points in limit sets of convex projective structures.
method Introduces hyperplane conicality for θθ-Anosov representations and uses it to prove properties of boundary maps.
result Hilbert entropy is linked to the Hausdorff dimension of non-differentiability points in flag spaces.

We show that the volume entropy of the Hilbert metric on a closed convex projective surface tends to zero as the corresponding Pick differential tends to infinity. The proof is based on the theorem, due to Benoist and Hulin, that the Hilbert metric and Blaschke metric are comparable.

2015-03-15abs ↗pdf ↗

The approximability of a convex body is a number which measures the difficulty to approximate that body by polytopes. We prove that twice the approximability is equal to the volume entropy for a Hilbert geometry in dimension two end three and that in higher dimension it is a lower bound of the entropy. As a corollary w…

2012-07-05abs ↗pdf ↗

In this paper we provide two new characterizations of real hyperbolic nn-space using the Poincaré exponent of a discrete group and the volume growth entropy. The first characterization is in the space of Hilbert metrics and generalizes a result of Crampon. The second is in the space of Riemannian metrics with Ricci cu…

2015-08-29abs ↗pdf ↗

We introduce a new distance metric for non-linear embeddings of Tempered Exponential Measures.

problem Non-linear embeddings of Tempered Exponential Measures (TEMs).
method Parameterization of finite discrete TEMs via Legendre functions, introducing tempered Hilbert co-simplex distance.
result Established a generalization of the Hilbert log cross-ratio simplex distance to a tempered Hilbert co-simplex distance.

We prove that the Hilbert geometry of a product of convex sets is bi-lipschitz equivalent the direct product of their respective Hilbert geometries. We also prove that the volume entropy is additive with respect to product and that amenability of a product is equivalent to the amenability of each terms.

2011-09-01abs ↗pdf ↗

Paper characterizes embeddability of function spaces into LpL_p-type RKBS via metric entropy.

problem Characterizing embeddability of function spaces into LpL_p-type RKBS.
method Establishes a connection between metric entropy growth and embeddability.
result A bound on metric entropy growth allows embedding into LpL_p-type RKBS.

We show that the spheres in Hilbert geometry have the same volume growth entropy as those in the Lobachevsky space. We give the asymptotic estimates for the ratio of the volume of metric ball to the area of the metric sphere in Hilbert geometry. Derived estimates agree with the well-known fact in the Lobachevsky space

2007-11-03abs ↗pdf ↗

The moduli space of convex projective structures on a simplicial hyperbolic Coxeter orbifold is either a point or the real line. Answering a question of M. Crampon, we prove that in the latter case, when one goes to infinity in the moduli space, the entropy of the Hilbert metric tends to 0.

2011-11-05abs ↗pdf ↗

The paper develops methods to handle missing data using regularized M-estimation in reproducing kernel Hilbert space.

problem Handling missing data in statistical analysis.
method Kernel ridge regression for imputation and maximum entropy method for propensity score estimation.
result The proposed methods achieve statistical consistency and asymptotic equivalence.

In the work we discuss two invariants of conjugacy classes of braids. The first invariant is the conformal module which occurred in connection with the interest in the 13th Hilbert Problem. The second is a popular dynamical invariant, the entropy. It occurred in connection with Thurston's theory of surface homeomorphis…

2014-12-19abs ↗pdf ↗

Let M be a compact manifold of dimension n with a strictly convex projective structure. We consider the geodesic flow of the Hilbert metric on it, which is known to be Anosov. We prove that its topological entropy is less than n-1, with equality if and only if the structure is Riemannian, that is hyperbolic. As a corol…

2009-04-16abs ↗pdf ↗

The abstract applies waist inequality to dynamical systems and entropy.

problem Understanding the relationship between waist inequality and dynamical systems.
method Applying waist inequality to entropy and mean dimension of dynamical systems.
result Maps between dynamical systems have positive conditional metric mean dimension under certain conditions.

The conformal module of conjugacy classes of braids implicitly appeared in a paper of Lin and Gorin in connection with their interest in the 13. Hilbert Problem. This invariant is the supremum of conformal modules (in the sense of Ahlfors) of certain annuli related to the conjugacy class. This note states that the conf…

2012-08-07abs ↗pdf ↗

Study bounds on kernel function entropy for finite measures.

problem Investigate bounds on the ε-entropy of kernel classes.
method Sharp upper and lower bounds for p in [1, +∞] derived from eigenvalue behavior and Mercer series convergence.
result Proves tighter bounds for general kernels compared to previous work.

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…

2012-11-11abs ↗pdf ↗

Study entropic regularization of Gaussian measures and processes on Hilbert space.

problem Regularizing 2-Wasserstein distance for infinite-dimensional Gaussian measures and processes.
method Minimum Mutual Information property, closed form formulas, Fréchet differentiability, Sinkhorn barycenter equation.
result Entropic 2-Wasserstein distance and Sinkhorn divergence are Fréchet differentiable in Hilbert space.

GOPO optimizes large models in Hilbert space, avoiding Kullback-Leibler's curvature.

problem Optimizing large language models with Kullback-Leibler divergence's curvature issues.
method GOPO uses Hilbert space L2(pi_k) with orthogonality constraints and a work-dissipation functional.
result GOPO achieves competitive generalization with stable gradient dynamics and entropy preservation.

We introduce the HSIC (Hilbert-Schmidt independence criterion) bottleneck for training deep neural networks. The HSIC bottleneck is an alternative to the conventional cross-entropy loss and backpropagation that has a number of distinct advantages. It mitigates exploding and vanishing gradients, resulting in the ability…

2019-08-05abs ↗pdf ↗

We review some basic concepts related to convex real projective structures from the differential geometry point of view. We start by recalling a Riemannian metric which originates in the study of affine spheres using the Blaschke connection (work of Calabi and of Cheng-Yau) mentioning its relation with the Hilbert metr…

2014-06-27abs ↗pdf ↗

Efficient approximations reduce computation of matrix-based Renyi's entropy.

problem High computational complexity of matrix-based Renyi's entropy.
method Taylor, Chebyshev, and Lanczos approximations to reduce complexity.
result Reduced complexity to significantly less than O(n2)O(n^2) with negligible accuracy loss.

Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…

2019-10-28abs ↗pdf ↗

Graph matching plays a central role in such fields as computer vision, pattern recognition, and bioinformatics. Graph matching problems can be cast as two types of quadratic assignment problems (QAPs): Koopmans-Beckmann's QAP or Lawler's QAP. In our paper, we provide a unifying view for these two problems by introducin…

2019-11-25abs ↗pdf ↗

Defines a new geometric quantity for hyperbolic manifolds, showing it's well-defined and invariant.

problem Defining a mass for asymptotically hyperbolic manifolds under weaker conditions.
method Volume-renormalized mass defined as a linear combination of ADM mass and renormalized volume.
result Volume-renormalized mass is well-defined and diffeomorphism invariant under weaker conditions.

The study identifies and analyzes different market regimes in equity markets using advanced signal processing techniques.

problem Understanding and quantifying the dynamics of different market regimes in equity markets.
method Data-driven Hilbert--Huang Transform for regime identification, Holo--Hilbert Spectral Analysis for profiling, and Variable-Length Markov Chains for return dynamics modeling.
result Developed markets normalize more effectively as stress subsides, while developing markets retain residual tail dependence and downside persistence.

We show that the herding procedure of Welling (2009) takes exactly the form of a standard convex optimization algorithm--namely a conditional gradient algorithm minimizing a quadratic moment discrepancy. This link enables us to invoke convergence results from convex optimization and to consider faster alternatives for …

2012-03-20abs ↗pdf ↗

A new approach improves numerical tabular data imputation by addressing diffusion models' limitations.

problem Inaccurate and difficult training in numerical tabular data imputation.
method Kernelized Negative Entropy-regularized Wasserstein gradient flow Imputation (KnewImp) based on Wasserstein gradient flow (WGF) framework.
result KnewImp significantly outperforms existing methods in numerical tabular data imputation.

In the paper "Direct Images, Fields of Hilbert Spaces, and Geometric Quantization", Lempert and Szőke proved that any flat analytic Hilbert field will induce a hermitian Hilbert bundle and gave an example of a flat Hilbert field that does not induce any Hilbert bundle. In this paper, we will provide an example of an an…

2014-05-07abs ↗pdf ↗

This paper studies neural networks with bounded norms to avoid the curse of dimensionality.

problem The curse of dimensionality in approximating functions by neural networks.
method Investigates over-parameterized two-layer neural networks with norm constraints in RKHS.
result Improved sample complexity and generalization bounds for neural networks with bounded norms.

The study analyzes the performance of a nonparametric estimator for dynamical systems.

problem Analyzing the performance of a nonparametric estimator for dynamical systems.
method Nonparametric least squares estimator (LSE) and information-theoretic methods.
result Rate-optimal error bounds for nonparametric hypotheses classes.