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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

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76152227303 · Jun 202019922001200920172026
48 results for Minimal entropy

Entropy-minimal measure calculated for a stochastic volatility model.

problem Calculating the entropy-minimal equivalent martingale measure in a stochastic volatility model.
method Revised related theory, calculated entropy-minimal measure.
result Entropy-minimal measure for the exponential Ornstein-Uhlenbeck model.

We compute the Minimal Entropy of every closed, orientable 33-manifold, showing that its cube equals the sum of the cubes of the minimal entropies of each hyperbolic component arising from the JSJJSJ decomposition of each prime summand. As a consequence we show that the cube of the Minimal Entropy is additive with resp…

2019-02-25abs ↗pdf ↗

Study minimal surfaces in complex hyperbolic space, linking entropy and volume.

problem Characterize minimal submanifolds in complex hyperbolic space.
method Analyze asymptotic regularity and introduce Colding-Minicozzi entropy and CR-volume.
result Establish a connection between Colding-Minicozzi entropy and CR-volume.

We show vanishing results about the infimum of the topological entropy of the geodesic flow of homogeneous smooth four manifolds. We prove that any closed oriented geometric four manifold has zero minimal entropy if and only if it has zero simplicial volume. We also show that if a four manifold M admits a geometric dec…

2006-01-31abs ↗pdf ↗

Study minimal volume entropy for free-by-cyclic groups and 2D right-angled Artin groups.

problem Characterize minimal volume entropy for aspherical simplicial complexes with these groups as fundamental groups.
method Algebraic and geometric characterization, using fiber π1π_1-growth collapse and non-collapsing assumptions.
result Provide bounds and criteria for minimal volume entropy in aspherical simplicial complexes.

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 consider the minimal entropy problem, namely the question of whether there exists a smooth metric of minimal entropy, for certain classes of 3-manifolds. Among other resulsts, we show that if M is a closed, orientable, geometrizable 3-manifold with zero simplicial volume, then the minimal entropy can be solved for M…

2000-11-21abs ↗pdf ↗

The paper studies minimal surface entropy on hyperbolic 3-manifolds and compares it to the hyperbolic case.

problem Minimal surface entropy on hyperbolic 3-manifolds and its comparison to the hyperbolic case.
method Analysis of Ricci flow convergence and comparison of metrics with sectional and scalar curvature constraints.
result The entropy is maximized at the hyperbolic metric under certain curvature conditions.

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.

We introduce on any smooth oriented minimal surface in Euclidean 33-space a meromorphic quadratic differential, PP, which we call the entropy differential. This differential arises naturally in a number of different contexts. Of particular interest is the realization of its real part as a conservation law for a natur…

2013-01-08abs ↗pdf ↗

Let (M,g) be a compact Riemannian manifold of hyperbolic type, i.e M is a manifold admitting another metric of strictly negative curvature. In this paper we study the geodesic flow restricted to the set of geodesics which are minimal on the universal covering. In particular for surfaces we show that the topological ent…

2013-08-09abs ↗pdf ↗

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.

Low-entropy surfaces can be flowed into spheres and cylinders.

problem Proving mean curvature flow for low-entropy hypersurfaces.
method Low-entropy density drop argument and recent work on hypersurfaces.
result Closed hypersurfaces with entropy ≤ 2 can be flowed into spherical and cylindrical shapes.

Cross-entropy loss linked to metric learning, outperforming complex pairwise losses.

problem Improving metric learning performance without complex optimization schemes.
method Theoretical analysis linking cross-entropy to pairwise losses, showing cross-entropy as an upper bound and equivalent to mutual information maximization.
result Minimizing cross-entropy is equivalent to maximizing mutual information, leading to state-of-the-art performance.

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.

Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.

problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.

Let (T^2, g) be a two-dimensional Riemannian torus. In this paper we prove that the topological entropy of the geodesic flow restricted to the set of initial conditions of minimal geodesics vanishes, independent of the choice of the Riemannian metric.

2007-07-04abs ↗pdf ↗

As we have proved in [L], the geodesic flows associated with the flat metrics on T^2 minimize the polynomial entropy. In this paper, we show that, among the geodesic flows that are Bott integrable and dynamically coherent, the geodesic flows associated to flat metrics are local strict minima for the polynomial entropy.…

2012-07-20abs ↗pdf ↗

We show that if a closed manifold M admits an F-structure (possibly of rank 0) then its minimal entropy vanishes. In particular, this is the case if M admits a non-trivial circle action. As a corollary we obtain that the simplicial volume of a colsed manifold admitting an F-structure is zero. We also show that if M adm…

2000-11-15abs ↗pdf ↗

In this paper, we propose a general framework to learn a robust large-margin binary classifier when corrupt measurements, called anomalies, caused by sensor failure might be present in the training set. The goal is to minimize the generalization error of the classifier on non-corrupted measurements while controlling th…

2016-10-21abs ↗pdf ↗

Study on entropy stability in product spaces of negatively curved symmetric spaces.

problem Stability of minimal entropy rigidity in product spaces of negatively curved symmetric spaces.
method Analysis of minimal entropy sequences and proof of intrinsic uniqueness of spherical Plateau solutions.
result Entropy-minimizing sequences converge to the model space after removing subsets whose n-volume converges to zero.

We study the problem of existence of F-structures on compact complex surfaces, giving a complete classification modulo the gap in the classification of surfaces of class VII. We then use these results to study the minimal entropy problem for compact complex surfaces. For instance we prove that compact Kahler surfaces o…

2003-04-24abs ↗pdf ↗