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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.

168,742 papers · 148 categories

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162323485646 · Jun 202019922001200920172026
48 results for Rényi information measures

In this work we consider the gravitating vortex equations. These equations couple a metric over a compact Riemann surface with a hermitian metric over a holomorphic line bundle equipped with a fixed global section --- the Higgs field ---, and have a symplectic interpretation as moment-map equations. As a particular cas…

2016-06-24abs ↗pdf ↗

We obtain all possible solutions of a 1/4 Bogomol'nyi-Prasad-Sommerfield equation exactly, containing configurations made of walls, vortices and monopoles in the Higgs phase. We use supersymmetric U(N_C) gauge theories with eight supercharges with N_F fundamental hypermultiplets in the strong coupling limit. The moduli…

2004-05-14abs ↗pdf ↗

A new GAN loss function based on cumulant generating functions improves stability and robustness.

problem Improving the stability and performance of GANs.
method Cumulant GAN loss function based on variational R{é}nyi divergence.
result Cumulant GAN achieves linear convergence to Nash equilibrium and superior performance in image generation.

Existence and uniqueness of gravitating vortices on Riemann surfaces with specific properties.

problem Existence and uniqueness of gravitating vortices on compact Riemann surfaces.
method Existence via solving a continuity path, proving existence of singular gravitating vortices, and establishing existence of singular Einstein-Bogomol'nyi equations.
result Existence and uniqueness of gravitating vortices on Riemann surfaces with suitable properties.

The paper finds shape modes for vortices in a specific sigma model.

problem Existence of internal modes in CP1\mathbb{C}P^1 vortices.
method Developed a geometric formalism based on the Bogomol'nyi decomposition of the energy functional.
result Proved the existence of at least one shape mode for a general CP1\mathbb{C}P^1 vortex solution.

We consider a general 4n-dimensional quaternionic Kahler geometry with a free action of the torus T^(n+1). The toric action lifts onto the Swann bundle of the quaternionic Kahler space to a tri-holomorphic action that commutes with the standard H* action on the bundle. By matching Pedersen and Poon's generalized Gibbon…

2008-11-23abs ↗pdf ↗

We present a systematic method to construct exactly all Bogomol'nyi-Prasad-Sommerfield (BPS) multi-wall solutions in supersymmetric (SUSY) U(N_C) gauge theories in five dimensions with N_F hypermultiplets in the fundamental representation for infinite gauge coupling. The moduli space of these non-Abelian walls is found…

2004-04-26abs ↗pdf ↗

A gas of NN Bogomol'nyi vortices in the Abelian Higgs model is studied on a compact Riemann surface of genus gg and area AA. The volume of the moduli space is computed and found to depend on N,gN, g and AA, but not on other details of the shape of the surface. The volume is then used to find the thermodynamic partit…

1998-07-02abs ↗pdf ↗

Gradient descent converges with arbitrary stepsize for separable data under Fenchel-Young losses.

problem Understanding the conditions under which gradient descent converges with arbitrary stepsize.
method Using Fenchel-Young losses and leveraging the classical perceptron argument to derive convergence rates.
result GD converges with arbitrary stepsize for a majority of Fenchel-Young losses, with better rates for specific loss functions.

The study explains YouTube commenters' behavior using rational inattention models.

problem Understanding and predicting YouTube commenters' behavior.
method Deep embedded clustering for user grouping, Bayesian revealed preferences for rationality testing, and behavioral economics constraints for attention span modeling.
result Most YouTube user groups optimize a Bayesian utility with rationally inattentive constraints.

The Bogomol'nyi-Prasad-Sommerfield (BPS) multi-wall solutions are constructed in supersymmetric U(N_C) gauge theories in five dimensions with N_F(>N_C) hypermultiplets in the fundamental representation. Exact solutions are obtained with full generic moduli for infinite gauge coupling and with partial moduli for finite …

2004-05-22abs ↗pdf ↗

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use the Kullback-Leibler, the R{é}nyi or the gamma divergences. It also gives access…

2018-05-02abs ↗pdf ↗

We simplify information measure computation using learned features.

problem Computing information measures from raw data is computationally expensive.
method Developed a separable design for computing information measures from learned feature representations.
result A variety of information measures can be computed efficiently through learned feature representations.

A(DP)2^2SGD improves federated learning privacy and efficiency.

problem Privacy and efficiency in federated learning with asynchronous decentralized parallel SGD.
method Differentially private asynchronous decentralized parallel SGD (A(DP)2^2SGD) using R{é}nyi differential privacy.
result Achieves optimal convergence rate and comparable model accuracy to SSGD but faster.

The paper explores geometry of probability measures and barycenter maps.

problem Understanding the space of probability measures and their barycenter.
method Information geometry, Fisher metric, dualistic structures, divergences, geodesics.
result Recent developments in the geometry of probability measures and barycenter.

The paper introduces submodular information measures for machine learning applications.

problem Generalizing information-theoretic measures to non-random variables.
method Developing combinatorial information measures based on submodular functions.
result Submodular mutual information is submodular in one argument for certain submodular functions.

Measuring mutual information from finite data is difficult. Recent work has considered variational methods maximizing a lower bound. In this paper, we prove that serious statistical limitations are inherent to any method of measuring mutual information. More specifically, we show that any distribution-free high-confide…

2018-11-10abs ↗pdf ↗

New dispersion indices based on inaccuracy and divergence introduced for information measures.

problem Measuring variability in uncertainty measures.
method Introducing new dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence.
result Properties, bounds, and examples of new dispersion indices presented.

Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this…

2016-09-05abs ↗pdf ↗

Whatever information a deep neural network has gleaned from training data is encoded in its weights. How this information affects the response of the network to future data remains largely an open question. Indeed, even defining and measuring information entails some subtleties, since a trained network is a determinist…

2019-05-29abs ↗pdf ↗

New measures generalize existing ones, linking information and risk.

problem Linking information measures and risk in statistical decision problems.
method Introducing new families of divergence measures and deriving an information processing equality.
result Extension of variational φφ-divergence representation to multiple distributions.

The paper analyzes extreme risk measures with limited distributional information.

problem Investigating risk measures under partial knowledge of distribution moments and shape.
method Employing probability inequalities and modified Schwarz inequality to derive bounds on distortion risk measures.
result Unified framework for calculating best- and worst-case scenarios of distortion risk measures.

We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative entropy are defined using the Kullback-Leibler divergence, and for this reason optim…

2010-12-02abs ↗pdf ↗

This paper proposes a new geometric framework for asset pricing.

problem The asymmetry between risk-neutral and physical measures in asset pricing.
method Information geometry, focusing on the relativity of probabilistic reference frames.
result Unified explanation for price fluctuations, event-driven behavior, and risk premia.

The paper proposes a framework for information-theoretic predictive uncertainty measures.

problem The need for reliable estimation of predictive uncertainty in machine learning.
method Revisiting core concepts, categorizing predictive uncertainty measures based on model and approximation of true distribution.
result Identification of conditions under which certain predictive uncertainty measures excel.

The paper applies Gaussianization to analyze Earth data, simplifying complex multivariate distributions.

problem Challenges in accurately estimating information content in high-dimensional, heterogeneous Earth data.
method Multivariate Gaussianization for robust probability density estimation.
result Validates the method for estimating information-theoretic measures in Earth system data.

In this paper we consider an information theoretic approach for the accounting classification process. We propose a matrix formalism and an algorithm for calculations of information theoretic measures associated to accounting classification. The formalism may be useful for further generalizations and computer-based imp…

2014-01-13abs ↗pdf ↗

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

Adjusted for chance measures are widely used to compare partitions/clusterings of the same data set. In particular, the Adjusted Rand Index (ARI) based on pair-counting, and the Adjusted Mutual Information (AMI) based on Shannon information theory are very popular in the clustering community. Nonetheless it is an open …

2015-12-03abs ↗pdf ↗

Paper discusses the Fisher metric and differentiability in statistical models.

problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.

The paper argues that normalized mutual information is biased in clustering and community detection.

problem Bias in normalized mutual information for clustering and community detection.
method Introducing a modified version of mutual information to correct for information content and spurious dependence.
result The modified mutual information leads to different conclusions about which algorithms are best for community detection.

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

problem Divergent evaluations of unsupervised models due to different clustering similarity measures.
method Developed an analytical framework that unifies pair-counting and information-theoretic clustering similarity measures.
result Unified framework clarifies when and why the two regimes diverge and provides a principled basis for selecting and interpreting clustering similarity measures.

Investigates a Kyle model with imperfect information and risk aversion.

problem Tackles a Kyle model with imperfect information and risk-averse informed traders.
method Solves an optimal transport problem and a filtering problem under specific measures.
result Constructs an equilibrium for the Gaussian Kyle model with imperfect information and risk aversion.

This paper measures the information quantity in paintings using entropy.

problem Traditional art pricing models lack variables capturing painting content.
method Extends Shannon entropy to measure painting information using pixel-level variances of line, color, value, shape/form, and space.
result Variance measurements significantly explain sales prices, improving traditional models.