arXiv research

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

Study of limits of Einstein-Bogomol'nyi metrics on P^1 in two regimes.

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear interactions. To put some flesh on the bare bones, we analyze transfer entropies between co…

In this paper we construct new solutions of the Kahler-Yang-Mills equations, by applying dimensional reduction methods to the product of the complex projective line with a compact Riemann surface. The resulting equations, that we call gravitating vortex equations, describe Abelian vortices on the Riemann surface with b…

Transfer entropy shows abnormal brain connectivity in depression.

New method speeds up lead-lag detection between asynchronous time series.

In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer, the more influential company between the correlated ones can be found and also the market leading companies are selected. Our entropy analy…

Unified framework for network model assessment using maximum entropy.

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…

Data transformation, e.g. feature transformation and selection, is an integral part of any machine learning procedure. In this paper we introduce an information-theoretic model and tools to assess the quality of data transformations in machine learning tasks. In an unsupervised fashion, we analyze the transfer of infor…

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…

Develops variable-lag Granger causality and Transfer Entropy for time series analysis.

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

This paper develops geometric tools for causal inference using information flow concepts.

EPSTE: A geometric token and deep learning approach to estimating transfer entropy in neuroimaging time series

Calculates local Granger causality for Gaussian and nonlinear systems.

State entropy regularization improves robustness in reinforcement learning, especially under structured perturbations.

The paper studies practical estimation and interpretation of Rényi transfer entropy.

Entropy measures in their various incarnations play an important role in the study of stochastic time series providing important insights into both the correlative and the causative structure of the stochastic relationships between the individual components of a system. Recent applications of entropic techniques and th…

Information transfer between time series is calculated by using the asymmetric information-theoretic measure known as transfer entropy. Geweke's autoregressive formulation of Granger causality is used to find linear transfer entropy, and Schreiber's general, non-parametric, information-theoretic formulation is used to …

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI). Copula Entropy (CE) is a theory on measurement of statistical independence and is …

We analyze a simple asset transfer model in which the transfer amount is a fixed fraction $f$ of the giver's wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for the steady-state distribution, and exploring the solutions for various values o…

Bitcoin's price direction is better predicted without additional drivers during high volatility.

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

While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their association in a meaningful way. In the present article we focus on the problem of d…

We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of the information transfer, we find that individual stocks are influenced by the …

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

In this paper, we quantify the statistical coherence between financial time series by means of the Renyi entropy. With the help of Campbell's coding theorem we show that the Renyi entropy selectively emphasizes only certain sectors of the underlying empirical distribution while strongly suppressing others. This accentu…

Agents trained with deep reinforcement learning algorithms are capable of performing highly complex tasks including locomotion in continuous environments. We investigate transferring the learning acquired in one task to a set of previously unseen tasks. Generalization and overfitting in deep reinforcement learning are …

Solves existence of gravitating vortices with positive curvature.

Simple regional perturbations maintain model transferability while reducing adversarial example distortion.

LEEP measures transferability of learned representations efficiently.

Investor flows in Korean equity market transmit shared information, not private signals.

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…

Study shows changes in information sharing between Bitcoin markets during 2017 crash.

This study analyzes information flow networks in Chinese stock sectors using transfer entropy.

This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their correlation and cross correlation. When applied to daily and hourly EUR/USD and…

The paper measures semantic information production in generative models using information theory.

We investigate unification of two systems of identical elements having different dimensions which may be of interest for both physics and economics. Characteristic parameters as well as explicit formulae for the temperature (in economics - capital turnover) and dimension of the united system are obtained as functions o…

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…

Deep learning speeds up protein mapping entropy calculation.

Model improves information transfer from visual streams.

Exploration and adaptation to new tasks in a transfer learning setup is a central challenge in reinforcement learning. In this work, we build on the idea of modeling a distribution over policies in a Bayesian deep reinforcement learning setup to propose a transfer strategy. Recent works have shown to induce diversity i…

Proposes a new method to better understand complex system interactions.

Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown to be very competitive to alternative solutions based on Optimal Transport for c…

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

We propose a novel approach for estimating the difficulty and transferability of supervised classification tasks. Unlike previous work, our approach is solution agnostic and does not require or assume trained models. Instead, we estimate these values using an information theoretic approach: treating training labels as …

This study examines how the size and alignment of pretraining data affect the performance of large language models on downstream tasks.