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.

168,657 papers · 148 categories

Trend · papers per month

140281421561 · Jun 202019922001200920172026
48 results for conditional differential entropy

The paper characterizes curvature-dimension conditions and related inequalities on Riemannian manifolds.

problem Curvature-dimension conditions and related inequalities on Riemannian manifolds.
method Information-theoretic approach to study curvature-dimension condition, rigidity theorems, and entropy differential inequalities.
result Equivalence of curvature-dimension condition and entropy differential inequalities on Riemannian manifolds.

This paper improves entropy bounds for ranking time-series complexity.

problem Ranking the complexity of time series processes.
method Building on information theoretic bounds, the paper improves the upper bound of conditional differential entropy using Hadamard's inequality and covariance matrix properties.
result The improved bounds can be used to rank the complexity of time series processes.

In this paper, we prove the Hamilton differential Harnack inequality for positive solutions to the heat equation of the Witten Laplacian on complete Riemannian manifolds with the CD(K,m)CD(-K, m)-condition, where m[n,)m\in [n, \infty) and K0K\geq 0 are two constants. Moreover, we introduce the WW-entropy and prove the WW-ent…

2017-07-06abs ↗pdf ↗

Study on convergence of SDEs using entropy methods.

problem Analyzing convergence of stochastic differential equations.
method Applied Lyapunov method to Fokker-Planck equation with weighted relative Fisher information.
result Exponential convergence of probability density function to invariant distribution in L1L_1 distance.

In this note we determine the first two derivatives of the classical Boltzmann-Shannon entropy of the conjugate heat equation on general evolving manifolds. Based on the second derivative of the Boltzmann-Shannon entropy, we construct Perelman's F and W entropy in abstract geometric flows. Monotonicity of the entropies…

2013-05-02abs ↗pdf ↗

Insider trading is reduced when penalized, affecting expected penalties in a non-monotone way.

problem Reducing insider trading behavior when insiders face legal penalties.
method Characterized via a backward stochastic differential equation (BSDE) with a non-linear operator.
result The insider's expected penalties are non-monotone in the fee structure and determined by relative entropy.

A new differential entropy estimator for neural networks training.

problem Lack of effective differential entropy estimators for neural network training.
method KNIFE: a fully parameterized, differentiable kernel-based estimator of differential entropy.
result KNIFE effectively estimates differential entropy and improves neural network training.

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 ↗

Paper finds a new principle for optimizing consumption and wealth using Tsallis entropy.

problem Optimal consumption-investment problem with recursive utility.
method Established connection to quadratic BSDE, derived stochastic maximum principle.
result Proved existence of optimal strategy and analyzed coupled system.

The paper corrects biases in estimating intrinsic dimension and differential entropy.

problem Systematic bias in estimating intrinsic dimension and differential entropy.
method A bias-corrected estimator for both measures is proposed, highlighting shared steps and useful consequences.
result Simultaneous estimation of differential entropy and intrinsic dimension provides complementary perspectives on underlying manifolds.

This work enhances collaborative inference privacy by minimizing conditional entropy and boosting robustness against model inversion attacks.

problem Privacy leakage in collaborative inference systems via model inversion attacks.
method Theoretical proof and derivation of a differentiable measure for bounding conditional entropy, followed by a CEM algorithm to maximize it.
result Theoretical proof and experimental validation show that CEM consistently boosts inversion robustness without compromising feature utility or efficiency.

Let MM be a compact Riemannian manifold without boundary and V:MRV:M\to \mathbb R a smooth function. Denote by PtP_t and dμ=eVdx{\rm d}μ=e^V\,{\rm d} x the semigroup and symmetric measure of the second order differential operator L=Δ+VL=Δ+\nabla V\cdot\nabla. For some suitable convex function Φ:IRΦ:{\mathcal I}\to\mathbb R define…

2015-01-08abs ↗pdf ↗

Paper develops a new probabilistic method for American options using entropy regularization.

problem Finding optimal stopping times for American options with entropy regularization.
method Entropy-regularized penalization scheme based on Doob-Meyer-Mertens decomposition and reflected backward stochastic differential equations.
result Explicit convergence rates and policy improvement algorithm for American options.

This paper bounds min-entropy leakage for Blowfish privacy using graph symmetries.

problem Bounding min-entropy leakage for Blowfish privacy mechanisms.
method Organizing analysis over symmetrical partitions corresponding to orbits of graph automorphism groups.
result Demonstrates a construction meeting the bound with asymptotic equality, showing tightness.

We approximate differential entropy for efficient Bayesian experimental design.

problem Efficiently estimating expected information gain in large-scale inference problems.
method Approximate differential entropy using Monte Carlo or quasi-Monte Carlo surrogates.
result Our approach achieves comparable or better convergence rates than state-of-the-art methods.

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.

This paper optimizes trading strategies to minimize risk and maximize profit while accounting for market uncertainty.

problem Optimizing trading strategies to minimize risk and maximize profit while accounting for market uncertainty.
method Relative entropy-regularized robust optimal control problem, modeled as a stochastic differential game.
result Analytical expressions for optimal strategy and trajectory are derived under specific assumptions.

A pricing principle is introduced for non-attainable claims in incomplete markets.

problem Pricing non-attainable contingent claims in incomplete markets.
method Distorted Radon-Nikodym derivative and Tsallis relative entropy over a family of equivalent martingale measures.
result The pricing principle is closely related to backward stochastic differential equations and is arbitrage-free and time-consistent.

Paper proposes AXE loss for non-autoregressive machine translation, improving performance.

problem Challenges in training non-autoregressive models due to lack of autoregressive factors and cross entropy loss penalties.
method Proposes aligned cross entropy (AXE) loss function using a differentiable dynamic program for better word order alignment.
result AXE-based training improves performance on major WMT benchmarks and sets a new state of the art for non-autoregressive models.

The null energy condition is characterized via convexity of entropy in Lorentzian manifolds.

problem Characterizing the null energy condition in Lorentzian manifolds.
method Characterization via convexity of the relative entropy along displacement interpolations on null hypersurfaces.
result The null energy condition is characterized in terms of convexity of the relative entropy.

Study optimal investment strategies with entropy regularization in volatile markets.

problem Optimal portfolio selection under stochastic volatility with constraints.
method Entropy-regularized relaxed controls, dynamic programming, nonlinear PDEs.
result Existence of classical solutions to nonlinear HJB equation for value function.

In this article we prove two formulas for the topological entropy of an F-optical Hamiltonian flow induced by a C^{\infty} Hamiltonian, where F is a Lagrangian distribution. In these formulas, we calculate the topological entropy as the exponential growth rate of the average of the determinant of the differential of th…

2000-10-05abs ↗pdf ↗

The paper studies entropy and free energy for harmonic metrics on cyclic Higgs bundles.

problem Quantifying the degree of mutual misalignment of metrics on Higgs bundles.
method Introduced entropy and free energy to quantify mutual misalignment; provided conditions for entropy and free energy to change.
result Extended work on boundedness of functions related to entropy and free energy on the unit disc.

The paper analyzes how guidance affects diffusion models using Gaussian mixture models.

problem Understanding how guidance influences diffusion models in specific contexts.
method Theoretical study using Gaussian mixture models and comparison inequalities for differential equations.
result Guidance boosts classification confidence but reduces distribution diversity, leading to lower differential entropy.

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 article examines entropy-information inequalities for continuous-time Markov chains under curvature-dimension conditions.

problem Proving Li-Yau inequalities and modified logarithmic Sobolev inequalities for reversible Markov chains.
method Introducing the CDΥ(κ,F)CD_Υ(κ,F) condition and deriving entropy-information inequalities.
result Derives functional inequalities relating entropy to Fisher information.

We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the objective function's parameters. In the machine learning setting this brings CEM insi…

2019-09-27abs ↗pdf ↗

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 ↗

In this paper, we prove the concavity of the Shannon entropy power for the heat equation associated with the Laplacian or the Witten Laplacian on complete Riemannian manifolds with suitable curvature-dimension condition and on compact super Ricci flows. Under suitable curvature-dimension condition, we prove that the ri…

2020-01-02abs ↗pdf ↗

New geometric quantities help classify manifolds and relate to entropy.

problem Classifying Riemannian manifolds using geometric quantities.
method Introducing and analyzing asymptotic geometric quantities like p-capacity, eigenvalues, and Maz'ya constant.
result Geometric quantities coincide with entropy in specific conditions, characterizing manifolds.

Study proves uniqueness of corrugated negatively curved immersions in differential geometry.

problem Negatively curved immersions in differential geometry.
method Relative entropy method applied to Gauss-Codazzi system.
result Uniqueness of smooth isometric immersions within corrugated class.

In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information entropy as a natural measure of diversity. This leads to a hirarchical inequality meas…

2013-01-23abs ↗pdf ↗

Abstract: Necessary and sufficient conditions for gradient flows of relative entropy in Lindblad equations.

problem Conditions for gradient flows in finite-dimensional Lindblad equations.
method Analyzes conditions for a finite-dimensional Lindblad equation to have a gradient flow structure for the von Neumann relative entropy.
result A finite-dimensional Lindblad equation admits a gradient flow structure for the von Neumann relative entropy if and only if the BKM-detailed balance condition holds.

Entropy-regularized NPG converges linearly with linear function approximation.

problem Analyzing convergence of entropy-regularized NPG with function approximation.
method Established finite-time convergence analyses with entropy regularization and linear function approximation.
result Entropy-regularized NPG achieves linear convergence up to a function approximation error.