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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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3569104138 · May 202619922001200920172026
48 results for entropy coupling

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.

We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but makes the assumption that the unobserved exogenous variable has small entropy in t…

2017-01-28abs ↗pdf ↗

We consider the problem of identifying the causal direction between two discrete random variables using observational data. Unlike previous work, we keep the most general functional model but make an assumption on the unobserved exogenous variable: Inspired by Occam's razor, we assume that the exogenous variable is sim…

2016-11-12abs ↗pdf ↗

This work extends entropic optimal transport to non-product reference couplings, focusing on Gaussian cases.

problem Finding a diffuse coupling between two measures with non-product reference couplings.
method Reduction of the entropic optimal transport problem to a matrix optimization problem.
result Complete description of the solution for non-product reference couplings, including primal and dual variables.

In this paper, the author discusses the eigenvalues and entropies under the harmonic-Ricci flow, which is the Ricci flow coupled with the harmonic map flow. We give an alternative proof of results for compact steady and expanding harmonic-Ricci breathers. In the second part, we derive some monotonicity formulas for eig…

2010-11-08abs ↗pdf ↗

We use the conformal invariance and the holographic correspondence to fully specify the dependence of entanglement entropy on the extrinsic geometry of the 2d surface ΣΣ that separates two subsystems of quantum strongly coupled N=4{\mathcal{N}}=4 SU(N) superconformal gauge theory. We extend this result and calculate en…

2008-02-21abs ↗pdf ↗

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

This work improves deep learning from noisy crowdsourced labels.

problem Learning label correction and neural classifier from noisy crowdsourced data.
method Coupled Cross-Entropy Minimization (CCEM) with identifiability and regularization.
result The CCEM criterion correctly identifies annotators' confusion and neural classifier under realistic conditions.

A recent proposal by Ryu and Takayanagi for a holographic interpretation of entanglement entropy in conformal field theories dual to supergravity on anti-de Sitter (adS) is generalized to include entanglement entropy of black holes living on the boundary of adS. The generalized proposal is verified in boundary dimensio…

2006-06-21abs ↗pdf ↗

Researchers use Gaussian processes to approximate Lagrange multipliers for Maximum-Entropy distributions.

problem Finding Lagrange multipliers for Maximum-Entropy distributions is computationally challenging.
method Employed Gaussian processes to approximate the Lagrange multipliers as a map of moments. Optimized hyperparameters by maximizing log-likelihood.
result Data-driven Maximum-Entropy closure performs well in approximating non-equilibrium distributions.

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.

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 ↗

We investigate a new geometric flow which consists of a coupled system of the Ricci flow on a closed manifold M with the harmonic map flow of a map phi from M to some closed target manifold N with a (possibly time-dependent) positive coupling constant alpha. This system can be interpreted as the gradient flow of an ene…

2009-12-15abs ↗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.

Let (M,g)(\mathcal{M},g) be a closed Riemannian manifold. The  second order approximation\textit{ second order approximation} to the perturbative renormalization group flow for the nonlinear sigma model (RG-2 flow) is given by : \[ \frac{\partial }{\partial t} \, g(t) \, =\, -2 \mathrm{Ric}(t) \, -\, \fracα{2} \mathrm{Rm}^2(t), \] where $ g = \ma…

2018-05-24abs ↗pdf ↗

New Langevin dynamics samples from entropy-regularized optimal transport.

problem Sampling from entropy-regularized optimal transport.
method Introduced analogous diffusion dynamics constrained to Π(μ,ν)Π(μ,ν).
result Long-time limit is the unique solution of an entropic optimal transport problem.

We empirically investigate the (negative) expected accuracy as an alternative loss function to cross entropy (negative log likelihood) for classification tasks. Coupled with softmax activation, it has small derivatives over most of its domain, and is therefore hard to optimize. A modified, leaky version is evaluated on…

2019-05-01abs ↗pdf ↗

New analysis shows how cross-entropy training shapes attention in transformers.

problem Understanding how gradient-based learning creates the required internal geometry in transformers.
method Developed a first-order analysis of cross-entropy training effects on attention scores and values in a transformer attention head.
result Introduced an advantage-based routing law and responsibility-weighted update for attention scores and values, respectively.

REMAL: Residual Equilibrium Manifold Active Learning for Surrogate-Based Multidisciplinary Design Analysis

problem Multidisciplinary design analysis of coupled engineering systems requires solving equilibrium states where all disciplinary coupling variables are consistent.
method Residual manifold surrogate modeling framework for coupled systems.
result REMAL learns a surrogate model of the joint residual manifold via multitask Gaussian process models.

Unified geometric flows improve deep learning efficiency and simplify neural network topologies.

problem Improving deep learning performance and simplifying neural network structures.
method Proposes a thermodynamically coupled Ricci flow that dynamically adapts parameter space geometry to loss landscape topology, enabling automated singularity resolution and providing entanglement entropy bounds.
result Demonstrates 2.1× convergence acceleration and 63% topological simplification while maintaining O(NlogN)\mathcal{O}(N\log N) complexity, outperforming Riemannian baselines by 15.2% in few-shot accuracy.

The paper considers the Ricci flow, coupled with the harmonic map flow between two manifolds. We derive estimates for the fundamental solution of the corresponding conjugate heat equation and we prove an analog of Perelman's differential Harnack inequality. As an application, we find a connection between the entropy fu…

2013-10-06abs ↗pdf ↗

Study finds almost contact structures in thermal QCD-like theories at intermediate coupling.

problem Understanding (Almost) Contact Structures in thermal QCD-like theories.
method Explicitly obtained (Almost) Contact Structures and SU(3) structures.
result Subspaces of C3S and AC3S are not mutually 'N-path connected' in the Infra-Red.

Optimal coupling among random vectors with known statistics and correlation structure found using minimum spanning tree over measure-valued vertices.

problem Finding the optimal coupling among random vectors with known statistics and correlation structure.
method Formulating the problem as a minimum spanning tree over measure-valued vertices and solving it in two steps.
result Optimal coupling found using the minimum spanning tree approach.

Rate GENERIC extends thermodynamics principles to non-equilibrium systems.

problem Understanding non-equilibrium thermodynamics and its relation to equilibrium thermodynamics.
method Developed a geometrical framework for rate GENERIC, extending Onsager's variational principle.
result Rate GENERIC structure provides a new perspective on thermodynamics in non-equilibrium systems.

We discuss a class of (local and non-local) theories of gravity that share same properties: i) they admit the Einstein spacetime with arbitrary cosmological constant as a solution; ii) the on-shell action of such a theory vanishes and iii) any (cosmological or black hole) horizon in the Einstein spacetime with a positi…

2012-03-13abs ↗pdf ↗

Zamolodchikov's c-theorem type argument (and also string theory effective action constructions) imply that the RG flow in 2d sigma model should be gradient one to all loop orders. However, the monotonicity of the flow of the target-space metric is not obvious since the metric on the space of metric-dilaton couplings is…

2006-12-29abs ↗pdf ↗

Study examines market response to concentrated policy communication using entropy measures.

problem Characterizing market response under concentrated policy communication.
method Jointly examines dispersion and information complexity (entropy) using sliding window cumulative entropy.
result Entropy captures both market volatility and narrative constraints, signaling coherent policy-driven moves.

Study shows depth improves generalization in deep learning models.

problem Understanding why and when depth improves generalization in deep learning.
method Implementation-agnostic state-transition model to analyze depth and generalization.
result Identifies geometric and semigroup mechanisms that keep entropy contribution saturated or polynomial, clarifying depth's statistical advantage.

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

problem Understanding information dynamics in Bitcoin markets during the 2017 crash.
method Analysis of high-frequency market-microstructure observables using information theoretic measures.
result Temporal changes in information sharing across markets, including predictability, memory, and synchronous coupling.

A novel framework infers causal direction from symbolic sequences using pattern entropy.

problem Challenges in discovering causal direction from temporal symbolic data.
method Dictionary Based Pattern Entropy (DPEDPE) framework integrating AIT and Shannon Information Theory.
result Minimizing pattern level uncertainty yields a robust framework for causal discovery.

Generative Cross-Entropy improves classification with fewer labels.

problem Limited sample efficiency of cross-entropy loss in data-scarce scenarios.
method Proposes Generative Cross-Entropy (GenCE), a new loss function that incorporates generative principles into a standard discriminative network.
result Generative Cross-Entropy outperforms traditional cross-entropy loss across various datasets and conditions.

This work presents a general unified theory for coupled nonlinear elastic and inelastic deformations of curved thin shells. The coupling is based on a multiplicative decomposition of the surface deformation gradient. The kinematics of this decomposition is examined in detail. In particular, the dependency of various ki…

2018-10-23abs ↗pdf ↗