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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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58116174232 · May 202619922001200920172026
48 results for entropy matching

The study evaluates different probability models for uncertainty visualization using entropy calculations.

problem Choosing the right probability model affects memory use, run time, and accuracy in uncertainty visualization.
method Entropy calculation on ensemble data to compare various probability models (uniform, Gaussian, histogram, quantile).
result Models matching the ensemble data distribution have the lowest entropy, indicating better accuracy.

A new approach for test-time adaptation detects and reacts to distribution shifts.

problem Improving test-time accuracy under distribution shifts.
method Online self-training with a detection tool based on entropy values and betting martingales.
result The classifier's entropy values match those of the source domain, building invariance to distribution shifts.

A new method for stochastic optimal control improves accuracy over existing techniques.

problem Improving the accuracy of stochastic optimal control for noisy systems.
method Stochastic Optimal Control Matching (SOCM) using Iterative Diffusion Optimization (IDO) with path-wise reparameterization trick.
result SOCM achieves lower error than existing techniques for three out of four control problems, sometimes by an order of magnitude.

We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the market. Using the Legendre transform which links the entropy function and the cumulant generating function, we show that it is both the uni…

2011-02-01abs ↗pdf ↗

Unified framework for self-supervised learning via latent distribution matching.

problem Lack of a unifying theoretical framework for diverse SSL methods.
method Casting SSL as latent distribution matching (LDM): maximizing alignment and uniformity.
result Derives a Bayesian filtering model and proves identifiable latent representations.

New bounds close the score matching gap for diffusion models.

problem The difference between sample quality and score matching loss in diffusion models.
method Theoretical analysis of score matching gap, developing tighter bounds for KL divergence, reverse KL divergence, and Wasserstein distance.
result The quality of score approximation impacts closing the score matching gap for low noise scales.

Study minimax regret in sequential probability assignment with and without side information.

problem Minimax regret analysis in sequential probability assignment.
method Upper and lower bounds on minimax regret using square-root entropy.
result Lower bound matches upper bound for Donsker classes, up to log factors.

New method boosts performance of diffusion models on discrete data like natural language.

problem Performance of diffusion models on discrete data like natural language is poor.
method Proposes score entropy, a novel loss that extends score matching to discrete spaces.
result Significantly boosts performance on language modeling tasks.

Proposes integrating global and local entropy for more reliable LLMs.

problem Uncertainty in large language models (LLMs) leads to unreliable predictions.
method Measures global uncertainty from hidden-state matrices and local uncertainty from tokens, combining them via a multiplicative gate.
result Global-Local Uncertainty (GLU) outperforms unsupervised baselines across multiple models and benchmarks.

Symplectic homology matches dual capacities for convex domains.

problem Understanding symplectic capacities and Reeb flows on convex domains.
method Isomorphic filtered symplectic homology to dual singular homology.
result Gutt-Hutchings capacities match spectral invariants for convex domains.

This work optimizes RL algorithms using entropy regularisation for continuous-time LQ problems.

problem Designing RL algorithms to balance exploration and exploitation in noisy environments.
method Entropy regularisation in two formulations: exploratory control and proximal policy update.
result Regret of O(N)\mathcal{O}(\sqrt{N}) for both learning algorithms over NN episodes.

Paper proposes deep neural networks for nonparametric regression from dependent data.

problem Nonparametric regression from strongly mixing observations.
method Minimum error entropy principle applied to deep neural networks.
result Deep neural networks achieve minimax optimal convergence rates for Gaussian errors.

We establish optimal rates for online regression for arbitrary classes of regression functions in terms of the sequential entropy introduced in (Rakhlin, Sridharan, Tewari, 2010). The optimal rates are shown to exhibit a phase transition analogous to the i.i.d./statistical learning case, studied in (Rakhlin, Sridharan,…

2014-02-11abs ↗pdf ↗

EBIL simplifies IL by estimating expert energy as reward, achieving effective performance.

problem Recovering optimal policy from expert demonstrations without reward signals.
method EBIL uses a two-stage solution: first estimating expert energy as reward, then learning policy.
result EBIL achieves effective performance and interpretable reward signals.

This work extends ME-RL using diffusion models to sample optimal policies.

problem Sampling from the optimal policy trajectory distribution in ME-RL.
method Introducing Diffusion-Augmented Markov Decision Processes (DA-MDPs) to minimize reverse KL divergence.
result DA-MDPs enable seamless integration into various ME-RL methods and outperform baselines.

A new method reduces compounding errors in model-based reinforcement learning.

problem Compounding errors in long horizon predictions from model-based reinforcement learning.
method Maximum Entropy Model Rollouts (MEMR) with non-uniform sampling and prioritized experience replay.
result Significantly reduces computation requirements compared to other model-based methods.

Graph matching plays a central role in such fields as computer vision, pattern recognition, and bioinformatics. Graph matching problems can be cast as two types of quadratic assignment problems (QAPs): Koopmans-Beckmann's QAP or Lawler's QAP. In our paper, we provide a unifying view for these two problems by introducin…

2019-11-25abs ↗pdf ↗

In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and …

2018-04-02abs ↗pdf ↗

DTM improves dLLM fine-tuning stability and performance.

problem Intractable sequence-level marginal likelihoods for masked diffusion models.
method Discrete Tilt Matching (DTM) recasts dLLM fine-tuning as state-level matching of local unmasking posteriors under reward tilting.
result DTM yields strong gains on Sudoku and Countdown while remaining competitive on MATH500 and GSM8K.

Enhances learning of structured distributions using nonlinear denoising score matching.

problem Learning structured distributions from noisy data.
method Latent Nonlinear Denoising Score Matching (LNDSM) integrating nonlinear dynamics with VAE-based latent score matching.
result LNDSM achieves superior sample quality and variability compared to structure-agnostic methods.

A new method for generative modeling of discrete data using geometric latent subspaces.

problem Learning generative models for discrete data with statistical dependencies.
method Geometric latent-subspace framework in exponential parameter space of product manifolds of categorical distributions.
result Low-dimensional latent space encodes statistical dependencies and accurately models high-dimensional discrete data.

New summary measures reveal geometric structure in weighted measures on manifolds.

problem Lack of geometric information in standard weight-only summaries.
method Heat-kernel entropy profiles, tracking nonuniformity across scales.
result Geometric effective sample size discounts nearby or duplicate particles.

Study shows MSE with sigmoid can match SCE in classification tasks, especially with noisy data.

problem Inconsistent errors in neural network classification tasks.
method Introduced Output Reset algorithm to use MSE with sigmoid activation.
result MSE with sigmoid activation achieves comparable accuracy and convergence rates to Softmax Cross-Entropy, especially in noisy data scenarios.

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.

Unified framework for continuous-state discrete flow matching models.

problem Discrete generative modeling with continuous probabilities.
method Introducing αα-Flow, a family of CS-DFM models based on information geometry.
result Optimal flow matching loss for αα-flow minimizes generalized kinetic energy.

Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling mechanism using a neural generator network, which provides an efficient approximation o…

2019-01-24abs ↗pdf ↗

The study optimizes distribution estimation from samples with relative entropy error, adapting to sparse distributions.

problem Estimating discrete distributions with high-probability accuracy in relative entropy.
method Analysis of Laplace estimator and confidence-dependent smoothing techniques, including data-dependent smoothing.
result Optimal high-probability risk bounds for various estimators, including a new data-dependent smoothing method.

Study potential computational gaps in symmetric binary perceptrons using fl-RDT.

problem Potential statistical-computational gaps in symmetric binary perceptrons.
method Parametric utilization of fully lifted random duality theory (fl-RDT).
result Observation of a computational gap SCG=αcαaSCG=α_c-α_a in SBP.

Loss functions play a crucial role in deep metric learning thus a variety of them have been proposed. Some supervise the learning process by pairwise or tripletwise similarity constraints while others take advantage of structured similarity information among multiple data points. In this work, we approach deep metric l…

2019-11-22abs ↗pdf ↗

Unified framework for distribution shift estimation, explanation, and improvement.

problem Estimating, explaining, and improving model performance on target domains with distribution shift.
method Entropic Projection Alignment (EPA) aligns source and target distributions by matching moments and minimizing KL divergence.
result EPA consistently outperforms state-of-the-art baselines while offering computational efficiency.

The paper studies entropy calibration in language models and finds that miscalibration improves slowly with scale.

problem The problem is whether language model entropy calibration improves with scale and if it's possible to calibrate without reducing log loss.
method The authors study a simplified theoretical setting to characterize miscalibration scaling behavior and measure it empirically in language models ranging from 0.5B to 70B parameters.
result The observed scaling behavior of miscalibration is similar to theoretical predictions, indicating slow improvement with scale. The authors also prove theoretically that it is possible to reduce entropy while preserving log loss if access to a black box predicting future entropy is available.

Analytical results bound the approach to oligarchy in a modified asset exchange model.

problem Analyzing economic inequality in a modified asset exchange model.
method Analytical results using Gini coefficient and differential inequalities.
result The Gini coefficient is bounded by a first-order differential inequality.

Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are respo…

2018-03-27abs ↗pdf ↗