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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.

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121241362482 · Jun 202019922001200920172026
48 results for entropy numbers

The entropy of geodesic currents on hyperbolic surfaces is bounded by their self-intersection number.

problem Bounding the entropy of geodesic currents on hyperbolic surfaces.
method Established a quantitative upper bound on entropy in terms of self-intersection number and systole.
result Small self-intersection number forces small entropy.

Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop a new method of proving the upper bounds for the entropy numbers. This method is…

2016-02-28abs ↗pdf ↗

Develops correlation number for specific potentials and Hitchin representations.

problem Analyzing correlation numbers for potentials with entropy gaps and Hitchin representations.
method Defines a correlation number for pairs of cusped Hitchin representations and explores its connection to the Manhattan curve.
result Establishes a connection between the correlation number and the Manhattan curve, revealing rigidity properties.

The study shows a finite number of groups acting on hyperbolic spaces with bounded entropy and compact quotient.

problem Finite number of groups acting on hyperbolic spaces with bounded entropy and compact quotient.
method Analyzing torsion-free groups acting by isometries on hyperbolic metric spaces with bounded entropy and compact quotient.
result The set of such groups is finite and can be estimated based on hyperbolicity constant, entropy, and quotient diameter.

The paper studies the growth of closed geodesics on hyperbolic surface amalgams.

problem Understanding the growth of closed geodesics on hyperbolic surface amalgams.
method Analyzing topological and volume entropies, and their dependence on geometric data.
result Entropy can increase exponentially with pasting length in the absence of a lower bound on the systole.

Paper proposes a Renyi entropy-based method for tuning hierarchical topic models.

problem Tuning hierarchical topic models, especially determining the number of topics at each level, is challenging.
method The paper introduces a Renyi entropy-based metric for quality assessment and a practical tuning concept.
result The proposed method can estimate the number of topics for two hierarchical levels in hARTM model.

We present a new method of generating mixture models for data with categorical attributes. The keys to this approach are an entropy-based density metric in categorical space and annealing of high-entropy/low-density components from an initial state with many components. Pruning of low-density components using the entro…

2017-08-24abs ↗pdf ↗

Improved exploration methods for reinforcement learning with reduced sample complexity.

problem Challenges in reinforcement learning exploration in unknown environments.
method Proposed game-theoretic and trajectory entropy algorithms with improved sample complexity.
result Established statistical advantage of entropy-regularized MDPs for exploration and reduced sample complexity.

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.

We investigate entropy as a financial risk measure. Entropy explains the equity premium of securities and portfolios in a simpler way and, at the same time, with higher explanatory power than the beta parameter of the capital asset pricing model. For asset pricing we define the continuous entropy as an alternative meas…

2015-01-06abs ↗pdf ↗

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

problem Structured and spatially correlated perturbations in reinforcement learning.
method State entropy regularization, compared to policy entropy.
result State entropy regularization provides better robustness to structured and spatially correlated perturbations.

The approximability of a convex body is a number which measures the difficulty to approximate that body by polytopes. We prove that twice the approximability is equal to the volume entropy for a Hilbert geometry in dimension two end three and that in higher dimension it is a lower bound of the entropy. As a corollary w…

2012-07-05abs ↗pdf ↗

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax\arg\max of the unknown function; yet, both are plagued by the expensive computatio…

2017-03-06abs ↗pdf ↗

We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the …

2018-02-10abs ↗pdf ↗

Study positive entropy actions by higher-rank lattices, proving rigidity and conjugacy results.

problem Positive entropy actions by higher-rank lattices in Lie groups.
method Analysis of sub-actions, fiber entropy upper semicontinuity, and conjugacy arguments.
result Actions by higher-rank lattices in SL(n,R)\mathrm{SL}(n,\mathbb{R}) are conjugate to affine actions on (infra-)tori.

Study detects anomalies in financial markets using GNN and nonextensive entropy.

problem Detecting anomalies in global financial markets with many correlated assets.
method Used Graph Neural Networks (GNN) with nonextensive entropy to measure uncertainty.
result Anomalies are statistically different for nonextensive entropy parameters before, during, and after a crisis.

Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.

problem Improving the mixing time of Gibbs sampler under strong log-concavity.
method Analyzing Gibbs sampler contraction under strong log-concavity, providing sharp contraction rate.
result Gibbs sampler contracts entropy linearly with condition number and independent of dimension under strong log-concavity.

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.

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 ↗

Topological entropy measures the number of distinguishable orbits in a dynamical system, thereby quantifying the complexity of chaotic dynamics. One approach to computing topological entropy in a two-dimensional space is to analyze the collective motion of an ensemble of system trajectories taking into account how traj…

2018-08-30abs ↗pdf ↗

A new algorithm learns MAGs from data more efficiently using entropy.

problem Learning MAGs from data is unstable and computationally expensive.
method Uses entropy estimation and refined Markov property to score MAGs.
result Algorithm is polynomial in number of nodes and outperforms existing methods.

Entropy regularization improves interpretability of probabilistic clustering models.

problem Bayesian nonparametric mixture models often produce unbalanced cluster frequencies.
method Interpreting the posterior as penalized likelihood, entropy regularization reduces sparsely-populated clusters.
result The proposed entropy-regularized estimator enhances interpretability without sacrificing computational convenience.

We study the problem of existence of F-structures on compact complex surfaces, giving a complete classification modulo the gap in the classification of surfaces of class VII. We then use these results to study the minimal entropy problem for compact complex surfaces. For instance we prove that compact Kahler surfaces o…

2003-04-24abs ↗pdf ↗

Paper introduces ENZ to measure significant coefficients in sparse recovery, improving over classical methods.

problem Numerical noise creates long tails of negligible coefficients in sparse recovery.
method Entropy-based notion of effective sparsity (ENZ) to measure significant coefficients, proving stability under restricted isometry condition.
result ENZ decomposes into support cardinality and efficiency factor, providing a precise measure of sparsity.

MESSY estimation recovers symbolic density functions from samples using maximum entropy.

problem Estimating probability density functions from limited samples.
method Maximum-Entropy approach with gradient flow and symbolic regression.
result Efficiently finds optimal symbolic expressions for unknown distributions.

The paper studies minimal surface entropy on hyperbolic 3-manifolds and compares it to the hyperbolic case.

problem Minimal surface entropy on hyperbolic 3-manifolds and its comparison to the hyperbolic case.
method Analysis of Ricci flow convergence and comparison of metrics with sectional and scalar curvature constraints.
result The entropy is maximized at the hyperbolic metric under certain curvature conditions.

This paper optimizes matrix-based Renyi's entropy computation for large datasets.

problem Efficiently calculating matrix-based Renyi's entropy for large-scale applications.
method Develops randomized approximations for matrix-based Renyi's entropy with arbitrary α orders.
result Achieves a significant reduction in time complexity from O(n^3) to O(n^2sm), where s, m << n.

ELBO converges to a sum of entropies for many generative models.

problem Understanding the convergence of variational lower bounds in unsupervised learning.
method Analyzing the ELBO for a broad class of generative models, showing it equals a sum of entropies.
result The ELBO is equal to a sum of entropies at stationary points for many generative models.

We prove that there exists a positive, explicit function F(k,E)F(k, E) such that, for any group GG admitting a kk-acylindrical splitting and any generating set SS of GG with Ent(G,S)<E\mathrm{Ent}(G,S)<E, we have SF(k,E)|S| \leq F(k, E). We deduce corresponding finiteness results for classes of groups possessing acylindrical splitt…

2017-11-16abs ↗pdf ↗

The topological entropy of a braid is the infimum of the entropies of all homeomorphisms of the disc which have a finite invariant set represented by the braid. When the isotopy class represented by the braid is pseudo-Anosov or is reducible with a pseudo-Anosov component, this entropy is positive. Fried and Kolev prov…

2006-12-22abs ↗pdf ↗