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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.

168,742 papers · 148 categories

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48 results for entropy terms

A relation between the conformal anomaly and the logarithmic term in the entanglement entropy is known to exist for CFT's in even dimensions. In odd dimensions the local anomaly and the logarithmic term in the entropy are absent. As was observed recently, there exists a non-trivial integrated anomaly if an odd-dimensio…

2016-01-24abs ↗pdf ↗

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 ↗

We introduce a pathwise approach to analyze the relative performance of an equity portfolio with respect to a benchmark market portfolio. In this energy-entropy framework, the relative performance is decomposed into three components: a volatility term, a relative entropy term measuring the distance between the portfoli…

2013-08-25abs ↗pdf ↗

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.

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.

We extend the notion of the geometric entropy of foliation to foliated manifolds equipped with leafwise Finsler structure. We study the relation between the geometric entropy and the topological entropy of the holonomy pseudogroup. The case of foliated manifold with leafwise Randers structure. In this case the estimate…

2014-10-03abs ↗pdf ↗

Entrocraft addresses RL performance saturation in LLMs by customizing entropy curves.

problem Performance saturation in RL algorithms for LLMs.
method Entrocraft uses rejection sampling to bias advantage distributions for customized entropy schedules.
result Entrocraft significantly improves generalization, output diversity, and long-term training in 4B models.

We find an upper bound for the entropy of a systolically extremal surface, in terms of its systole. We combine the upper bound with A. Katok's lower bound in terms of the volume, to obtain a simpler alternative proof of M. Gromov's asymptotic estimate for the optimal systolic ratio of surfaces of large genus. Furthermo…

2004-10-13abs ↗pdf ↗

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 ↗

A regularization procedure developed in [1] for the integral curvature invariants on manifolds with conical singularities is generalized to the case of squashed cones. In general, the squashed conical singularities do not have rotational O(2) symmetry in a subspace orthogonal to a singular surface ΣΣ so that the surfa…

2013-06-17abs ↗pdf ↗

Paper proves generalized Talagrand inequality for Sinkhorn distance.

problem Proving a generalized Talagrand inequality for Sinkhorn distance.
method Using entropy power inequality and infinitesimal displacement convexity of optimal transport map.
result Extends previous results of Gaussian Talagrand inequality for Sinkhorn distance to strongly log-concave case.

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.

The holographic description in the presence of gravitational Chern-Simons term is studied. The modified gravitational equations are integrated by using the Fefferman-Graham expansion and the holographic stress-energy tensor is identified. The stress-energy tensor has both conformal anomaly and gravitational or, if re-f…

2005-09-20abs ↗pdf ↗

Enhances RL by controlling policy stochasticity through trajectory entropy constraints.

problem Non-stationary Q-value estimation and short-sighted entropy tuning in maximum entropy RL.
method Proposes TECRL framework with separate Q-functions for reward and entropy, enforcing a trajectory entropy constraint.
result DSAC-E algorithm achieves higher returns and better stability on OpenAI Gym benchmarks.

Entropy regularization improves policy optimization in reinforcement learning.

problem Improving policy optimization in reinforcement learning.
method Entropy regularization is introduced to soften the greedy policy towards a more diverse softmax policy, leading to a continuously parameterized algorithm that interpolates between policy gradient and Q-learning.
result An intermediate algorithm can improve performance in reinforcement learning.

Efficiently constructs sparse ROMs for high-dimensional data using causation entropy.

problem Creating effective reduced-order models for high-dimensional dynamical data.
method Uses causation entropy to identify important terms and construct ROMs with varying sparsity.
result Demonstrates the effectiveness of causation entropy in constructing sparse ROMs for chaotic systems with skewed statistics.

Proposes squentropy loss for improved classification accuracy and model calibration.

problem Theoretical and empirical evidence for cross-entropy loss is lacking.
method Introduces squentropy loss as the sum of cross-entropy and average square loss over incorrect classes.
result Squentropy loss outperforms cross-entropy and rescaled square losses in classification accuracy and model calibration.

Let f:YXf: Y \rightarrow X be a continuous map between a compact real analytic Kähler manifold (Y,g)(Y,g) and a compact complex {hyperbolic manifold} (X,g0)(X,g_0). In this paper we give a lower bound of the diastatic entropy of (Y,g)(Y,g) in terms of the diastatic entropy of (X,g0)(X,g_0) and the degree of ff. When the lower bound i…

2015-05-08abs ↗pdf ↗

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…

2005-09-02abs ↗pdf ↗

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.

Study on automorphisms of K3 and Enriques surfaces, proving entropy gaps and achirality.

problem Entropy norms and achirality of automorphisms on K3 and Enriques surfaces.
method Proves gap theorems for entropy norms and studies achirality in terms of genus-one fibrations.
result Entropy gaps and achirality results for automorphisms of K3 and Enriques surfaces.

Investing is a compression problem, maximizing growth by minimizing divergence.

problem Maximizing long-term wealth and minimizing risk of ruin in investing.
method Decomposes investing into three terms: money, entropy, and divergence. Uses Kelly Criterion and universal portfolio theory.
result Investing can be seen as a compression problem, with optimal strategies minimizing divergence.

This paper introduces a new potential function using Tsallis entropy for neural network optimization.

problem The challenge of obtaining exponential convergence in neural network optimization.
method Utilizes a linearized potential function based on Csiszár type of Tsallis entropy.
result Derives an exponential convergence result in neural network optimization.

We give un upper bound Ent(Ω, g)<λ of the diastatic entropy Ent(Ω, g) of a complex bounded domain (Ω, g) in terms of the balanced condition (in Donaldson terminology) of the Kaehler metric λg. When (Ω, g) is a homogeneous bounded domain we show that the converse holds true, namely if Ent(Ω, g)<1 then g is balanced. Mor…

2013-03-13abs ↗pdf ↗

HCLM framework uses entropy regularization for open learning systems.

problem Real-world AI challenges and limitations of deep learning.
method Dynamical and information-theoretic framework with entropy regularization.
result Geometric entropy surrogates, especially log-determinant covariance entropy, induce stronger and more stable information forces.

Develops a new duality between entropy martingale optimal transport and nonlinear pricing-hedging.

problem Entropy Martingale Optimal Transport problem and its associated optimization problem.
method Combines Entropy Optimal Transport and Martingale Optimal Transport theories, with novel penalization terms and constraints.
result Establishes a nonlinear robust pricing-hedging duality, covering various known robust results.

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.

Following work of Colding-Minicozzi, we define a notion of entropy for connections over Rn\mathbb R^n which has shrinking Yang-Mills solitons as critical points. As in Colding-Minicozzi, this entropy is defined implicitly, making it difficult to work with analytically. We prove a theorem characterizing entropy stabilit…

2014-10-16abs ↗pdf ↗