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

4691137182 · May 202619922001200920172026
48 results for quantum relative entropy

Quantum machine learning uses quantum cross entropy to minimize loss, but measurement loss affects this process.

problem Quantum machine learning's loss minimization through cross entropy is affected by measurement outcomes.
method Defined quantum cross entropy, proved its lower bounds, and investigated its relation to quantum fidelity and likelihood.
result Quantum cross entropy is lower-bounded by negative log-likelihood when derived from quantum data, but measurement outcomes can cause loss.

Study quantifies information flow in neural networks using relative entropy and RG analogy.

problem Quantifying information flow in deep neural networks.
method Explicit computation of relative entropy in Ising models and feedforward neural networks.
result Monotonic increase of relative entropy to an asymptotic value, confirming connection to c-theorem.

Quantum channels' contraction under privacy constraints studied.

problem Understanding the privacy constraints on quantum channel contractions.
method Established upper bounds on contraction coefficients for specific divergences under QLDP constraints.
result Upper bounds and full characterization of contraction coefficients for specific quantum distances.

The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…

2015-07-17abs ↗pdf ↗

Improved MMWU algorithm achieves instance-optimal regret bound for matrix LEA.

problem Matrix Learning from Expert Advice problem.
method Developed a general potential-based framework for matrix LEA, using a new Jensen's trace inequality.
result Achieved instance-optimal regret bound of O(TS(Xd1Id))O(\sqrt{T\cdot S(X||d^{-1}I_d)}).

Over the past three decades, black holes have played an important role in quantum gravity, mathematical physics, numerical relativity and gravitational wave phenomenology. However, conceptual settings and mathematical models used to discuss them have varied considerably from one area to another. Over the last five year…

2004-07-13abs ↗pdf ↗

A quantum circuit designed for efficient statistical model preparation and training.

problem Challenges in preparing and learning statistical models on quantum processors.
method Utilizes the maximum entropy principle to design a statistics-informed parameterized quantum circuit (SI-PQC).
result Improves trainability and interpretability for learning quantum states and classical model parameters.

Extends specific relative entropy to multidimensional continuous martingales.

problem Mutual singularity of martingale laws in continuous time.
method Extension of specific relative entropy from one to multiple dimensions, including closed-form expressions for simple examples.
result Establishes that the lower bound on specific relative entropy from Gantert carries over to higher dimensions and is tight.

Entropy asymmetry affects regularization in ERM, leading to biased solutions.

problem Analyzing the impact of relative entropy asymmetry in ERM regularization.
method Examined Type-I and Type-II ERM-RER, comparing their solutions and properties.
result Type-II ERM-RER regularization introduces a strong bias against training data.

A measure called relative cluster entropy distinguishes between correlated and uncorrelated sequences.

problem Distinguishing between sequences with different correlation degrees.
method Minimum relative entropy principle applied to cluster partitions of power-law correlated sequences.
result Optimal Hurst exponents are selected for market price series, indicating non-markovianity.

We analyze the relationships between game theory and quantum mechanics and the extensions to statistical physics and information theory. We use certain quantization relationships to assign quantum states to the strategies of a player. These quantum states are contained in a density operator which describes the new quan…

2006-09-11abs ↗pdf ↗

We define a relative entropy for two expanding solutions to mean curvature flow of hypersurfaces, asymptotic to the same cone at infinity. Adapting work of White and using recent results of Bernstein and Bernstein-Wang, we show that expanders with vanishing relative entropy are unique in a generic sense. This also impl…

2018-12-20abs ↗pdf ↗

QNA uses quantum-inspired density operators to diagnose market dependence and structural risk.

problem Lack of unified operator representation for market dependence and structural risk diagnostics.
method Quantum Network of Assets (QNA) framework using density operators.
result QNA entropy remains strongly related to covariance spectral entropy but becomes distinct with multi-feature rolling trajectories.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

Inference for normal and Monte Carlo distributions using minimum relative entropy.

problem Inference from partial information on expectations and covariances.
method Minimum relative entropy sub-manifolds, analytical formulas, Monte Carlo simulations.
result Improved numerical implementation for inference from partial information.

This essay quantifies convexities in incomplete markets using entropy, adjusting prices for risk and incompleteness.

problem Quantifying convexities in incomplete markets and adjusting prices for risk and incompleteness.
method Using entropy, the essay quantifies convexities and adjusts prices for risk and incompleteness in incomplete markets.
result A new price principle derived from a log-martingale condition is introduced, matching risk aversion and adjusting for market incompleteness and default risk.

The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:math.PR/0410115 v1), is extended in two directions. First, the relative u-entropy of two probability measures in arbitrary probability space…

2007-09-09abs ↗pdf ↗

New regularization method reduces support of empirical risk minimization solutions.

problem Regularization in empirical risk minimization with relative entropy.
method Introduces Type-II regularization, characterizes solutions, analyzes properties of relative entropy.
result Type-II regularization collapses solution support into reference measure's support.

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in this class is equivalent to the combination of the nonnegative weighted Ricci cur…

2011-12-23abs ↗pdf ↗

In this paper we consider the space of those probability distributions which maximize the qq-Rényi entropy. These distributions have the same parameter space for every qq, and in the q=1q=1 case these are the normal distributions. Some methods to endow this parameter space with Riemannian metric is presented: the seco…

2007-06-05abs ↗pdf ↗

We investigate the mm-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement KK-convexity of the mm-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the KK-convexity of the weig…

2010-05-08abs ↗pdf ↗

A quantum state generation method that respects physical constraints.

problem Generating quantum states with complex-valued Hermitian, positive semi-definite, and trace one properties.
method Mirror diffusion model with von Neumann entropy to enforce structural constraints.
result Demonstrated effective generation of quantum states with conditional guidance.

A new method speeds up quantum state estimation.

problem Exponential growth in sample size and dimension for quantum state tomography.
method Stochastic mirror descent with Burg entropy.
result Optimization error vanishes at a O((1/t)dlogt)O (\sqrt{ ( 1 / t ) d \log t }) rate.

A qq-Gaussian measure is a generalization of a Gaussian measure. This generalization is obtained by replacing the exponential function with the power function of exponent 1/(1q)1/(1-q) (q1q\neq 1). The limit case q=1q=1 recovers a Gaussian measure. For 1q<31\leq q <3, the set of all qq-Gaussian densities over the real line …

2020-02-06abs ↗pdf ↗

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.

We analyze the Ricci flow of a noncompact metric that describes a two-dimensional black hole. We consider entanglement entropy of a 2d black hole which is due to the quantum correlations between two subsystems: one is inside and the other is outside the black hole horizon. It is demonstrated that the entanglement entro…

2006-09-06abs ↗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 ↗

A new method, REC, compresses images by encoding their latent representations efficiently.

problem Efficiently compressing single images with latent representations.
method Relative Entropy Coding (REC) that directly encodes latent representations with codelength close to relative entropy.
result REC is more efficient for single image compression compared to previous methods and is competitive for lossy compression.

The paper proposes and proves asymptotic expansions for quantum invariants.

problem Quantum invariants and their expansions under varying metrics.
method Asymptotic expansion conjectures for relative Reshetikhin-Turaev, Turaev-Viro invariants and quantum 6j-symbols.
result Proved asymptotic expansions for special cases, showing geometric dependence on metrics.

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.

In this paper we focus on the uniqueness question for (expanding) solutions of the Harmonic map flow coming out of smooth 0-homogeneous maps with values into a closed Riemannian manifold. We introduce a relative entropy for two purposes. On the one hand, we prove the existence of two expanding solutions associated to a…

2018-06-30abs ↗pdf ↗

Constructs QFT on curved surfaces, proving axioms and calculating entropy.

problem Quantum Field Theory on curved surfaces and entanglement entropy.
method Local regularization, spectral truncation, gluing surfaces, CFT correlation functions, zeta determinants.
result Rigorously derived entropy calculation and geometric proofs.