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Reasoning models often outperform smaller models but at 3--5$\times$ higher cost and added latency. We present entropy-guided refinement: a lightweight, test-time loop that uses token-level uncertainty to trigger a single, targeted…

Artificial Intelligence · Computer Science 2025-09-03 Andrew G. A. Correa , Ana C. H de Matos

We study a finite-inventory risk-sensitive market making problem in which a dealer controls bid and ask quotes, faces Brownian midprice risk, and receives liquidity-taking orders through point processes with quote-dependent intensities. The…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Tenghan Zhong

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

Betweenness centrality ranks the importance of nodes by their participation in all shortest paths of the network. Therefore computing exact betweenness values is impractical in large networks. For static networks, approximation based on…

Social and Information Networks · Computer Science 2014-09-23 Elisabetta Bergamini , Henning Meyerhenke , Christian L. Staudt

An information theory description of finite systems explicitly evolving in time is presented for classical as well as quantum mechanics. We impose a variational principle on the Shannon entropy at a given time while the constraints are set…

Statistical Mechanics · Physics 2007-05-23 Philippe Chomaz , Francesca Gulminelli , Olivier Juillet

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

In this paper we demonstrate a simple heuristic adaptive restart technique that can dramatically improve the convergence rate of accelerated gradient schemes. The analysis of the technique relies on the observation that these schemes…

Optimization and Control · Mathematics 2012-04-19 Brendan O'Donoghue , Emmanuel Candes

In the past few years, stochastic resetting has become a subject of immense interest. Most of the theoretical studies so far focused on instantaneous resetting which is, however, a major impediment to practical realization or experimental…

Statistical Mechanics · Physics 2021-04-14 Deepak Gupta , Carlos A Plata , Anupam Kundu , Arnab Pal

By periodically returning a search process to a known or random state, random resetting possesses the potential to unveil new trajectories, sidestep potential obstacles, and consequently enhance the efficiency of locating desired targets.…

Statistical Mechanics · Physics 2024-12-31 Arnab Pal , Viktor Stojkoski , Trifce Sandev

In this paper we analyze the effects of stochastic resetting on an encounter-based model of an unbiased run-and-tumble particle (RTP) confined to the half-line $[0,\infty)$ with a partially absorbing wall at $x=0$. The RTP tumbles at a…

Statistical Mechanics · Physics 2025-03-04 Paul C Bressloff

This paper investigates the entropy production rate and time-reversibility for general jump diffusions (L\'{e}vy processes) on $\mathbb{R}^n$. We first formulate the entropy production rate and explore its associated thermodynamic relations…

Probability · Mathematics 2025-09-11 Qi Zhang , Yubin Lu

In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…

Mathematical Physics · Physics 2013-01-21 Miquel Montero , Javier Villarroel

A fundamental and intrinsic property of any device or natural system is its relaxation time relax, which is the time it takes to return to equilibrium after the sudden change of a control parameter [1]. Reducing $tau$ relax , is frequently…

Statistical Mechanics · Physics 2016-10-25 Ignacio Martinez , Artyom Petrosyan , David Guéry-Odelin , Emmanuel Trizac , Sergio Ciliberto

Maximal repetition of a string is the maximal length of a repeated substring. This paper investigates maximal repetition of strings drawn from stochastic processes. Strengthening previous results, two new bounds for the almost sure growth…

Information Theory · Computer Science 2020-03-11 Łukasz Dębowski

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

Statistical Mechanics · Physics 2014-02-04 Xavier Durang , Malte Henkel , Hyunggyu Park

Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…

Machine Learning · Computer Science 2018-09-25 Yanjun Han , Jiantao Jiao , Chuan-Zheng Lee , Tsachy Weissman , Yihong Wu , Tiancheng Yu

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Quantum Physics · Physics 2010-05-17 J. P. Badiali

We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…

Chaotic Dynamics · Physics 2007-05-23 E. G. Altmann , E. C. da Silva , I. L. Caldas

It is by now well known that the Boltzmann-Gibbs (BG) entropy $S_{BG}=-k\sum_{i=1}^W p_i \ln p_i$ can be usefully generalized into the entropy $S_q=k (1-\sum_{i=1}^Wp_i^{q}) / (q-1)$ ($q\in \mathcal{R}; S_1=S_{BG}$). Microscopic dynamics…

Statistical Mechanics · Physics 2009-11-10 Giorgos-Artemios Tsekouras , Constantino Tsallis

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski