71,905 research outputs found

    An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits

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    In this paper, we propose an information-theoretic exploration strategy for stochastic, discrete multi-armed bandits that achieves optimal regret. Our strategy is based on the value of information criterion. This criterion measures the trade-off between policy information and obtainable rewards. High amounts of policy information are associated with exploration-dominant searches of the space and yield high rewards. Low amounts of policy information favor the exploitation of existing knowledge. Information, in this criterion, is quantified by a parameter that can be varied during search. We demonstrate that a simulated-annealing-like update of this parameter, with a sufficiently fast cooling schedule, leads to an optimal regret that is logarithmic with respect to the number of episodes.Comment: Entrop

    Efficient generation of random multipartite entangled states using time optimal unitary operations

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    We review the generation of random pure states using a protocol of repeated two qubit gates. We study the dependence of the convergence to states with Haar multipartite entanglement distribution. We investigate the optimal generation of such states in terms of the physical (real) time needed to apply the protocol, instead of the gate complexity point of view used in other works. This physical time can be obtained, for a given Hamiltonian, within the theoretical framework offered by the quantum brachistochrone formalism. Using an anisotropic Heisenberg Hamiltonian as an example, we find that different optimal quantum gates arise according to the optimality point of view used in each case. We also study how the convergence to random entangled states depends on different entanglement measures.Comment: 5 pages, 2 figures. New title, improved explanation of the algorithm. To appear in Phys. Rev.

    Optimal two-qubit gate for generation of random bipartite entanglement

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    We numerically study protocols consisting of repeated applications of two qubit gates used for generating random pure states. A necessary number of steps needed in order to generate states displaying bipartite entanglement typical of random states is obtained. For generic two qubit entangling gate the decay rate of purity is found to scale as n\sim n and therefore of order n2\sim n^2 steps are necessary to reach random bipartite entanglement. We also numerically identify the optimal two qubit gate for which the convergence is the fastest. Perhaps surprisingly, applying the same good two qubit gate in addition to a random single qubit rotations at each step leads to a faster generation of entanglement than applying a random two qubit transformation at each step.Comment: 9 pages, 9 PS figures; published versio

    Hypersensitivity and chaos signatures in the quantum baker's maps

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    Classical chaotic systems are distinguished by their sensitive dependence on initial conditions. The absence of this property in quantum systems has lead to a number of proposals for perturbation-based characterizations of quantum chaos, including linear growth of entropy, exponential decay of fidelity, and hypersensitivity to perturbation. All of these accurately predict chaos in the classical limit, but it is not clear that they behave the same far from the classical realm. We investigate the dynamics of a family of quantizations of the baker's map, which range from a highly entangling unitary transformation to an essentially trivial shift map. Linear entropy growth and fidelity decay are exhibited by this entire family of maps, but hypersensitivity distinguishes between the simple dynamics of the trivial shift map and the more complicated dynamics of the other quantizations. This conclusion is supported by an analytical argument for short times and numerical evidence at later times.Comment: 32 pages, 6 figure

    Fractal-cluster theory and thermodynamic principles of the control and analysis for the self-organizing systems

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    The theory of resource distribution in self-organizing systems on the basis of the fractal-cluster method has been presented. This theory consists of two parts: determined and probable. The first part includes the static and dynamic criteria, the fractal-cluster dynamic equations which are based on the fractal-cluster correlations and Fibonacci's range characteristics. The second part of the one includes the foundations of the probable characteristics of the fractal-cluster system. This part includes the dynamic equations of the probable evolution of these systems. By using the numerical researches of these equations for the stationary case the random state field of the one in the phase space of the DD, HH, FF criteria have been obtained. For the socio-economical and biological systems this theory has been tested.Comment: 37 pages, 20 figures, 4 table

    An Information-Theoretic Test for Dependence with an Application to the Temporal Structure of Stock Returns

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    Information theory provides ideas for conceptualising information and measuring relationships between objects. It has found wide application in the sciences, but economics and finance have made surprisingly little use of it. We show that time series data can usefully be studied as information -- by noting the relationship between statistical redundancy and dependence, we are able to use the results of information theory to construct a test for joint dependence of random variables. The test is in the same spirit of those developed by Ryabko and Astola (2005, 2006b,a), but differs from these in that we add extra randomness to the original stochatic process. It uses data compression to estimate the entropy rate of a stochastic process, which allows it to measure dependence among sets of random variables, as opposed to the existing econometric literature that uses entropy and finds itself restricted to pairwise tests of dependence. We show how serial dependence may be detected in S&P500 and PSI20 stock returns over different sample periods and frequencies. We apply the test to synthetic data to judge its ability to recover known temporal dependence structures.Comment: 22 pages, 7 figure
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