71,905 research outputs found
An Analysis of the Value of Information when Exploring Stochastic, Discrete Multi-Armed Bandits
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
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
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 and therefore of order 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
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
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 , , 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
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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