Quantum models improve data generation from noisy quantum processors.
problem Creating complex probability distributions from limited data.
method Quantum-noise-driven generative diffusion models.
result Quantum noise can be harnessed to generate more complex distributions efficiently.
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.
SSDMs generate quantum states directly, outperforming classical methods.
problem Generating pure-state quantum representations efficiently.
method Score-based generative model on complex projective manifold.
result SSDMs match target pure-state ensembles by orders of magnitude.
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers-Moyal expansion, and this provides useful tools to under…
Diffusion maps help learn complex quantum phase transitions from data.
problem Learning quantum phase transitions from experimental data is challenging.
method Diffusion maps for nonlinear dimensionality reduction and spectral clustering.
result Diffusion maps can learn complex phase transitions unsupervised.
Study quantum diffusion on spectral triples and spinor bundles.
problem Characterize quantum diffusion on almost commutative spectral triples.
method Spin geometry, C *-Dirichlet forms, quantum stochastic flows.
result Existence of covariant quantum stochastic flows on spinor bundles.
Paper introduces a new deep-learning method for quantum mechanics.
problem Simulating time-evolving Schrödinger equations efficiently.
method Generative diffusion models and stochastic mechanics.
result Significantly lower computational complexity compared to existing methods.
The paper compares PINN methods for solving drift-diffusion equations on metric graphs.
problem Solving drift-diffusion equations on metric graphs using machine learning.
method Comparison of physics-informed neural networks (PINNs) for solving drift-diffusion equations on metric graphs.
result PINNs offer a flexible and versatile tool for solving parameter identification or optimization problems on metric graphs.
Quantum field theory connects Riemannian geometry to quantum fluctuations.
problem Generating Riemannian structures from quantum fluctuations.
method QFT approach to Riemannian Geometry, focusing on Ricci curvature.
result Ricci curvature is crucial in generating Riemannian structures.
A new diffusion model uses efficient conditional estimators for discrete data.
problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum Fokker-Planck equations, that arise from this general framework, are derived usi…
In this paper, we establish a link between quantum stochastic processes, and nonlocal diffusions. We demonstrate how the non-commutative Black-Scholes equation of Accardi & Boukas (Luigi Accardi, Andreas Boukas, 'The Quantum Black-Scholes Equation', Jun 2007, available at arXiv:0706.1300v1) can be written in integral f…
We present an agent behavior based microscopic model that induces jumps, spikes and high volatility phases in the price process of a traded asset. We transfer dynamics of thermally activated jumps of an unexcited/ excited two state system discussed in the context of quantum mechanics to agent socio-economic behavior an…
New metrics improve quantum ensemble learning efficiency and power.
problem Quantum ensembles' distances poorly understood due to measurement constraints.
method Introduce MMD-k hierarchy of integral probability metrics for quantum ensembles. result MMD-k requires fewer samples for full discriminative power at higher k. New algorithms improve MCMC efficiency for complex distributions.
problem High variance and low effective sample size in MCMC samplers.
method Antithetic Riemannian Manifold and Quantum-Inspired Hamiltonian Monte Carlo.
result Improved effective sample size and variance reduction.
GDB bridges geometric states with improved accuracy and generality.
problem Challenges in predicting geometric state evolution in complex systems.
method Geometric Diffusion Bridge (GDB) framework using equivariant diffusion bridges.
result GDB surpasses existing methods in accurately bridging geometric states.
Quantum algorithms for financial derivatives and credit risk.
problem Estimating credit risk and option pricing in realistic financial models.
method Developed a regime switching volatility model for financial markets, using a Markov chain to determine volatility parameters.
result Quantum algorithms can be applied to realistic financial models, bringing quantum computing closer to practical applications.
Paper develops security model and pricing for stable digital currency in quantum blockchain network.
problem Securing and pricing stable digital currency in a quantum blockchain network.
method Developed a block-based quantum channel networking technology and a FinTech platform model with dynamic pricing.
result Established a generalized IoB security model using quantum channel networking and QKD.
The financial market entropy is modeled using open quantum systems.
problem Understanding entropy in financial market dynamics.
method Using Open Quantum Systems to model entropy gain in financial markets.
result Interesting non-classical results generated by relaxing assumptions.
The paper shows how to construct non-Gaussian Martingales using hyperbolic diffusion.
problem The challenge of modeling extreme financial events.
method Constructing Martingale processes with Cauchy distribution in the large volatility limit.
result Financial justification for using non-Gaussian distributions in modeling extreme events.
Quantum computers can simulate flow models efficiently.
problem Efficiently simulating continuous flow models on quantum computers.
method Relating flow models to the Schrödinger equation and proving efficient Hamiltonian simulation.
result Quantum computers can prepare qsamples for flow models efficiently.
We solve a Schrödinger bridge with a quadratic state cost, finding a closed-form solution.
problem Optimizing diffusion processes between given distributions.
method Regularized Schrödinger bridge with a quadratic state cost.
result Closed-form solution for the Markov kernel of the regularized Schrödinger bridge.
Quantum walk model captures asymmetry and bimodality in long-term financial returns.
problem Inadequate classical models for long-term financial return distributions.
method Discrete-time quantum walk model.
result Captures bimodal and asymmetric probability distributions.
Kernel method approximates dynamical operators from data.
problem Estimating eigenfunctions of dynamical operators from data.
method Kernel-based approach in reproducing kernel Hilbert spaces.
result Eigenfunctions estimated via matrix eigenvalue problems.
Quantum time evolution exhibits rich physics, attributable to the interplay between the density and phase of a wave function. However, unlike classical heat diffusion, the wave nature of quantum mechanics has not yet been extensively explored in modern data analysis. We propose that the Laplace transform of quantum tra…
Quantum theory reinterprets financial pricing by focusing on observable price transitions.
problem Traditional financial models rely on latent variables; this paper proposes a new observable approach.
method Shift operators, spectral calculus, and Lindblad semigroups are used to define observable frequency operators and convolution generators.
result The framework leads to a nonlocal pricing equation that converges to classical Black-Scholes-Merton under small mesh limits.
Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic processes (Lescot-Zambrini, Progress in Probability, vols 58 and 59). More recentl…
Quantum computing speeds up analysis of financial stochastic processes.
problem Challenging simulation and analysis of continuous time stochastic processes.
method Established a quantum framework for efficient state preparation and information extraction.
result Extraction of path-dependent and history-sensitive information from stochastic processes efficiently.
New method improves sampling from high-dimensional target densities.
problem Sampling from high-dimensional target densities using Monte Carlo algorithms.
method Extends Metropolis-Adjusted Langevin Diffusion algorithm with random precondition matrix modeling.
result Significantly improves performance and computational efficiency over standard MCMC methods.
Quantum machine learns faster by reverse annealing on AQCs.
problem Training RBMs on AQCs is hard due to low qubit connectivity.
method Embedding RBM nodes to virtual qubits, semantic quantum search, reverse annealing schedule.
result Reverse annealing accelerates RBM training and improves reconstruction scores.
This study connects financial volatility to quantum mechanics on hyperbolic manifolds.
problem Deriving a geometric interpretation of financial volatility.
method Mapping financial pricing to quantum Hamiltonians via transformations.
result Financial volatility is a diffusion process on a hyperbolic manifold.
In this paper we compare two classical one-factor diffusion models which are used to model the term structure of interest rates. One of them is based on the Wiener-Bachelier process while the second one is based on the Ornstein-Uhlenbeck process. We show essential differences between the prices of European call options…
New method for sampling from multivariate distributions using optimal control and quantum mechanics.
problem Sampling from continuous multivariate probability distributions efficiently and accurately.
method Harmonic Path Integral Diffusion (H-PID) framework, formulated as a Stochastic Optimal Control problem.
result Efficient sampling algorithms without neural networks, revealing dynamic phase transitions.
A new method uses trivialized momentum to generate data on Lie groups.
problem Generating data on Lie groups with high fidelity and efficiency.
method Introducing an auxiliary momentum variable that stays in a fixed vector space, and using a manifold preserving integrator.
result Achieves state-of-the-art performance on protein and RNA torsion angle generation and high-dimensional Lie groups.
Schrödinger bridge solved with Weyl calculus for quadratic state cost.
problem Optimal control policy to steer joint state statistics.
method Weyl calculus in quantum mechanics for reaction-diffusion PDEs.
result Explicit Markov kernel for quadratic state cost found.
FlowMM models stable crystal structures efficiently.
problem Predicting and proposing stable crystalline structures.
method Riemannian Flow Matching generalized to crystal symmetries.
result 3x more efficient at finding stable materials.
We show how effective-potential path-integrals methods, stemming on a simple and nice idea originally due to Feynman and successfully employed in Physics for a variety of quantum thermodynamics applications, can be used to develop an accurate and easy-to-compute semi-analytical approximation of transition probabilities…
We propose the Lanczos network (LanczosNet), which uses the Lanczos algorithm to construct low rank approximations of the graph Laplacian for graph convolution. Relying on the tridiagonal decomposition of the Lanczos algorithm, we not only efficiently exploit multi-scale information via fast approximated computation of…
Quantum ML promises faster data analysis but faces trainability challenges.
problem Challenges in training quantum machine learning models.
method Review of current methods and applications of quantum neural networks and quantum deep learning.
result Opportunities for quantum advantage in quantum machine learning.
QGAA learns latent quantum states, reducing errors in quantum data generation.
problem Learning latent representations for quantum data generation.
method Quantum Generative Adversarial Autoencoder (QGAA) combining QAE and QGAN.
result Average errors in energies for H2 and LiH are 0.02 Ha and 0.06 Ha respectively, demonstrating QGAA's potential.
Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter γ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1- GARCH, and 3/2 - the 3/2 model. Some other models were discovered in \cite{Labordere2009…
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.
Quantum Earth Mover's distance improves stability and efficiency in quantum learning.
problem Quantum learning's loss landscapes often lead to poor local minima and gradients.
method Introduced the quantum Earth Mover's (EM) distance and proposed a quantum Wasserstein generative adversarial network (qWGAN).
result The quantum EM distance makes quantum learning more stable and efficient.
Quantum Gaussian processes enable scalable quantum learning.
problem Lack of simple, interpretable, scalable learning frameworks for quantum data.
method Bayesian framework using Gaussian processes with quantum kernels.
result Provable and scalable quantum Gaussian processes for quantum learning.
Quantum machine learning models can approximate any continuous function.
problem Theoretical understanding of quantum feature maps in machine learning.
method Proving universal approximation property of quantum machine learning models in quantum-enhanced feature spaces.
result Quantum machine learning models are universal approximators of continuous functions.
Quantum autoencoders allow for reducing the amount of resources in a quantum computation by mapping the original Hilbert space onto a reduced space with the relevant information. Recently, it was proposed to employ approximate quantum adders to implement quantum autoencoders in quantum technologies. Here, we carry out …
Introduces Quantum Data Center for quantum era benefits.
problem No specific problem stated; focuses on future potential.
method Combines QRAM and quantum networks.
result QDC offers efficiency, security, and precision.
We define quantum exterior product wedge_h and quantum exterior differential d_h on Poisson manifolds, of which symplectic manifolds are an important class of examples. Quantum de Rham cohomology is defined as the cohomology of d_h. We also define quantum Dolbeault cohomology. Quantum hard Lefschetz theorem is proved. …