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The aim of this paper is to study the optimal investment problem by using coherent acceptability indices (CAIs) as a tool to measure the portfolio performance. We call this problem the acceptability maximization. First, we study the…

Mathematical Finance · Quantitative Finance 2020-12-23 Gabriela Kováčová , Birgit Rudloff , Igor Cialenco

Phase estimation plays a central role in communications, sensing, and information processing. Quantum correlated states, such as squeezed states, enable phase estimation beyond the shot-noise limit, and in principle approach the ultimate…

Quantum Physics · Physics 2024-09-25 M. A. Rodríguez-García , F. E. Becerra

This work considers the theory underlying a discrete-time quantum filter recently used in a quantum feedback experiment. It proves that this filter taking into account decoherence and measurement errors is optimal and stable. We present the…

Mathematical Physics · Physics 2011-09-28 Abhinav Somaraju , Igor Dotsenko , Clement Sayrin , Pierre Rouchon

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

Markov chain Monte Carlo algorithms have important applications in counting problems and in machine learning problems, settings that involve estimating quantities that are difficult to compute exactly. How much can quantum computers speed…

Quantum Physics · Physics 2020-02-10 Aram W. Harrow , Annie Y. Wei

We present strictly efficient schemes for scalable measurement-based quantum computing using continuous-variable systems: These schemes are based on suitable non-Gaussian resource states, ones that can be prepared using interactions of…

Quantum Physics · Physics 2013-05-30 Matthias Ohliger , Jens Eisert

The resources required to characterise the dynamics of engineered quantum systems-such as quantum computers and quantum sensors-grow exponentially with system size. Here we adapt techniques from compressive sensing to exponentially reduce…

Quantum Physics · Physics 2011-04-19 A. Shabani , R. L. Kosut , M. Mohseni , H. Rabitz , M. A. Broome , M. P. Almeida , A. Fedrizzi , A. G. White

We propose an adaptive quantum algorithm to prepare accurate variational time evolved wave functions. The method is based on the projected Variational Quantum Dynamics (pVQD) algorithm, that performs a global optimization with linear…

Quantum Physics · Physics 2025-02-20 David Linteau , Stefano Barison , Netanel Lindner , Giuseppe Carleo

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

The problem of state tracking with active observation control is considered for a system modeled by a discrete-time, finite-state Markov chain observed through conditionally Gaussian measurement vectors. The measurement model statistics are…

Systems and Control · Computer Science 2015-06-18 Daphney-Stavroula Zois , Marco Levorato , Urbashi Mitra

We consider the general problem of estimating an unknown control parameter of an open quantum system. We establish a direct relation between the evolution of both system and environment and the precision with which the parameter can be…

Quantum Physics · Physics 2016-02-10 Katarzyna Macieszczak , Madalin Guta , Igor Lesanovsky , Juan P. Garrahan

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

Quantum Physics · Physics 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini

Stabilizing control synthesis is one of the central subjects in control theory and engineering, and it always has to deal with unavoidable uncertainties in practice. In this study, we propose an adaptive parameter tuning algorithm for…

Optimization and Control · Mathematics 2022-02-10 Shoju Enami , Kentaro Ohki

We discuss an efficient numerical scheme for the recursive filtering of diffusive quantum stochastic master equations. We show that the resultant quantum trajectory is robust and may be used for feedback based on inefficient measurements.…

Quantum Physics · Physics 2015-04-20 Pierre Rouchon , Jason F. Ralph

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

In this work, we consider the problem of online (real-time, single-shot) estimation of static or slow-varying parameters along quantum trajectories in quantum dynamical systems. Based on the measurement signal of a continuously-monitored…

Quantum Physics · Physics 2024-06-19 Henrik Glavind Clausen , Pierre Rouchon , Rafal Wisniewski

Quantum parameter estimation is central to many fields such as quantum computation, communications and metrology. Optimal estimation theory has been instrumental in achieving the best accuracy in quantum parameter estimation, which is…

Quantum Physics · Physics 2015-06-18 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

We present a variational algorithm for fault tolerant quantum computing to solve a system of linear equations which directly maximises the parameters of the target fidelity. This so-called measurement test algorithm can be applied to any…

Quantum Physics · Physics 2026-04-30 Alain Giresse Tene , Thomas Konrad

We present an algorithm for measurement of $k$-local operators in a quantum state, which scales logarithmically both in the system size and the output accuracy. The key ingredients of the algorithm are a digital representation of the…

Quantum Physics · Physics 2018-10-16 Apoorva Patel , Anjani Priyadarsini