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Modeling joint probability distributions is an important task in a wide variety of fields. One popular technique for this employs a family of multivariate distributions with uniform marginals called copulas. While the theory of modeling…

Quantum Monte Carlo integration (QMCI) provides a quadratic speed-up over its classical counterpart, and its applications have been investigated in various fields, including finance. This paper considers its application to risk aggregation,…

Quantum Physics · Physics 2025-01-15 Hitomi Mori , Koichi Miyamoto

Modern quantitative risk management relies on an adequate modeling of the tail dependence and a possibly accurate quantification of risk measures, like Value at Risk (VaR), at high confidence levels like 1 in 100 or even 1 in 2000. Quantum…

Methodology · Statistics 2020-03-10 Janusz Milek

The quantum circuit Born machine (QCBM) is a quantum physics inspired implicit generative model naturally suitable for learning binary images, with a potential advantage of modeling discrete distributions that are hard to simulate…

Quantum Physics · Physics 2022-11-21 Pengyuan Zhai

Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical…

Methodology · Statistics 2022-08-22 Thomas Nagler , Thibault Vatter

Quantum Circuit Born Machines (QCBMs) are powerful quantum generative models that sample according to the Born rule, with complexity-theoretic evidence suggesting potential quantum advantages for generative tasks. Here, we identify QCBMs as…

Trapped ions are among the leading candidates for quantum computing technologies. Interfacing ion qubits in separate traps and interfacing ion qubits with superconducting qubits are two of the many challenges to scale up quantum computers.…

Quantum Physics · Physics 2021-06-01 Noah Van Horne , Manas Mukherjee

Trapped ions are among the most promising systems for practical quantum computing (QC). The basic requirements for universal QC have all been demonstrated with ions and quantum algorithms using few-ion-qubit systems have been implemented.…

Quantum Physics · Physics 2019-12-03 Colin D. Bruzewicz , John Chiaverini , Robert McConnell , Jeremy M. Sage

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Clinical and genomic models are both used to predict breast cancer outcomes, but they are often combined using simple linear rules that do not account for how their risk scores relate, especially at the extremes. Using the METABRIC breast…

Machine Learning · Computer Science 2025-11-25 Agnideep Aich , Sameera Hewage , Md Monzur Murshed

Quantum data loading plays a central role in quantum algorithms and quantum information processing. Many quantum algorithms hinge on the ability to prepare arbitrary superposition states as a subroutine, with claims of exponential speedups…

Quantum Physics · Physics 2025-09-25 Chun-Tse Li , Hao-Chung Cheng

In the paper, we use and investigate copulas models to represent multivariate dependence in financial time series. We propose the algorithm of risk measure computation using copula models. Using the optimal mean-$CVaR$ portfolio we compute…

Risk Management · Quantitative Finance 2017-07-13 Mikhail Semenov , Daulet Smagulov

Continuous-variable quantum computing utilizes continuous parameters of a quantum system to encode information, promising efficient solutions to complex problems. Trapped-ion systems provide a robust platform with long coherence times and…

Although several models have been proposed towards assisting machine learning (ML) tasks with quantum computers, a direct comparison of the expressive power and efficiency of classical versus quantum models for datasets originating from…

Quantum Physics · Physics 2020-01-09 Javier Alcazar , Vicente Leyton-Ortega , Alejandro Perdomo-Ortiz

The notion of universal quantum computation can be generalized to multi-level qudits, which offer advantages in resource usage and algorithmic efficiencies. Trapped ions, which are pristine and well-controlled quantum systems, offer an…

Atomic Physics · Physics 2020-07-24 Pei Jiang Low , Brendan M. White , Andrew A. Cox , Matthew L. Day , Crystal Senko

Adiabatic quantum optimization has been proposed as a route to solve NP-complete problems, with a possible quantum speedup compared to classical algorithms. However, the precise role of quantum effects, such as entanglement, in these…

Quantum Gases · Physics 2015-06-23 Philipp Hauke , Lars Bonnes , Markus Heyl , Wolfgang Lechner

The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis , Dimitris Karlis

Trapped ions offer long coherence times and high fidelity, programmable quantum operations, making them a promising platform for quantum simulation of condensed matter systems, quantum dynamics, and problems related to high-energy physics.…

Quantum Physics · Physics 2024-09-09 Michael Foss-Feig , Guido Pagano , Andrew C. Potter , Norman Y. Yao

Various data modalities are common in real-world applications (e.g., electronic health records, medical images and clinical notes in healthcare). It is essential to develop multimodal learning methods to aggregate various information from…

Machine Learning · Computer Science 2025-11-06 Feng Wu , Tsai Hor Chan , Fuying Wang , Guosheng Yin , Lequan Yu

Quantum generative modeling, where the Born rule naturally defines probability distributions through measurement of parameterized quantum states, is a promising near-term application of quantum computing. We propose a Quantum Scrambling…

Quantum Physics · Physics 2026-02-20 Marcin Płodzień
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