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Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

A critical question for the field of quantum computing in the near future is whether quantum devices without error correction can perform a well-defined computational task beyond the capabilities of state-of-the-art classical computers,…

We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…

Quantum Physics · Physics 2025-04-07 Guneykan Ozgul , Xiantao Li , Mehrdad Mahdavi , Chunhao Wang

We address the problem related to the extraction of the information in the simulation of complex dynamics quantum computation. Here we present an example where important information can be extracted efficiently by means of quantum…

Quantum Physics · Physics 2015-06-26 G. Casati , S. Montangero

In this paper, we use open-source tools to perform quantum resource estimation to assess the requirements for industry-relevant quantum computation. Our analysis uses the problem of industrial shift scheduling in manufacturing and the…

Quantum Physics · Physics 2024-08-06 Anna M. Krol , Marvin Erdmann , Ewan Munro , Andre Luckow , Zaid Al-Ars

Accurate methods of assessing the performance of quantum gates are extremely important. Quantum process tomography and randomized benchmarking are the current favored methods. Quantum process tomography gives detailed information, but…

Quantum Physics · Physics 2014-05-08 Austin G. Fowler , D. Sank , J. Kelly , R. Barends , John M. Martinis

This paper outlines, and through stylized examples evaluates a novel and highly effective computational technique in quantitative finance. Empirical Risk Minimization (ERM) and neural networks are key to this approach. Powerful open source…

Computational Finance · Quantitative Finance 2022-05-11 A. Max Reppen , H. Mete Soner , Valentin Tissot-Daguette

Nonequilibrium time evolution of large quantum systems is a strong candidate for quantum advantage. Variational quantum algorithms have been put forward for this task, but their quantum optimization routines suffer from trainability and…

Quantum Physics · Physics 2024-07-12 Refik Mansuroglu , Felix Fischer , Michael J. Hartmann

In recent times, Variational Quantum Circuits (VQC) have been widely adopted to different tasks in machine learning such as Combinatorial Optimization and Supervised Learning. With the growing interest, it is pertinent to study the…

Quantum Physics · Physics 2022-12-13 Dheeraj Peddireddy , Vipul Bansal , Vaneet Aggarwal

Quantum reservoir computing has emerged as a promising paradigm for harnessing quantum systems to process temporal data efficiently by bypassing the costly training of gradient-based learning methods. Here, we demonstrate the capability of…

Quantum Physics · Physics 2026-03-20 Qingyu Li , Chiranjib Mukhopadhyay , Ludovico Minati , Abolfazl Bayat

The Quantum Computer Condition (QCC) provides a rigorous and completely general framework for carrying out analyses of questions pertaining to fault-tolerance in quantum computers. In this paper we apply the QCC to the problem of…

Quantum Physics · Physics 2007-05-23 Gerald Gilbert , Michael Hamrick , F. Javier Thayer , Yaakov S. Weinstein

We investigate prepare-and-measure scenarios in which a sender and a receiver use entanglement to send quantum information over a channel with limited capacity. We formalise this framework, identify its basic properties and provide…

Quantum Physics · Physics 2026-04-07 Elna Svegborn , Jef Pauwels , Armin Tavakoli

Reservoir computing is a form of machine learning that utilizes nonlinear dynamical systems to perform complex tasks in a cost-effective manner when compared to typical neural networks. Many recent advancements in reservoir computing, in…

Machine Learning · Computer Science 2025-04-03 Peter J. Ehlers , Hendra I. Nurdin , Daniel Soh

The First Passage Time (FPT) is the time taken for a stochastic process to reach a desired threshold. In this letter we address the FPT of the stochastic measurement current in the case of continuously measured quantum systems. Our approach…

Quantum Physics · Physics 2024-08-08 Michael J. Kewming , Anthony Kiely , Steve Campbell , Gabriel T. Landi

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

We consider the problem of estimating the expected outcomes of Monte Carlo processes whose outputs are described by multidimensional random variables. We tightly characterize the quantum query complexity of this problem for various choices…

Quantum Physics · Physics 2021-07-09 Arjan Cornelissen , Sofiene Jerbi

Perturbation theory is an important technique for reducing computational cost and providing physical insights in simulating quantum systems with classical computers. Here, we provide a quantum algorithm to obtain perturbative energies on…

Quantum Physics · Physics 2023-05-17 Kosuke Mitarai , Kiichiro Toyoizumi , Wataru Mizukami

We study a classical model for the accumulation of errors in multi-qubit quantum computations. By modeling the error process in a quantum computation using two coupled Markov chains, we are able to capture a weak form of time-dependency…

Quantum Physics · Physics 2021-04-26 Long Ma , Jaron Sanders

Combinatorial optimization problems are considered to be an application, where quantum computing can have transformative impact. In the industrial context, job shop scheduling problems that aim at finding the optimal schedule for a set of…

Quantum Physics · Physics 2025-02-12 Mathias Schmid , Sarah Braun , Rudolf Sollacher , Michael J. Hartmann

Quantum advantage, benchmarking the computational power of quantum machines outperforming all classical computers in a specific task, represents a crucial milestone in developing quantum computers and has been driving different physical…

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