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Atithi Acharya

Publications and source records attributed to Atithi Acharya.

18 recordsLinked to original sources

Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching

We develop a global framework for joint S&P 500 (SPX)-VIX smile calibration across multiple maturities without the conditional-independence restriction induced by Markovian stitching. Exact local and global feasibility are equivalent: every globally feasible law has a block-preserving SPX-Markovization that leaves each monthly $(S_i,V_i,S_{i+1})$ law unchanged. Nevertheless, stitched laws can form a strict subset of globally feasible path laws because Markovization discards dependence on earlier history beyond the current SPX level. Adjacent smiles therefore cannot identify this dependence, and laws with identical monthly calibrations can price multi-period claims differently. Under the standard Markov reference, relative entropy selects the stitched minimum-information completion; non-Markov dependence requires cross-period information, an appropriate objective, or a history-dependent prior. For finite discretizations, we introduce an augmented-Bregman mirror-descent scheme. It preserves the fit to observable quote moments while controlling martingale and dispersion residuals. In a controlled infeasible affine system, this split keeps prescribed marginals about $25$ times tighter than cyclic row projection by exposing the discrepancy in the conditional rows. An exact finite-state example verifies block preservation and exhibits material cross-period price changes after Markovization. On smoothed SPX and VIX surfaces, numerical calculations illustrate a finite-budget penalty path: the worst fitted-smile error remains below $0.70$ volatility points across the reported sweep while the bulk conditional diagnostics improve substantially.

q-fin.CP

Faster Algorithms for Multimarginal Optimal Transport

We study algorithms for approximating the multimarginal optimal transport (MOT) distance, a generalization of the classic optimal transport distance, between $m$ discrete probability distributions each supported on at most $n$ points. We give a classical algorithm that computes a coupling between these marginals whose expected transportation cost is within an additive $\varepsilon > 0$ of the MOT distance in time $O(m^2 n^m \varepsilon^{-1}\mathrm{polylog}(m,n,\varepsilon^{-1}))$. This is, to our knowledge, the first bound for general MOT problems with simultaneous linear dependence on the dimension $n^m$ and on the accuracy parameter $\varepsilon^{-1}$, improving the prior state of the art. On the quantum side, we give two algorithms that achieve speedups in dimension, though with worse accuracy dependence than classical approaches. First, we construct a quantum projected subgradient method for estimating the MOT distance within an additive $\varepsilon >0$ with runtime $O( m^3 n^{\frac{m}{2}+1} \varepsilon^{-2} \mathrm{polylog}(m,n,\varepsilon^{-1}))$. This algorithm works with the linear programming dual of the MOT problem, and does not return a coupling. We also give a quantum multimarginal Sinkhorn algorithm for entropy-regularized MOT. This algorithm returns an implicit description of an approximately optimal coupling with runtime $O(m^8n^{\frac{m+1}{2}} \varepsilon^{-5} \mathrm{polylog}(m,n,\varepsilon^{-1})))$ after the usual reduction from entropic MOT to unregularized MOT. We also record query lower bounds: for any precision $\varepsilon<1/2$, randomized classical algorithms require $\Omega(n^m/(1+\varepsilon n))$ queries and quantum algorithms require $\Omega(\sqrt{n^m/(1+\varepsilon n)})$ queries.

quant-ph

Quantum Speedups for Group Relaxations of Integer Linear Programs

Integer Linear Programs (ILPs) are a flexible and ubiquitous model for discrete optimization problems. Solving ILPs is \textsf{NP-Hard} yet of great practical importance. Super-quadratic quantum speedups for ILPs have been difficult to obtain because classical algorithms for many-constraint ILPs are global and exhaustive, whereas quantum frameworks that offer super-quadratic speedup exploit local structure of the objective and feasible set. We address this via quantum algorithms for Gomory's group relaxation. The group relaxation of an ILP is obtained by dropping nonnegativity on variables that are positive in the optimal solution of the linear programming (LP) relaxation, while retaining integrality of the decision variables. We present a competitive feasibility-preserving classical local-search algorithm for the group relaxation, and a corresponding quantum algorithm that, under reasonable technical conditions, achieves a super-quadratic speedup. When the group relaxation satisfies a nondegeneracy condition analogous to, but stronger than, LP non-degeneracy, our approach yields the optimal solution to the original ILP. Otherwise, the group relaxation tightens bounds on the optimal objective value of the ILP, and can improve downstream branch-and-cut by reducing the integrality gap; we numerically observe this on several practically relevant ILPs. To achieve these results, we derive efficiently constructible constraint-preserving mixers for the group relaxation with favorable spectral properties, which are of independent interest.

quant-ph

Reading Qubits with Sequential Weak Measurements: Limits of Information Extraction

Quantum information processing and computation requires high accuracy qubit configuration readout. In many practical schemes, the initial qubit configuration has to be inferred from readout that is a time-dependent weak measurement record. However, a combination of the measurement scheme and intrinsic dynamics can end up scrambling the initial state and lose information irretrievably. Here, we study the information physics of quantum trajectories based on weak measurements in order to address the optimal achievable performance in qubit configuration readout for two realistic models of single qubit readout: (i) Model I is informationally complete, but without intrinsic dynamics; (ii) Model II is informationally incomplete weak measurements with intrinsic dynamics. We first use mutual information to characterize how much intrinsic information about the initial state is encoded in the measurement record. Using a fixed discrete time-step formulation, we compute the mutual information while varying the measurement strength, duration of measurement record, and the relative strength of intrinsic dynamics in our measurement schemes. We also exploit the emergence of continuum scaling and the Stochastic Master Equation in the weak measurement limit. We develop an asymptotic expansion in the measurement efficiency parameter to calculate mutual information, which captures qualitative and quantitative features of the numerical data. The bounds on information extraction are manifested as plateaux in mutual information, our analysis obtains these bounds and also optimal duration of measurement required to saturate them. Our results should be useful both for quantum device operation and optimization and also, possibly, for improving the performance of recent machine learning approaches for qubit and multiqubit configuration readout in current Noisy Intermediate-Scale Quantum (NISQ) experiment regimes.

quant-ph

Certified randomness using a trapped-ion quantum processor

While quantum computers have the potential to perform a wide range of practically important tasks beyond the capabilities of classical computers, realizing this potential remains a challenge. One such task is to use an untrusted remote device to generate random bits that can be certified to contain a certain amount of entropy. Certified randomness has many applications but is fundamentally impossible to achieve solely by classical computation. In this work, we demonstrate the generation of certifiably random bits using the 56-qubit Quantinuum H2-1 trapped-ion quantum computer accessed over the internet. Our protocol leverages the classical hardness of recent random circuit sampling demonstrations: a client generates quantum "challenge" circuits using a small randomness seed, sends them to an untrusted quantum server to execute, and verifies the server's results. We analyze the security of our protocol against a restricted class of realistic near-term adversaries. Using classical verification with measured combined sustained performance of $1.1\times10^{18}$ floating-point operations per second across multiple supercomputers, we certify $71,313$ bits of entropy under this restricted adversary and additional assumptions. Our results demonstrate a step towards the practical applicability of today's quantum computers.

quant-ph

qReduMIS: A Quantum-Informed Reduction Algorithm for the Maximum Independent Set Problem

We propose and implement a quantum-informed reduction algorithm for the maximum independent set problem that integrates classical kernelization techniques with information extracted from quantum devices. Our larger framework consists of dedicated application, algorithm, and hardware layers, and easily generalizes to the maximum weight independent set problem. In this hybrid quantum-classical framework, which we call qReduMIS, the quantum computer is used as a co-processor to inform classical reduction logic about frozen vertices that are likely (or unlikely) to be in large independent sets, thereby opening up the reduction space after removal of targeted subgraphs. We systematically assess the performance of qReduMIS based on experiments with up to 231 qubits run on Rydberg quantum hardware available through Amazon Braket. Our experiments show that qReduMIS can help address fundamental performance limitations faced by a broad set of (quantum) solvers including Rydberg quantum devices. We outline implementations of qReduMIS with alternative platforms, such as superconducting qubits or trapped ions, and we discuss potential future extensions.

quant-ph

Tensor networks for quantum computing

In the rapidly evolving field of quantum computing, tensor networks serve as an important tool due to their multifaceted utility. In this paper, we review the diverse applications of tensor networks and show that they are an important instrument for quantum computing. Specifically, we summarize the application of tensor networks in various domains of quantum computing, including simulation of quantum computation, quantum circuit synthesis, quantum error correction and mitigation, and quantum machine learning. Finally, we provide an outlook on the opportunities and the challenges of the tensor-network techniques.

quant-ph

Quantum Compilation Toolkit for Rydberg Atom Arrays with Implications for Problem Hardness and Quantum Speedups

We propose and implement a comprehensive quantum compilation toolkit for solving the maximum independent set (MIS) problem on quantum hardware based on Rydberg atom arrays. Our end-to-end pipeline involves three core components to efficiently map generic MIS instances onto Rydberg arrays with unit-disk connectivity, with modules for graph reduction, hardware compatibility checks, and graph embedding. The first module (reducer) provides hardware-agnostic and deterministic reduction logic that iteratively reduces the problem size via lazy clique removals. We find that real-world networks can typically be reduced by orders of magnitude on sub-second time scales, thus significantly cutting down the eventual load for quantum devices. Moreover, we show that reduction techniques may be an important tool in the ongoing search for potential quantum speedups, given their ability to identify hard problem instances. In particular, for Rydberg-native MIS instances, we observe signatures of an easy-hard-easy transition and quantify a critical degree indicating the onset of a hard problem regime. The second module (compatibility checker) implements a hardware compatibility checker that quickly determines whether or not a given input graph may be compatible with the restrictions imposed by Rydberg quantum hardware. The third module (embedder) describes hardware-efficient graph embedding routines to generate (approximate) encodings with controllable overhead and optimized ancilla placements. We exemplify our pipeline with experiments run on the QuEra Aquila device available on Amazon Braket. In aggregate, our work provides a set of tools that extends the class of problems that can be tackled with near-term Rydberg atom arrays.

quant-ph

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing

Industrially relevant constrained optimization problems, such as portfolio optimization and portfolio rebalancing, are often intractable or difficult to solve exactly. In this work, we propose and benchmark a decomposition pipeline targeting portfolio optimization and rebalancing problems with constraints. The pipeline decomposes the optimization problem into constrained subproblems, which are then solved separately and aggregated to give a final result. Our pipeline includes three main components: preprocessing of correlation matrices based on random matrix theory, modified spectral clustering based on Newman's algorithm, and risk rebalancing. Our empirical results show that our pipeline consistently decomposes real-world portfolio optimization problems into subproblems with a size reduction of approximately 80%. Since subproblems are then solved independently, our pipeline drastically reduces the total computation time for state-of-the-art solvers. Moreover, by decomposing large problems into several smaller subproblems, the pipeline enables the use of near-term quantum devices as solvers, providing a path toward practical utility of quantum computers in portfolio optimization.

math.OC

Fixed-point Grover Adaptive Search for Quadratic Binary Optimization Problems

We study a Grover-type method for Quadratic Unconstrained Binary Optimization (QUBO) problems. For an $n$-dimensional QUBO problem with $m$ nonzero terms, we construct a marker oracle for such problems with a tuneable parameter, $\Lambda \in \left[ 1, m \right] \cap \mathbb{Z}$. At $d \in \mathbb{Z}_+$ precision, the oracle uses $O (n + \Lambda d)$ qubits, has total depth of $O \left( \tfrac{m}{\Lambda} \log_2 (n) + \log_2 (d) \right)$, and non-Clifford depth of $O \left( \tfrac{m}{\Lambda} \right)$. Moreover, each qubit required to be connected to at most $O \left( \log_2 (\Lambda + d) \right)$ other qubits. In the case of a maximum graph cuts, as $d = 2 \left\lceil \log_2 (n) \right\rceil$ always suffices, the depth of the marker oracle can be made as shallow as $O (\log_2 (n))$. For all values of $\Lambda$, the non-Clifford gate count of these oracles is strictly lower (at least by a factor of $\sim 2$) than previous constructions. Furthermore, we introduce a novel \textit{Fixed-point Grover Adaptive Search for QUBO Problems}, using our oracle design and a hybrid Fixed-point Grover Search, motivated by the works of Boyer et al. and Li et al. This method has better performance guarantees than previous Grover Adaptive Search methods. Some of our results are novel and useful for any method based on Fixed-point Grover Search. Finally, we give a heuristic argument that, with high probability and in $O \left( \tfrac{\log_2 (n)}{\sqrt{\epsilon}} \right)$ time, this adaptive method finds a configuration that is among the best $\epsilon 2^n$ ones.

quant-ph

Learning the eigenstructure of quantum dynamics using classical shadows

Learning dynamics from repeated observation of the time evolution of an open quantum system, namely, the problem of quantum process tomography is an important task. This task is difficult in general, but, with some additional constraints could be tractable. This motivates us to look at the problem of Lindblad operator discovery from observations. We point out that for moderate size Hilbert spaces, low Kraus rank of the channel, and short time steps, the eigenvalues of the Choi matrix corresponding to the channel have a special structure. We use the least-square method for the estimation of a channel where, for fixed inputs, we estimate the outputs by classical shadows. The resultant noisy estimate of the channel can then be denoised by diagonalizing the nominal Choi matrix, truncating some eigenvalues, and altering it to a genuine Choi matrix. This processed Choi matrix is then compared to the original one. We see that as the number of samples increases, our reconstruction becomes more accurate. We also use tools from random matrix theory to understand the effect of estimation noise in the eigenspectrum of the estimated Choi matrix.

quant-ph

Unlocking the Potential of Similarity Matching: Scalability, Supervision and Pre-training

While effective, the backpropagation (BP) algorithm exhibits limitations in terms of biological plausibility, computational cost, and suitability for online learning. As a result, there has been a growing interest in developing alternative biologically plausible learning approaches that rely on local learning rules. This study focuses on the primarily unsupervised similarity matching (SM) framework, which aligns with observed mechanisms in biological systems and offers online, localized, and biologically plausible algorithms. i) To scale SM to large datasets, we propose an implementation of Convolutional Nonnegative SM using PyTorch. ii) We introduce a localized supervised SM objective reminiscent of canonical correlation analysis, facilitating stacking SM layers. iii) We leverage the PyTorch implementation for pre-training architectures such as LeNet and compare the evaluation of features against BP-trained models. This work combines biologically plausible algorithms with computational efficiency opening multiple avenues for further explorations.

cs.NE

Qubit seriation: Improving data-model alignment using spectral ordering

With the advent of quantum and quantum-inspired machine learning, adapting the structure of learning models to match the structure of target datasets has been shown to be crucial for obtaining high performance. Probabilistic models based on tensor networks (TNs) are prime candidates to benefit from data-dependent design considerations, owing to their bias towards correlations which are local with respect to the topology of the model. In this work, we use methods from spectral graph theory to search for optimal permutations of model sites which are adapted to the structure of an input dataset. Our method uses pairwise mutual information estimates from the target dataset to ensure that strongly correlated bits are placed closer to each other relative to the model's topology. We demonstrate the effectiveness of such preprocessing for probabilistic modeling tasks, finding substantial improvements in the performance of generative models based on matrix product states (MPS) across a variety of datasets. We also show how spectral embedding, a dimensionality reduction technique from spectral graph theory, can be used to gain further insights into the structure of datasets of interest.

quant-ph

Decomposition of Matrix Product States into Shallow Quantum Circuits

The rapid pace of recent advancements in numerical computation, notably the rise of GPU and TPU hardware accelerators, have allowed tensor network (TN) algorithms to scale to even larger quantum simulation problems, and to be employed more broadly for solving machine learning tasks. The "quantum-inspired" nature of TNs permits them to be mapped to parametrized quantum circuits (PQCs), a fact which has inspired recent proposals for enhancing the performance of TN algorithms using near-term quantum devices, as well as enabling joint quantum-classical training frameworks which benefit from the distinct strengths of TN and PQC models. However, the success of any such methods depends on efficient and accurate methods for approximating TN states using realistic quantum circuits, something which remains an unresolved question. In this work, we compare a range of novel and previously-developed algorithmic protocols for decomposing matrix product states (MPS) of arbitrary bond dimensions into low-depth quantum circuits consisting of stacked linear layers of two-qubit unitaries. These protocols are formed from different combinations of a preexisting analytical decomposition scheme with constrained optimization of circuit unitaries, and all possess efficient classical runtimes. Our experimental results reveal one particular protocol, involving sequential growth and optimization of the quantum circuit, to outperform all other methods, with even greater benefits seen in the setting of limited computational resources. Given these promising results, we expect our proposed decomposition protocol to form a useful ingredient within any joint application of TNs and PQCs, in turn further unlocking the rich and complementary benefits of classical and quantum computation.

quant-ph

Synergy Between Quantum Circuits and Tensor Networks: Short-cutting the Race to Practical Quantum Advantage

While recent breakthroughs have proven the ability of noisy intermediate-scale quantum (NISQ) devices to achieve quantum advantage in classically-intractable sampling tasks, the use of these devices for solving more practically relevant computational problems remains a challenge. Proposals for attaining practical quantum advantage typically involve parametrized quantum circuits (PQCs), whose parameters can be optimized to find solutions to diverse problems throughout quantum simulation and machine learning. However, training PQCs for real-world problems remains a significant practical challenge, largely due to the phenomenon of barren plateaus in the optimization landscapes of randomly-initialized quantum circuits. In this work, we introduce a scalable procedure for harnessing classical computing resources to provide pre-optimized initializations for PQCs, which we show significantly improves the trainability and performance of PQCs on a variety of problems. Given a specific optimization task, this method first utilizes tensor network (TN) simulations to identify a promising quantum state, which is then converted into gate parameters of a PQC by means of a high-performance decomposition procedure. We show that this learned initialization avoids barren plateaus, and effectively translates increases in classical resources to enhanced performance and speed in training quantum circuits. By demonstrating a means of boosting limited quantum resources using classical computers, our approach illustrates the promise of this synergy between quantum and quantum-inspired models in quantum computing, and opens up new avenues to harness the power of modern quantum hardware for realizing practical quantum advantage.

quant-ph

Informationally complete POVM-based shadow tomography

Recently introduced shadow tomography protocols use classical shadows of quantum states to predict many target functions of an unknown quantum state. Unlike full quantum state tomography, shadow tomography does not insist on accurate recovery of the density matrix for high rank mixed states. Yet, such a protocol makes multiple accurate predictions with high confidence, based on a moderate number of quantum measurements. One particular influential algorithm, proposed by Huang, Kueng, and Preskill arXiv:2002.08953, requires additional circuits for performing certain random unitary transformations. In this paper, we avoid these transformations but employ an arbitrary informationally complete POVM and show that such a procedure can compute k-bit correlation functions for quantum states reliably. We also show that, for this application, we do not need the median of means procedure of Huang et al. Finally, we discuss the contrast between the computation of correlation functions and fidelity of reconstruction of low rank density matrices.

quant-ph

Quantum process tomography with unsupervised learning and tensor networks

The impressive pace of advance of quantum technology calls for robust and scalable techniques for the characterization and validation of quantum hardware. Quantum process tomography, the reconstruction of an unknown quantum channel from measurement data, remains the quintessential primitive to completely characterize quantum devices. However, due to the exponential scaling of the required data and classical post-processing, its range of applicability is typically restricted to one- and two-qubit gates. Here, we present a new technique for performing quantum process tomography that addresses these issues by combining a tensor network representation of the channel with a data-driven optimization inspired by unsupervised machine learning. We demonstrate our technique through synthetically generated data for ideal one- and two-dimensional random quantum circuits of up to 10 qubits, and a noisy 5-qubit circuit, reaching process fidelities above 0.99 using only a limited set of single-qubit measurement samples and input states. Our results go far beyond state-of-the-art, providing a practical and timely tool for benchmarking quantum circuits in current and near-term quantum computers.

quant-ph

Many Body Localization Due to Correlated Disorder in Fock Space

In presence of strong enough disorder one dimensional systems of interacting spinless fermions at non-zero filling factor are known to be in a many body localized phase. When represented in Fock space, the Hamiltonian of such a system looks like that of a single particle hopping on a Fock lattice in the presence of a random disordered potential. The coordination number of the Fock lattice increases linearly with the system size L in 1D. Thus in the thermodynamic limit, the disordered interacting problem in 1D maps on to an Anderson model with infinite coordination number. Despite this, this system displays localization which appears counterintuitive. A close observation of the on-site disorders on the Fock lattice reveals a large degree of correlation among them as they are derived from an exponentially smaller number of on-site disorders in real space. This indicates that the correlations between the on-site disorders on a Fock lattice has a strong effect on the localization properties of the corresponding many-body system. In this work we perform a systematic quantitative exploration of the nature of correlations of the Fock space potential required for localization. Without changing the typical strength of the on-site disorders in Fock lattice we show that changing the correlation strength can induce thermalization or localization in systems. From among the various functional forms of correlations we study through exact diagonalization, we find that only the linear variation of correlations with Hamming distance in Fock space is able to drive a thermal-MBL phase transition where the transition is driven by the correlation strength. Systems with the other forms of correlations we study are found to be ergodic.

cond-mat.dis-nn