arXiv subjects

João F. Doriguello

Publications and source records attributed to João F. Doriguello.

5 recordsLinked to original sources

arXiv2023

Quantum algorithm for stochastic optimal stopping problems with applications in finance

The famous least squares Monte Carlo (LSM) algorithm combines linear least square regression with Monte Carlo simulation to approximately solve problems in stochastic optimal stopping theory. In this work, we propose a quantum LSM based on quantum access to a stochastic process, on quantum circuits for computing the optimal stopping times, and on quantum techniques for Monte Carlo. For this algorithm, we elucidate the intricate interplay of function approximation and quantum algorithms for Monte Carlo. Our algorithm achieves a nearly quadratic speedup in the runtime compared to the LSM algorithm under some mild assumptions. Specifically, our quantum algorithm can be applied to American option pricing and we analyze a case study for the common situation of Brownian motion and geometric Brownian motion processes.

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arXiv2023

Decoding probabilistic syndrome measurement and the role of entropy

In realistic stabiliser-based quantum error correction there are many ways in which real physical systems deviate from simple toy models of error. Stabiliser measurements may not always be deterministic or may suffer from erasure errors, such that they do not supply syndrome outcomes required for error correction. In this paper, we study the performance of the toric code under a model of probabilistic stabiliser measurement. We find that, even under a completely continuous model of syndrome extraction, the threshold can be maintained at reasonably high values of $1.69\%$ by suitably modifying the decoder using the edge-contraction method of Stace and Barrett (Physical Review A 81, 022317 (2010)), compared to a value of $2.93\%$ for deterministic stabiliser measurements. Finally, we study the role of entropic factors which account for degenerate error configurations for improving on the performance of the decoder. We find that in the limit of completely continuous stabiliser measurement any advantage further provided by these factors becomes negligible in contrast to the case of deterministic measurements.

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arXiv2022

Quantum sketching protocols for Hamming distance and beyond

In this work we use the concept of quantum fingerprinting to develop a quantum communication protocol in the simultaneous message passing model that calculates the Hamming distance between two $n$-bit strings up to relative error $ε$. The number of qubits communicated by the protocol is polynomial in $\log{n}$ and $1/ε$, while any classical protocol must communicate $Ω(\sqrt{n})$ bits. Motivated by the relationship between Hamming distance and vertex distance in hypercubes, we apply the protocol to approximately calculate distances between vertices in graphs that can be embedded into a hypercube such that all distances are preserved up to a constant factor. Such graphs are known as $\ell_1$-graphs. This class includes all trees, median graphs, Johnson graphs and Hamming graphs. Our protocol is efficient for $\ell_1$-graphs with low diameter, and we show that its dependence on the diameter is essentially optimal. Finally, we show that our protocol can be used to approximately compute $\ell_1$-distances between vectors efficiently.

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arXiv2021

Exponential quantum communication reductions from generalizations of the Boolean Hidden Matching problem

In this work we revisit the Boolean Hidden Matching communication problem, which was the first communication problem in the one-way model to demonstrate an exponential classical-quantum communication separation. In this problem, Alice's bits are matched into pairs according to a partition that Bob holds. These pairs are compressed using a Parity function and it is promised that the final bit-string is equal either to another bit-string Bob holds, or its complement. The problem is to decide which case is the correct one. Here we generalize the Boolean Hidden Matching problem by replacing the parity function with an arbitrary Boolean function $f$. Efficient communication protocols are presented depending on the sign-degree of $f$. If its sign-degree is less than or equal to 1, we show an efficient classical protocol. If its sign-degree is less than or equal to $2$, we show an efficient quantum protocol. We then completely characterize the classical hardness of all symmetric functions $f$ of sign-degree greater than or equal to $2$, except for one family of specific cases. We also prove, via Fourier analysis, a classical lower bound for any function $f$ whose pure high degree is greater than or equal to $2$. Similarly, we prove, also via Fourier analysis, a quantum lower bound for any function $f$ whose pure high degree is greater than or equal to $3$. These results give a large family of new exponential classical-quantum communication separations.

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arXiv2021

Quantum Random Access Codes for Boolean Functions

An $n\overset{p}{\mapsto}m$ random access code (RAC) is an encoding of $n$ bits into $m$ bits such that any initial bit can be recovered with probability at least $p$, while in a quantum RAC (QRAC), the $n$ bits are encoded into $m$ qubits. Since its proposal, the idea of RACs was generalized in many different ways, e.g. allowing the use of shared entanglement (called entanglement-assisted random access code, or simply EARAC) or recovering multiple bits instead of one. In this paper we generalize the idea of RACs to recovering the value of a given Boolean function $f$ on any subset of fixed size of the initial bits, which we call $f$-random access codes. We study and give protocols for $f$-random access codes with classical ($f$-RAC) and quantum ($f$-QRAC) encoding, together with many different resources, e.g. private or shared randomness, shared entanglement ($f$-EARAC) and Popescu-Rohrlich boxes ($f$-PRRAC). The success probability of our protocols is characterized by the \emph{noise stability} of the Boolean function $f$. Moreover, we give an \emph{upper bound} on the success probability of any $f$-QRAC with shared randomness that matches its success probability up to a multiplicative constant (and $f$-RACs by extension), meaning that quantum protocols can only achieve a limited advantage over their classical counterparts.

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