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Purav Matlia

Publications and source records attributed to Purav Matlia.

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Conformalized Quantum DeepONet Ensembles: Towards Scalable Operator Learning with Distribution-Free Guarantees

Operator learning enables fast surrogate modelling of high-dimensional dynamical systems, but existing approaches face two fundamental limitations: the quadratic cost of dense neural layers and unreliable uncertainty quantification in safety-critical settings. We propose Conformalized Quantum DeepONet Ensembles, a framework that addresses both challenges simultaneously. Using Quantum Orthogonal Neural Networks (QOrthoNNs), we characterize the resource regime in which their established $\widetilde{\mathcal{O}}(n)$ hidden-layer running-time scaling improves on the $\mathcal{O}(n^2)$ cost of a classical dense layer. To quantify uncertainty, we combine ensemble predictions with split conformal calibration. For a new input-output function pair jointly exchangeable with the calibration pairs, we prove a finite-sample, distribution-free lower bound on the expected fraction of covered query locations. As a secondary proof-of-concept, we explore hybrid classical-quantum architectures and superposed execution to manage ensemble runtime and hardware requirements. Experiments on synthetic operator benchmarks and real-world power-system dynamics show accurate predictions under ideal simulation and empirical coverage near the target under both ideal conditions and selected compact-circuit simulations with depolarizing or device-calibrated composite noise. Together, these results connect resource-aware scalability analysis with finite-sample uncertainty guarantees for quantum operator learning.

cs.LG

Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation

In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability measure to recover the backward stochastic differential equation (BSDE) from a single pair of stock and option trajectories. Unlike existing approaches to identifying stochastic differential equations-which typically require ergodicity-our framework leverages the risk-neutral measure, thereby eliminating the ergodicity assumption and enabling BSDE recovery from limited financial time series data. Using this algorithm, we are able not only to make forward-looking predictions but also to generate new synthetic data paths consistent with the underlying probabilistic law.

q-fin.MF