arXiv subjects

Shaojun Guo

Publications and source records attributed to Shaojun Guo.

35 records · Page 2Linked to original sources

arXiv2022

Realization of an Error-Correcting Surface Code with Superconducting Qubits

Quantum error correction is a critical technique for transitioning from noisy intermediate-scale quantum (NISQ) devices to fully fledged quantum computers. The surface code, which has a high threshold error rate, is the leading quantum error correction code for two-dimensional grid architecture. So far, the repeated error correction capability of the surface code has not been realized experimentally. Here, we experimentally implement an error-correcting surface code, the distance-3 surface code which consists of 17 qubits, on the \textit{Zuchongzhi} 2.1 superconducting quantum processor. By executing several consecutive error correction cycles, the logical error can be significantly reduced after applying corrections, achieving the repeated error correction of surface code for the first time. This experiment represents a fully functional instance of an error-correcting surface code, providing a key step on the path towards scalable fault-tolerant quantum computing.

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arXiv2021

Realization of high-fidelity CZ gates in extensible superconducting qubits design with a tunable coupler

High-fidelity two-qubits gates are essential for the realization of large-scale quantum computation and simulation. Tunable coupler design is used to reduce the problem of parasitic coupling and frequency crowding in many-qubit systems and thus thought to be advantageous. Here we design a extensible 5-qubit system in which center transmon qubit can couple to every four near-neighbor qubit via a capacitive tunable coupler and experimentally demonstrate high-fidelity controlled-phase (CZ) gate by manipulating center qubit and one near-neighbor qubit. Speckle purity benchmarking (SPB) and cross entrophy benchmarking (XEB) are used to assess the purity fidelity and the fidelity of the CZ gate. The average purity fidelity of the CZ gate is 99.69$\pm$0.04\% and the average fidelity of the CZ gate is 99.65$\pm$0.04\% which means the control error is about 0.04\%. Our work will help resovle many chanllenges in the implementation of large scale quantum systems.

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arXiv2021

Quantum Computational Advantage via 60-Qubit 24-Cycle Random Circuit Sampling

To ensure a long-term quantum computational advantage, the quantum hardware should be upgraded to withstand the competition of continuously improved classical algorithms and hardwares. Here, we demonstrate a superconducting quantum computing systems \textit{Zuchongzhi} 2.1, which has 66 qubits in a two-dimensional array in a tunable coupler architecture. The readout fidelity of \textit{Zuchongzhi} 2.1 is considerably improved to an average of 97.74\%. The more powerful quantum processor enables us to achieve larger-scale random quantum circuit sampling, with a system scale of up to 60 qubits and 24 cycles. The achieved sampling task is about 6 orders of magnitude more difficult than that of Sycamore [Nature \textbf{574}, 505 (2019)] in the classic simulation, and 3 orders of magnitude more difficult than the sampling task on \textit{Zuchongzhi} 2.0 [arXiv:2106.14734 (2021)]. The time consumption of classically simulating random circuit sampling experiment using state-of-the-art classical algorithm and supercomputer is extended to tens of thousands of years (about $4.8\times 10^4$ years), while \textit{Zuchongzhi} 2.1 only takes about 4.2 hours, thereby significantly enhancing the quantum computational advantage.

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arXiv2021

On Consistency and Sparsity for High-Dimensional Functional Time Series with Application to Autoregressions

Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be diverging with, or even larger than the number of temporally dependent functional observations, but each function itself is an infinite-dimensional object, posing a challenging task. In this paper, we propose a three-step procedure to estimate high-dimensional functional time series models. To provide theoretical guarantees for the three-step procedure, we focus on multivariate stationary processes and propose a novel functional stability measure based on their spectral properties. Such stability measure facilitates the development of some useful concentration bounds on sample (auto)covariance functions, which serve as a fundamental tool for further convergence analysis in high-dimensional settings. As functional principal component analysis (FPCA) is one of the key dimension reduction techniques in the first step, we also investigate the non-asymptotic properties of the relevant estimated terms under a FPCA framework. To illustrate with an important application, we consider vector functional autoregressive models and develop a regularization approach to estimate autoregressive coefficient functions under the sparsity constraint. Using our derived non-asymptotic results, we investigate convergence properties of the regularized estimate under high-dimensional scaling. Finally, the finite-sample performance of the proposed method is examined through both simulations and a public financial dataset.

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arXiv2021

Finite Sample Theory for High-Dimensional Functional/Scalar Time Series with Applications

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with the number of serially dependent observations. In this paper, we focus on the theoretical analysis of relevant estimated cross-(auto)covariance terms between two multivariate functional time series or a mixture of multivariate functional and scalar time series beyond the Gaussianity assumption. We introduce a new perspective on dependence by proposing functional cross-spectral stability measure to characterize the effect of dependence on these estimated cross terms, which are essential in the estimates for additive functional linear regressions. With the proposed functional cross-spectral stability measure, we develop useful concentration inequalities for estimated cross-(auto)covariance matrix functions to accommodate more general sub-Gaussian functional linear processes and, furthermore, establish finite sample theory for relevant estimated terms under a commonly adopted functional principal component analysis framework. Using our derived non-asymptotic results, we investigate the convergence properties of the regularized estimates for two additive functional linear regression applications under sparsity assumptions including functional linear lagged regression and partially functional linear regression in the context of high-dimensional functional/scalar time series.

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arXiv2021

Quantum walks on a programmable two-dimensional 62-qubit superconducting processor

Quantum walks are the quantum mechanical analogue of classical random walks and an extremely powerful tool in quantum simulations, quantum search algorithms, and even for universal quantum computing. In our work, we have designed and fabricated an 8x8 two-dimensional square superconducting qubit array composed of 62 functional qubits. We used this device to demonstrate high fidelity single and two particle quantum walks. Furthermore, with the high programmability of the quantum processor, we implemented a Mach-Zehnder interferometer where the quantum walker coherently traverses in two paths before interfering and exiting. By tuning the disorders on the evolution paths, we observed interference fringes with single and double walkers. Our work is an essential milestone in the field, brings future larger scale quantum applications closer to realization on these noisy intermediate-scale quantum processors.

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arXiv2021

Floquet Prethermal Phase Protected by U(1) Symmetry on a Superconducting Quantum Processor

Periodically driven systems, or Floquet systems, exhibit many novel dynamics and interesting out-of-equilibrium phases of matter. Those phases arising with the quantum systems' symmetries, such as global $U(1)$ symmetry, can even show dynamical stability with symmetry-protection. Here we experimentally demonstrate a $U(1)$ symmetry-protected prethermal phase, via performing a digital-analog quantum simulation on a superconducting quantum processor. The dynamical stability of this phase is revealed by its robustness against external perturbations. We also find that the spin glass order parameter in this phase is stabilized by the interaction between the spins. Our work reveals a promising prospect in discovering emergent quantum dynamical phases with digital-analog quantum simulators.

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arXiv2021

Strong quantum computational advantage using a superconducting quantum processor

Scaling up to a large number of qubits with high-precision control is essential in the demonstrations of quantum computational advantage to exponentially outpace the classical hardware and algorithmic improvements. Here, we develop a two-dimensional programmable superconducting quantum processor, \textit{Zuchongzhi}, which is composed of 66 functional qubits in a tunable coupling architecture. To characterize the performance of the whole system, we perform random quantum circuits sampling for benchmarking, up to a system size of 56 qubits and 20 cycles. The computational cost of the classical simulation of this task is estimated to be 2-3 orders of magnitude higher than the previous work on 53-qubit Sycamore processor [Nature \textbf{574}, 505 (2019)]. We estimate that the sampling task finished by \textit{Zuchongzhi} in about 1.2 hours will take the most powerful supercomputer at least 8 years. Our work establishes an unambiguous quantum computational advantage that is infeasible for classical computation in a reasonable amount of time. The high-precision and programmable quantum computing platform opens a new door to explore novel many-body phenomena and implement complex quantum algorithms.

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arXiv2021

Observation of strong and weak thermalization in a superconducting quantum processor

We experimentally study the ergodic dynamics of a 1D array of 12 superconducting qubits with a transverse field, and identify the regimes of strong and weak thermalization with different initial states. We observe convergence of the local observable to its thermal expectation value in the strong-thermalizaion regime. For weak thermalization, the dynamics of local observable exhibits an oscillation around the thermal value, which can only be attained by the time average. We also demonstrate that the entanglement entropy and concurrence can characterize the regimes of strong and weak thermalization. Our work provides an essential step towards a generic understanding of thermalization in quantum systems.

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arXiv2021

Observation of thermalization and information scrambling in a superconducting quantum processor

Understanding various phenomena in non-equilibrium dynamics of closed quantum many-body systems, such as quantum thermalization, information scrambling, and nonergodic dynamics, is a crucial for modern physics. Using a ladder-type superconducting quantum processor, we perform analog quantum simulations of both the $XX$ ladder and one-dimensional (1D) $XX$ model. By measuring the dynamics of local observables, entanglement entropy and tripartite mutual information, we signal quantum thermalization and information scrambling in the $XX$ ladder. In contrast, we show that the $XX$ chain, as free fermions on a 1D lattice, fails to thermalize, and local information does not scramble in the integrable channel. Our experiments reveal ergodicity and scrambling in the controllable qubit ladder, and opens the door to further investigations on the thermodynamics and chaos in quantum many-body systems.

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arXiv2020

Functional Linear Regression: Dependence and Error Contamination

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid of points contaminated by i.i.d. measurement errors. In practice, however, the dynamical dependence across different curves may exist and the parametric assumption on the error covariance structure could be unrealistic. In this paper, we consider functional linear regression with serially dependent observations of the functional predictor, when the contamination of the predictor by the white noise is genuinely functional with fully nonparametric covariance structure. Inspired by the fact that the autocovariance function of observed functional predictors automatically filters out the impact from the unobservable noise term, we propose a novel autocovariance-based generalized method-of-moments estimate of the slope function. We also develop a nonparametric smoothing approach to handle the scenario of partially observed functional predictors. The asymptotic properties of the resulting estimators under different scenarios are established. Finally, we demonstrate that our proposed method significantly outperforms possible competing methods through an extensive set of simulations and an analysis of a public financial dataset.

stat.ME↗

arXiv2019

Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models

In this article we develop a tractable procedure for testing strict stationarity in a double autoregressive model and formulate the problem as testing if the top Lyapunov exponent is negative. Without strict stationarity assumption, we construct a consistent estimator of the associated top Lyapunov exponent and employ a random weighting approach for its variance estimation, which in turn are used in a t-type test. We also propose a GLAD estimation for parameters of interest, relaxing key assumptions on the commonly used QMLE. All estimators, except for the intercept, are shown to be consistent and asymptotically normal in both stationary and explosive situations. The finite-sample performance of the proposed procedures is evaluated via Monte Carlo simulation studies and a real dataset of interest rates is analyzed.

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arXiv2018

A General Theory for Large-Scale Curve Time Series via Functional Stability Measure

Modelling a large bundle of curves arises in a broad spectrum of real applications. However, existing literature relies primarily on the critical assumption of independent curve observations. In this paper, we provide a general theory for large-scale Gaussian curve time series, where the temporal and cross-sectional dependence across multiple curve observations exist and the number of functional variables, $p,$ may be large relative to the number of observations, $n.$ We propose a novel functional stability measure for multivariate stationary processes based on their spectral properties and use it to establish some useful concentration bounds on the sample covariance matrix function. These concentration bounds serve as a fundamental tool for further theoretical analysis, in particular, for deriving nonasymptotic upper bounds on the errors of the regularized estimates in high dimensional settings. As {\it functional principle component analysis} (FPCA) is one of the key techniques to handle functional data, we also investigate the concentration properties of the relevant estimated terms under a FPCA framework. To illustrate with an important application, we consider {\it vector functional autoregressive models} and develop a regularization approach to estimate autoregressive coefficient functions under the sparsity constraint. Using our derived nonasymptotic results, we investigate the theoretical properties of the regularized estimate in a "large $p,$ small $n$" regime. The finite sample performance of the proposed method is examined through simulation studies.

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arXiv2016

High Dimensional and Banded Vector Autoregressions

We consider a class of vector autoregressive models with banded coefficient matrices. The setting represents a type of sparse structure for high-dimensional time series, though the implied autocovariance matrices are not banded. The structure is also practically meaningful when the order of component time series is arranged appropriately. The convergence rates for the estimated banded autoregressive coefficient matrices are established. We also propose a Bayesian information criterion for determining the width of the bands in the coefficient matrices, which is proved to be consistent. By exploring some approximate banded structure for the auto-covariance functions of banded vector autoregressive processes, consistent estimators for the auto-covariance matrices are constructed.

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arXiv2015

A Double AR Model Without Intercept: an Alternative to Modeling Nonstationarity and Heteroscedasticity

This paper presents a double AR model without intercept (DARWIN model) and provides us a new way to study the non-stationary heteroskedastic time series. It is shown that the DARWIN model is always non-stationary and heteroskedastic, and its sample properties depends on the Lyapunov exponent. An easy-to-implement estimator is proposed for the Lyapunov exponent, and it is unbiased, strongly consistent and asymptotically normal. Based on this estimator, a powerful test is constructed for testing the stability of the model. Moreover, this paper proposes the quasi-maximum likelihood estimator (QMLE) for the DARWIN model, which has an explicit form. The strong consistency and asymptotical normality of the QMLE are established regardless of the sign of the Lyapunov exponent. Simulation studies are conducted to assess the performance of the estimation and testing and an empirical example is given for illustrating the usefulness of the DARWIN model.

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arXiv2015

A Dynamic Structure for High Dimensional Covariance Matrices and its Application in Portfolio Allocation

Estimation of high dimensional covariance matrices is an interesting and important research topic. In this paper, we propose a dynamic structure and develop an estimation procedure for high dimensional covariance matrices. Asymptotic properties are derived to justify the estimation procedure and simulation studies are conducted to demonstrate its performance when the sample size is finite. By exploring a financial application, an empirical study shows that portfolio allocation based on dynamic high dimensional covariance matrices can significantly outperform the market from 1995 to 2014. Our proposed method also outperforms portfolio allocation based on the sample covariance matrix and the portfolio allocation proposed in Fan, Fan and Lv (2008).

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arXiv2010

Variance Estimation Using Refitted Cross-validation in Ultrahigh Dimensional Regression

Variance estimation is a fundamental problem in statistical modeling. In ultrahigh dimensional linear regressions where the dimensionality is much larger than sample size, traditional variance estimation techniques are not applicable. Recent advances on variable selection in ultrahigh dimensional linear regressions make this problem accessible. One of the major problems in ultrahigh dimensional regression is the high spurious correlation between the unobserved realized noise and some of the predictors. As a result, the realized noises are actually predicted when extra irrelevant variables are selected, leading to serious underestimate of the noise level. In this paper, we propose a two-stage refitted procedure via a data splitting technique, called refitted cross-validation (RCV), to attenuate the influence of irrelevant variables with high spurious correlations. Our asymptotic results show that the resulting procedure performs as well as the oracle estimator, which knows in advance the mean regression function. The simulation studies lend further support to our theoretical claims. The naive two-stage estimator which fits the selected variables in the first stage and the plug-in one stage estimators using LASSO and SCAD are also studied and compared. Their performances can be improved by the proposed RCV method.

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