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Shouvanik Chakrabarti

Publications and source records attributed to Shouvanik Chakrabarti.

At least 19 recordsLinked to original sources
arXiv2026

Near-Optimal Quantum Lower Bounds for Convex Optimization via Fourier Rank

We establish a near-linear quantum query lower bound for high-accuracy convex optimization over an explicit family of $n$-dimensional ellipsoids. We focus on linear optimization with an explicitly given objective, where the feasible set is accessed through a membership oracle. We show that any algorithm that, for every unit linear objective, returns an exactly feasible point with additive objective error $\Theta(n^{-2})$ requires $\Omega\!\left(\frac{n}{\log n\,\log\log n}\right)$ membership queries. The same lower bound can be shown to hold if the returned point is only required to be approximately feasible, within $\Theta(n^{-2})$ distance from the feasible set. This resolves, up to logarithmic factors, an open question posed by Chakrabarti, Childs, Li, and Wu~(\textit{Quantum}, 2020) and by van Apeldoorn, Gily\'en, Gribling, and de Wolf~(\textit{Quantum}, 2020). Coupled with the upper bounds in these papers, the query complexity of high-accuracy convex optimization is characterized tightly up to logarithmic factors. The proof is built around a lower bound for determinant computation that is derived via a novel polynomial method based on Fourier-rank. In the continuous matrix phase-query model, computing the determinant of a real $n\times n$ matrix requires at least $n/2$ matrix-vector product queries. The construction also yields an $\Omega(n)$ phase-query lower bound for estimating the minimum eigenvalue of a real symmetric $n\times n$ matrix to additive accuracy $\Theta(n^{-2})$. These results extend the determinant and minimum-eigenvalue lower bounds of Childs, Hung, and Li~(ICALP 2021) from finite fields to the real-valued setting. Based on the same constructions, we also prove a near-optimal gradient-query lower bound for constant-accuracy optimization of smooth and strongly convex functions.

quant-ph↗
arXiv2026

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↗
arXiv2026

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↗
arXiv2026

Anytime Training with Schedule-Free Spectral Optimization

Standard neural network training relies on learning-rate schedules tied to a fixed horizon, leading to strong path dependence and costly re-tuning as data availability changes. Schedule-Free (SF) methods address this by removing explicit schedules, yet SF-AdamW, the current state-of-the-art anytime optimizer, consistently underperforms well-tuned AdamW baselines. We propose SF-NorMuon, a schedule-free spectral optimizer that closes this gap: with a single hyperparameter configuration, SF-NorMuon matches or exceeds tuned AdamW on 125M and 772M parameter language models across $1$--$8\times$ Chinchilla horizons. On the theoretical side, we prove a stationarity guarantee for schedule-free spectral dynamics and identify weight decay at the fast iterate as essential for long-horizon stability. SF-NorMuon enables practitioners to obtain high-quality checkpoints at any point during training without committing to a horizon in advance. By closing the performance gap with tuned baselines, SF-NorMuon makes horizon-free optimization more practical, taking a step towards truly open-ended, continual learning.

cs.LG↗
arXiv2026

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↗
arXiv2026

Digital signatures with classical shadows on near-term quantum computers

Quantum mechanics provides cryptographic primitives whose security is grounded in hardness assumptions independent of those underlying classical cryptography. However, existing proposals require low-noise quantum communication and long-lived quantum memory, capabilities which remain challenging to realize in practice. In this work, we introduce a quantum digital signature scheme that operates with only classical communication, using the classical shadows of states produced by random circuits as public keys. We provide theoretical and numerical evidence supporting the conjectured hardness of learning the private key (the circuit) from the public key (the shadow). A key technical ingredient enabling our scheme is an improved state-certification primitive that achieves higher noise tolerance and lower sample complexity than prior methods. We realize this certification by designing a high-rate error-detecting code tailored to our random-circuit ensemble and experimentally generating shadows for 32-qubit states using circuits with $\geq 80$ logical ($\geq 582$ physical) two-qubit gates, attaining 0.90 $\pm$ 0.01 fidelity. With increased number of measurement samples, our hardware-demonstrated primitives realize a proof-of-principle quantum digital signature, demonstrating the near-term feasibility of our scheme.

quant-ph↗
arXiv2026

Quantum Speedups for Derivative Pricing Beyond Black-Scholes

This paper explores advancements in quantum algorithms for derivative pricing of exotics, a computational pipeline of fundamental importance in quantitative finance. For such cases, the classical Monte Carlo integration procedure provides the state-of-the-art provable, asymptotic performance: polynomial in problem dimension and quadratic in inverse-precision. While quantum algorithms are known to offer quadratic speedups over classical Monte Carlo methods, end-to-end speedups have been proven only in the simplified setting over the Black-Scholes geometric Brownian motion (GBM) model. This paper extends existing frameworks to demonstrate novel quadratic speedups for more practical models, such as the Cox-Ingersoll-Ross (CIR) model and a variant of Heston's stochastic volatility model, utilizing a characteristic of the underlying SDEs which we term fast-forwardability. Additionally, for general models that do not possess the fast-forwardable property, we introduce a quantum Milstein sampler, based on a novel quantum algorithm for sampling L\'evy areas, which enables quantum multi-level Monte Carlo to achieve quadratic speedups for multi-dimensional stochastic processes exhibiting certain correlation types. We also present an improved analysis of numerical integration for derivative pricing, leading to substantial reductions in the resource requirements for pricing GBM and CIR models. Furthermore, we investigate the potential for additional reductions using arithmetic-free quantum procedures. Finally, we critique quantum partial differential equation (PDE) solvers as a method for derivative pricing based on amplitude estimation, identifying theoretical barriers that obstruct achieving a quantum speedup through this approach. Our findings significantly advance the understanding of quantum algorithms in derivative pricing, addressing key challenges and open questions in the field.

quant-ph↗
arXiv2025

Certified randomness amplification by dynamically probing remote random quantum states

Cryptography depends on truly unpredictable numbers, but physical sources emit biased or correlated bits. Quantum mechanics enables the amplification of imperfect randomness into nearly perfect randomness, but prior demonstrations have required physically co-located, loophole-free Bell tests, constraining the feasibility of remote operation. Here we realize certified randomness amplification across a network by dynamically probing large, entangled quantum states on Quantinuum's 98-qubit Helios trapped-ion quantum processor. Our protocol is secure even if the remote device acts maliciously or is compromised by an intercepting adversary, provided the samples are generated quickly enough to preclude classical simulation of the quantum circuits. We stream quantum gates in real time to the quantum processor, maintain quantum state coherence for $\approx 0.9$ seconds, and then reveal the measurement bases to the quantum processor only milliseconds before measurement. This limits the time for classical spoofing to 30 ms and constrains the location of hypothetical adversaries to a $4{,}500$ km radius. We achieve a fidelity of 0.586 on random circuits with 64 qubits and 276 two-qubit gates, enabling the amplification of realistic imperfect randomness with a low entropy rate into nearly perfect randomness.

quant-ph↗
arXiv2025

Realization of a Quantum Streaming Algorithm on Long-lived Trapped-ion Qubits

Large classical datasets are often processed in the streaming model, with data arriving one item at a time. In this model, quantum algorithms have been shown to offer an unconditional exponential advantage in space. However, experimentally implementing such streaming algorithms requires qubits that remain coherent while interacting with an external data stream. In this work, we realize such a data-streaming model using Quantinuum Helios trapped-ion quantum computer with long-lived qubits that communicate with an external server. We implement a quantum pair sketch, which is the primitive underlying many quantum streaming algorithms, and use it to solve Hidden Matching, a problem known to exhibit a theoretical exponential quantum advantage in space. Furthermore, we compile the quantum streaming algorithm to fault-tolerant quantum architectures based on surface and bivariate bicycle codes and show that the quantum space advantage persists even with the overheads of fault-tolerance.

quant-ph↗
arXiv2025

End-to-end quantum algorithms for tensor problems

We present a comprehensive end-to-end quantum algorithm for tensor problems, including tensor PCA and planted kXOR, that achieves potential superquadratic quantum speedups over classical methods. We build upon prior works by Hastings~(\textit{Quantum}, 2020) and Schmidhuber~\textit{et al.}~(\textit{Phys.~Rev.~X.}, 2025), we address key limitations by introducing a native qubit-based encoding for the Kikuchi method, enabling explicit quantum circuit constructions and non-asymptotic resource estimation. Our approach substantially reduces constant overheads through a novel guiding state preparation technique as well as circuit optimizations, reducing the threshold for a quantum advantage. We further extend the algorithmic framework to support recovery in sparse tensor PCA and tensor completion, and generalize detection to asymmetric tensors, demonstrating that the quantum advantage persists in these broader settings. Detailed resource estimates show that 900 logical qubits, $\sim 10^{15}$ gates and $\sim 10^{12}$ gate depth suffice for a problem that classically requires $\sim 10^{23}$ FLOPs. The gate count and depth for the same problem without the improvements presented in this paper would be at least $10^{19}$ and $10^{18}$ respectively. These advances position tensor problems as a candidate for quantum advantage whose resource requirements benefit significantly from algorithmic and compilation improvements; the magnitude of the improvements suggest that further enhancements are possible, which would make the algorithm viable for upcoming fault-tolerant quantum hardware.

quant-ph↗
arXiv2025

Mechanisms for Quantum Advantage in Global Optimization of Nonconvex Functions

We present new theoretical mechanisms for quantum speedup in the global optimization of nonconvex functions, expanding the scope of quantum advantage beyond traditional tunneling-based explanations. As our main building-block, we demonstrate a rigorous correspondence between the spectral properties of Schr\"{o}dinger operators and the mixing times of classical Langevin diffusion. This correspondence motivates a mechanism for separation on functions with unique global minimum: while quantum algorithms operate on the original potential, classical diffusions correspond to a Schr\"{o}dinger operators with a WKB potential having nearly degenerate global minima. We formalize these ideas by proving that a real-space adiabatic quantum algorithm (RsAA) achieves provably polynomial-time optimization for broad families of nonconvex functions. First, for block-separable functions, we show that RsAA maintains polynomial runtime while known off-the-shelf algorithms require exponential time and structure-aware algorithms exhibit arbitrarily large polynomial runtimes. These results leverage novel non-asymptotic results in semiclassical analysis. Second, we use recent advances in the theory of intrinsic hypercontractivity to demonstrate polynomial runtimes for RsAA on appropriately perturbed strongly convex functions that lack global structure, while off-the-shelf algorithms remain exponentially bottlenecked. In contrast to prior works based on quantum tunneling, these separations do not depend on the geometry of barriers between local minima. Our theoretical claims about classical algorithm runtimes are supported by rigorous analysis and comprehensive numerical benchmarking. These findings establish a rigorous theoretical foundation for quantum advantage in continuous optimization and open new research directions connecting quantum algorithms, stochastic processes, and semiclassical analysis.

quant-ph↗
arXiv2025

A simple analysis of a quantum-inspired algorithm for solving low-rank linear systems

We describe and analyze a simple algorithm for sampling from the solution $\mathbf{x}^* := \mathbf{A}^+\mathbf{b}$ to a linear system $\mathbf{A}\mathbf{x} = \mathbf{b}$. We assume access to a sampler which allows us to draw indices proportional to the squared row/column-norms of $\mathbf{A}$. Our algorithm produces a compressed representation of some vector $\mathbf{x}$ for which $\|\mathbf{x}^* - \mathbf{x}\| < \varepsilon \|\mathbf{x}^* \|$ in $\widetilde{O}(\kappa_{\mathsf{F}}^4 \kappa^2 / \varepsilon^2)$ time, where $\kappa_{\mathsf{F}} := \|\mathbf{A}\|_{\mathsf{F}}\|\mathbf{A}^{+}\|$ and $\kappa := \|\mathbf{A}\|\|\mathbf{A}^{+}\|$. The representation of $\mathbf{x}$ allows us to query entries of $\mathbf{x}$ in $\widetilde{O}(\kappa_{\mathsf{F}}^2)$ time and sample proportional to the square entries of $\mathbf{x}$ in $\widetilde{O}(\kappa_{\mathsf{F}}^4 \kappa^6)$ time, assuming access to a sampler which allows us to draw indices proportional to the squared entries of any given row of $\mathbf{A}$. Our analysis, which is elementary, non-asymptotic, and fully self-contained, simplifies and clarifies several past analyses from literature including [Gily\'en, Song, and Tang; 2022, 2023] and [Shao and Montanaro; 2022].

cs.DS↗
arXiv2025

A Unified Framework for Provably Efficient Algorithms to Estimate Shapley Values

Shapley values have emerged as a critical tool for explaining which features impact the decisions made by machine learning models. However, computing exact Shapley values is difficult, generally requiring an exponential (in the feature dimension) number of model evaluations. To address this, many model-agnostic randomized estimators have been developed, the most influential and widely used being the KernelSHAP method (Lundberg & Lee, 2017). While related estimators such as unbiased KernelSHAP (Covert & Lee, 2021) and LeverageSHAP (Musco & Witter, 2025) are known to satisfy theoretical guarantees, bounds for KernelSHAP have remained elusive. We describe a broad and unified framework that encompasses KernelSHAP and related estimators constructed using both with and without replacement sampling strategies. We then prove strong non-asymptotic theoretical guarantees that apply to all estimators from our framework. This provides, to the best of our knowledge, the first theoretical guarantees for KernelSHAP and sheds further light on tradeoffs between existing estimators. Through comprehensive benchmarking on small and medium dimensional datasets for Decision-Tree models, we validate our approach against exact Shapley values, consistently achieving low mean squared error with modest sample sizes. Furthermore, we make specific implementation improvements to enable scalability of our methods to high-dimensional datasets. Our methods, tested on datasets such MNIST and CIFAR10, provide consistently better results compared to the KernelSHAP library.

cs.LG↗
arXiv2025

Threshold for Fault-tolerant Quantum Advantage with the Quantum Approximate Optimization Algorithm

Optimization is often cited as a promising application of quantum computers. However, the low degree of provable quantum speedups has led prior rigorous end-to-end resource analyses to conclude that a quantum computer is unlikely to surpass classical state-of-the-art on optimization problems under realistic assumptions. In this work, we compile and analyze the Quantum Approximate Optimization Algorithm (QAOA) combined with Amplitude Amplification (AA) applied to random 8-SAT at the satisfiability threshold. Our compilation involves careful optimization of circuits for Hamiltonian simulation, which may be of independent interest. We use the analytical scaling of the time-to-solution for QAOA identified by PRX Quantum 5, 030348 (2024) and find that with QAOA depth $p=623$, QAOA+AA achieves a crossover with state-of-the-art classical heuristics at 179 variables and 14.99 hours of runtime when executed on a surface-code-based fault-tolerant quantum computer with 73.91 million physical qubits, a physical error rate of $10^{-3}$, and a $1~\mu$s code cycle time. Notably, we allow the classical solver to be parallelized as long as its total energy consumption is equal to that required for decoding in the surface code. We further show that this restriction on classical solver energy consumption can be relaxed given optimistic but plausible reductions in physical error rates and fault-tolerance overheads, enabling a crossover of 2.94 hours using 8.88 million physical qubits against a classical solver running on a supercomputer with $725,760$ CPU cores. These findings support the hypothesis that large-scale fault-tolerant quantum computers will be useful for optimization.

quant-ph↗
arXiv2025

On Speedups for Convex Optimization via Quantum Dynamics

We explore the potential for quantum speedups in convex optimization using discrete simulations of the Quantum Hamiltonian Descent (QHD) framework, as proposed by Leng et al., and establish the first rigorous query complexity bounds. We develop enhanced analyses for quantum simulation of Schr\"odinger operators with black-box potential via the pseudo-spectral method, providing explicit resource estimates independent of wavefunction assumptions. These bounds are applied to assess the complexity of optimization through QHD. Our findings pertain to unconstrained convex optimization in $d$ dimensions. In continuous time, we demonstrate that QHD, with suitable parameters, can achieve arbitrarily fast convergence rates. The optimization speed limit arises solely from the discretization of the dynamics, mirroring a property of the classical dynamics underlying QHD. Considering this cost, we show that a $G$-Lipschitz convex function can be optimized to an error of $\epsilon$ with $\widetilde{\mathcal{O}}(d^{1.5}G^2 R^2/\epsilon^2)$ queries. Moreover, under reasonable assumptions on the complexity of Hamiltonian simulation, $\widetilde{\Omega}(d/\epsilon^2)$ queries are necessary. Thus, QHD does not offer a speedup over classical zeroth order methods with exact oracles. However, we demonstrate that the QHD algorithm tolerates $\widetilde{\mathcal{O}}(\epsilon^3/d^{1.5}G^2 R^2)$ noise in function evaluation. We show that QHD offers a super-quadratic query advantage over all known classical algorithms tolerating this level of evaluation noise in the high-dimension regime. Additionally, we design a quantum algorithm for stochastic convex optimization that provides a super-quadratic speedup over all known classical algorithms in the high-dimension regime. To our knowledge, these results represent the first rigorous quantum speedups for convex optimization achieved through a dynamical algorithm.

quant-ph↗
arXiv2025

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↗
arXiv2025

Applications of Certified Randomness

Certified randomness can be generated with untrusted remote quantum computers using multiple known protocols, one of which has been recently realized experimentally. Unlike the randomness sources accessible on today's classical computers, the output of these protocols can be certified to be random under certain computational hardness assumptions, with no trust required in the hardware generating the randomness. In this perspective, we explore real-world applications for which the use of certified randomness protocols may lead to improved security and fairness. We identify promising applications in areas including cryptography, differential privacy, financial markets, and blockchain. Through this initial exploration, we hope to shed light on potential applications of certified randomness.

quant-ph↗
arXiv2025

Fast Convex Optimization with Quantum Gradient Methods

We study quantum algorithms based on quantum (sub)gradient estimation using noisy function evaluation oracles, and demonstrate the first dimension-independent query complexities (up to poly-logarithmic factors) for zeroth-order convex optimization in both smooth and nonsmooth settings. Interestingly, only using noisy function evaluation oracles, we match the first-order query complexities of classical gradient descent, thereby exhibiting exponential separation between quantum and classical zeroth-order optimization. We then generalize these algorithms to work in non-Euclidean settings by using quantum (sub)gradient estimation to instantiate mirror descent and its variants, including dual averaging and mirror prox. By leveraging a connection between semidefinite programming and eigenvalue optimization, we use our quantum mirror descent method to give a new quantum algorithm for solving semidefinite programs, linear programs, and zero-sum games. We identify a parameter regime in which our zero-sum games algorithm is faster than any existing classical or quantum approach.

quant-ph↗