arXiv subjects

Xinyu Song

Publications and source records attributed to Xinyu Song.

11 recordsLinked to original sources

arXiv2026

Pre-Disclosure Experiment Menus: Oracle-Relative Risk and Joint Sample--Menu Asymptotics

We study a resolution problem in local asymptotic decision theory: individual risks may admit Gaussian approximations that do not determine their vanishing difference. A finite menu of experiments is installed before context disclosure, although observations may be routed adaptively afterward. A greatest-element Blackwell order collapses adaptive routing to the best installed experiment and reduces the fixed-menu excess to an inverse-information distortion with frontier $A_k$. We develop differentiated, all-prior posterior transfer along a one-dimensional degradation chain and establish $F_{n,k_n}(H_n)=A_{k_n}\{1+o(1)\}$ for every diverging menu sequence with positive frontier and every admissible localization radius, without an additional direct sample-menu restriction. The transfer is exact under Gaussian degradation. Prior-free likelihood-generator conditions imply it for jump generators and are verified for binary attenuation, Poisson thinning, and negative-binomial thinning. If the distortion is uniformly quadratic on an Ahlfors-regular oracle image of dimension $r$, then $A_k\asymp k^{-2/r}$, and the original-scale excess mean squared error is of order $n^{-1}k^{-2/r}$. Calibrated Poisson sensor and radial-qubit measurement menus illustrate the result. A triangular Gaussian counterexample shows why pointwise Gaussian convergence is insufficient.

math.ST↗

arXiv2026

Batched and Complete U-Statistics for Trace-Polynomial Estimation from Classical Shadows

We study estimation of the trace polynomial $\operatorname{tr} p(P\rho P)$ from global classical shadows, where $\rho$ is an unknown quantum state and $P$ is a fixed projector. Disjoint batching and complete U-statistics yield unbiased estimators of the same trace moments, but assign different sample-size factors to the degenerate terms in their Hoeffding decompositions. Under the global Clifford protocol, exact degree-two variance formulas show that, on a null projected block of rank $s$, the quadratic degenerate term has order $s^2/N$ under batching and $s^2/N^2$ under complete symmetrization. For a logarithmic-degree polynomial used in entropy approximation, the quadratic coefficient raises the batched variance to at least order $s^2N\log^2N$ at the classical entropy cutoff. For complete U-statistics, we derive a cross-degree covariance identity and an exact variance decomposition for polynomial estimators. We also bound every Hoeffding order at a fixed degree and obtain a growing-dimensional risk bound for a small-spectrum entropy functional. The higher-order bounds retain a polynomial dependence on the ambient dimension and therefore do not cover logarithmically increasing degrees. Monte Carlo experiments confirm the degree-two formulas, and exact calculations illustrate the entropy risks.

quant-ph↗

arXiv2025

Erkang-Diagnosis-1.1 Technical Report

This report provides a detailed introduction to Erkang-Diagnosis-1.1 model, our AI healthcare consulting assistant developed using Alibaba Qwen-3 model. The Erkang model integrates approximately 500GB of high-quality structured medical knowledge, employing a hybrid approach combining enhanced pre-training and retrieval-enhanced generation to create a secure, reliable, and professional AI health advisor. Through 3-5 efficient interaction rounds, Erkang Diagnosis can accurately understand user symptoms, conduct preliminary analysis, and provide valuable diagnostic suggestions and health guidance. Designed to become users intelligent health companions, it empowers primary healthcare and health management. To validate, Erkang-Diagnosis-1.1 leads GPT-4 in terms of comprehensive medical exams.

cs.AI↗

arXiv2024

Efficient cryogenic nonlinear conversion processes in periodically-poled thin-film lithium niobate waveguides

Periodically poled thin-film lithium niobate (TFLN) waveguides, which enable efficient quadratic nonlinear processes, serve as crucial foundation for classical and quantum signal processing. To expand their application scope, we provide the first investigation of nonlinear conversion processes in periodically poled TFLN waveguides at cryogenic condition (7 K). Through systematic experimental characterization, we find that the periodically poled TFLN waveguide retains its high conversion efficiency at both cryogenic and room temperatures for both classical second-harmonic generation and quantum photon-pair generation processes. Particularly, the photon-pair source at cryogenic condition shows high brightness and broad bandwidth. These results demonstrate the significant potential of TFLN wavelength conversion devices for cryogenic applications and foster future scalable quantum photonic systems.

physics.optics↗

arXiv2024

Low-Rank Variational Quantum Algorithm for the Dynamics of Open Quantum Systems

The simulation of many-body open quantum systems is key to solving numerous outstanding problems in physics, chemistry, material science, and in the development of quantum technologies. Near-term quantum computers may bring considerable advantage for the efficient simulation of their static and dynamical properties, thanks to hybrid quantum-classical variational algorithms to approximate the dynamics of the density matrix describing the quantum state in terms of an ensemble average. Here, a variational quantum algorithm is developed to simulate the real-time evolution of the density matrix governed by the Lindblad master equation, under the assumption that the quantum state has a bounded entropy along the dynamics, entailing a low-rank representation of its density matrix. The algorithm encodes each pure state of the statistical mixture as a parametrized quantum circuit, and the associated probabilities as additional variational parameters stored classically, thereby requiring a significantly lower number of qubits than algorithms where the full density matrix is encoded in the quantum memory. Two variational Ans\"atze are proposed, and their effectiveness is assessed in the simulation of the dynamics of a 2D dissipative transverse field Ising model. The results underscore the algorithm's efficiency in simulating the dynamics of open quantum systems in the low-rank regime with limited quantum resources on a near-term quantum device.

quant-ph↗

arXiv2023

Factor Overnight GARCH-Itô Models

This paper introduces a unified factor overnight GARCH-Itô model for large volatility matrix estimation and prediction. To account for whole-day market dynamics, the proposed model has two different instantaneous factor volatility processes for the open-to-close and close-to-open periods, while each embeds the discrete-time multivariate GARCH model structure. To estimate latent factor volatility, we assume the low rank plus sparse structure and employ nonparametric estimation procedures. Then, based on the connection between the discrete-time model structure and the continuous-time diffusion process, we propose a weighted least squares estimation procedure with the non-parametric factor volatility estimator and establish its asymptotic theorems.

stat.ME↗

arXiv2021

Statistical Analysis of Quantum Annealing

Quantum computers use quantum resources to carry out computational tasks and may outperform classical computers in solving certain computational problems. Special-purpose quantum computers such as quantum annealers employ quantum adiabatic theorem to solve combinatorial optimization problems. In this paper, we compare classical annealings such as simulated annealing and quantum annealings that are done by the D-Wave machines both theoretically and numerically. We show that if the classical and quantum annealing are characterized by equivalent Ising models, then solving an optimization problem, i.e., finding the minimal energy of each Ising model, by the two annealing procedures, are mathematically identical. For quantum annealing, we also derive the probability lower-bound on successfully solving an optimization problem by measuring the system at the end of the annealing procedure. Moreover, we present the Markov chain Monte Carlo (MCMC) method to realize quantum annealing by classical computers and investigate its statistical properties. In the numerical section, we discuss the discrepancies between the MCMC based annealing approaches and the quantum annealing approach in solving optimization problems.

stat.OT↗

arXiv2020

Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency

This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the continuous instantaneous factor volatility process. We call it the SV-Ito model. Based on the series of daily integrated factor volatility matrix estimators, we propose quasi-maximum likelihood and least squares estimation methods. Their asymptotic properties are established. We apply the proposed method to predict future vast volatility matrix whose asymptotic behaviors are studied. A simulation study is conducted to check the finite sample performance of the proposed estimation and prediction method. An empirical analysis is carried out to demonstrate the advantage of the SV-Ito model in volatility prediction and portfolio allocation problems.

stat.ME↗

arXiv2020

Volatility Analysis with Realized GARCH-Ito Models

This paper introduces a unified approach for modeling high-frequency financial data that can accommodate both the continuous-time jump-diffusion and discrete-time realized GARCH model by embedding the discrete realized GARCH structure in the continuous instantaneous volatility process. The key feature of the proposed model is that the corresponding conditional daily integrated volatility adopts an autoregressive structure where both integrated volatility and jump variation serve as innovations. We name it as the realized GARCH-Ito model. Given the autoregressive structure in the conditional daily integrated volatility, we propose a quasi-likelihood function for parameter estimation and establish its asymptotic properties. To improve the parameter estimation, we propose a joint quasi-likelihood function that is built on the marriage of daily integrated volatility estimated by high-frequency data and nonparametric volatility estimator obtained from option data. We conduct a simulation study to check the finite sample performance of the proposed methodologies and an empirical study with the S&P500 stock index and option data.

stat.ME↗

arXiv2019

Large Volatility Matrix Prediction with High-Frequency Data

We provide a novel method for large volatility matrix prediction with high-frequency data by applying eigen-decomposition to daily realized volatility matrix estimators and capturing eigenvalue dynamics with ARMA models. Given a sequence of daily volatility matrix estimators, we compute the aggregated eigenvectors and obtain the corresponding eigenvalues. Eigenvalues in the same relative magnitude form a time series and the ARMA models are further employed to model the dynamics within each eigenvalue time series to produce a predictor. We predict future large volatility matrix based on the predicted eigenvalues and the aggregated eigenvectors, and demonstrate the advantages of the proposed method in volatility prediction and portfolio allocation problems.

stat.AP↗

arXiv2018

Thresholds and bistability in HIV infection models with oxidative stress

Oxidative stress, a reaction caused by the imbalance between the reactive oxygen species of human organism and its ability to detoxify reactive intermediates and to repair the resulting damage plays an important role in HIV-infections. On one hand, HIV infection is responsible for the chronic oxidative stress of the patients. On the other hand, the oxidative stress contributions to the HIV disease pathogenesis. In this paper, we integrate oxidative stress into an HIV infection model to investigate its effects on the virus dynamics. Through mathematical analysis, we obtain the basic reproduction number R0 of the model which describes the persistence of viruses. In particular, we show that for R0 > 1, the model has a bistable interval with virus rebound threshold and elite control threshold. Numerical simulations and bifurcation analysis are presented to illustrate the viral dynamics under oxidative stress. Our investigation reveals the interplay between viruses and the reaction of human organism including immune response and oxidative stress, and their effects on the health of human being.

q-bio.PE↗