Cina Aghamohammadi

Occam’s Quantum Strop: Synchronizing and Compressing Classical Cryptic Processes via a Quantum Channel

A stochastic process’ statistical complexity stands out as a fundamental property: the minimum information required to synchronize one process generator to another. How much information is required, though, when synchronizing over a quantum channel? Recent work demonstrated that representing causal similarity as quantum state-indistinguishability provides a quantum advantage. We generalize this to synchronization and offer a sequence of constructions that exploit extended causal structures, finding substantial increase of the quantum advantage. We demonstrate that maximum compression is determined by the process’ cryptic order–a classical, topological property closely allied to Markov order, itself a measure of historical dependence. We introduce an efficient algorithm that computes the quantum advantage and close noting that the advantage comes at a cost–one trades off prediction for generation complexity.

Minimized state complexity of quantum-encoded cryptic processes

The causal structure of a stochastic process can be more efficiently transmitted via a quantum channel than a classical one, an advantage that increases with codeword length. While previously difficult to compute, we express the quantum advantage in closed form using spectral decomposition, leading to direct computation of the quantum communication cost at all encoding lengths, including infinite. This makes clear how finite-codeword compression is controlled by the classical process’ cryptic order and allows us to analyze structure within the length-asymptotic regime of infinitecryptic order (and infinite Markov order) processes.

Permutation approach, high frequency trading and variety of micro patterns in financial time series

Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as examples. It is seen that variety of patterns evolve through time; and that the scale over which the target markets have no dominant patterns, have decreased steadily over time with the emergence of higher frequency trading.

Extreme Quantum Advantage when Simulating Classical Systems with Long-Range Interaction

Classical stochastic processes can be generated by quantum simulators instead of the more standard classical ones, such as hidden Markov models. One reason for using quantum simulators has recently come to the fore: they generally require less memory than their classical counterparts. Here, we examine this quantum advantage for strongly coupled spin systems—in particular, the Dyson one-dimensional Ising spin chain with variable interaction length. We find that the advantage scales with both interaction range and temperature, growing without bound as interaction range increases. In particular, simulating Dyson’s original spin chain with the most memory-efficient classical algorithm known requires infinite memory, while a quantum simulator requires only finite memory. Thus, quantum systems can very efficiently simulate strongly coupled one-dimensional classical spin systems.

Extreme Quantum Advantage for Rare-Event Sampling.

We introduce a quantum algorithm for efficient biased sampling of the rare events generated by classical memoryful stochastic processes. We show that this quantum algorithm gives an extreme advantage over known classical biased sampling algorithms in terms of the memory resources required. The quantum memory advantage ranges from polynomial to exponential and when sampling the rare equilibrium configurations of spin systems the quantum advantage diverges.