5,767 research outputs found

    A Quantum-inspired Similarity Measure for the Analysis of Complete Weighted Graphs

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    We develop a novel method for measuring the similarity between complete weighted graphs, which are probed by means of discrete-time quantum walks. Directly probing complete graphs using discrete-time quantum walks is intractable due to the cost of simulating the quantum walk. We overcome this problem by extracting a commute-time minimum spanning tree from the complete weighted graph. The spanning tree is probed by a discrete time quantum walk which is initialised using a weighted version of the Perron-Frobenius operator. This naturally encapsulates the edge weight information for the spanning tree extracted from the original graph. For each pair of complete weighted graphs to be compared, we simulate a discrete-time quantum walk on each of the corresponding commute time minimum spanning trees, and then compute the associated density matrices for the quantum walks. The probability of the walk visiting each edge of the spanning tree is given by the diagonal elements of the density matrices. The similarity between each pair of graphs is then computed using either a) the inner product or b) the negative exponential of the Jensen-Shannon divergence between the probability distributions. We show that in both cases the resulting similarity measure is positive definite and therefore corresponds to a kernel on the graphs. We perform a series of experiments on publicly available graph datasets from a variety of different domains, together with time-varying financial networks extracted from data for the New York Stock Exchange. Our experiments demonstrate the effectiveness of the proposed similarity measures

    Quantum ground state isoperimetric inequalities for the energy spectrum of local Hamiltonians

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    We investigate the relationship between the energy spectrum of a local Hamiltonian and the geometric properties of its ground state. By generalizing a standard framework from the analysis of Markov chains to arbitrary (non-stoquastic) Hamiltonians we are naturally led to see that the spectral gap can always be upper bounded by an isoperimetric ratio that depends only on the ground state probability distribution and the range of the terms in the Hamiltonian, but not on any other details of the interaction couplings. This means that for a given probability distribution the inequality constrains the spectral gap of any local Hamiltonian with this distribution as its ground state probability distribution in some basis (Eldar and Harrow derived a similar result in order to characterize the output of low-depth quantum circuits). Going further, we relate the Hilbert space localization properties of the ground state to higher energy eigenvalues by showing that the presence of k strongly localized ground state modes (i.e. clusters of probability, or subsets with small expansion) in Hilbert space implies the presence of k energy eigenvalues that are close to the ground state energy. Our results suggest that quantum adiabatic optimization using local Hamiltonians will inevitably encounter small spectral gaps when attempting to prepare ground states corresponding to multi-modal probability distributions with strongly localized modes, and this problem cannot necessarily be alleviated with the inclusion of non-stoquastic couplings

    A Quantum-inspired Entropic Kernel for Multiple Financial Time Series Analysis

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    Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis

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    In this work, we develop a novel framework to measure the similarity between dynamic financial networks, i.e., time-varying financial networks. Particularly, we explore whether the proposed similarity measure can be employed to understand the structural evolution of the financial networks with time. For a set of time-varying financial networks with each vertex representing the individual time series of a different stock and each edge between a pair of time series representing the absolute value of their Pearson correlation, our start point is to compute the commute time matrix associated with the weighted adjacency matrix of the network structures, where each element of the matrix can be seen as the enhanced correlation value between pairwise stocks. For each network, we show how the commute time matrix allows us to identify a reliable set of dominant correlated time series as well as an associated dominant probability distribution of the stock belonging to this set. Furthermore, we represent each original network as a discrete dominant Shannon entropy time series computed from the dominant probability distribution. With the dominant entropy time series for each pair of financial networks to hand, we develop a similarity measure based on the classical dynamic time warping framework, for analyzing the financial time-varying networks. We show that the proposed similarity measure is positive definite and thus corresponds to a kernel measure on graphs. The proposed kernel bridges the gap between graph kernels and the classical dynamic time warping framework for multiple financial time series analysis. Experiments on time-varying networks extracted through New York Stock Exchange (NYSE) database demonstrate the effectiveness of the proposed approach.Comment: Previously, the original version of this manuscript appeared as arXiv:1902.09947v2, that was submitted as a replacement by a mistake. Now, that article has been replaced to correct the error, and this manuscript is distinct from that articl
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