Quantum Computing for Financial Mathematics

Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.Comment: 5 page

A coherence quantifier based on the quantum optimal transport cost

In this manuscript, we present a coherence measure based on the quantum optimal transport cost in terms of convex roof extended method. We also obtain the analytical solutions of the quantifier for pure states. At last, we propose an operational interpretation of the coherence measure for pure states

Improving the speed of variational quantum algorithms for quantum error correction

We consider the problem of devising a suitable Quantum Error Correction (QEC) procedures for a generic quantum noise acting on a quantum circuit. In general, there is no analytic universal procedure to obtain the encoding and correction unitary gates, and the problem is even harder if the noise is unknown and has to be reconstructed. The existing procedures rely on Variational Quantum Algorithms (VQAs) and are very difficult to train since the size of the gradient of the cost function decays exponentially with the number of qubits. We address this problem using a cost function based on the Quantum Wasserstein distance of order 1 ($QW_1$). At variance with other quantum distances typically adopted in quantum information processing, $QW_1$ lacks the unitary invariance property which makes it a suitable tool to avoid to get trapped in local minima. Focusing on a simple noise model for which an exact QEC solution is known and can be used as a theoretical benchmark, we run a series of numerical tests that show how, guiding the VQA search through the $QW_1$, can indeed significantly increase both the probability of a successful training and the fidelity of the recovered state, with respect to the results one obtains when using conventional approaches

Quantum Monge-Kantorovich problem and transport distance between density matrices

A quantum version of the Monge-Kantorovich optimal transport problem is analyzed. The transport cost is minimized over the set of all bipartite coupling states $\rho^{AB}$, such that both of its reduced density matrices $\rho^A$ and $\rho^B$ of size $N$ are fixed. We show that, selecting the quantum cost matrix to be proportional to the projector on the antisymmetric subspace, the minimal transport cost leads to a semidistance between $\rho^A$ and $\rho^B$, which can be bounded from below by the rescaled Bures distance and from above by the root infidelity. In the single qubit case we provide a semi-analytic expression for the optimal transport cost between any two states, and prove that its square root satisfies the triangle inequality and yields an analogue of the Wasserstein distance of order two on the set of density matrices. Assuming that the cost matrix suffers decoherence, we study the quantum-to-classical transition of the Earth Mover's distance, propose a continuous family of interpolating distances, and demonstrate in the case of diagonal mixed states that the quantum transport is cheaper than the classical one.Comment: 14 pages including appendices, 4 figures. Comments are welcome

The Quantum Wasserstein Distance of Order 1

We propose a generalization of the Wasserstein distance of order 1 to the quantum states of $n$ qudits. The proposal recovers the Hamming distance for the vectors of the canonical basis, and more generally the classical Wasserstein distance for quantum states diagonal in the canonical basis. The proposed distance is invariant with respect to permutations of the qudits and unitary operations acting on one qudit and is additive with respect to the tensor product. Our main result is a continuity bound for the von Neumann entropy with respect to the proposed distance, which significantly strengthens the best continuity bound with respect to the trace distance. We also propose a generalization of the Lipschitz constant to quantum observables. The notion of quantum Lipschitz constant allows us to compute the proposed distance with a semidefinite program. We prove a quantum version of Marton's transportation inequality and a quantum Gaussian concentration inequality for the spectrum of quantum Lipschitz Moreover, we derive bounds on the contraction coefficients of shallow quantum circuits and of the tensor product of one-qudit quantum channels with respect to the proposed distance. We discuss other possible applications in quantum machine learning, quantum Shannon theory, and quantum many-body systems

Quantum Earth Mover's Distance: A New Approach to Learning Quantum Data

Quantifying how far the output of a learning algorithm is from its target is an essential task in machine learning. However, in quantum settings, the loss landscapes of commonly used distance metrics often produce undesirable outcomes such as poor local minima and exponentially decaying gradients. As a new approach, we consider here the quantum earth mover's (EM) or Wasserstein-1 distance, recently proposed in [De Palma et al., arXiv:2009.04469] as a quantum analog to the classical EM distance. We show that the quantum EM distance possesses unique properties, not found in other commonly used quantum distance metrics, that make quantum learning more stable and efficient. We propose a quantum Wasserstein generative adversarial network (qWGAN) which takes advantage of the quantum EM distance and provides an efficient means of performing learning on quantum data. Our qWGAN requires resources polynomial in the number of qubits, and our numerical experiments demonstrate that it is capable of learning a diverse set of quantum data