Quantum-enhanced stochastic analysis
The recent algorithm for quantum-enhanced analysis of discrete stochastic processes estimates expectation values of the random variables of a simulated process, achieving optimal sampling variance. In this paper, the algorithm was adapted to include a memory efficient unitary simulator acting step-w...
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2023
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| Online Access: | https://hdl.handle.net/10356/166392 |
| _version_ | 1826111419595096064 |
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| author | Chang, Derek Ding Cong |
| author2 | Gu Mile |
| author_facet | Gu Mile Chang, Derek Ding Cong |
| author_sort | Chang, Derek Ding Cong |
| collection | NTU |
| description | The recent algorithm for quantum-enhanced analysis of discrete stochastic processes estimates expectation values of the random variables of a simulated process, achieving optimal sampling variance. In this paper, the algorithm was adapted to include a memory efficient unitary simulator acting step-wise. The construction of the unitary and its implementation on quantum circuits were demonstrated for the perturbed coin process. The algorithm was further expanded by implementing quantum amplitude estimation with maximum likelihood estimation post-processing. The required quantum circuit for this was also demonstrated. It was found that the original algorithm can be boosted with amplitude estimation to achieve lower estimation error. However, it requires a minimum query complexity and there is no clear quantum speedup in sampling convergence rate. |
| first_indexed | 2024-10-01T02:50:25Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/166392 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T02:50:25Z |
| publishDate | 2023 |
| publisher | Nanyang Technological University |
| record_format | dspace |
| spelling | ntu-10356/1663922023-05-01T15:35:47Z Quantum-enhanced stochastic analysis Chang, Derek Ding Cong Gu Mile School of Physical and Mathematical Sciences gumile@ntu.edu.sg Science::Physics Science::Mathematics::Applied mathematics The recent algorithm for quantum-enhanced analysis of discrete stochastic processes estimates expectation values of the random variables of a simulated process, achieving optimal sampling variance. In this paper, the algorithm was adapted to include a memory efficient unitary simulator acting step-wise. The construction of the unitary and its implementation on quantum circuits were demonstrated for the perturbed coin process. The algorithm was further expanded by implementing quantum amplitude estimation with maximum likelihood estimation post-processing. The required quantum circuit for this was also demonstrated. It was found that the original algorithm can be boosted with amplitude estimation to achieve lower estimation error. However, it requires a minimum query complexity and there is no clear quantum speedup in sampling convergence rate. Bachelor of Science in Physics 2023-04-26T08:04:30Z 2023-04-26T08:04:30Z 2023 Final Year Project (FYP) Chang, D. D. C. (2023). Quantum-enhanced stochastic analysis. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/166392 https://hdl.handle.net/10356/166392 en application/pdf Nanyang Technological University |
| spellingShingle | Science::Physics Science::Mathematics::Applied mathematics Chang, Derek Ding Cong Quantum-enhanced stochastic analysis |
| title | Quantum-enhanced stochastic analysis |
| title_full | Quantum-enhanced stochastic analysis |
| title_fullStr | Quantum-enhanced stochastic analysis |
| title_full_unstemmed | Quantum-enhanced stochastic analysis |
| title_short | Quantum-enhanced stochastic analysis |
| title_sort | quantum enhanced stochastic analysis |
| topic | Science::Physics Science::Mathematics::Applied mathematics |
| url | https://hdl.handle.net/10356/166392 |
| work_keys_str_mv | AT changderekdingcong quantumenhancedstochasticanalysis |