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Explicit mathematical reconstructions of quantum networks play a significant role in developing quantum information science. However, tremendous parameter requirements and physical constraint implementations have become computationally non-ignorable encumbrances. In this work, we propose an efficient method for quantum network tomography by learning isometries on the Stiefel manifold. Tasks of reconstructing quantum networks are tackled by solving a series of unconstrained optimization problems with significantly fewer parameters. The stepwise isometry estimation shows the capability for providing information of the truncated quantum network while processing the tomography. Remarkably, this method enables the dimension-reduced quantum network tomography by reducing the ancillary dimensions of isometries with bounded error. As a result, our proposed method exhibits high accuracy and efficiency.

Engineering quantum devices requires reliable characterization of the quantum system, including qubits, quantum operations (also known as instruments) and the quantum noise. Recently, quantum gate set tomography (GST) has emerged as a powerful technique for self-consistently describing quantum states, gates, and measurements. However, non-Markovian correlations between the quantum system and environment impact the reliability of GST. To address this, we propose a self-consistent operational framework called instrument set tomography (IST) for non-Markovian GST. Based on the stochastic quantum process, the instrument set describes instruments and system-environment (SE) correlations. We introduce a linear inversion IST (LIST) to describe instruments and SE correlations without physical constraints. The disharmony of linear relationships between instruments is detected. Furthermore, we propose a physically constrained statistical method based on the maximum likelihood estimation for IST (MLE-IST) with adjustable dimensions. MLE-IST shows significant flexibility in adapting to different types of devices, such as noisy intermediate-scale quantum (NISQ) devices, by adjusting the model and constraints. Experimental results demonstrate the effectiveness and necessity of simultaneously describing instruments and SE correlations. Remarkably, real-chip experiments indicate that a polynomial number of parameters with respect to the Markovian order are sufficient to characterize non-Markovian quantum noise in current NISQ devices. Consequently, IST provides an essential and self-consistent framework for characterizing, benchmarking, and developing quantum devices in terms of the instrument set., Comment: Quantum Science and Technology 2024

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial markets and the high volume of data generated by tick-level trading makes it challenging to develop effective market making strategies. To address this challenge, we propose a deep reinforcement learning approach that fuses tick-level data with periodic prediction signals to develop a more accurate and robust market making strategy. Our results of market making strategies based on different deep reinforcement learning algorithms under the simulation scenarios and real data experiments in the cryptocurrency markets show that the proposed framework outperforms existing methods in terms of profitability and risk management.

This work is about optimal order execution, where a large order is split into several small orders to maximize the implementation shortfall. Based on the diversity of cryptocurrency exchanges, we attempt to extract cross-exchange signals by aligning data from multiple exchanges for the first time. Unlike most previous studies that focused on using single-exchange information, we discuss the impact of cross-exchange signals on the agent's decision-making in the optimal execution problem. Experimental results show that cross-exchange signals can provide additional information for the optimal execution of cryptocurrency to facilitate the optimal execution process.

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply uncertainty estimation technology to measure the uncertainty of the agent's decision, which can further reduce unnecessary wear and tear in the hedging process and control model overconfidence that may lead to significant losses. Numerical experiments show the superiority of our strategy in Monte Carlo simulations and SP 500 option data.

In various practical situations, matrix factorization methods suffer from poor data quality, such as high data sparsity and low signal-to-noise ratio (SNR). Here, we consider a matrix factorization problem by utilizing auxiliary information, which is massively available in real-world applications, to overcome the challenges caused by poor data quality. Unlike existing methods that mainly rely on simple linear models to combine auxiliary information with the main data matrix, we propose to integrate gradient boosted trees in the probabilistic matrix factorization framework to effectively leverage auxiliary information (MFAI). Thus, MFAI naturally inherits several salient features of gradient boosted trees, such as the capability of flexibly modeling nonlinear relationships and robustness to irrelevant features and missing values in auxiliary information. The parameters in MFAI can be automatically determined under the empirical Bayes framework, making it adaptive to the utilization of auxiliary information and immune to overfitting. Moreover, MFAI is computationally efficient and scalable to large datasets by exploiting variational inference. We demonstrate the advantages of MFAI through comprehensive numerical results from simulation studies and real data analyses. Our approach is implemented in the R package mfair available at https://github.com/YangLabHKUST/mfair.

We present a novel dataset collected by ASOS (a major online fashion retailer) to address the challenge of predicting customer returns in a fashion retail ecosystem. With the release of this substantial dataset we hope to motivate further collaboration between research communities and the fashion industry. We first explore the structure of this dataset with a focus on the application of Graph Representation Learning in order to exploit the natural data structure and provide statistical insights into particular features within the data. In addition to this, we show examples of a return prediction classification task with a selection of baseline models (i.e. with no intermediate representation learning step) and a graph representation based model. We show that in a downstream return prediction classification task, an F1-score of 0.792 can be found using a Graph Neural Network (GNN), improving upon other models discussed in this work. Alongside this increased F1-score, we also present a lower cross-entropy loss by recasting the data into a graph structure, indicating more robust predictions from a GNN based solution. These results provide evidence that GNNs could provide more impactful and usable classifications than other baseline models on the presented dataset and with this motivation, we hope to encourage further research into graph-based approaches using the ASOS GraphReturns dataset., Comment: The ASOS GraphReturns dataset can be found at https://osf.io/c793h/. Accepted at FashionXRecSys 2022 workshop. Published Version

The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original nonlinear system over larger regions around the equilibrium for longer time horizons with respect to the conventional first-order linearization approach. Finite-section approximations of the lifted system has been widely used to study dynamical and control properties of the original nonlinear system. In this context, some of the outstanding problems are to determine under what conditions, as the finite-section order (i.e., truncation length) increases, the trajectory of the resulting approximate linear system from the finite-section scheme converges to that of the original nonlinear system and whether the time interval over which the convergence happens can be quantified explicitly. In this paper, we provide explicit error bounds for the finite-section approximation and prove that the convergence is indeed exponential with respect to the finite-section order. For a class of nonlinear systems, it is shown that one can achieve exponential convergence over the entire time horizon up to infinity. Our results are practically plausible as our proposed error bound estimates can be used to compute proper truncation lengths for a given application, e.g., determining proper sampling period for model predictive control and reachability analysis for safety verifications. We validate our theoretical findings through several illustrative simulations., Comment: 25 Pages, 10 figures

In this paper, we consider Wiener filters to reconstruct deterministic and (wide-band) stationary graph signals from their observations corrupted by random noises, and we propose distributed algorithms to implement Wiener filters and inverse filters on networks in which agents are equipped with a data processing subsystem for limited data storage and computation power, and with a one-hop communication subsystem for direct data exchange only with their adjacent agents. The proposed distributed polynomial approximation algorithm is an exponential convergent quasi-Newton method based on Jacobi polynomial approximation and Chebyshev interpolation polynomial approximation to analytic functions on a cube. Our numerical simulations show that Wiener filtering procedure performs better on denoising (wide-band) stationary signals than the Tikhonov regularization approach does, and that the proposed polynomial approximation algorithms converge faster than the Chebyshev polynomial approximation algorithm and gradient decent algorithm do in the implementation of an inverse filtering procedure associated with a polynomial filter of commutative graph shifts.

Recent neural network models for image captioning usually employ an encoder-decoder architecture, where the decoder adopts a recursive sequence decoding way. However, such autoregressive decoding may result in sequential error accumulation and slow generation which limit the applications in practice. Non-autoregressive (NA) decoding has been proposed to cover these issues but suffers from language quality problem due to the indirect modeling of the target distribution. Towards that end, we propose an improved NA prediction framework to accelerate image captioning. Our decoding part consists of a position alignment to order the words that describe the content detected in the given image, and a fine non-autoregressive decoder to generate elegant descriptions. Furthermore, we introduce an inference strategy that regards position information as a latent variable to guide the further sentence generation. The Experimental results on public datasets show that our proposed model achieves better performance compared to general NA captioning models, while achieves comparable performance as autoregressive image captioning models with a significant speedup., Comment: AAAI2020 oral presentation on workshop

The Convolutional Neural Network (CNN) has been the dominant image feature extractor in computer vision for years. However, it fails to get the relationship between images/objects and their hierarchical interactions which can be helpful for representing and describing an image. In this paper, we propose a new design for image caption under a general encoder-decoder framework. It takes into account the hierarchical interactions between different abstraction levels of visual information in the images and their bounding-boxes. Specifically, we present CNN plus Graph Convolutional Network (GCN) architecture that novelly integrates both semantic and spatial visual relationships into image encoder. The representations of regions in an image and the connections between images are refined by leveraging graph structure through GCN. With the learned multi-level features, our model capitalizes on the Transformer-based decoder for description generation. We conduct experiments on the COCO image captioning dataset. Evaluations show that our proposed model outperforms the previous state-of-the-art models in the task of image caption, leading to a better performance in terms of all evaluation metrics., Comment: NeurIPS 2019 workshop on New In ML