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This research proposes a novel quantum framework for rare-event sampling, leveraging quantum stochastic models and amplitude amplification to overcome the computational bottlenecks of classical Monte Carlo methods in simulating extreme risk scenarios. By simultaneously reducing both spatial and temporal complexity, the approach offers a significant efficiency gain for modeling high-consequence, low-probability events where historical data is scarce.
Spatiotemporal quantum advantages for rare-event sampling
arXiv:2610.03026v1 Announce Type: new Abstract: In a world fraught with uncertainty, it behooves us to consider the most disastrous possible outcomes, in order that we can best mitigate against them. Often these are extreme risk events -- of high consequence, but low probability. Yet, the rarity of such events limits our ability to study them; there is a paucity of past occurrences to draw upon, and sampling such rare events from models is typically costly in time. Here, we introduce an approach for rare-event sampling based on quantum stochastic models. This integrates the memory advantages of quantum stochastic modelling -- and its associated efficient means of preparing quantum sample states -- with the `speed-ups' of quantum amplitude amplification, to yield simultaneous reductions in spatial and temporal computational complexity compared to classical Monte Carlo-based approaches.
Abstract:In a world fraught with uncertainty, it behooves us to consider the most disastrous possible outcomes, in order that we can best mitigate against them. Often these are extreme risk events -- of high consequence, but low probability. Yet, the rarity of such events limits our ability to study them; there is a paucity of past occurrences to draw upon, and sampling such rare events from models is typically costly in time. Here, we introduce an approach for rare-event sampling based on quantum stochastic models. This integrates the memory advantages of quantum stochastic modelling -- and its associated efficient means of preparing quantum sample states -- with the `speed-ups' of quantum amplitude amplification, to yield simultaneous reductions in spatial and temporal computational complexity compared to classical Monte Carlo-based approaches.
Quantum Physics (quant-ph); Statistical Mechanics (cond-mat.stat-mech)
arXiv:2610.03026 [quant-ph]
(or arXiv:2610.03026v1 [quant-ph] for this version)
https://doi.org/10.48550/arXiv.2610.03026 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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