65 citations · 188 across the 17 of their papers we have counts for
18 papers
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
Atithi Acharya, Yue Sun, Brandon Augustino +3
We develop a global martingale optimal transport framework for joint S&P 500 (SPX)-VIX smile calibration across multiple maturities, without the conditional independence that Marko…
Faster Algorithms for Multimarginal Optimal Transport
Brandon Augustino, Yue Sun, Atithi Acharya +4
We study constructive discrete multimarginal optimal transport (MOT) among distributions on points, where the cost tensor has entries. For additive accuracy $\v…
Quantum Speedups for Group Relaxations of Integer Linear Programs
Brandon Augustino, Dylan Herman, Guneykan Ozgul +5
Integer Linear Programs (ILPs) are a flexible and ubiquitous model for discrete optimization problems. Solving ILPs is \textsf{NP-Hard} yet of great practical importance. Super-qua…
Reading Qubits with Sequential Weak Measurements: Limits of Information Extraction
Cesar Lema, Aleix Bou-Comas, Atithi Acharya +2
Quantum information processing and computation requires high accuracy qubit configuration readout. In many practical schemes, the initial qubit configuration has to be inferred fro…
Certified randomness using a trapped-ion quantum processor
Minzhao Liu, Ruslan Shaydulin, Pradeep Niroula +29
While quantum computers have the potential to perform a wide range of practically important tasks beyond the capabilities of classical computers, realizing this potential remains a…
qReduMIS: A Quantum-Informed Reduction Algorithm for the Maximum Independent Set Problem
Martin J. A. Schuetz, Romina Yalovetzky, Ruben S. Andrist +8
We propose and implement a quantum-informed reduction algorithm for the maximum independent set problem that integrates classical kernelization techniques with information extracte…