3 papers
cond-mat.stat-mech2019
Measures of distinguishability between stochastic processes
Chengran Yang, Felix C. Binder, Mile Gu +1
Quantifying how distinguishable two stochastic processes are lies at the heart of many fields, such as machine learning and quantitative finance. While several measures have been p…
quant-ph2019
Extreme dimensionality reduction with quantum modelling
Thomas J. Elliott, Chengran Yang, Felix C. Binder +3
Effective and efficient forecasting relies on identification of the relevant information contained in past observations -- the predictive features -- and isolating it from the rest…
quant-ph2018
Matrix Product States for Quantum Stochastic Modelling
Chengran Yang, Felix C. Binder, Varun Narasimhachar +1
In stochastic modeling, there has been a significant effort towards finding predictive models that predict a stochastic process' future using minimal information from its past. Mea…