18 citations · 18 across the 6 of their papers we have counts for
4 papers · 1 filter
Optimal Quantum Speedups for Repeatedly Nested Expectation Estimation
Yihang Sun, Guanyang Wang, Jose Blanchet
We study the estimation of repeatedly nested expectations (RNEs) with a constant horizon (number of nestings) using quantum computing. We propose a quantum algorithm that achieves…
Connecting Quantum Computing with Classical Stochastic Simulation
Jose Blanchet, Mark S. Squillante, Mario Szegedy +1
This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's a…
Quantum speedup of non-linear Monte Carlo problems
Jose Blanchet, Yassine Hamoudi, Mario Szegedy +1
The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over cla…
Quadratic Speed-up in Infinite Variance Quantum Monte Carlo
Jose Blanchet, Mario Szegedy, Guanyang Wang
In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infi…