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arXiv:2606.06316

Quantum enhanced rare event discovery and sampling

Naixu Guo, Po-Wei Huang, Qisheng Wang, Jayne Thompson, Patrick Rebentrost, Mile Gu, Chengran Yang

quant-phcs.AIcs.DSSubmitted Jun 4, 2026• Announced Jun 5, 2026• 0 citations
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Abstract

Financial crashes, cascading failures in infrastructure, and critical errors in AI systems are frequently triggered by events that occur with extremely small probability. Efficiently discovering and sampling events with probability below a threshold is therefore of critical interest. Yet this task is highly non-trivial using existing classical or quantum methods. Being rare, such events require an immense sampling overhead to collect sufficient data samples. Moreover, because the rare events are not known in advance, they cannot be flagged for amplification using standard techniques. Here, we introduce a quantum algorithm for rare-event discovery and sampling without first learning which events are rare. The algorithm achieves the optimal quantum scaling with the rarity threshold. We further demonstrate that this can achieve a quadratic speedup for heavy-tailed systems whose tail has nonvanishing total mass, and translates into a robust polynomial speedup for stationary stochastic processes, with the exponent determined by its entropy-rate structure.

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Financial crashes, cascading failures in infrastructure, and critical errors in AI systems are frequently triggered by events that occur with extremely small probability. Efficiently discovering and sampling events with probability below a threshold is therefore of critical interest. Yet this task is highly non-trivial using existing classical or quantum methods. Being rare, such events require an immense sampling overhead to collect sufficient data samples. Moreover, because the rare events are not known in advance, they cannot be flagged for amplification using standard techniques. Here, we introduce a quantum algorithm for rare-event discovery and sampling without first learning which events are rare. The algorithm achieves the optimal quantum scaling with the rarity threshold. We further demonstrate that this can achieve a quadratic speedup for heavy-tailed systems whose tail has nonvanishing total mass, and translates into a robust polynomial speedup for stationary stochastic processes, with the exponent determined by its entropy-rate structure.
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.
Rare events such as financial crashes, climate extremes, and biological anomalies are notoriously difficult to model due to their scarcity and heavy-tailed distributions. Classical deep generative models often struggle to capture these rare occurrences, either collapsing low-probability modes or producing poorly calibrated uncertainty estimates. In this work, we propose the Quantum-Enhanced Generative Model (QEGM), a hybrid classical quantum framework that integrates deep latent-variable models with variational quantum circuits. The framework introduces two key innovations: (i) a hybrid loss function that jointly optimizes reconstruction fidelity and tail-aware likelihood, and (ii) quantum randomness–driven noise injection to enhance sample diversity and mitigate mode collapse. Training proceeds via a hybrid loop where classical parameters are updated through backpropagation while quantum parameters are optimized using parameter-shift gradients. We evaluate QEGM on synthetic Gaussian mixtures and real-world datasets spanning finance, climate, and protein structure. Results demonstrate that QEGM consistently reduces tail KL-divergence by up to 50% compared to state-of-the-art baselines (GAN, VAE, Diffusion), while improving rare-event recall and coverage calibration. These findings highlight the potential as a principled approach for rare-event prediction, offering robustness beyond what is achievable with purely classical methods.
Many potential future events have devastating consequences, from the onset of earthquakes to financial black swan events. Accurate predictions of their probability of occurrence are vital. Yet as the stochastic systems underlying such events become increasingly complex, these probabilities can depend on ever-growing amounts of past data, which require ever more memory to track. The accuracy of our estimates is ultimately limited by both computational and memory constraints; the former to reduce sampling error, the latter to avoid sampling bias. Traditional quantum algorithms -- such as amplitude estimation -- address only the former, and become untenable especially in near-future quantum devices where quantum memory is a premium. Here, we offer quantum-algorithmic means to reduce systematic bias while maintaining a quadratic speed-up. Our results thus advance the timeline for the practical deployment of quantum technologies, and illustrate their additional benefits when simulating processes of growing complexity.
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Kernel methods augmented with random features give scalable algorithms for learning from big data. But it has been computationally hard to sample random features according to a probability distribution that is optimized for the data, so as to minimize the required number of features for achieving the learning to a desired accuracy. Here, we develop a quantum algorithm for sampling from this optimized distribution over features, in runtime O(D)O(D)O(D) that is linear in the dimension DDD of the input data. Our algorithm achieves an exponential speedup in DDD compared to any known classical algorithm for this sampling task. In contrast to existing quantum machine learning algorithms, our algorithm circumvents sparsity and low-rank assumptions and thus has wide applicability. We also show that the sampled features can be combined with regression by stochastic gradient descent to achieve the learning without canceling out our exponential speedup. Our algorithm based on sampling optimized random features leads to an accelerated framework for machine learning that takes advantage of quantum computers.