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Matrix Multiplicative Weights Updates in Quantum Zero-Sum Games: Conservation Laws & Recurrence

Neural Information Processing Systems

Recent advances in quantum computing and in particular, the introduction of quantum GANs, have led to increased interest in quantum zero-sum game theory, extending the scope of learning algorithms for classical games into the quantum realm. In this paper, we focus on learning in quantum zero-sum games under Matrix Multiplicative Weights Update (a generalization of the multiplicative weights update method) and its continuous analogue, Quantum Replicator Dynamics. When each player selects their state according to quantum replicator dynamics, we show that the system exhibits conservation laws in a quantum-information theoretic sense. Moreover, we show that the system exhibits Poincaré recurrence, meaning that almost all orbits return arbitrarily close to their initial conditions infinitely often.



Massively Parallel Exact Inference for Hawkes Processes

arXiv.org Machine Learning

Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster $O(N)$ recurrence, but prior work evaluates this recurrence sequentially, without exploiting parallelization on modern GPUs. We show that the Hawkes process intensity can be expressed as a product of sparse transition matrices admitting a linear-time associative multiply, enabling computation via a parallel prefix scan. This yields a simple yet massively parallelizable algorithm for maximum likelihood estimation of linear exponential Hawkes processes. Our method reduces the computational complexity to approximately $O(N/P)$ with $P$ parallel processors, and naturally yields a batching scheme to maintain constant memory usage, avoiding GPU memory constraints. Importantly, it computes the exact likelihood without any additional assumptions or approximations, preserving the simplicity and interpretability of the model. We demonstrate orders-of-magnitude speedups on simulated and real datasets, scaling to thousands of nodes and tens of millions of events, substantially beyond scales reported in prior work. We provide an open-source PyTorch library implementing our optimizations.