QeMCMC · Correlated Network Risk

When failures are correlated, which node do you protect?

A sampler for any system whose risk is dominated by pairwise correlated failure. The Hamiltonian and the algorithm are fixed; the domain only changes what the couplings mean.

The model

Every node carries a binary state \( z_i = \pm 1 \): operating or failed. Failure propagates along pairwise couplings \( J_{ij} \), each node has an intrinsic vulnerability \( h_i \), and the aggregate stress level enters as a temperature \( 1/\beta \). That is the complete specification of an Ising model on the network:

$$ H(z) \;=\; \tfrac{1}{2} \sum_{i,j} J_{ij}\, z_i z_j \;+\; \sum_i h_i z_i, \qquad P(z) \;=\; \frac{e^{-\beta H(z)}}{Z}, \qquad Z \;=\; \sum_{z \in \{\pm 1\}^n} e^{-\beta H(z)} $$

Nothing in this structure is domain specific. If a system has units that can fail, edges along which failure propagates, and a stress level, it is this model; only the reading of \( J_{ij} \) changes. The grid further down lists eight domains that share it, from financial contagion to rush-hour traffic.

Why the exact answer is out of reach

The normaliser \( Z \) is a sum over \( 2^n \) configurations, and every question a decision-maker asks is an expectation under \( P(z) \): the probability that more than \( k \) institutions default together, the full covariance matrix, the marginal effect of stabilising one node. Exact enumeration is feasible at the sizes on this page (\( n \le 12 \), a few thousand states, re-enumerated in your browser for the ranking panel) and becomes hopeless as \( n \) grows past a few dozen. Sampling is the only general route, and the quantity that ranks interventions is exactly the one naive sampling measures worst.

The quantity that decides

An intervention is a field edit: stabilising node \( j \) by amount \( \omega \) means \( h_j \to h_j - \omega \). Its value is the response of \( \langle z_i \rangle \) to that edit, and the fluctuation-dissipation relation identifies the response with a covariance:

$$ \chi_{ij} \;=\; \frac{\partial \langle z_i \rangle}{\partial h_j} \;=\; \beta\, \mathrm{Cov}(z_i, z_j) $$

So the whole decision problem reduces to one estimation task: sample \( P(z) \) well enough that the covariances \( \chi_{ij} \) come out with the right sign and roughly the right size. Average \( \chi_{ij} \) over \( i \) and you have the marginal value of intervening at \( j \); sort those means and you have the intervention ranking.

Where classical sampling stalls

Single-spin Metropolis proposes flipping one node at a time and accepts with

$$ A(z \to z') \;=\; \min\!\big( 1,\; e^{-\beta\,[\,H(z') - H(z)\,]} \big) $$

which converges to \( P(z) \) exactly. The difficulty is mixing time. Near a tipping point \( P(z) \) has two deep basins, most nodes healthy and most nodes failed, separated by a free-energy barrier. Single-spin moves that cross the barrier are exponentially rare, so within any realistic budget the chain sits in whichever basin it started in, and covariances estimated inside one basin give a ranking that is wrong in exactly the cases that matter.

What QeMCMC changes

QeMCMC changes the proposal and nothing else. A quantum circuit evolves under the Trotterised Hamiltonian

$$ H_{\mathrm{prop}} \;=\; (1-\gamma)\,\alpha\, H_{\mathrm{prob}} \;+\; \gamma \sum_j X_j $$

and its measurement is handed to the same classical Metropolis test above. That test is what keeps the chain exact: whatever noise the hardware injects, the stationary distribution is still \( P(z) \), because bad proposals are simply rejected. The bit-flip term in that mix lets a proposal move far in Hamming distance while staying close in energy, so the chain tunnels between basins instead of diffusing over the barrier. The measured advantage is a smaller iteration budget to reach a trustworthy \( \chi \); nothing is claimed about wall-clock time, and the quantum arm on this page is an exact statevector simulation.

What each term means, in any domain

Ising objectRisk meaningConsequence
\( z_i = \pm 1 \) node survives / fails one configuration is one complete scenario
\( J_{ij} \) contagion strength between i and j the correlated failure the model exists to capture
\( h_i \) intrinsic vulnerability of node i shifts marginal failure odds regardless of neighbours
\( 1/\beta \) aggregate environmental stress low: worst-case cascades dominate; high: failures look random
\( \chi_{ij} = \beta\, \mathrm{Cov}(z_i, z_j) \) how much stabilising j helps i fluctuation-dissipation makes it the intervention ranking

How a shock enters

Across the classical and quantum literature a shock enters an Ising risk model in exactly three ways, and all three are diagonal: they keep the target a classical Boltzmann distribution, which is what makes the Metropolis acceptance test and the exact certification possible at all.

  1. Field kick. \( \Delta h_i \) on the exposed nodes: a storm front, a demand surge, a funding squeeze. The equilibrium shifts; the cascade is the response.
  2. Structure change. A coupling \( J_{ij} \) appears, strengthens or breaks: a link severed, an exposure grown.
  3. Seed pinning. One node forced into the failed state as a boundary condition; the network equilibrates around it.

An intervention is the same operation with the opposite sign, \( h_j \to h_j - \omega \). A bank bailout and a road widening are the same edit to the same object, which is why the sampler never has to know which domain it is in.

What we claim, and what we do not

Given a large enough step budget, both samplers converge. The result is a time-to-accuracy gap: how many iterations each one needs before its intervention ranking matches the exact answer. The quantum arm here is an exact statevector simulation, so no wall-clock speedup is claimed. Per-step cost is reported alongside every result, and ground truth comes from exact \( 2^n \) enumeration, in your browser. The advantage is also empirical and small-scale: Layden et al. demonstrated it on 27 qubits at n = 10.

Where the same model applies

Each of these is the same Hamiltonian with a different reading of Jij. Two are built; the rest need only a coupling matrix and a vocabulary.

A domain is a good fit when three things hold: correlations dominate (if failures really are independent, a quantum sampler adds nothing); tail risk is the decision variable; and the coupling graph is sparse enough to keep proposal circuits shallow.

The two we built

Finance and traffic, chosen because both have published classical baselines to check against. Each scenario replays a recorded run of QeMCMC against classical Metropolis on the same Hamiltonian, same temperature, same observables, and lets you score your own intervention.