Generative models have achieved remarkable success in data synthesis, though recent advances driven by increasing model scale have introduced challenges in computational cost and efficiency. Quantum machine learning offers a promising alternative, representing complex data distributions using compact, highly expressive models. Here, we propose QDiffusion-TS, the first quantum generative diffusion model for time series synthesis, and validate it on the IQM quantum processor. The framework extends a classical diffusion architecture by replacing feed-forward components within the denoising transformer with quantum neural networks, yielding a hybrid quantum transformer that reduces the number of trainable parameters in each replaced component by nearly three orders of magnitude. Evaluated on financial time series from Apple and Amazon, the model generates synthetic data that more accurately reproduces the real distributions, reducing Wasserstein distance by approximately 44% relative to its classical counterpart across both datasets. In a downstream forecasting task, augmentation with the generated data improves predictive performance by up to 71% in RMSE over a baseline trained solely on real data. These results show that quantum enhanced architectures can consistently match and frequently surpass classical performance with substantially fewer parameters, establishing a practical framework towards more efficient and scalable data-driven generative modelling.
Quantum diffusion models provide a physics-consistent route to generative learning by formulating noising and denoising directly on quantum states. However, applying such models to classical high-dimensional data is constrained by the qubit cost of state encoding and the computational burden of simulating large density operators. We propose a scalable hybrid generative pipeline that combines a classical autoencoder for dimensionality reduction with a mixed-state quantum denoising diffusion probabilistic model (MSQuDDPM) operating in the learned latent space. The autoencoder compresses data into compact latent codes that can be embedded into a small-qubit Hilbert space, after which the quantum diffusion model learns a generative distribution over latent density operators and decodes samples back to the original domain. Algorithmically, we simplify the reverse dynamics by predicting an estimate of the clean state ρ0 at timestep t and computing the one-step reverse update via an analytic backward propagation rule, rather than learning an explicit predictor for ρt−1. We demonstrate the proposed approach on MNIST image generation and discuss how mixed-state quantum diffusion can serve as a practical backbone for hybrid quantum--classical generative modeling under realistic qubit budgets.
Quantum generative modeling is a rapidly evolving discipline at the intersection of quantum computing and machine learning. Contemporary quantum machine learning is generally limited to toy examples or heavily restricted datasets with few elements. This is not only due to the current limitations of available quantum hardware but also due to the absence of inductive biases arising from application-agnostic designs. Current quantum solutions must resort to tricks to scale down high-resolution images, such as relying heavily on dimensionality reduction or utilizing multiple quantum models for low-resolution image patches. Building on recent developments in classical image loading to quantum computers, we circumvent these limitations and train quantum Wasserstein GANs on the established classical MNIST and Fashion-MNIST datasets. Using the complete datasets, our system generates full-resolution images across all ten classes and establishes a new state-of-the-art performance with a single end-to-end quantum generator without tricks. As a proof-of-principle, we also demonstrate that our approach can be extended to color images, exemplified on the Street View House Numbers dataset. We analyze how the choice of variational circuit architecture introduces inductive biases, which crucially unlock this performance. Furthermore, enhanced noise input techniques enable highly diverse image generation while maintaining quality. Finally, we show promising results even under quantum shot noise conditions.
Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data. Recently, quantum computing has emerged as a promising paradigm for solving complex high-dimensional sampling problems. To harness this, we propose a novel hybrid framework combining the temporal representation power of classical neural networks with the distribution-learning capabilities of quantum models. Specifically, we integrate a Long Short-Term Memory (LSTM) network with a Quantum Circuit Born Machine (QCBM). The LSTM extracts dynamic features, while the QCBM acts as a learnable generative prior modeling complex market distributions to guide forecasting. Evaluated on 5-minute high-frequency data from the SSE Composite and CSI 300 indices, our model significantly outperforms a classical LSTM baseline across MSE, RMSE, and QLIKE metrics. Furthermore, by introducing a stochastic Drop-Prior" mechanism during training, the LSTM implicitly distills structured information from the quantum prior. This establishes a pragmatic paradigm of quantum-assisted training with classical-efficient inference", whereby the model retains its quantum-enhanced accuracy even when the quantum module is entirely disabled during deployment. This demonstrates a practical pathway for leveraging quantum computing to enhance classical models without real-time quantum inference latency.