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arXiv:1504.06987 · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences

Quantum speedup of Monte Carlo methods

Ashley Montanaro

Published Aug 26, 2015• 339 citations
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Abstract

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

DOI
10.1098/rspa.2015.0301

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Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.
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Copyright © 2020 by SIAM Markov chain Monte Carlo algorithms have important applications in counting problems and in machine learning problems, settings that involve estimating quantities that are difficult to compute exactly. How much can quantum computers speed up classical Markov chain algorithms? In this work we consider the problem of speeding up simulated annealing algorithms, where the stationary distributions of the Markov chains are Gibbs distributions at temperatures specified according to an annealing schedule. We construct a quantum algorithm that both adaptively constructs an annealing schedule and quantum samples at each temperature. Our adaptive annealing schedule roughly matches the length of the best classical adaptive annealing schedules and improves on nonadaptive temperature schedules by roughly a quadratic factor. Our dependence on the Markov chain gap matches other quantum algorithms and is quadratically better than what classical Markov chains achieve. Our algorithm is the first to combine both of these quadratic improvements. Like other quantum walk algorithms, it also improves on classical algorithms by producing “qsamples” instead of classical samples. This means preparing quantum states whose amplitudes are the square roots of the target probability distribution. In constructing the annealing schedule we make use of amplitude estimation, and we introduce a method for making amplitude estimation nondestructive at almost no additional cost, a result that may have independent interest. Finally we demonstrate how this quantum simulated annealing algorithm can be applied to the problems of estimating partition functions and Bayesian inference.
Quantum algorithms present a quadratically improved complexity over classical ones for certain sampling tasks. For instance, the Quantum Amplitude Estimation (QAE) algorithm promises to speed up the estimation of the mean of certain functions, given access to the quantum state corresponding to the probability distribution to be sampled from. Classically, samples are often obtained by simulating a Markov chain. In this work, we experimentally use encodings of Markov chains to prepare quantum states and run a quantum Markov Chain Monte Carlo (qMCMC) algorithm on Quantinuum System Model H2 and Quantinuum Helios quantum computers. We first demonstrate that it is possible to obtain accurate results by operating directly on the physical qubits. Crucially, to pave the way toward fault-tolerant execution, we also implement these algorithms using logical qubits protected by the Iceberg Quantum Error Detection (QED) code. By applying multiple rounds of mid-circuit QED during a random walk, we successfully catch and filter out hardware errors. These experiments demonstrate the feasibility of qMCMC on quantum hardware, bringing us closer to realizing quadratic quantum speedups with broad applications ranging from molecular modeling to machine learning and finance.
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