We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d. samples needed to estimate the mean of a heavy-tailed distribution with a sub-Gaussian error rate. This result subsumes (up to logarithmic factors) earlier works on the mean estimation problem that were not optimal for heavy-tailed distributions [BHMT02,BDGT11], or that require prior information on the variance [Hein02,Mon15,HM19]. As an application, we obtain new quantum algorithms for the $(\epsilon,\delta)$ -approximation problem with an optimal dependence on the coefficient of variation of the input random variable.We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d. samples needed to estimate the mean of a heavy-tailed distribution with a sub-Gaussian error rate. This result subsumes (up to logarithmic factors) earlier works on the mean estimation problem that were not optimal for heavy-tailed distributions [BHMT02,BDGT11], or that require prior information on the variance [Hein02,Mon15,HM19]. As an application, we obtain new quantum algorithms for the $(\epsilon,\delta)$-approximation problem with an optimal dependence on the coefficient of variation of the input random variable.

Aug 27, 20211 citation

Near-optimal Quantum algorithms for multivariate mean estimation

Arjan Cornelissen, Yassine Hamoudi, Sofiène Jerbi

We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian estimators [Lugosi and Mendelson, 2019] to the quantum setting. Unlike classically, where any univariate estimator can be turned into a multivariate estimator with at most a logarithmic overhead in the dimension, no similar result can be proved in the quantum setting. Indeed, [Heinrich, 2004] ruled out the existence of a quantum advantage for the mean estimation problem when the sample complexity is smaller than the dimension. Our main result is to show that, outside this low-precision regime, there does exist a quantum estimator that outperforms any classical estimator. More precisely, we prove that the approximation error can be decreased by a factor of about the square root of the ratio between the dimension and the sample complexity. Our approach is substantially more involved than in the univariate setting, where most quantum estimators rely only on phase estimation. We exploit a variety of additional algorithmic techniques such as linear amplitude amplification, the Bernstein-Vazirani algorithm, and quantum singular value transformation. Our analysis is also deeply rooted in proving concentration inequalities for multivariate truncated statistics. Finally, we describe several applications of our algorithms, notably in measuring the expectation values of commuting observables and in the field of machine learning.We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian estimators [Lugosi and Mendelson, 2019] to the quantum setting. Unlike classically, where any univariate estimator can be turned into a multivariate estimator with at most a logarithmic overhead in the dimension, no similar result can be proved in the quantum setting. Indeed, [Heinrich, 2004] ruled out the existence of a quantum advantage for the mean estimation problem when the sample complexity is smaller than the dimension. Our main result is to show that, outside this low-precision regime, there does exist a quantum estimator that outperforms any classical estimator. More precisely, we prove that the approximation error can be decreased by a factor of about the square root of the ratio between the dimension and the sample complexity. Our approach is substantially more involved than in the univariate setting, where most quantum estimators rely only on phase estimation. We exploit a variety of additional algorithmic techniques such as linear amplitude amplification, the Bernstein-Vazirani algorithm, and quantum singular value transformation. Our analysis is also deeply rooted in proving concentration inequalities for multivariate truncated statistics. Finally, we describe several applications of our algorithms, notably in measuring the expectation values of commuting observables and in the field of machine learning.

arXiv:2111.09787ACM Symposium on Theory of Computing (STOC)Jun 9, 202216 citations

Quadratic Speed-up in Infinite Variance Quantum Monte Carlo

José Blanchet, Márió Szegedy, Guanyang Wang

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing heavy-tailed distributions, which are commonly encountered in various scientific and engineering fields. Our quantum algorithm efficiently estimates means for variables with a finite $(1+δ)^{\text{th}}$ moment, where $δ$ lies between 0 and 1. It provides a quadratic speedup over the classical Monte Carlo method in both the accuracy parameter $ε$ and the specified moment of the distribution. We establish both classical and quantum lower bounds, showcasing the near-optimal efficiency of our algorithm among quantum methods. Our work focuses not on creating new algorithms, but on analyzing the execution of existing algorithms with available additional information about the random variable. Additionally, we categorize these scenarios and demonstrate a hierarchy in the types of supplementary information that can be provided.In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing heavy-tailed distributions, which are commonly encountered in various scientific and engineering fields. Our quantum algorithm efficiently estimates means for variables with a finite $(1+δ)^{\text{th}}$ moment, where $δ$ lies between 0 and 1. It provides a quadratic speedup over the classical Monte Carlo method in both the accuracy parameter $ε$ and the specified moment of the distribution. We establish both classical and quantum lower bounds, showcasing the near-optimal efficiency of our algorithm among quantum methods. Our work focuses not on creating new algorithms, but on analyzing the execution of existing algorithms with available additional information about the random variable. Additionally, we categorize these scenarios and demonstrate a hierarchy in the types of supplementary information that can be provided.

arXiv:2401.07497Jan 15, 20240 citations

Quantum Speedups for Stochastic Optimization with Heavy-Tailed Noise

Bin Luo, Chengchang Liu, Jonathan Allcock +2 more

We study stochastic optimization with heavy-tailed gradient noise. We first propose a novel quantum mean estimator for multivariate heavy-tailed random variables that achieves lower query complexity than optimal classical estimators in the low-dimensional regime. We further develop an unbiased quantum mean estimator by applying a generalized multi-level Monte Carlo technique. We prove quantum lower bounds showing that, when the dimension $d$ of the random vector is small and can be viewed as a constant, our quantum estimators are optimal up to logarithmic factors. We further derive stronger dimension-dependent lower bounds for tail index $p>4/3$ , showing that a nontrivial dependence on the dimension is unavoidable in the low-dimensional regime. Based on these estimators, we propose a quantum normalized stochastic gradient descent method ( $\texttt{QNSGD}$ ), which finds an $ε$ -stationary point using $\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{5p-4}{2p-2}}\big)$ queries to the quantum stochastic gradient oracle. For a convex objective function, we propose a quantum projected stochastic gradient descent method ( $\texttt{QPSGD}$ ), which computes a solution with $ε$ -optimal solution using $\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{3p-2}{2p-2}}+ε^{-2}\big)$ queries in expectation. These sharper bounds improve upon the classical lower bounds $Ω\big(ε^{-\frac{3p-2}{p-1}}\big)$ for nonconvex problems and $Ω\big(ε^{-\frac{p}{p-1}}\big)$ for convex problems in the low-dimensional regimes $d\lesssimε^{-\frac{p}{p-1}}$ and $d\lesssimε^{-\frac{2-p}{p-1}}$ , respectively.We study stochastic optimization with heavy-tailed gradient noise. We first propose a novel quantum mean estimator for multivariate heavy-tailed random variables that achieves lower query complexity than optimal classical estimators in the low-dimensional regime. We further develop an unbiased quantum mean estimator by applying a generalized multi-level Monte Carlo technique. We prove quantum lower bounds showing that, when the dimension $d$ of the random vector is small and can be viewed as a constant, our quantum estimators are optimal up to logarithmic factors. We further derive stronger dimension-dependent lower bounds for tail index $p>4/3$, showing that a nontrivial dependence on the dimension is unavoidable in the low-dimensional regime. Based on these estimators, we propose a quantum normalized stochastic gradient descent method ($\texttt{QNSGD}$), which finds an $ε$-stationary point using $\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{5p-4}{2p-2}}\big)$ queries to the quantum stochastic gradient oracle. For a convex objective function, we propose a quantum projected stochastic gradient descent method ($\texttt{QPSGD}$), which computes a solution with $ε$-optimal solution using $\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{3p-2}{2p-2}}+ε^{-2}\big)$ queries in expectation. These sharper bounds improve upon the classical lower bounds $Ω\big(ε^{-\frac{3p-2}{p-1}}\big)$ for nonconvex problems and $Ω\big(ε^{-\frac{p}{p-1}}\big)$ for convex problems in the low-dimensional regimes $d\lesssimε^{-\frac{p}{p-1}}$ and $d\lesssimε^{-\frac{2-p}{p-1}}$, respectively.

arXiv:2607.25492Jul 28, 20260 citations

Quantum Non-Identical Mean Estimation: Efficient Algorithms and Fundamental Limits

Jiachen Hu, Tongyang Li, Xinzhao Wang +3 more

We systematically investigate quantum algorithms and lower bounds for mean estimation given query access to non-identically distributed samples. On the one hand, we give quantum mean estimators with quadratic quantum speed-up given samples from different bounded or sub-Gaussian random variables. On the other hand, we prove that, in general, it is impossible for any quantum algorithm to achieve quadratic speed-up over the number of classical samples needed to estimate the mean $μ$ , where the samples come from different random variables with mean close to $μ$ . Technically, our quantum algorithms reduce bounded and sub-Gaussian random variables to the Bernoulli case, and use an uncomputation trick to overcome the challenge that direct amplitude estimation does not work with non-identical query access. Our quantum query lower bounds are established by simulating non-identical oracles by parallel oracles, and also by an adversarial method with non-identical oracles. Both results pave the way for proving quantum query lower bounds with non-identical oracles in general, which may be of independent interest.We systematically investigate quantum algorithms and lower bounds for mean estimation given query access to non-identically distributed samples. On the one hand, we give quantum mean estimators with quadratic quantum speed-up given samples from different bounded or sub-Gaussian random variables. On the other hand, we prove that, in general, it is impossible for any quantum algorithm to achieve quadratic speed-up over the number of classical samples needed to estimate the mean $μ$, where the samples come from different random variables with mean close to $μ$. Technically, our quantum algorithms reduce bounded and sub-Gaussian random variables to the Bernoulli case, and use an uncomputation trick to overcome the challenge that direct amplitude estimation does not work with non-identical query access. Our quantum query lower bounds are established by simulating non-identical oracles by parallel oracles, and also by an adversarial method with non-identical oracles. Both results pave the way for proving quantum query lower bounds with non-identical oracles in general, which may be of independent interest.

arXiv:2405.12838Leibniz international proceedings in informaticsJan 1, 20240 citations

Quantum speedup of non-linear Monte Carlo problems

José Blanchet, Yassine Hamoudi, Márió Szegedy +1 more

The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this paper, we investigate whether a similar quadratic speedup is achievable for estimating non-linear functionals of probability distributions. We propose a quantum-inside-quantum Monte Carlo algorithm that achieves such a speedup for a broad class of non-linear estimation problems, including nested conditional expectations and stochastic optimization. Our algorithm improves upon the direct application of the quantum multilevel Monte Carlo algorithm introduced by An et al. (2021). The existing lower bound indicates that our algorithm is optimal up polylogarithmic factors. A key innovation of our approach is a new sequence of multilevel Monte Carlo approximations specifically designed for quantum computing, which is central to the algorithm's improved performance.The mean of a random variable can be understood as a linear functional on the space of probability distributions. Quantum computing is known to provide a quadratic speedup over classical Monte Carlo methods for mean estimation. In this paper, we investigate whether a similar quadratic speedup is achievable for estimating non-linear functionals of probability distributions. We propose a quantum-inside-quantum Monte Carlo algorithm that achieves such a speedup for a broad class of non-linear estimation problems, including nested conditional expectations and stochastic optimization. Our algorithm improves upon the direct application of the quantum multilevel Monte Carlo algorithm introduced by An et al. (2021). The existing lower bound indicates that our algorithm is optimal up polylogarithmic factors. A key innovation of our approach is a new sequence of multilevel Monte Carlo approximations specifically designed for quantum computing, which is central to the algorithm's improved performance.

arXiv:2502.05094Feb 7, 20250 citations

(\epsilon,\delta)

-approximation problem with an optimal dependence on the coefficient of variation of the input random variable.

(1+δ)^{\text{th}}

moment, where

δ

lies between 0 and 1. It provides a quadratic speedup over the classical Monte Carlo method in both the accuracy parameter

ε

and the specified moment of the distribution. We establish both classical and quantum lower bounds, showcasing the near-optimal efficiency of our algorithm among quantum methods. Our work focuses not on creating new algorithms, but on analyzing the execution of existing algorithms with available additional information about the random variable. Additionally, we categorize these scenarios and demonstrate a hierarchy in the types of supplementary information that can be provided.

d

of the random vector is small and can be viewed as a constant, our quantum estimators are optimal up to logarithmic factors. We further derive stronger dimension-dependent lower bounds for tail index

p>4/3

, showing that a nontrivial dependence on the dimension is unavoidable in the low-dimensional regime. Based on these estimators, we propose a quantum normalized stochastic gradient descent method (

\texttt{QNSGD}

), which finds an

ε

-stationary point using

\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{5p-4}{2p-2}}\big)

queries to the quantum stochastic gradient oracle. For a convex objective function, we propose a quantum projected stochastic gradient descent method (

\texttt{QPSGD}

), which computes a solution with

ε

-optimal solution using

\tilde{\mathcal{O}}\big(\sqrt d\,ε^{-\frac{3p-2}{2p-2}}+ε^{-2}\big)

queries in expectation. These sharper bounds improve upon the classical lower bounds

Ω\big(ε^{-\frac{3p-2}{p-1}}\big)

for nonconvex problems and

Ω\big(ε^{-\frac{p}{p-1}}\big)

for convex problems in the low-dimensional regimes

d\lesssimε^{-\frac{p}{p-1}}

and

d\lesssimε^{-\frac{2-p}{p-1}}

, respectively.

μ

, where the samples come from different random variables with mean close to

μ

. Technically, our quantum algorithms reduce bounded and sub-Gaussian random variables to the Bernoulli case, and use an uncomputation trick to overcome the challenge that direct amplitude estimation does not work with non-identical query access. Our quantum query lower bounds are established by simulating non-identical oracles by parallel oracles, and also by an adversarial method with non-identical oracles. Both results pave the way for proving quantum query lower bounds with non-identical oracles in general, which may be of independent interest.