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arXiv:2607.00040

Quantum Amplitude Estimation in Gradient-Based Stochastic Optimization

Raffaele Sarno

quant-phSubmitted Jun 29, 2026• Announced Jun 30, 2026• 0 citations
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Abstract

In this paper we prove, both mathematically and through a simulation, how the Quantum Amplitude Estimation algorithm can obtain quadratic improvements with respect to the Monte Carlo method in gradient-based stochastic optimization, highlighting the central role of the Quantum Phase Estimation concentration guarantee in achieving the predicted advantage.

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arXiv:1912.05559•npj Quantum Information•Mar 19, 2021•214 citations
In this paper we prove, both mathematically and through a simulation, how the Quantum Amplitude Estimation algorithm can obtain quadratic improvements with respect to the Monte Carlo method in gradient-based stochastic optimization, highlighting the central role of the Quantum Phase Estimation concentration guarantee in achieving the predicted advantage.
The Quantum Amplitude Estimation (QAE) algorithm is a major quantum algorithm designed to achieve a quadratic speed-up. Until fault-tolerant quantum computing is achieved, being competitive over classical Monte Carlo (MC) remains elusive. Alternative methods have been developed so as to require fewer resources while maintaining an advantageous theoretical scaling. We compared the standard QAE algorithm with two Noisy Intermediate-Scale Quantum (NISQ)-friendly versions of QAE on a numerical integration task, with the Monte Carlo technique of Metropolis–Hastings as a classical benchmark. The algorithms were evaluated in terms of the estimation error as a function of the number of samples, computational time, and length of the quantum circuits required by the solutions, respectively. The effectiveness of the two QAE alternatives was tested on an 11-qubit trapped-ion quantum computer in order to verify which solution can first provide a speed-up in the integral estimation problems. We concluded that an alternative approach is preferable with respect to employing the phase estimation routine. Indeed, the Maximum Likelihood estimation guaranteed the best trade-off between the length of the quantum circuits and the precision in the integral estimation, as well as greater resistance to noise.
We introduce a variant of Quantum Amplitude Estimation (QAE), called Iterative QAE (IQAE), which does not rely on Quantum Phase Estimation (QPE) but is only based on Grover’s Algorithm, which reduces the required number of qubits and gates. We provide a rigorous analysis of IQAE and prove that it achieves a quadratic speedup up to a double-logarithmic factor compared to classical Monte Carlo simulation with provably small constant overhead. Furthermore, we show with an empirical study that our algorithm outperforms other known QAE variants without QPE, some even by orders of magnitude, i.e., our algorithm requires significantly fewer samples to achieve the same estimation accuracy and confidence level.
The approximation of an integral with numerical integration methods is a relevant problem in many fields, from finance to chemistry. Monte Carlo methods are a family of methods widely used for numerical integration but which are not always applicable to industrial tasks. Instead, there are quantum computing methods such as Quantum Amplitude Estimation able to offer a speed-up compared to the Monte Carlo methods for numerical integration which promise a significant impact, especially in finance. The Quantum Amplitude Estimation algorithm is a fundamental quantum algorithm with the potential to achieve a quadratic speed-up. Unfortunately, being competitive over classical Monte Carlo methods would require hardware performances currently not available. Therefore, alternative methods have been developed in order to exploit fewer resources while maintaining an advantageous theoretical scaling. We present a comparison between the standard QAE algorithm and two NISQ-friendly versions of the QAE on a numerical integration task. The Monte Carlo technique of Metropolis-Hastings instead is used as a classical benchmark. The scaling of the different algorithms are evaluated in terms of estimation error as a function of the number of samples, computational time, and length of the quantum circuits required by the quantum solutions. The conclusion highlights that an alternative approach is preferable with respect to employng the phase estimation routine. Indeed, the maximum likelihood estimation guarantees the best trade-off between the length of the quantum circuits and the precision in the integral estimation.
Numerical integration with Monte Carlo methods is a central computational task in many scientific and industrial applications, including financial derivative pricing and risk management. Classical Monte Carlo algorithms are computationally demanding: achieving an accuracy εεε typically requires a number of function evaluations scaling as O(1/ε2)O(1/ε^2)O(1/ε2). Quantum-accelerated Monte Carlo methods based on quantum amplitude estimation can in principle quadratically improve this dependence. However, \textit{quasi}-Monte Carlo methods have not been explored in the quantum context. In this work, we introduce a quantum quasi-Monte Carlo algorithm that combines low-discrepancy nets with quantum amplitude estimation. The proposed method prepares the quasi-random point set coherently in superposition. The method does not yield an asymptotic improvement over classical quasi-Monte Carlo, since the total error separates into a discretization error, determined by the finite net, and a quantum estimation error. Instead, we explore a pre-asymptotic advantage window: for a target accuracy that would classically require 2q2^q2q low discrepancy points, one can prepare a higher-resolution net of size 2Q2^Q2Q, with Q>qQ>qQ>q, in superposition and reach the same accuracy using significantly fewer function queries. This window can be controlled by tuning the circuit resolution and amplitude-estimation parameters, making the approach relevant for practical regimes where the number of queries is finite rather than asymptotically large.
In this paper, we introduce a quantum-enhanced algorithm for simulation-based optimization. Simulation-based optimization seeks to optimize an objective function that is computationally expensive to evaluate analytically, and thus, is approximated using simulation techniques such as Monte Carlo simulation. Quantum Amplitude Estimation (QAE) can achieve a quadratic speed-up over classical Monte Carlo simulation. Hence, in many cases, it can achieve a speed-up for simulation-based optimization as well. Combining QAE with ideas from quantum combinatorial optimization, we show how this can be used not only for continuous but also for discrete optimization problems. Furthermore, the algorithm is demonstrated on illustrative problems such as portfolio optimization with a Value at Risk constraint and inventory management.
Abstract We introduce a variant of Quantum Amplitude Estimation (QAE) , called Iterative QAE (IQAE), which does not rely on Quantum Phase Estimation (QPE) but is only based on Grover’s Algorithm , which reduces the required number of qubits and gates. We provide a rigorous analysis of IQAE and prove that it achieves a quadratic speedup up to a double-logarithmic factor compared to classical Monte Carlo simulation with provably small constant overhead. Furthermore, we show with an empirical study that our algorithm outperforms other known QAE variants without QPE, some even by orders of magnitude, i.e., our algorithm requires significantly fewer samples to achieve the same estimation accuracy and confidence level.