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arXiv:2607.18996

Bayesian Sequential Quantum Amplitude Estimation for Rare-Event Structural Failure Probability

Alireza Tabarraei

Published Jul 21, 2026• 0 citations
arXivHTMLPDF

Abstract

Structural reliability analysis often requires estimating small failure probabilities under uncertainty, a task for which direct Monte Carlo simulation becomes inefficient because failure observations are scarce. Quantum amplitude estimation offers a potential quadratic improvement in query complexity for bounded expectation estimation, but practical iterative formulations require reliable inference from finite, amplified measurement data. This paper develops a Bayesian sequential formulation of iterative quantum amplitude estimation for rare-event structural failure probability estimation. Structural failure is represented as a binary indicator over a finite stochastic ensemble and encoded through a lookup-table oracle, allowing the failure probability to be treated as a quantum amplitude. Measurement outcomes collected at different Grover depths are assimilated through Bayesian updating over the amplitude angle, yielding posterior estimates, credible intervals, and uncertainty-aware convergence diagnostics. The framework is evaluated on stochastic finite-element benchmark problems, including a one-dimensional bar and an L-bracket with stress concentration. The results show that amplitude amplification converts rare failure events into measurable success probabilities, enabling substantially lower estimation errors than direct Monte Carlo simulation under the same idealized oracle-query budget. The Bayesian formulation achieves point-estimation accuracy comparable to maximum-likelihood IQAE while additionally providing posterior uncertainty quantification, credible intervals, and transparent convergence assessment. The study demonstrates Bayesian IQAE as a statistically interpretable proof-of-concept for quantum-assisted rare-event reliability analysis, while relying on idealized oracle access.

DOI
10.48550/arxiv.2607.18996

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Structural reliability analysis often requires estimating small failure probabilities under uncertainty, a task for which direct Monte Carlo simulation becomes inefficient because failure observations are scarce. Quantum amplitude estimation offers a potential quadratic improvement in query complexity for bounded expectation estimation, but practical iterative formulations require reliable inference from finite, amplified measurement data. This paper develops a Bayesian sequential formulation of iterative quantum amplitude estimation for rare-event structural failure probability estimation. Structural failure is represented as a binary indicator over a finite stochastic ensemble and encoded through a lookup-table oracle, allowing the failure probability to be treated as a quantum amplitude. Measurement outcomes collected at different Grover depths are assimilated through Bayesian updating over the amplitude angle, yielding posterior estimates, credible intervals, and uncertainty-aware convergence diagnostics. The framework is evaluated on stochastic finite-element benchmark problems, including a one-dimensional bar and an L-bracket with stress concentration. The results show that amplitude amplification converts rare failure events into measurable success probabilities, enabling substantially lower estimation errors than direct Monte Carlo simulation under the same idealized oracle-query budget. The Bayesian formulation achieves point-estimation accuracy comparable to maximum-likelihood IQAE while additionally providing posterior uncertainty quantification, credible intervals, and transparent convergence assessment. The study demonstrates Bayesian IQAE as a statistically interpretable proof-of-concept for quantum-assisted rare-event reliability analysis, while relying on idealized oracle access.
Conditional Value-at-Risk (CVaR) is a central tail-risk measure in stochastic structural mechanics, yet its accurate evaluation under high-dimensional, spatially correlated material uncertainty remains computationally prohibitive for classical Monte Carlo methods. Leveraging bounded-expectation reformulations of CVaR compatible with quantum amplitude estimation, we develop a quantum-enhanced inference framework that casts CVaR evaluation as a statistically consistent, confidence-constrained maximum-likelihood amplitude estimation problem. The proposed method extends iterative quantum amplitude estimation (IQAE) by embedding explicit maximum-likelihood inference within a rigorously controlled interval-tracking architecture. To ensure global correctness under finite-shot noise and the non-injective oscillatory response induced by Grover amplification, we introduce a stabilized inference scheme incorporating multi-hypothesis feasibility tracking, periodic low-depth disambiguation, and a bounded restart mechanism governed by an explicit failure-probability budget. This formulation preserves the quadratic oracle-complexity advantage of amplitude estimation while providing finite-sample confidence guarantees and reduced estimator variance. The framework is demonstrated on benchmark problems with spatially correlated lognormal Young's modulus fields generated using a Nystrom low-rank Gaussian kernel model. Numerical results show that the proposed estimator achieves substantially lower oracle complexity than classical Monte Carlo CVaR estimation at comparable confidence levels, while maintaining rigorous statistical reliability. This work establishes a practically robust and theoretically grounded quantum-enhanced methodology for tail-risk quantification in stochastic continuum mechanics.
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Operational demands in industries, such as the energy sector, underscore the critical need for reliable equipment capable of withstanding long-term planning and unpredictable factors.Reliability assessment is important for maintaining productivity and optimizing maintenance strategies, especially in scenarios where data limitations challenge traditional assessment methods.In this context, Bayesian inference has emerged as a dynamic tool to update reliability estimates using data from various hierarchical levels.However, conventional simulation techniques may lack computational efficiency when dealing with the reliability estimation of complex systems, creating opportunities to explore alternative approaches such as quantum computation techniques.Quantum Computing leverages principles of quantum mechanics, such as superposition and entanglement, to try to address these computational challenges more effectively.Previous works have applied quantum Bayesian networks using amplitude amplification methods to the context of risk and reliability, focusing on nodes representing discrete probability distributions.This research aims to enhance this approach by incorporating continuous marginal and conditional probabilities into the analysis, which is particularly relevant for systems that rely on these distributions to model events.We explore the encoding of continuous probability distributions within the amplitude amplification framework, aiming to improve the efficiency and precision of probabilistic inference.Additionally, we apply this methodology to Bayesian networks, benchmarking the performance of quantum methods against classical simulation techniques like Monte Carlo to identify scenarios where quantum techniques demonstrate clear advantages.
Classical Monte Carlo methods for pricing catastrophe insurance tail risk converge at order reciprocal root N, requiring large simulation budgets to resolve upper-tail percentiles of the loss distribution. This sample-sparsity problem can lead to AI models trained on impoverished tail data, producing poorly calibrated risk estimates where insolvency risk is greatest. Quantum Amplitude Estimation (QAE), following Montanaro, achieves convergence approaching order reciprocal N in oracle queries - a quadratic speedup that, at scale, would enable high-resolution tail estimation within practical budgets. We validate this advantage empirically using a Qiskit Aer simulator with genuine Grover amplification. A complete pipeline encodes fitted lognormal catastrophe distributions into quantum oracles via amplitude encoding, producing small readout probabilities that enable safe Grover amplification with up to k=16 iterations. Seven experiments on synthetic and real (NOAA Storm Events, 58,028 records) data yield three main findings: an oracle-model advantage, that strong classical baselines win when analytical access is available, and that discretisation, not estimation, is the current bottleneck.
We establish a unified statistical framework that underscores the crucial role statistical inference plays in Quantum Amplitude Estimation (QAE), a task essential to fields ranging from chemistry to finance and machine learning. We use this framework to harness Bayesian statistics for improved measurement efficiency with rigorous interval estimates at all iterations of Iterative Quantum Amplitude Estimation. We demonstrate the resulting method, Bayesian Iterative Quantum Amplitude Estimation (BIQAE), accurately and efficiently estimates both quantum amplitudes and molecular ground-state energies to high accuracy, and show in analytic and numerical sample complexity analyses that BIQAE outperforms all other QAE approaches considered. Both rigorous mathematical proofs and numerical simulations conclusively indicate Bayesian statistics is the source of this advantage, a finding that invites further inquiry into the power of statistics to expedite the search for quantum utility.
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.