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Finding the quantum speedup of the Monte Carlo Markov chain algorithm

van Bommel Barcia, Oscar

Published Jan 1, 2026• 0 citations
OpenAlex

Abstract

In this thesis we define and analyze several proposed quantum approaches to sample from the classical Ising and Potts models, comparing them to the classical Metropolis-Hastings algorithm. We conclude that the highest currently achievable reduction in time complexity is a quadratic improvement obtained using M.~Szegedy's quantum random walk, and we detail the steps needed to construct this walk for purpose of the sampling of the classical Ising or Potts model.

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In this thesis we define and analyze several proposed quantum approaches to sample from the classical Ising and Potts models, comparing them to the classical Metropolis-Hastings algorithm. We conclude that the highest currently achievable reduction in time complexity is a quadratic improvement obtained using M.~Szegedy's quantum random walk, and we detail the steps needed to construct this walk for purpose of the sampling of the classical Ising or Potts model.
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.
We introduce a new class of fully-quantum Metropolis walks in which both the proposal and acceptance steps are intrinsically quantum. Unlike standard quantum walks obtained by quantizing classically efficient Markov chains, our algorithm employs Hamiltonian simulation as a quantum-native proposal mechanism, enlarging the class of quantum walks beyond classical counterparts. We target the problem of sampling from the low-temperature Gibbs distribution of classical dense Ising models, within a fixed error in total variation distance. This approach achieves about a cubic polynomial asymptotic advantage over previous quantum-walks, resulting in a total sixth-degree polynomial queries speedup compared to the best classical walk. This shows that speedups beyond the widely assumed quadratic limit are possible within the quantum walk formalism. We perform a complete fault-tolerant compilation of all algorithmic primitives and benchmark against CPU, GPU, and FPGA implementations of the best classical Markov chain. Under identical hardware assumptions, the resulting advantage runtime crossover is reduced from approximately 10310^3103 years for conventional quantum walks to less than one day. These results identify fully-quantum Markov chains as a promising route toward practical quantum advantage.
Abstract Szegedy’s quantization of a reversible Markov chain provides a quantum walk whose spectral gap is quadratically larger than that of the classical walk. Quantum computers are therefore expected to provide a speedup of Metropolis–Hastings (MH) simulations. Existing generic methods to implement the quantum walk require coherently computing the transition probabilities of the underlying Markov kernel. However, reversible computing methods require a number of qubits that scales with the complexity of the computation. This overhead is undesirable in near-term fault-tolerant quantum computing, where few logical qubits are available. In this work, we present a Szegedy quantum walk construction which follows the classical proposal-acceptance logic, and does not require further reversible computing methods. We also compare this construction with an alternative to Szegedy’s approach which also provides a quadratic gap amplification. Since each step of the quantum walks uses a constant number of proposal and acceptance steps, we expect the end-to-end quadratic speedup to hold for MH Markov Chain Monte-Carlo simulations.
We present a detailed circuit implementation of Szegedy's quantization of the Metropolis-Hastings walk. This quantum walk is usually defined with respect to an oracle. We find that a direct implementation of this oracle requires costly arithmetic operations. We thus reformulate the quantum walk, circumventing its implementation altogether by closely following the classical Metropolis-Hastings walk. We also present heuristic quantum algorithms that use the quantum walk in the context of discrete optimization problems and numerically study their performances. Our numerical results indicate polynomial quantum speedups in heuristic settings.
We present a quantum algorithm based on classical fully polynomial randomized approximation schemes (FPRASs) for estimating partition functions that combine simulated annealing with the Monte Carlo Markov chain method and use nonadaptive cooling schedules. We achieve a twofold polynomial improvement in time complexity: a quadratic reduction with respect to the spectral gap of the underlying Markov chains and a quadratic reduction with respect to the parameter characterizing the desired accuracy of the estimate output by the FPRAS. Both reductions are intimately related and cannot be achieved separately. First, we use Grover's fixed-point search, quantum walks, and phase estimation to efficiently prepare approximate coherent encodings of stationary distributions of the Markov chains. The speed up we obtain in this way is due to the quadratic relation between the spectral and phase gaps of classical and quantum walks. The second speed up with respect to accuracy comes from generalized quantum counting used instead of classical sampling to estimate expected values of quantum observables.
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.