We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algorithms and a quadratic speed increase in comparison to classical Monte Carlo (probabilistic) methods. We derive a simpler and slightly faster version of Grover's mean algorithm, demonstrate how to apply quantum counting to the problem, develop some variations of these algorithms, and show how both (apparently quite different) approaches can be understood from the same unified framework. Finally, we discuss how the exponential speed increase appears to (but does not) violate results obtained via the method of polynomials, from which it is known that a bounded-error quantum algorithm for computing a total function can be only polynomially more efficient than the fastest deterministic classical algorithm.
We discuss quantum algorithms that calculate numerical integrals and descriptive statistics of stochastic processes. With either of two distinct approaches, one obtains an exponential speed increase in comparison to the fastest known classical deterministic algorithms and a quadratic speed increase in comparison to classical Monte Carlo (probabilistic) methods. We derive a simpler and slightly faster version of Grover's mean algorithm, demonstrate how to apply quantum counting to the problem, develop some variations of these algorithms, and show how both (apparently quite different) approaches can be understood from the same unified framework. Finally, we discuss how the exponential speed increase appears to (but does not) violate results obtained via the method of polynomials, from which it is known that a bounded-error quantum algorithm for computing a total function can be only polynomially more efficient than the fastest deterministic classical algorithm.
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.
Quantum computing has attracted a lot of attention in different research fields, such as mathematics, physics and computer science. Quantum algorithms can solve certain problems significantly faster than classical algorithms. There are many numerical problems, especially those arising from quantum systems, which are notoriously difficult to solve using classical computers, since the computational time required often scales exponentially with the size of the problem. However, quantum computers have the potential to solve these problems efficiently, which is also one of the founding ideas of the field of quantum computing. In this thesis, we explore five computational problems, designing innovative quantum algorithms and studying their computational complexity. First, we design an adiabatic quantum algorithm based on the Berry phases for the counting problem. For the running time, it is not as good as the optimal algorithm in the quantum circuit model, but better than the classical random algorithm. Moreover, since the Berry phase is a purely geometric feature, the result should be robust to decoherence and resilient to certain kinds of noise. Since the counting problem is the foundation of many other numerical problems, such as high-dimensional integration and path integration, our adiabatic algorithms can be directly generalized to these kinds of problems. In addition, we study the quantum PAC learning model, offering an improved lower bound on the query complexity. The lower bound is very close to the best lower bound on query complexity known for the classical PAC learning model. We also study the algorithms and the cost of simulating a system evolving under a given Hamiltonian. We consider high order splitting methods that are particularly applicable in quantum simulation and obtain bounds on the number of exponentials required. Moreover, we derive the optimal order of convergence given the required error bound. We compare our complexity estimates to previously known ones and show the resulting speedup. Furthermore, we consider randomized algorithms for Hamiltonian simulation. The evolution is simulated by a product of exponentials in a random sequence and random evolution times. Hence the final state of the system is approximated by a mixed quantum state. We provide a scheme to bound the error of the final quantum state in a randomized algorithm, and obtain randomized algorithms which have the same efficiency as certain deterministic algorithms but which are simpler to implement. We also apply Hamiltonian simulation in estimating the ground state energy of a multiparticle system, which is also known as the multivariate Sturm-Liouville eigenvalue problem. Since the cost of this problem grows exponentially with the number of particles using deterministic classical algorithms, it suffers from the curse of dimensionality. Quantum computers can vanquish the curse, and we exhibit a quantum algorithm whose total cost are linear in the number of particles.
Quantum Monte Carlo integration (QMCI), a quantum algorithm for calculating expectations that provides a quadratic speed-up compared to its classical counterpart, is now attracting increasing interest in the context of its industrial and scientific applications. In this paper, we propose the first application of QMCI to solving McKean-Vlasov stochastic differential equations (MVSDEs), a nonlinear class of SDEs whose drift and diffusion coefficients depend on the law μt of the solution Xt —appearing in fields such as finance and fluid mechanics. We focus on the problem setting where the coefficients depend on μt through expectations of some functions E[φk(Xt)] , and the goal is to compute the expectation of a function E[ϕ(XT)] at a terminal time T . We devise a quantum algorithm that leverages QMCI to compute these expectations, combined with a high-order time discretization method for SDEs and extrapolation of the expectations in time. The proposed algorithm estimates E[ϕ(XT)] with accuracy ϵ , making O(1/ϵ1+2/p) queries to the quantum circuit for time evolution over one step, where p∈(1,2] is the weak order of the SDE discretization method. This demonstrates the speed-up over the well-known classical algorithm called the particle method with complexity of O(1/ϵ3) . We conduct numerical demonstrations of our quantum algorithm applied to examples of MVSDEs, with some parts emulated classically, and observe that the accuracy and complexity behave as expected.
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.
This paper's aim is to explore improvements to, and applications of, a fundamental quantum algorithm invented by Grover\cite{grover}. Grover's algorithm is a basic tool that can be applied to a large number of problems in computer science, creating quantum algorithms that are polynomially faster than fastest known and fastest possible classical algorithms that solve the same problems. Our goal in this paper is to make these techniques readily accessible to those without a strong background in quantum physics: we achieve this by providing a set of tools, each of which makes use of Grover's algorithm or similar techniques, which can be used as subroutines in many quantum algorithms.}{The tools we provide are carefully constructed: they are easy to use, and in many cases they are asymptotically faster than the best tools previously available. The tools we build on include algorithms by Boyer, Brassard, Hoyer and Tapp, Buhrman, Cleve, de Witt and Zalka and Durr and Hoyer.}{After creating our tools, we create several new quantum algorithms, each of which is faster than the fastest known deterministic classical algorithm that accomplishes the same aim, and some of which are faster than the fastest possible deterministic classical algorithm. These algorithms solve problems from the fields of graph theory and computational geometry, and some employ dynamic programming techniques. We discuss a breadth-first search that is faster than Θ(edges) (the classical limit) in a dense graph, maximum-points-on-a-line in O(N3/2lgN) (faster than the fastest classical algorithm known), as well as several other algorithms that are similarly illustrative of solutions in some class of problem. Through these new algorithms we illustrate the use of our tools, working to encourage their use and the study of quantum algorithms in general.
Quantum computation and quantum information are of great current interest in computer science, mathematics, physical sciences and engineering. They will likely lead to a new wave of technological innovations in communication, computation and cryptography. As the theory of quantum physics is fundamentally stochastic, randomness and uncertainty are deeply rooted in quantum computation, quantum simulation and quantum information. Consequently quantum algorithms are random in nature, and quantum simulation utilizes Monte Carlo techniques extensively. Thus statistics can play an important role in quantum computation and quantum simulation, which in turn offer great potential to revolutionize computational statistics. While only pseudo-random numbers can be generated by classical computers, quantum computers are able to produce genuine random numbers; quantum computers can exponentially or quadratically speed up median evaluation, Monte Carlo integration and Markov chain simulation. This paper gives a brief review on quantum computation, quantum simulation and quantum information. We introduce the basic concepts of quantum computation and quantum simulation and present quantum algorithms that are known to be much faster than the available classic algorithms. We provide a statistical framework for the analysis of quantum algorithms and quantum simulation.