Quantum speedup of Monte Carlo methods
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 wh...
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| Published in: | Proceedings of the Royal Society. A, Mathematical, physical, and engineering sciences Vol. 471; no. 2181; p. 20150301 |
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| Main Author: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
England
08.09.2015
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| Subjects: | |
| ISSN: | 1364-5021 |
| Online Access: | Get more information |
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| Summary: | 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. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
| ISSN: | 1364-5021 |
| DOI: | 10.1098/rspa.2015.0301 |