Quantum Circuits for the Metropolis-Hastings Algorithm

Abstract: Szegedy's quantization of a reversible Markov chain provides a quantum walk whose mixing time is quadratically smaller 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 acceptance 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 quantum walk construction which follows the classical proposal-acceptance logic, does not require further reversible computing methods, and uses a constant-sized ancilla register. Since each step of the quantum walk uses a constant number of proposition and acceptance steps, we expect the end-to-end quadratic speedup to hold for MH simulations.