Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler

The self-learning metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution. This paper provides a new self-learning Monte Carlo method...

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Main Authors: Katsuhiro Endo, Taichi Nakamura, Keisuke Fujii, Naoki Yamamoto
Format: Article
Language:English
Published: American Physical Society 2020-12-01
Series:Physical Review Research
Online Access:http://doi.org/10.1103/PhysRevResearch.2.043442
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author Katsuhiro Endo
Taichi Nakamura
Keisuke Fujii
Naoki Yamamoto
author_facet Katsuhiro Endo
Taichi Nakamura
Keisuke Fujii
Naoki Yamamoto
author_sort Katsuhiro Endo
collection DOAJ
description The self-learning metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution. This paper provides a new self-learning Monte Carlo method that utilizes a quantum computer to output a proposal distribution. In particular, we show a novel subclass of this general scheme based on the quantum Fourier transform circuit; when the dimension of the input to QFT corresponding to the low-frequency components is not large, this sampler is classically simulable while having a certain advantage over conventional methods. The performance of this quantum-inspired algorithm is demonstrated by some numerical simulations.
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spelling doaj.art-9dc4084192c44c21a665f98bdbba74682024-04-12T17:05:55ZengAmerican Physical SocietyPhysical Review Research2643-15642020-12-012404344210.1103/PhysRevResearch.2.043442Quantum self-learning Monte Carlo and quantum-inspired Fourier transform samplerKatsuhiro EndoTaichi NakamuraKeisuke FujiiNaoki YamamotoThe self-learning metropolis-Hastings algorithm is a powerful Monte Carlo method that, with the help of machine learning, adaptively generates an easy-to-sample probability distribution for approximating a given hard-to-sample distribution. This paper provides a new self-learning Monte Carlo method that utilizes a quantum computer to output a proposal distribution. In particular, we show a novel subclass of this general scheme based on the quantum Fourier transform circuit; when the dimension of the input to QFT corresponding to the low-frequency components is not large, this sampler is classically simulable while having a certain advantage over conventional methods. The performance of this quantum-inspired algorithm is demonstrated by some numerical simulations.http://doi.org/10.1103/PhysRevResearch.2.043442
spellingShingle Katsuhiro Endo
Taichi Nakamura
Keisuke Fujii
Naoki Yamamoto
Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
Physical Review Research
title Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
title_full Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
title_fullStr Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
title_full_unstemmed Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
title_short Quantum self-learning Monte Carlo and quantum-inspired Fourier transform sampler
title_sort quantum self learning monte carlo and quantum inspired fourier transform sampler
url http://doi.org/10.1103/PhysRevResearch.2.043442
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AT naokiyamamoto quantumselflearningmontecarloandquantuminspiredfouriertransformsampler