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Register a new userEfficient Quantum Walk Circuits for Metropolis-Hastings Algorithm
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We present a detailed circuit implementation of Szegedys 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 and thus reformulate the quantum walk in a way that circumvents the implementation of that specific oracle and which closely follows 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.
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In this article we propose multiplication based random walk Metropolis Hastings (MH) algorithm on the real line. We call it the random dive MH (RDMH) algorithm. This algorithm, even if simple to apply, was not studied earlier in Markov chain Monte Carlo literature. The associated kernel is shown to have standard properties like irreducibility, aperiodicity and Harris recurrence under some mild assumptions. These ensure basic convergence (ergodicity) of the kernel. Further the kernel is shown to be geometric ergodic for a large class of target densities on $mathbb{R}$. This class even contains realistic target densities for which random walk or Langevin MH are not geometrically ergodic. Three simulation studies are given to demonstrate the mixing property and superiority of RDMH to standard MH algorithms on real line. A share-price return data is also analyzed and the results are compared with those available in the literature.
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to conduct such sampling, but such a method can converge slowly for medium dimension problems, or when the joint structure of the distributions to sample is complex. We propose a Metropolis Hastings (MH) algorithm based on a multidimensional Gaussian proposal that takes into account the joint conditional distribution of the random effects and does not require any tuning, in contrast with more sophisticated samplers such as the Metropolis Adjusted Langevin Algorithm or the No-U-Turn Sampler that involve costly tuning runs or intensive computation. Indeed, this distribution is automatically obtained thanks to a Laplace approximation of the original model. We show that such approximation is equivalent to linearizing the model in the case of continuous data. Numerical experiments based on real data highlight the very good performances of the proposed method for continuous data model.
We propose a new kernel for Metropolis Hastings called Directional Metropolis Hastings (DMH) with multivariate update where the proposal kernel has state dependent covariance matrix. We use the derivative of the target distribution at the current state to change the orientation of the proposal distribution, therefore producing a more plausible proposal. We study the conditions for geometric ergodicity of our algorithm and provide necessary and sufficient conditions for convergence. We also suggest a scheme for adaptively update the variance parameter and study the conditions of ergodicity of the adaptive algorithm. We demonstrate the performance of our algorithm in a Bayesian generalized linear model problem.
This paper develops a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative Adversarial Networks (GAN), we reframe the likelihood function estimation problem as a classification problem. Pitting a Generator, who simulates fake data, against a Classifier, who tries to distinguish them from the real data, one obtains likelihood (ratio) estimators which can be plugged into the Metropolis-Hastings algorithm. The resulting Markov chains generate, at a steady state, samples from an approximate posterior whose asymptotic properties we characterize. Drawing upon connections with empirical Bayes and Bayesian mis-specification, we quantify the convergence rate in terms of the contraction speed of the actual posterior and the convergence rate of the Classifier. Asymptotic normality results are also provided which justify inferential potential of our approach. We illustrate the usefulness of our approach on examples which have posed a challenge for existing Bayesian likelihood-free approaches.
The variational quantum eigensolver is one of the most promising approaches for performing chemistry simulations using noisy intermediate-scale quantum (NISQ) processors. The efficiency of this algorithm depends crucially on the ability to prepare multi-qubit trial states on the quantum processor that either include, or at least closely approximate, the actual energy eigenstates of the problem being simulated while avoiding states that have little overlap with them. Symmetries play a central role in determining the best trial states. Here, we present efficient state preparation circuits that respect particle number, total spin, spin projection, and time-reversal symmetries. These circuits contain the minimal number of variational parameters needed to fully span the appropriate symmetry subspace dictated by the chemistry problem while avoiding all irrelevant sectors of Hilbert space. We show how to construct these circuits for arbitrary numbers of orbitals, electrons, and spin quantum numbers, and we provide explicit decompositions and gate counts in terms of standard gate sets in each case. We test our circuits in quantum simulations of the $H_2$ and $LiH$ molecules and find that they outperform standard state preparation methods in terms of both accuracy and circuit depth.
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