Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of quantum algorithms that provide unbiased samples by preparing a state encoding the entire Gibbs distribution. We show that this approach leads to a speedup over a classical Markov chain algorithm for several examples including the Ising model and sampling from weighted independent sets of two different graphs. Our approach connects computational complexity with phase transitions, providing a physical interpretation of quantum speedup. Moreover, it opens the door to exploring potentially useful sampling algorithms on near-term quantum devices as the algorithm for sampling from independent sets on certain graphs can be naturally implemented using Rydberg atom arrays.
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