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We achieve a quantum speed-up of fully polynomial randomized approximation schemes (FPRAS) for estimating partition functions that combine simulated annealing with the Monte-Carlo Markov Chain method and use non-adaptive cooling schedules.…

Quantum Physics · Physics 2013-06-12 Pawel Wocjan , Chen-Fu Chiang , Anura Abeyesinghe , Daniel Nagaj

Quantum-enhanced Markov chain Monte Carlo, a hybrid quantum-classical algorithm in which configurations are proposed by a quantum proposer and accepted or rejected by a classical algorithm, has been introduced as a possible method for…

Quantum Physics · Physics 2026-03-31 Wen Ting Hsieh , Alev Orfi , Dries Sels

Matrix scaling and matrix balancing are two basic linear-algebraic problems with a wide variety of applications, such as approximating the permanent, and pre-conditioning linear systems to make them more numerically stable. We study the…

Quantum computing not only holds the potential to solve long-standing problems in quantum physics, but also to offer speed-ups across a broad spectrum of other fields. However, due to the noise and the limited scale of current quantum…

Quantum Physics · Physics 2024-03-05 Julien Gacon

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

Random walks (or Markov chains) are models extensively used in theoretical computer science. Several tools, including analysis of quantities such as hitting and mixing times, are helpful for devising randomized algorithms. A notable example…

Quantum Physics · Physics 2023-07-12 Lorenzo Laneve , Francesco Tacchino , Ivano Tavernelli

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

The time to converge to the steady state of a finite Markov chain can be greatly reduced by a lifting operation, which creates a new Markov chain on an expanded state space. For a class of quadratic objectives, we show an analogous behavior…

Machine Learning · Statistics 2017-03-14 Guilherme França , José Bento

This paper summarizes a quantum algorithm of [R.D. Somma, et.al., Phys. Rev. Lett. 101, 130504 (2008)] that simulates a classical annealing process for solving discrete optimization problems. The complexity of the quantum algorithm scales…

Quantum Physics · Physics 2015-12-16 Sergio Boixo , Rolando D. Somma

In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…

Discrete Mathematics · Computer Science 2016-09-15 Steffen Rechner , Annabell Berger

Quantum computers provide an opportunity to efficiently sample from probability distributions that include non-trivial interference effects between amplitudes. Using a simple process wherein all possible state histories can be specified by…

Quantum Physics · Physics 2019-08-22 Davide Provasoli , Benjamin Nachman , Wibe A. de Jong , Christian W Bauer

In this work, we design quantum algorithms that are more efficient than classical algorithms to solve time-dependent and finite-horizon Markov Decision Processes (MDPs) in two distinct settings: (1) In the exact dynamics setting, where the…

Quantum Physics · Physics 2025-08-11 Bin Luo , Yuwen Huang , Jonathan Allcock , Xiaojun Lin , Shengyu Zhang , John C. S. Lui

Markov chains are an important tool for modelling and evaluating systems in computer science, economics, biology and numerous other fields. Thus, approximating Markov chains is a useful tool for decreasing the computational effort needed…

Probability · Mathematics 2025-07-16 Patrick Sonnentag

Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

We analyze the effects of quantum correlations, such as entanglement and discord, on the efficiency of phase estimation by studying four quantum circuits that can be readily implemented using NMR techniques. These circuits define a standard…

Quantum Physics · Physics 2012-01-04 Kavan Modi , Hugo Cable , Mark Williamson , Vlatko Vedral

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

An enduring challenge in computer science is reducing the runtime required to solve computational problems. Quantum computing has attracted significant attention due to its potential to deliver asymptotically faster solutions to certain…

Quantum Physics · Physics 2025-03-25 Mischa P. Woods

We resolve the fundamental problem of online decoding with general $n^{th}$ order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline…

Machine Learning · Computer Science 2019-05-31 Vikas K. Garg , Tamar Pichkhadze

It is often possible to speed up the mixing of a Markov chain $\{ X_{t} \}_{t \in \mathbb{N}}$ on a state space $\Omega$ by \textit{lifting}, that is, running a more efficient Markov chain $\{ \hat{X}_{t} \}_{t \in \mathbb{N}}$ on a larger…

Probability · Mathematics 2017-03-01 Kavita Ramanan , Aaron Smith

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

Machine Learning · Computer Science 2023-07-14 Ron Dorfman , Kfir Y. Levy