Quantum circuits for the Metropolis-Hastings algorithm

Szegedy's quantization of a reversible Markov chain provides a quantum walk whose spectral gap is quadratically larger 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 transition 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 Szegedy quantum walk construction which follows the classical proposal-acceptance logic, and does not require further reversible computing methods. We also compare this construction with an alternative to Szegedy's approach which also provides a quadratic gap amplification. Since each step of the quantum walks uses a constant number of proposal and acceptance steps, we expect the end-to-end quadratic speedup to hold for MH Markov Chain Monte-Carlo simulations.