Efficient Quantum Walk Circuits for Metropolis-Hastings Algorithm

We present a detailed circuit implementation of Szegedy's 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. We thus reformulate the quantum walk, circumventing its implementation altogether by closely following 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.