Enabling Quantum Speedup of Markov Chains using a Multi-level Approach

Abstract: Quantum speedup for mixing a Markov chain can be achieved based on the construction of slowly-varying $r$ Markov chains where the initial chain can be easily prepared and the spectral gaps have uniform lower bound. The overall complexity is proportional to $r$. We present a multi-level approach to construct such a sequence of $r$ Markov chains by varying a resolution parameter $h.$ We show that the density function of a low-resolution Markov chain can be used to warm start the Markov chain with high resolution. We prove that in terms of the chain length the new algorithm has $O(1)$ complexity rather than $O(r).$