What kinds of statistical problems are likely to benefit from quantum computing?
On page 645 of "Physical Chemistry: Concepts and Theory" Kenneth S. Schmitz explains:
Quantum effects become important when the de Broglie wavelength becomes comparable to, or is greater than, the dimensions of the particle. When this occurs the wave functions can overlap, giving different properties of the system.
Macroscopic systems can be analyzed by classical methods, as that Wikipedia page explains:
More refined consideration distinguishes classical and quantum mechanics on the basis that classical mechanics fails to recognize that matter and energy cannot be divided into infinitesimally small parcels, so that ultimately fine division reveals irreducibly granular features. The criterion of fineness is whether or not the interactions are described in terms of Planck's constant. Roughly speaking, classical mechanics considers particles in mathematically idealized terms even as fine as geometrical points with no magnitude, still having their finite masses. Classical mechanics also considers mathematically idealized extended materials as geometrically continuously substantial. Such idealizations are useful for most everyday calculations, but may fail entirely for molecules, atoms, photons, and other elementary particles. In many ways, classical mechanics can be considered a mainly macroscopic theory. On the much smaller scale of atoms and molecules, classical mechanics may fail, and the interactions of particles are then described by quantum mechanics.
For example, will quantum computers provide more ubiquitous true random number generation?
No. You don't need a computer to generate a true random number, and using a quantum computer to do so would be a huge waste of resources with no improvement in randomness.
ID Quantique has available SoCs, stand-alone, and PCIe cards for sale for from U\$1200 to U\$3500. It's a little more than photons travelling through a semi-transparent mirror, but has sufficient quantum random properties to pass AIS 31 ("Functionality classes and evaluation methodology for true (physical) random number generator - Version 3.1 Sept 29 2001" .PDF). This is how they describe their method:
Quantis is a physical random number generator exploiting an elementary quantum optics process. Photons – light particles – are sent one by one onto a semi-transparent mirror and detected. These exclusive events (reflection – transmission) are associated to “0” – “1” bit values. This enables us to guarantee a truly unbiased and unpredictable system.
A faster (1 Gbit/s) system is offered by QuintessenceLabs. Their quantum random number generator “qStream” is compliant with NIST SP 800-90A and meets the requirements of the draft NIST SP 800 90B and C. It uses Esaki tunnel diodes. Their products are new and pricing is not yet publicly available.
Also available are systems from Comscire for several hundred to a couple of thousand dollars. Their PCQNG and post-quantum RNG methods and patents are explained on their website.
Quantum Numbers Corp. has developed a chip sized device to quickly (1 Gbit/s) produce quantum random numbers which they claim will be available soon.
What about computationally cheap pseudorandom number generation?
If you mean "computationally cheap" as in few instructions and rapid execution = yes.
If you mean that any computer is an inexpensive means to generate true random numbers = no.
Any property implemented QRNG won't produce pseudo random numbers.
Will quantum computing help accelerate Markov Chain Monte Carlo (MCMC) convergence, or ensure upper bounds on convergence time?
I'll let someone else take a crack at that for now.
Will there be quantum algorithms for other sampling-based estimators?
Probably.
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