Efficient classical sampling from Gaussian boson sampling distributions on unweighted graphs

Gaussian Boson Sampling (GBS) is a promising candidate for demonstrating quantum computational advantage and can be applied to solving graph-related problems. In this work, we propose Markov chain Monte Carlo-based algorithms to sample from GBS distributions on undirected, unweighted graphs. Our main contribution is a double-loop variant of Glauber dynamics, whose stationary distribution matches the GBS distribution. We further prove that it mixes in polynomial time for dense graphs using a refined canonical path argument. Numerically, we conduct experiments on unweighted graphs with 256 vertices, larger than the scales in former GBS experiments as well as classical simulations. In particular, we show that both the single-loop and double-loop Glauber dynamics improve the performance of original random search and simulated annealing algorithms for the max-Hafnian and densest k-subgraph problems up to 10 ×. Overall, our approach offers both theoretical guarantees and practical advantages for efficient classical sampling from GBS distributions on unweighted graphs.

Authors

Institutions

Publication Details

Journal
Nature Communications
Published
2025-10-22
DOI
https://doi.org/10.1038/s41467-025-64442-7
Citations
1
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
Field-Weighted Citation Impact
2.63

Funders

Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Efficient classical sampling from Gaussian boson sampling distributions on unweighted graphs

Yecheng Xue, Z. G. Wang, Rui Yang, Y. Zhang et al.
1 citations
Nature Communications
Markov Chains and Monte Carlo Methods
2.63
article

Efficient classical sampling from Gaussian boson sampling distributions on unweighted graphs

Yecheng Xue, Z. G. Wang, Rui Yang, Y. Zhang, Tongyang Li, Shuo Zhou, Xinzhao Wang, Zhuomin Yang
article en
1 citations

Abstract

Gaussian Boson Sampling (GBS) is a promising candidate for demonstrating quantum computational advantage and can be applied to solving graph-related problems. In this work, we propose Markov chain Monte Carlo-based algorithms to sample from GBS distributions on undirected, unweighted graphs. Our main contribution is a double-loop variant of Glauber dynamics, whose stationary distribution matches the GBS distribution. We further prove that it mixes in polynomial time for dense graphs using a refined canonical path argument. Numerically, we conduct experiments on unweighted graphs with 256 vertices, larger than the scales in former GBS experiments as well as classical simulations. In particular, we show that both the single-loop and double-loop Glauber dynamics improve the performance of original random search and simulated annealing algorithms for the max-Hafnian and densest k-subgraph problems up to 10 ×. Overall, our approach offers both theoretical guarantees and practical advantages for efficient classical sampling from GBS distributions on unweighted graphs.

Nature CommunicationsVol. 16(1)
Peking University (CN)
National Natural Science Foundation of China
Openalex Percentile: Top 8%
Markov Chains and Monte Carlo Methods
2.63
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.