Quantum Metropolis-Hastings via Penalised Qubitized Walks: Spectral Filtering and Circuit Implementation

The Metropolis-Hastings algorithm is a cornerstone of Markov Chain Monte Carlo methods, underpinning a wide range of applications in computational physics, Bayesian inference, and machine learning. Quantum variants of Metropolis-Hastings promise accelerated mixing through quantum walks, but their practical realisation remains challenging. In this work, we construct and simulate an explicit circuit level implementation of a quantum Metropolis-Hastings algorithm based on the framework introduced by Claudon et al. (arXiv:2506.11576). We present the full quantum workflow required to prepare a stationary distribution, including a number of modifications required to make the algorithm implementable in a realistic quantum circuit model. Our results demonstrate that these modifications are essential to recover the correct stationary behaviour and highlight both the potential and current limitations of quantum Metropolis-Hastings algorithms, which are expected to become practically relevant in the fault tolerant quantum computing regime.