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Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…

Methodology · Statistics 2026-01-01 Liliang Wang , Alex Gorodetsky

We demonstrate how a single heat exchange between a probe thermal qubit and multi-qubit thermal machine encoding a Boolean function, can determine whether the function is balanced or constant, thus providing a novel thermodynamic solution…

Quantum Physics · Physics 2026-01-21 Jake Xuereb

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

Quantum metrology is a general term for methods to precisely estimate the value of an unknown parameter by actively using quantum resources. In particular, some classes of entangled states can be used to significantly suppress the…

Quantum Physics · Physics 2015-05-01 Takanori Sugiyama

We consider a well defined joint detection and parameter estimation problem. By combining the Baysian formulation of the estimation subproblem with suitable constraints on the detection subproblem we develop optimum one- and two-step test…

Applications · Statistics 2011-01-27 George V. Moustakides , Guido H. Jajamovich , Ali Tajer , Xiaodong Wang

In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…

Optimization and Control · Mathematics 2021-10-01 Louis Sharrock , Nikolas Kantas

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Optimization and Control · Mathematics 2026-04-17 Zeyi Chen , Ariel Neufeld , Qikun Xiang

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

Quantum Physics · Physics 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini

First principles approaches have revolutionized our ability in using computers to predict, explore and design materials. A major advantage commonly associated with these approaches is that they are fully parameter free. However, numerically…

Materials Science · Physics 2025-12-25 Jan Janssen , Edgar Makarov , Tilmann Hickel , Alexander V. Shapeev , Jörg Neugebauer

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Econometrics · Economics 2024-01-17 Zachary Porreca

Measurement incompatibility is a cornerstone of quantum mechanics. In the context of estimating multiple parameters of a quantum system, this manifests as a fundamental trade-off between the precisions with which different parameters can be…

Quantum Physics · Physics 2025-11-11 Simon K. Yung , Aritra Das , Jun Suzuki , Ping Koy Lam , Jie Zhao , Lorcán O. Conlon , Syed M. Assad

We present an optimization-based method for the joint estimation of system parameters and noise covariances of linear time-variant systems. Given measured data, this method maximizes the likelihood of the parameters. We solve the…

Optimization and Control · Mathematics 2023-03-21 Léo Simpson , Andrea Ghezzi , Jonas Asprion , Moritz Diehl

Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $\alpha$-stable L\'evy process is still lacking.…

Dynamical Systems · Mathematics 2021-02-24 Yayun Zheng , Fang Yang , Jinqiao Duan , Jürgen Kurths

A central feature of quantum metrology is the possibility of Heisenberg scaling, a quadratic improvement over the limits of classical statistics. This scaling, however, is notoriously fragile to noise. While for some noise types it can be…

Quantum Physics · Physics 2022-06-08 Giulio Chiribella , Xiaobin Zhao

We discuss how continuous probing of a quantum system allows estimation of unknown classical parameters embodied in the Hamiltonian of the system. We generalize the stochastic master equation associated with continuous observation processes…

Quantum Physics · Physics 2013-12-09 Antonio Negretti , Klaus Mølmer

Leveraging quantum effects in metrology such as entanglement and coherence allows one to measure parameters with enhanced sensitivity. However, time-dependent noise can disrupt such Heisenberg-limited amplification. We propose a…

Quantum Physics · Physics 2022-09-23 Yulong Dong , Jonathan Gross , Murphy Yuezhen Niu

One of the main quests in quantum metrology, and quantum parameter estimation in general, is to find out the highest achievable precision with given resources and design schemes that attain that precision. In this article we present a…

Quantum Physics · Physics 2016-05-23 Haidong Yuan , Chi-Hang Fred Fung

Measurement-based quantum computing (MBQC), an alternate paradigm for formulating quantum algorithms, can lead to potentially more flexible and efficient implementations as well as to theoretical insights on the role of entanglement in a…

Quantum Physics · Physics 2024-03-05 M. Schwetz , R. M. Noack

A longstanding problem in quantum metrology is how to extract as much information as possible in realistic scenarios with not only multiple unknown parameters, but also limited measurement data and some degree of prior information. Here we…

Quantum Physics · Physics 2020-03-24 Jesús Rubio , Jacob Dunningham

We introduce a new distance and we use it to parameter estimation purposes. We observe how it operates and we use in its place the usual methods of estimation which we call the methods of the new approach. We realize that we obtain a…

Statistics Theory · Mathematics 2008-12-08 Ahmed Guellil , Tewfik Kernane
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