Related papers: Bayesian parameter inference from continuously mon…

We formulate a quantum arrival time measurement process for a Bosonic many-particle system, with the aim of extracting statistical information on single-particle properties. The arrival time is based on a dynamical multi-particle absorption…

We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…

In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different…

We describe a compact and reliable method to calculate the Fisher information for the estimation of a dynamical parameter in a continuously measured linear Gaussian quantum system. Unlike previous methods in the literature, which involve…

Recently, variational quantum metrology was proposed for Hamiltonians with multiplicative parameters, wherein the estimation precision can be optimized via variational circuits. However, systems with generic Hamiltonians still lack these…

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Fisher matrices play an important role in experimental design and in data analysis. Their primary role is to make predictions for the inference of model parameters - both their errors and covariances. In this short review, I outline a…

We derive general upper bounds to pointwise mutual information in terms of stochastic Fisher information and show these bounds average to known results in the literature for bounds to mutual information in terms of Fisher information. These…

In quantum metrology, the parameter estimation accuracy is bounded by quantum Fisher information. In this paper, we present coherence measures in terms of (quantum) Fisher information by directly considering the post-selective non-unitary…

We simulate the process of continuous homodyne detection of the radiative emission from a quantum system, and we investigate how a Bayesian analysis can be employed to determine unknown parameters that govern the system evolution.…

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable…

We show that both the classical as well as the quantum definitions of the Fisher information faithfully identify resourceful quantum states in general quantum resource theories, in the sense that they can always distinguish between states…

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum mechanics gives a new breakthrough to the field of parameter estimation. In the realm of quantum metrology, the precision of parameter estimation is limited by the quantum Fisher information. We introduce the measures of partial…

In estimating an unknown parameter of a quantum state the quantum Fisher information (QFI) is a pivotal quantity, which depends on the state and its derivate with respect to the unknown parameter. We prove the continuity property for the…

Metrics of model goodness-of-fit, model comparison, and model parameter estimation are the main categories of statistical problems in science. Bayesian and frequentist methods that address these questions often rely on a likelihood…

We consider the impact that temporal correlations in the measurement statistics can have on the achievable precision in a sequential metrological protocol. In this setting, and for a single quantum probe, we establish that it is the…

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…