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It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…

Methodology · Statistics 2020-07-16 Chris. J. Oates , Jon Cockayne , Dennis Prangle , T. J. Sullivan , Mark Girolami

We present a universal technique for quantum state estimation based on the maximum-likelihood method. This approach provides a positive definite estimate for the density matrix from a sequence of measurements performed on identically…

Quantum Physics · Physics 2009-10-31 K. Banaszek , G. M. D'Ariano , M. G. A. Paris , M. F. Sacchi

Quantum Mechanics (QM) is a quantum probability theory based on the density matrix. The possibility of applying classical probability theory, which is based on the probability distribution function(PDF), to describe quantum systems is…

Quantum Physics · Physics 2008-09-12 Jinshan Wu , Shouyong Pei

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

In this paper we propose a new deterministic approximation method, called discretization approximation, for Bayesian computation. Discretization approximation is very simple to understand and to implement, It only requires calculating…

Computation · Statistics 2026-01-13 Shifeng Xiong

Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…

Optimization and Control · Mathematics 2025-04-10 Andrey A Popov

Except for crystalline or random structures, an agreed definition of complexity for intermediate and hence interesting cases does not exist. We fill this gap with a notion of complexity that characterises shapes formed by any finite number…

General Relativity and Quantum Cosmology · Physics 2024-05-14 Julian Barbour , Zaza Doborjginidze , Tim Koslowski , Hemant Shukla

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

We generalize classical statistical mechanics to describe the kinematics and the dynamics of systems whose variables are constrained by a single quantum postulate (discreteness of the spectrum of values of at least one variable of the…

Quantum Physics · Physics 2009-10-31 Marcello Cini

In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise.…

Machine Learning · Statistics 2023-09-13 Michele Caprio , Yusuf Sale , Eyke Hüllermeier , Insup Lee

Randomness is viewed through an analogy between a physical quantity, density of gas, and a mathematical construct -- probability density. Boltzmann's deduction of equilibrium distribution of ideal gas placed in an external potential field…

Probability · Mathematics 2012-08-27 M. Grendar, , M. Grendar

Quantization for probability distributions refers broadly to estimating a given probability measure by a discrete probability measure supported by a finite number of points. We consider general geometric approaches to quantization using…

Dynamical Systems · Mathematics 2020-02-11 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

We discuss how the apparently objective probabilities predicted by quantum mechanics can be treated in the framework of Bayesian probability theory, in which all probabilities are subjective. Our results are in accord with earlier work by…

Quantum Physics · Physics 2009-11-11 Mark Srednicki

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

The density matrix yields probabilistic information about the outcome of measurements on a quantum system, but it does not distinguish between classical randomness in the preparation of the system and entanglement with its environment.…

Quantum Physics · Physics 2025-09-11 Julien Pinske , Klaus Mølmer

Considering the problem of sampling from the output photon-counting probability distribution of a linear-optical network for input Gaussian states, we obtain results that are of interest from both quantum theory and the computational…

Quantum Physics · Physics 2015-02-16 Saleh Rahimi-Keshari , Austin P. Lund , Timothy C. Ralph

Let $A$ be drawn uniformly at random from the set of all $n\times n$ symmetric matrices with entries in $\{-1,1\}$. We show that \[ \mathbb{P}( \det(A) = 0 ) \leq e^{-cn},\] where $c>0$ is an absolute constant, thereby resolving a…

Probability · Mathematics 2021-06-09 Marcelo Campos , Matthew Jenssen , Marcus Michelen , Julian Sahasrabudhe

The probability distributions of discrete-time quantum walks have been often investigated, and many interesting properties of them have been discovered. The probability that the walker can be find at a position is defined by diagonal…

Quantum Physics · Physics 2013-04-01 Takuya Machida