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Related papers: Minimax quantum tomography: the ultimate bounds on…

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Knowing about optimal quantum measurements is important for many applications in quantum information and quantum communication. However, deriving optimal quantum measurements is often difficult. We present a collection of results for…

Quantum Physics · Physics 2014-03-12 Petros Wallden , Vedran Dunjko , Erika Andersson

This paper examines the precision of estimators of Quantile-Based Risk Measures (Value at Risk, Expected Shortfall, Spectral Risk Measures). It first addresses the question of how to estimate the precision of these estimators, and proposes…

Risk Management · Quantitative Finance 2011-03-30 Kevin Dowd , John Cotter

Sequential estimation of the success probability $p$ in inverse binomial sampling is considered in this paper. For any estimator $\hat p$, its quality is measured by the risk associated with normalized loss functions of linear-linear or…

Statistics Theory · Mathematics 2018-12-18 Luis Mendo

Quantum tomography has become a key tool for the assessment of quantum states, processes, and devices. This drives the search for tomographic methods that achieve greater accuracy. In the case of mixed states of a single 2-dimensional…

Quantum Physics · Physics 2021-07-14 Leonardo Zambrano , Luciano Pereira , Sebastian Niklitschek , Aldo Delgado

To improve the efficiency of the state tomography strategy via weak value, we have searched the optimal coupling strength between the system and measuring device. For an arbitrary d-dimensional quantum system, the optimal strengths being…

Quantum Physics · Physics 2024-02-23 Xuanmin Zhu , Dezheng Zhang , Runping Gao , Qun wei , Lixia Liu , Zijiang Luo

The problem addressed is to design a detector which is maximally sensitive to specific quantum states. Here we concentrate on quantum state detection using the worst-case a posteriori probability of detection as the design criterion. This…

Quantum Physics · Physics 2007-05-23 Robert L. Kosut , Ian Walmsley , Yonina Eldar , Herschel Rabitz

Maximum likelihood estimation is applied to the determination of an unknown quantum measurement. The measuring apparatus performs measurements on many different quantum states and the positive operator-valued measures governing the…

Quantum Physics · Physics 2009-11-07 Jaromir Fiurasek

The precision limit in quantum state tomography is of great interest not only to practical applications but also to foundational studies. However, little is known about this subject in the multiparameter setting even theoretically due to…

Quantum Physics · Physics 2016-03-01 Zhibo Hou , Huangjun Zhu , Guo-Yong Xiang , Chuan-Feng Li , Guang-Can Guo

We consider the problem of estimating the mean of a normal distribution under the following constraint: the estimator can access only a single bit from each sample from this distribution. We study the squared error risk in this estimation…

Statistics Theory · Mathematics 2017-10-12 Alon Kipnis , John C. Duchi

We apply the formalism of quantum estimation theory to obtain information about the value of the nonlinear optomechanical coupling strength. In particular, we discuss the minimum mean-square error estimator and a quantum Cram\'er--Rao-type…

Quantum Physics · Physics 2021-01-07 József Zsolt Bernád , Claudio Sanavio , André Xuereb

We consider the problem of designing minimax estimators for estimating the parameters of a probability distribution. Unlike classical approaches such as the MLE and minimum distance estimators, we consider an algorithmic approach for…

Machine Learning · Statistics 2020-06-23 Kartik Gupta , Arun Sai Suggala , Adarsh Prasad , Praneeth Netrapalli , Pradeep Ravikumar

Standard tomographic analyses ignore model uncertainty. It is assumed that a given model generated the data and the task is to estimate the quantum state, or a subset of parameters within that model. Here we apply a model averaging…

Quantum Physics · Physics 2014-09-26 Christopher Ferrie

When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function. Song (2014) recently developed a local asymptotic…

Statistics Theory · Mathematics 2014-03-12 Kyungchul Song

We consider stationary hidden Markov models with finite state space and nonparametric modeling of the emission distributions. It has remained unknown until very recently that such models are identifiable. In this paper, we propose a new…

Statistics Theory · Mathematics 2015-12-29 Yohann De Castro , Élisabeth Gassiat , Claire Lacour

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

We study the minimax optimal rates for estimating a range of Integral Probability Metrics (IPMs) between two unknown probability measures, based on $n$ independent samples from them. Curiously, we show that estimating the IPM itself between…

Statistics Theory · Mathematics 2019-11-05 Tengyuan Liang

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they…

Econometrics · Economics 2025-09-17 Timothy B. Armstrong , Patrick Kline , Liyang Sun

Experimental designs that are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values.…

Statistics Theory · Mathematics 2026-04-27 Rui Hu , Douglas P. Wiens

The problem of minimizing the maximum of $N$ convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring $O(N\epsilon^{-2/3} + \epsilon^{-8/3})$…

Quantum Physics · Physics 2024-02-21 Hao Wang , Chenyi Zhang , Tongyang Li

For the precise estimation of the unknown quantum state, the independent samples should be prepared. Can we reduce the error of the estimation by the measurement using the quantum correlation between every sample? In this paper, this…

Quantum Physics · Physics 2007-05-23 Masahito Hayashi
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