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A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

The quantum Rabi model (QRM) with linear coupling between light mode and qubit exhibits the analog of a second order phase transition for vanishing mode frequency which allows for criticality-enhanced quantum metrology in a few-body system.…

Quantum Physics · Physics 2022-07-25 Zu-Jian Ying , Simone Felicetti , Gang Liu , Daniel Braak

Consider an estimation of the Hurst parameter $H\in(0,1)$ and the volatility parameter $\sigma>0$ for a fractional Brownian motion with a drift term under high-frequency observations with a finite time interval. In the present paper, we…

Statistics Theory · Mathematics 2022-06-13 Tetsuya Takabatake

Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…

Quantum Physics · Physics 2022-01-10 Tomoki Tanaka , Shumpei Uno , Tamiya Onodera , Naoki Yamamoto , Yohichi Suzuki

We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…

Quantum Physics · Physics 2026-02-04 Marco Radaelli , Joseph A. Smiga , Gabriel T. Landi , Felix C. Binder

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

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 build upon recent work on using Machine Learning models to estimate Hamiltonian parameters using continuous weak measurement of qubits as input. We consider two settings for the training of our model: (1) supervised learning where the…

Quantum Physics · Physics 2025-02-17 Kris Tucker , Amit Kiran Rege , Conor Smith , Claire Monteleoni , Tameem Albash

We present a quantum algorithm to estimate parameters at the quantum metrology limit using deterministic quantum computation with one bit. When the interactions occurring in a quantum system are described by a Hamiltonian $H= \theta H_0$,…

Quantum Physics · Physics 2008-07-03 Rolando D. Somma , Sergio Boixo

We consider the problem of efficient estimation for the drift of fractional Brownian motion $B^H:=(B^H_t)_{t\in[0,T]}$ with hurst parameter $H$ less than 1/2. We also construct superefficient James-Stein type estimators which dominate,…

Probability · Mathematics 2009-05-12 Es-Sebaiy Khalifa , Idir Ouassou , Youssef Ouknine

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

Dynamical Systems · Mathematics 2022-09-19 Harsh Sharma , Nicholas Galioto , Alex A. Gorodetsky , Boris Kramer

We report on our recent efforts to perform realistic simulations of large quantum devices in the time domain. In contrast to d.c. transport where the calculations are explicitly performed at the Fermi level, the presence of time-dependent…

Mesoscale and Nanoscale Physics · Physics 2017-10-26 Joseph Weston , Xavier Waintal

Accurate control of quantum systems requires precise measurement of the parameters that govern the dynamics, including control fields and interactions with the environment. Parameters will drift in time and experiments interleave protocols…

Quantum Physics · Physics 2020-02-11 Swarnadeep Majumder , Leonardo Andreta de Castro , Kenneth R. Brown

Identifying an accurate model for the dynamics of a quantum system is a vexing problem that underlies a range of problems in experimental physics and quantum information theory. Recently, a method called quantum Hamiltonian learning has…

Quantum Physics · Physics 2014-04-23 Nathan Wiebe , Christopher Granade , Christopher Ferrie , David G. Cory

Hamiltonian learning is a cornerstone for advancing accurate many-body simulations, improving quantum device performance, and enabling quantum-enhanced sensing. Existing readily deployable quantum metrology techniques primarily focus on…

Quantum Physics · Physics 2025-10-10 Suying Liu , Xiaodi Wu , Murphy Yuezhen Niu

A system's internal dynamics and its interaction with the environment can be determined by tracking how external perturbations affect its transition rates between states. Quantitative measurements of these rates are crucial for optimizing…

Randomness generation through quantum-chaotic evolution underpins foundational questions in statistical mechanics and applications across quantum information science, including benchmarking, tomography, metrology, and demonstrations of…

Statistical Mechanics · Physics 2026-01-01 Souradeep Ghosh , Nicholas Hunter-Jones , Joaquin F. Rodriguez-Nieva

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Statistical Finance · Quantitative Finance 2026-04-17 Xiyue Han , Alexander Schied

The theory of continuous quantum measurement allows to reconstruct the state $\rho_t$ of a system from a continuous stochastic measurement record $I_t$. However, this truly continuous-time signal $I_t$ is never available in practice. In…

Quantum Physics · Physics 2025-05-28 Pierre Guilmin , Pierre Rouchon , Antoine Tilloy
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