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Related papers: On Quantile Risk Measures and Their Domain

200 papers

Throughout quantum mechanics there is statistical balance, in the collective response of an ensemble of systems to differing measurement types. Statistical balance is a core feature of quantum mechanics, underlying quantum mechanical…

Quantum Physics · Physics 2022-10-31 Brian Drummond

We study quantum state testing where the goal is to test whether $\rho=\rho_0\in\mathbb{C}^{d\times d}$ or $\|\rho-\rho_0\|_1>\varepsilon$, given $n$ copies of $\rho$ and a known state description $\rho_0$. In practice, not all measurements…

Quantum Physics · Physics 2024-09-02 Yuhan Liu , Jayadev Acharya

Contextuality is a defining feature that separates the quantum from the classical descriptions of physical systems. Within the marginal-scenario framework, noncontextual models are characterized by the existence of a single joint…

Quantum Physics · Physics 2026-04-08 Andrea Navoni , Marco G. Genoni , Andrea Smirne

In the Contextuality-by-Default theory random variables representing measurement outcomes are labeled contextually, i.e., not only by what they measure but also under what conditions (in what contexts) the measurements are made, including…

Quantum Physics · Physics 2018-12-11 Ehtibar N. Dzhafarov

Quantum mechanics predicts the joint probability distribution of the outcomes of simultaneous measurements of commuting observables, but, in the state of the art, has lacked the operational definition of simultaneous measurements. The…

Quantum Physics · Physics 2009-10-31 Masanao Ozawa

We consider the probability by which quantum phase measurements of a given precision can be done successfully. The least upper bound of this probability is derived and the associated optimal state vectors are determined. The probability…

Quantum Physics · Physics 2009-02-14 Thomas Schürmann

We develop a systematic approach to quantum probability as a theory of rational betting in quantum gambles. In these games of chance the agent is betting in advance on the outcomes of several (finitely many) incompatible measurements. One…

Quantum Physics · Physics 2007-05-23 I. Pitowsky

This paper introduces a novel framework for assessing risk and decision-making in the presence of uncertainty, the \emph{$\varphi$-Divergence Quadrangle}. This approach expands upon the traditional Risk Quadrangle, a model that quantifies…

Risk Management · Quantitative Finance 2023-07-13 Anton Malandii , Siddhartha Gupte , Cheng Peng , Stan Uryasev

We propose the experimental test of the uncertainty principle. From sub-quantum models it follows that the uncertainty principle may be not true on short time intervals of the order of a picosecond. The positive result of this experiment…

Quantum Physics · Physics 2007-05-23 Jiri Soucek

In the measurement of a continuous observable Q, the pure components of the reduced state do, in general, depend on the initial state. For measurements which attempt to localize the measured system in a certain region R, the localized wave…

High Energy Physics - Phenomenology · Physics 2007-05-23 Kai J. Druhl

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

In this paper, we propose a novel association measure for longitudinal studies based on the traditional definition of relative risk. In a Markovian fashion, such a proposal takes into account the information content regarding the previous…

Methodology · Statistics 2023-02-27 Lina Buitrago , Juan Sosa , Oscar Melo

The new notion of maturity-independent risk measures is introduced and contrasted with the existing risk measurement concepts. It is shown, by means of two examples, one set on a finite probability space and the other in a diffusion…

Risk Management · Quantitative Finance 2008-12-02 Thaleia Zariphopoulou , Gordan Zitkovic

A discussion of the meaning of a physical concept cannot be separated from discussion of the conditions for its ideal measurement. We assert that quantization is no more than the invocation of the quantum of action in the explanation of…

General Relativity and Quantum Cosmology · Physics 2014-01-14 John Stachel , Kaća Bradonjić

The measurement range problem, where one cannot determine the data outside the range of the detector, limits the characterization of entanglement in high-dimensional quantum systems when employing, among other tools from information theory,…

Quantum Physics · Physics 2019-02-01 J. Eli Bourassa , Hoi-Kwong Lo

Quantum measurement is a class of quantum channels that sends quantum states to classical states. We set up resource theories of quantum coherence and quantum entanglement for quantum measurements and find relations between them. For this,…

Quantum Physics · Physics 2022-08-15 Ho-Joon Kim , Soojoon Lee

Quantum statistical models (i.e., families of normalized density matrices) and quantum measurements (i.e., positive operator-valued measures) can be regarded as linear maps: the former, mapping the space of effects to the space of…

Quantum Physics · Physics 2025-02-06 Michele Dall'Arno , Francesco Buscemi

This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. We establish through synthetic and real data experiments that the proposed…

Econometrics · Economics 2024-08-16 Dimitris Korobilis , Maximilian Schröder

Measuring model risk is required by regulators on financial and insurance markets. We separate model risk into parameter estimation risk and model specification risk, and we propose expected shortfall type model risk measures applied to…

Econometrics · Economics 2020-10-29 Emese Lazar , Shuyuan Qi , Radu Tunaru

The problem of defining quantum probabilities of composite events is considered. This problem is of high importance for the theory of quantum measurements and for quantum decision theory that is a part of measurement theory. We show that…

Quantum Physics · Physics 2015-06-17 V. I. Yukalov , D. Sornette