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We derive an asymptotic lower bound on the Bayes risk when N identical quantum systems whose state depends on a vector of unknown parameters are jointly measured in an arbitrary way and the parameters of interest estimated on the basis of…

Statistics Theory · Mathematics 2023-05-02 Richard D. Gill

In the setting of high-dimensional linear models with Gaussian noise, we investigate the possibility of confidence statements connected to model selection. Although there exist numerous procedures for adaptive point estimation, the…

Statistics Theory · Mathematics 2009-10-07 Angelika Rohde , Lutz Duembgen

A longstanding problem in quantum metrology is how to extract as much information as possible in realistic scenarios with not only multiple unknown parameters, but also limited measurement data and some degree of prior information. Here we…

Quantum Physics · Physics 2020-03-24 Jesús Rubio , Jacob Dunningham

A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…

Methodology · Statistics 2024-10-29 Christina Zhao , Ding Xiang , Galin L. Jones , Adam J. Rothman

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…

Quantum Physics · Physics 2018-01-31 Jesús Rubio , Paul Knott , Jacob Dunningham

Squeezed light enables quantum-enhanced phase estimation, with crucial applications in both fundamental physics and emerging technologies. To fully exploit the advantage provided by this approach, estimation protocols must remain optimal…

Quantum Physics · Physics 2025-10-17 Giorgio Minati , Enrico Urbani , Nicolò Spagnolo , Valeria Cimini , Fabio Sciarrino

Predicting the outcomes of quantum measurements is a cornerstone of quantum information theory and a key resource for quantum technologies. Here, we introduce a comprehensive framework for quantifying the predictability of measurements on a…

Quantum Physics · Physics 2026-01-28 Dennis I. Martínez-Moreno , Miguel Castillo-Celeita , Diego G. Bussandri

We report an experimental realization of an adaptive quantum state tomography protocol. Our method takes advantage of a Bayesian approach to statistical inference and is naturally tailored for adaptive strategies. For pure states we observe…

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

Identification of model parameters in computer simulations is an important topic in computer experiments. We propose a new method, called the projected kernel calibration method, to estimate these model parameters. The proposed method is…

Methodology · Statistics 2017-05-10 Rui Tuo

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

We investigate schemes for Hamiltonian parameter estimation of a two-level system using repeated measurements in a fixed basis. The simplest (Fourier based) schemes yield an estimate with a mean square error (MSE) that decreases at best as…

Empirical Bayes small area estimation based on the well-known Fay-Herriot model may produce unreliable estimates when outlying areas exist. Existing robust methods against outliers or model misspecification are generally inefficient when…

Methodology · Statistics 2022-06-28 Daisuke Kurisu , Takuya Ishihara , Shonosuke Sugasawa

Quantum information protocols, such as quantum error correction and quantum phase estimation, have been widely used to enhance the performance of quantum sensors. While these protocols have relied on single-shot detection, in most practical…

Quantum Physics · Physics 2019-03-12 Hossein T. Dinani , Dominic W. Berry , Raul Gonzalez , Jeronimo R. Maze , Cristian Bonato

A modified gamma kernel should not be automatically preferred to the standard gamma kernel, especially for univariate convex densities with a pole at the origin. In the multivariate case, multiple combined gamma kernels, defined as a…

Statistics Theory · Mathematics 2024-04-12 Sobom M. Somé , Célestin C. Kokonendji , Smail Adjabi , Naushad A. Mamode Khan , Said Beddek

A usual assumption in quantum estimation is that the unknown parameter labels the possible states of the system, while it influences neither the sample space of outcomes nor the measurement aimed at extracting information on the parameter…

Quantum Physics · Physics 2017-01-18 Luigi Seveso , Matteo A. C. Rossi , Matteo G. A. Paris

We provide a new efficient adaptive algorithm for performing phase estimation that does not require that the user infer the bits of the eigenphase in reverse order; rather it directly infers the phase and estimates the uncertainty in the…

Quantum Physics · Physics 2016-07-06 Nathan Wiebe , Christopher E Granade

Given a multivariate function taking deterministic and uncertain inputs, we consider the problem of estimating a quantile set: a set of deterministic inputs for which the probability that the output belongs to a specific region remains…

Applications · Statistics 2025-07-25 Romain Ait Abdelmalek-Lomenech , Julien Bect , Emmanuel Vazquez

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2017-02-08 Olivier Pinel , Pu Jian , Claude Fabre , Nicolas Treps , Daniel Braun
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