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We give bounds on the average fidelity achievable by any quantum state estimator, which is arguably the most prominently used figure of merit in quantum state tomography. Moreover, these bounds can be computed online---that is, while the…

Quantum Physics · Physics 2015-12-16 Richard Kueng , Christopher Ferrie

The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Although a large number of NCM estimation methods have been…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Ajith Anil Meera , Pablo Lanillos

Noise Contrastive Estimation (NCE) has fueled major breakthroughs in representation learning and generative modeling. Yet a long-standing challenge remains: accurately estimating ratios between distributions that differ substantially, which…

The presence of noise in quantum computers hinders their effective operation. Even though quantum error correction can theoretically remedy this problem, its practical realization is still a challenge. Testing and benchmarking noisy,…

Quantum Physics · Physics 2023-02-15 Adrian Ortega , Orsolya Kálmán , Tamás Kiss

In parameter estimation, nuisance parameters refer to parameters that are not of interest but nevertheless affect the precision of estimating other parameters of interest. For instance, the strength of noises in a probe can be regarded as a…

Quantum Physics · Physics 2020-12-02 Jun Suzuki , Yuxiang Yang , Masahito Hayashi

The detectors in mass spectrometers are precise enough to count ion events. In practice, the statistics of chemical noise are affected by large quantization errors and overdispersion because of amplification in the detector. The detector…

Discrete Mathematics · Computer Science 2009-06-02 Sébastien Li-Thiao-Té

We study the problem of distributed mean estimation and optimization under communication constraints. We propose a correlated quantization protocol whose leading term in the error guarantee depends on the mean deviation of data points…

Machine Learning · Computer Science 2022-07-12 Ananda Theertha Suresh , Ziteng Sun , Jae Hun Ro , Felix Yu

We obtain robust and computationally efficient estimators for learning several linear models that achieve statistically optimal convergence rate under minimal distributional assumptions. Concretely, we assume our data is drawn from a…

Machine Learning · Statistics 2020-12-07 Ainesh Bakshi , Adarsh Prasad

Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belongs to this class of methods and has proved very successful in…

Computation · Statistics 2019-09-05 Felipe J Medina-Aguayo , Richard G Everitt

Learning problems involving quantum data are natural candidates for demonstrating an advantage in quantum machine learning. Recent results indicate that, for certain tasks and under noiseless conditions, coherent processing of quantum data…

Quantum metrology derives its capabilities from the careful employ of quantum resources for carrying out measurements. This advantage, however, relies on refined data postprocessing, assessed based on the variance of the estimated…

Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of…

Machine Learning · Statistics 2019-11-15 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Uncertainty quantification, by means of confidence interval (CI) construction, has been a fundamental problem in statistics and also important in risk-aware decision-making. In this paper, we revisit the basic problem of CI construction,…

Methodology · Statistics 2024-08-13 Shengyi He , Henry Lam

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

In this paper, we develop new statistical theory for probabilistic principal component analysis models in high dimensions. The focus is the estimation of the noise variance, which is an important and unresolved issue when the number of…

Statistics Theory · Mathematics 2014-06-23 Damien Passemier , Zhaoyuan Li , Jian-Feng Yao

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…

Methodology · Statistics 2018-01-15 Chunrong Ai , Oliver Linton , Zheng Zhang

Optimal state estimation for linear discrete-time systems is considered. Motivated by the literature on differential privacy, the measurements are assumed to be corrupted by Laplace noise. The optimal least mean square error estimate of the…

Optimization and Control · Mathematics 2016-09-02 Farhad Farokhi , Jezdimir Milosevic , Henrik Sandberg