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Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

Boltzmann machines (BMs) are a class of binary neural networks for which there have been numerous proposed methods of estimation. Recently, it has been shown that in the fully visible case of the BM, the method of maximum pseudolikelihood…

Computation · Statistics 2014-09-30 Hien D. Nguyen , Ian A. Wood

Estimation of quantum states and measurements is crucial for the implementation of quantum information protocols. The standard method for each is quantum tomography. However, quantum tomography suffers from systematic errors caused by…

Quantum Physics · Physics 2018-10-19 Adam C. Keith , Charles H. Baldwin , Scott Glancy , E. Knill

Optimal generalized measurements for state estimation are well understood. However, practical quantum state tomography is typically performed using a fixed set of projective measurements and the question of how to choose these measurements…

Quantum Physics · Physics 2009-11-13 Mark D de Burgh , Nathan K. Langford , Andrew C. Doherty , Alexei Gilchrist

The problem of estimating an unknown deterministic parameter vector from sign measurements with a perturbed sensing matrix is studied in this paper. We analyze the best achievable mean square error (MSE) performance by exploring the…

Information Theory · Computer Science 2015-06-18 Jiang Zhu , Xiaohan Wang , Yuantao Gu

In this paper the Gaussian quasi maximum likelihood estimator (GQMLE) is generalized by applying a transform to the probability distribution of the data. The proposed estimator, called measure-transformed GQMLE (MT-GQMLE), minimizes the…

Methodology · Statistics 2016-10-19 Koby Todros , Alfred O. Hero

This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…

Statistics Theory · Mathematics 2019-11-01 Nancy Flournoy , Caterina May , Chiara Tommasi

The James-Stein estimator is a biased estimator -- for a finite number of samples its expected value is not the true mean. The maximum-likelihood estimator (MLE), is unbiased and asymptotically optimal. Yet, when estimating the mean of $3$…

Quantum Physics · Physics 2024-04-08 Wilfred Salmon , Sergii Strelchuk , David Arvidsson-Shukur

We pose the question whether the asymptotic equivalence between quantum cloning and quantum state estimation, valid at single-copy level, still holds when all the copies are examined jointly. For an N-to-M cloner, we consider the overall…

Quantum Physics · Physics 2014-04-07 Yuxiang Yang , Giulio Chiribella

Estimating model parameters is a crucial step in mathematical modelling and typically involves minimizing the disagreement between model predictions and experimental data. This calibration data can change throughout a study, particularly if…

Quantitative Methods · Quantitative Biology 2023-11-03 Tyler Cassidy

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

We consider parameter estimation in finite hidden state space Markov models with time-dependent inhomogeneous noise, where the inhomogeneity vanishes sufficiently fast. Based on the concept of asymptotic mean stationary processes we prove…

Statistics Theory · Mathematics 2018-10-02 Manuel Diehn , Axel Munk , Daniel Rudolf

Whenever we do not have an informationally complete set of measurements, the estimate of a quantum state can not be uniquely determined. In this case, among the density matrices compatible with the available data, it is commonly preferred…

Quantum Physics · Physics 2013-06-04 D. S. Gonçalves , C. Lavor , M. A. Gomes-Ruggiero , A. T. Cesário , R. O. Vianna , T. O. Maciel

In quantum tomography, a quantum state or process is estimated from the results of measurements on many identically prepared systems. Tomography can never identify the state or process exactly. Any point estimate is necessarily "wrong" --…

Quantum Physics · Physics 2012-02-24 Robin Blume-Kohout

We propose an iterative algorithm for incomplete quantum process tomography, with the help of quantum state estimation, based on the combined principles of maximum-likelihood and maximum-entropy. The algorithm yields a unique estimator for…

Quantum Physics · Physics 2012-01-04 Yong Siah Teo , Berthold-Georg Englert , Jaroslav Rehacek , Zdenek Hradil

Measuring incomplete sets of mutually unbiased bases constitutes a sensible approach to the tomography of high-dimensional quantum systems. The unbiased nature of these bases optimizes the uncertainty hypervolume. However, imposing…

Quantum Physics · Physics 2015-11-11 J. Rehacek , Z. Hradil , Y. S. Teo , L. L. Sanchez-Soto , H. K. Ng , J. H. Chai , B. -G. Englert

This study focuses on the estimation of the Emax dose-response model, a widely utilized framework in clinical trials, agriculture, and environmental experiments. Existing challenges in obtaining maximum likelihood estimates (MLE) for model…

Methodology · Statistics 2025-06-11 Giacomo Aletti , Nancy Flournoy , Caterina May , Chiara Tommasi

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…

Quantum Physics · Physics 2008-11-26 Masahito Hayashi

We consider the problem of estimating functionals of discrete distributions, and focus on tight nonasymptotic analysis of the worst case squared error risk of widely used estimators. We apply concentration inequalities to analyze the random…

Information Theory · Computer Science 2017-08-11 Jiantao Jiao , Kartik Venkat , Yanjun Han , Tsachy Weissman