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Maximum likelihood estimation (MLE) and heuristic predictive estimation (HPE) are two widely used approaches in industrial uncertainty analysis. We review them from the point of view of decision theory, using Bayesian inference as a gold…

Applications · Statistics 2010-09-23 Merlin Keller , Eric Parent , Alberto Pasanisi

Quantum states encoded in electromagnetic fields, also known as bosonic states, have been widely applied in quantum sensing, quantum communication, and quantum error correction. Accurate characterization is therefore essential yet difficult…

In the problem of quantum state tomography, one is given $n$ copies of an unknown rank-$r$ mixed state $\rho \in \mathbb{C}^{d \times d}$ and asked to produce an estimator of $\rho$. In this work, we present the debiased Keyl's algorithm,…

Quantum Physics · Physics 2025-10-10 Angelos Pelecanos , Jack Spilecki , John Wright

We import the algebro-geometric notion of a complete collineation into the study of maximum likelihood estimation in directed Gaussian graphical models. A complete collineation produces a perturbation of sample data, which we call a…

Statistics Theory · Mathematics 2023-11-07 Gergely Bérczi , Eloise Hamilton , Philipp Reichenbach , Anna Seigal

Certifying maximal quantum randomness without assumptions about system dimension remains a pivotal challenge for secure communication and foundational studies. Here, we introduce a generalized framework to directly certify maximal…

Quantum Physics · Physics 2025-07-15 Tianqi Zheng , Yi Li , Yu Xiang , Qiongyi He

The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a cornerstone of statistical theory. In the present paper, we provide sharp explicit upper bounds on Zolotarev-type distances between the exact, unknown distribution of…

Statistics Theory · Mathematics 2016-04-19 Andreas Anastasiou , Christophe Ley

Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…

Machine Learning · Computer Science 2021-06-14 Uthsav Chitra , Kimberly Ding , Jasper C. H. Lee , Benjamin J. Raphael

A minimal set of measurement operators for quantum state tomography has in the non-degenerate case ideally eigenbases which are mutually unbiased. This is different for the degenerate case. Here, we consider the situation where the…

Quantum Physics · Physics 2019-10-01 Violeta N. Ivanova-Rohling , Niklas Rohling

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen

We revisit the problem of mean estimation in the Gaussian sequence model with $\ell_p$ constraints for $p \in [0, \infty]$. We demonstrate two phenomena for the behavior of the maximum likelihood estimator (MLE), which depend on the noise…

Statistics Theory · Mathematics 2025-07-02 Liviu Aolaritei , Michael I. Jordan , Reese Pathak , Annie Ulichney

We introduce the notion of the mixed state projected ensemble (MSPE), a collection of mixed states describing a local region of a quantum many-body system, conditioned upon measurements of the complementary region which are incomplete. This…

Quantum Physics · Physics 2025-12-30 Xie-Hang Yu , Wen Wei Ho , Pavel Kos

Exact MLE for generalized linear mixed models (GLMMs) is a long-standing problem unsolved until today. The proposed research solves the problem. In this problem, the main difficulty is caused by intractable integrals in the likelihood…

Methodology · Statistics 2024-10-14 Tonglin Zhang

We obtain the optimal scheme for estimating unknown qubit mixed states when an arbitrary number N of identically prepared copies is available. We discuss the case of states in the whole Bloch sphere as well as the restricted situation where…

Quantum Physics · Physics 2009-11-11 E. Bagan , M. A. Ballester , R. D. Gill , A. Monras , R. Munoz-Tapia

We derive a tight upper bound for the fidelity of a universal N to M qubit cloner, valid for any M \geq N, where the output of the cloner is required to be supported on the symmetric subspace. Our proof is based on the concatenation of two…

Quantum Physics · Physics 2009-01-23 D. Bruss , A. Ekert , C. Macchiavello

We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable based on censored data. More specifically, the event time is subject to current status censoring and the continuous mark…

Statistics Theory · Mathematics 2011-09-07 Piet Groeneboom , Geurt Jongbloed , Birgit Witte

Quantum scale estimation, as introduced and explored here, establishes the most precise framework for the estimation of scale parameters that is allowed by the laws of quantum mechanics. This addresses an important gap in quantum metrology,…

Quantum Physics · Physics 2022-11-18 Jesús Rubio

It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper…

Information Theory · Computer Science 2026-05-26 Leighton P. Barnes , Alex Dytso

Maximum likelihood estimators are used extensively to estimate unknown parameters of stochastic trait evolution models on phylogenetic trees. Although the MLE has been proven to converge to the true value in the independent-sample case, we…

Populations and Evolution · Quantitative Biology 2019-11-26 Lam Si Tung Ho , Vu Dinh , Frederick A. Matsen , Marc A. Suchard

This paper revisits the work of Rauch et al. (1965) and develops a novel method for recursive maximum likelihood particle filtering for general state-space models. The new method is based on statistical analysis of incomplete observations…

Methodology · Statistics 2022-11-10 Budhi Arta Surya

In finite mixtures of location-scale distributions, if there is no constraint on the parameters then the maximum likelihood estimate does not exist. But when the ratios of the scale parameters are restricted appropriately, the maximum…

Statistics Theory · Mathematics 2011-11-09 Kentaro Tanaka