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A procedure for asymptotic bias reduction of maximum likelihood estimates of generic estimands is developed. The estimator is realized as a plug-in estimator, where the parameter maximizes the penalized likelihood with a penalty function…

Statistics Theory · Mathematics 2024-03-26 Masayo Y. Hirose , Shuhei Mano

Estimation of a quadratic functional over parameter spaces that are not quadratically convex is considered. It is shown, in contrast to the theory for quadratically convex parameter spaces, that optimal quadratic rules are often rate…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of…

Methodology · Statistics 2018-08-15 Anru Zhang , Lawrence D. Brown , T. Tony Cai

Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…

Methodology · Statistics 2021-07-06 Ashkan Ertefaie , Nima S. Hejazi , Mark J. van der Laan

This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…

Statistics Theory · Mathematics 2022-08-23 Rui Wang , Wangli Xu

The widely used quantum Cramer-Rao bound (QCRB) sets a lower bound for the mean square error of unbiased estimators in quantum parameter estimation, however, in general QCRB is only tight in the asymptotical limit. With a limited number of…

Quantum Physics · Physics 2016-09-07 Jing Liu , Haidong Yuan

We develop an asymptotic theory of adversarial estimators ('A-estimators'). They generalize maximum-likelihood-type estimators ('M-estimators') as their average objective is maximized by some parameters and minimized by others. This class…

Econometrics · Economics 2022-06-20 Jonas Metzger

The accurate estimation of quantum observables is a critical task in science. With progress on the hardware, measuring a quantum system will become increasingly demanding, particularly for variational protocols that require extensive…

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

Methodology · Statistics 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

Quantum tomography approaches typically consider a set of observables which we wish to measure, design a measurement scheme which measures each of the observables and then repeats the measurements as many times as necessary. We show that…

Quantum Physics · Physics 2025-01-28 Otto Veltheim , Esko Keski-Vakkuri

Quantum tomography is a widely applicable tool for complete characterization of quantum states and processes. In the present work, we develop a method for precision-guaranteed quantum process tomography. With the use of the…

Quantum Physics · Physics 2020-01-17 E. O. Kiktenko , D. N. Kublikova , A. K. Fedorov

Distributed quantum computing offers a promising approach to scaling quantum devices by networking multiple quantum processors. We present a quantum state tomography protocol tailored for distributed quantum computers that avoids assuming…

Quantum Physics · Physics 2026-04-27 Hans Mättig-Vásquez , Aldo Delgado , Luciano Pereira

When faced with a small sample from a large universe of possible outcomes, scientists often turn to the venerable Good--Turing estimator. Despite its pedigree, however, this estimator comes with considerable drawbacks, such as the need to…

Statistics Theory · Mathematics 2025-09-10 Yanjun Han , Jonathan Niles-Weed , Yandi Shen , Yihong Wu

Quantum state and process tomography are typically analyzed under the assumption that devices emit independent and identically distributed (i.i.d.) states or channels. In realistic experiments, however, noise, drift, feedback, or…

Quantum Physics · Physics 2026-02-26 Leonardo Zambrano

In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…

In this paper, we consider the estimation of the unknown parameters of the multiple chirp signal model in presence of additive error. The chirp signals are quite common in many areas of science and engineering, specially sonar, radar, audio…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Swagata Nandi , Debasis Kundu

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

In this work, we focus on the high-dimensional trace regression model with a low-rank coefficient matrix. We establish a nearly optimal in-sample prediction risk bound for the rank-constrained least-squares estimator under no assumptions on…

Statistics Theory · Mathematics 2022-04-19 Michael Law , Ya'acov Ritov , Ruixiang Zhang , Ziwei Zhu

The recent proliferation of computers and the internet have opened new opportunities for collecting and processing data. However, such data are often obtained without a well-planned probability survey design. Such non-probability based…

Applications · Statistics 2024-06-28 Vladislav Beresovsky , Julie Gershunskaya , Terrance D. Savitsky

This paper considers least-square based estimation of the amplitude and square amplitude of a quantized sine wave, done by considering random initial record phase. Using amplitude- and frequency-domain modeling techniques, it is shown that…

Signal Processing · Electrical Eng. & Systems 2018-04-23 Paolo Carbone , Johan Schoukens