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Estimation of quantiles is one of the most fundamental real-time analysis tasks. Most real-time data streams vary dynamically with time and incremental quantile estimators document state-of-the art performance to track quantiles of such…

Methodology · Statistics 2019-02-15 Hugo Lewi Hammer , Anis Yazidi , Håvard Rue

This paper introduces a unified family of smoothed quantile estimators that continuously interpolate between classical empirical quantiles and the sample mean. The estimators q(z, h) are defined as minimizers of a regularized objective…

Methodology · Statistics 2025-10-31 Saïd Maanan , Azzouz Dermoune , Ahmed El Ghini

It is known that quantum correlations exhibited by a maximally entangled qubit pair can be simulated with the help of shared randomness, supplemented with additional resources, such as communication, post-selection or non-local boxes. For…

Quantum Physics · Physics 2009-11-11 Julien Degorre , Sophie Laplante , Jérémie Roland

Quantum probabilities are defined for several important physical cases characterizing measurements with multimode quantum systems. These are the probabilities for operationally testable measurements, for operationally uncertain…

Quantum Physics · Physics 2015-06-19 V. I. Yukalov , E. P. Yukalova , D. Sornette

Special stochastic representation of the wave function in Quantum Mechanics (QM), based on soliton realization of extended particles, is suggested with the aim to model quantum states via classical computer. Entangled solitons construction…

Quantum Physics · Physics 2007-05-23 T. F. Kamalov , Yu. P. Rybakov

We prove that the results of a finite set of general quantum measurements on an arbitrary dimensional quantum system can be simulated using a polynomial (in measurements) number of hidden-variable states. In the limit of infinitely many…

Quantum Physics · Physics 2008-11-11 Borivoje Dakic , Milovan Suvakov , Tomasz Paterek , Caslav Brukner

Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…

Quantum Physics · Physics 2022-08-09 Kianna Wan , Mario Berta , Earl T. Campbell

Quantum phase estimation is fundamental to advancing quantum science and technology. While much of the research has concentrated on estimating a single phase, the simultaneous estimation of multiple phases can yield significantly enhanced…

Quantum Physics · Physics 2025-03-21 Marco Barbieri , Ilaria Gianani , Aaron Z. Goldberg , Luis L. Sánchez-Soto

Quantile estimation is a problem presented in fields such as quality control, hydrology, and economics. There are different techniques to estimate such quantiles. Nevertheless, these techniques use an overall fit of the sample when the…

A statistical estimation model with qualitative input provides a mechanism to fuse human intuition in the form of qualitative information into a statistical model. We investigate the statistical properties of this model and devise a…

Applications · Statistics 2025-10-21 Seksan Kiatsupaibul , Pariyakorn Maneekul

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…

Statistics Theory · Mathematics 2012-08-31 Vladimir Spokoiny , Weining Wang , Wolfgang Karl Härdle

We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…

Methodology · Statistics 2022-04-06 Seong-ho Lee , Yanyuan Ma , Elvezio Ronchetti

Quantum phase estimation (QPE) is the key subroutine of several quantum computing algorithms as well as a central ingredient in quantum computational chemistry and quantum simulation. While QPE strategies have focused on the estimation of a…

Quantum Physics · Physics 2021-07-26 Valentin Gebhart , Augusto Smerzi , Luca Pezzè

Various indicators and measures of the real life procedures rise up as functionals of the quantile process of a parent random variable Z. However, Z can be observed only through a response in a linear model whose covariates are not under…

Methodology · Statistics 2024-04-04 Jana Jurečková , Jan Picek , Jan Kalina

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

In this paper, we investigate the problem of assessing statistical methods and effectively summarizing results from simulations. Specifically, we consider problems of the type where multiple methods are compared on a reasonably large test…

Applications · Statistics 2015-10-07 Abigail Arnold , Jason Loeppky

The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

We advocate for a simple multipole expansion of the polarization density matrix. The resulting multipoles are used to construct bona fide quasiprobability distributions that appear as a sum of successive moments of the Stokes variables; the…

Quantum Physics · Physics 2013-06-04 L. L. Sanchez-Soto , A. B. Klimov , P. de la Hoz , G. Leuchs

Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…

Risk Management · Quantitative Finance 2022-03-31 Kun Zhang , Ben Mingbin Feng , Guangwu Liu , Shiyu Wang