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Quantum metrology holds the promise of an early practical application of quantum technologies, in which measurements of physical quantities can be made with much greater precision than what is achievable with classical technologies. In this…

Quantum Physics · Physics 2021-01-27 Jasminder S. Sidhu , Pieter Kok

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for…

Cosmology and Nongalactic Astrophysics · Physics 2010-12-23 David Parkinson , Andrew R. Liddle

We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…

Mathematical Physics · Physics 2015-06-11 Michel Bauer , Denis Bernard , Tristan Benoist

Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…

Computation · Statistics 2016-04-18 Andreas Svensson , Arno Solin , Simo Särkkä , Thomas B. Schön

The laws of quantum mechanics place fundamental limits on the accuracy of measurements and therefore on the estimation of unknown parameters of a quantum system. In this work, we prove lower bounds on the size of confidence regions reported…

Quantum Physics · Physics 2014-12-23 Michael Walter , Joseph M. Renes

Results concerning the construction of quantum Bayesian error regions as a means to certify the quality of parameter point estimators have been reported in recent years. This task remains numerically formidable in practice for large…

Quantum Physics · Physics 2019-07-15 Yong Siah Teo , Changhun Oh , Hyunseok Jeong

Radio map estimation (RME) is the problem of inferring the value of a certain metric (e.g. signal power) across an area of interest given a collection of measurements. While most works tackle this problem from a purely non-Bayesian…

Signal Processing · Electrical Eng. & Systems 2025-08-11 Tien Ngoc Ha , Daniel Romero

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

Quantitative Methods · Quantitative Biology 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…

Statistics Theory · Mathematics 2025-10-28 Toni Karvonen , François Bachoc

Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…

The optimal quantum measurements for estimating different unknown parameters in a parameterized quantum state are usually incompatible with each other. Traditional approaches to addressing the measurement incompatibility issue, such as the…

Quantum Physics · Physics 2026-02-03 Sisi Zhou , Senrui Chen

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

The well known metrological linear squeezing parameters (such as quadrature or spin squeezing) efficiently quantify the sensitivity of Gaussian states. Yet, these parameters are insufficient to characterize the much wider class of highly…

Quantum Physics · Physics 2019-03-11 Manuel Gessner , Augusto Smerzi , Luca Pezzè

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe
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