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Despite the simplicity and intuitive interpretation of Minimum Mean Squared Error (MMSE) estimators, their effectiveness in certain scenarios is questionable. Indeed, minimizing squared errors on average does not provide any form of…

Optimization and Control · Mathematics 2019-12-09 Dionysios S. Kalogerias , Luiz F. O. Chamon , George J. Pappas , Alejandro Ribeiro

The quantum multiparameter estimation is very different from the classical multiparameter estimation due to Heisenberg's uncertainty principle in quantum mechanics. When the optimal measurements for different parameters are incompatible,…

Quantum Physics · Physics 2021-03-31 Xiao-Ming Lu , Xiaoguang Wang

A highly cited and inspiring article by Bates et al (2024) demonstrates that the prediction errors estimated through cross-validation, Bootstrap or Mallow's $C_P$ can all be independent of the actual prediction errors. This essay…

Statistics Theory · Mathematics 2025-01-06 Xiao-Li Meng

The uncertainty principle is often interpreted by the tradeoff between the error of a measurement and the consequential disturbance to the followed ones, which originated long ago from Heisenberg himself but now falls into reexamination and…

Quantum Physics · Physics 2018-03-29 Yu-Xiang Zhang , Shengjun Wu , Zeng-Bing Chen

Obtaining guarantees on the convergence of the minimizers of empirical risks to the ones of the true risk is a fundamental matter in statistical learning. Instead of deriving guarantees on the usual estimation error, the goal of this paper…

Statistics Theory · Mathematics 2024-09-12 Paul Escande

This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…

Numerical Analysis · Mathematics 2025-11-07 Jianfeng Lu , Xuda Ye , Zhennan Zhou

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Statistics Theory · Mathematics 2026-01-21 Abhinav Chakraborty , Yuetian Luo , Rina Foygel Barber

The uncertainty principle is fundamentally rooted in the algebraic asymmetry between observables. We introduce a new class of uncertainty relations grounded in the resource theory of asymmetry, where incompatibility is quantified by an…

Quantum Physics · Physics 2026-02-10 Xingze Qiu

Heisenberg's uncertainty principle is usually taken to express a limitation of operational possibilities imposed by quantum mechanics. Here we demonstrate that the full content of this principle also includes its positive role as a…

Quantum Physics · Physics 2007-10-31 P. Busch , T. Heinonen , P. Lahti

Heisenberg's uncertainty principle implies fundamental constraints on what properties of a quantum system can we simultaneously learn. However, it typically assumes that we probe these properties via measurements at a single point in time.…

Quantum Physics · Physics 2023-06-21 Yunlong Xiao , Yuxiang Yang , Ximing Wang , Qing Liu , Mile Gu

Heisenberg's uncertainty principle states that the position and momentum of a particle cannot be sharply determined simultaneously. Standard-deviation and entropic formulations capture the spread of the probability distribution but say…

Quantum Physics · Physics 2026-05-07 Jia-Yi Lin , Xin-Yu Li , Wei Wang , Shengjun Wu

Uncertainty is prevalent in engineering design, data-driven problems, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative…

Optimization and Control · Mathematics 2024-04-05 Johannes O. Royset

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

Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome…

Risk Management · Quantitative Finance 2020-01-16 Daniel Bartl , Samuel Drapeau , Ludovic Tangpi

Uncertainty principle is one of the most essential features in quantum mechanics and plays profound roles in quantum information processing. We establish tighter summation form uncertainty relations based on metric-adjusted skew information…

Quantum Physics · Physics 2024-06-26 Cong Xu , Qing-Hua Zhang , Shao-Ming Fei

The uncertainty principle is one of the fundamental features of quantum mechanics and plays a vital role in quantum information processing. We study uncertainty relations based on metric-adjusted skew information for finite quantum…

Quantum Physics · Physics 2023-02-21 Qing-Hua Zhang , Jing-Feng Wu , Xiaoyu Ma , Shao-Ming Fei

We propose a distributionally robust approach to risk-sensitive estimation of an unknown signal x from an observed signal y. The unknown signal and observation are modeled as random vectors whose joint probability distribution is unknown,…

Machine Learning · Computer Science 2026-04-21 Feras Al Taha , Eilyan Bitar

The uncertainty principle generally prohibits determination of certain pairs of quantum mechanical observables with arbitrary precision and forms the basis of indeterminacy in quantum mechanics. It was Heisenberg who used the famous…

Incompatible observables can be approximated by compatible observables in joint measurement or measured sequentially, with constrained accuracy as implied by Heisenberg's original formulation of the uncertainty principle. Recently, Busch,…

We demonstrate a fundamental principle of disturbance tradeoff for quantum measurements, along the lines of the celebrated uncertainty principle: The disturbances associated with measurements performed on distinct yet identically prepared…

Quantum Physics · Physics 2015-06-18 Prabha Mandayam , M. D. Srinivas
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