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We develop a statistical framework for risk estimation, inspired by the axiomatic theory of risk measures. Coherent risk estimators -- functionals of P\&L samples inheriting the economic properties of risk measures -- are defined and…

Risk Management · Quantitative Finance 2026-03-31 Martin Aichele , Igor Cialenco , Damian Jelito , Marcin Pitera

This paper focuses on exploring the sparsity of the inverse covariance matrix $\bSigma^{-1}$, or the precision matrix. We form blocks of parameters based on each off-diagonal band of the Cholesky factor from its modified Cholesky…

Methodology · Statistics 2008-05-27 Clifford Lam

Quantum coherence is one of the most important resources in quantum information. Indeed, preventing the loss of coherence is one of the most important technical challenges obstructing the development of large-scale quantum computers.…

Quantum Physics · Physics 2020-09-16 John H. Selby , Ciarán M. Lee

The general formalism of quantum mechanics for the description of statistical experiments is briefly reviewed, introducing in particular position and momentum observables as POVM characterized by their covariance properties with respect to…

Quantum Physics · Physics 2009-10-27 Bassano Vacchini

We cannot perform the projective measurement of a momentum on a half line since it is not an observable. Nevertheless, we would like to obtain some physical information of the momentum on a half line. We define an optimality for measurement…

Quantum Physics · Physics 2008-05-26 Yutaka Shikano , Akio Hosoya

Shor's factoring algorithm provides a super-polynomial speed-up over all known classical factoring algorithms. Here, we address the question of which quantum properties fuel this advantage. We investigate a sequential variant of Shor's…

Quantum Physics · Physics 2022-11-30 Felix Ahnefeld , Thomas Theurer , Dario Egloff , Juan Mauricio Matera , Martin B. Plenio

Wave-particle duality as one of the expression of Bohr complementarity is a significant concept in the field of quantum mechanics. Quantitative analysis of wave-particle duality aims to establish a complementary relation between the…

Quantum Physics · Physics 2025-05-08 Zhaofang Bai , ShuanpingDu

Quantum coherence is one of the most significant theories in quantum physics. Ordering states with various coherence measures is an intriguing task in quantification theory of coherence. In this paper, we study this problem by use of four…

Quantum Physics · Physics 2018-03-08 Long-Mei Yang , Bin Chen , Shao-Ming Fei , Zhi-Xi Wang

In this paper, by minimizing the coherence quantifiers over all states in an $\epsilon$ ball around a given state, we define a generalized smooth quantifier, called the $\epsilon$-smooth measure of coherence. We use it to estimate the…

Quantum Physics · Physics 2019-01-16 Zhengjun Xi , Shanshan Yuwen

In this work we investigate the relation between quantum measurements and decoherence, in order to formally express the necessity of the latter for obtaining an informative output from the former. To this aim, referring to the Von Neumann…

Quantum Physics · Physics 2015-06-23 Pietro Liuzzo-Scorpo , Alessandro Cuccoli , Paola Verrucchi

Similarly to quantum states, also quantum measurements can be "mixed", corresponding to a random choice within an ensemble of measuring apparatuses. Such mixing is equivalent to a sort of hidden variable, which produces a noise of purely…

Quantum Physics · Physics 2007-05-23 Giacomo Mauro D'Ariano , Paoloplacido Lo Presti , Paolo Perinotti

In this paper, we detail an orthogonalization procedure that allows for the quantification of the amount of coherence present an arbitrary superposition of coherent states. The present construction is based on the quantum coherence resource…

Quantum Physics · Physics 2017-11-15 Kok Chuan Tan , Tyler Volkoff , Hyukjoon Kwon , Hyunseok Jeong

In this paper we consider the problem of constructing measurements optimized to distinguish between a collection of possibly non-orthogonal quantum states. We consider a collection of pure states and seek a positive operator-valued measure…

Quantum Physics · Physics 2007-05-23 Yonina C. Eldar , G. David Forney

This work is focused on constructing space-time covariance functions through a hierarchical mixture approach that can serve as building blocks for capturing complex dependency structures. This hierarchical mixture approach provides a…

Methodology · Statistics 2025-11-14 Pulong Ma

Quantifying coherence has received increasing attention, and considerable work has been directed towards finding coherence measures. While various coherence measures have been proposed in theory, an important issue following is how to…

Quantum Physics · Physics 2018-05-02 Da-Jian Zhang , C. L. Liu , Xiao-Dong Yu , D. M. Tong

We analyze the convex structure of the set of positive operator valued measures (POVMs) representing quantum measurements on a given finite dimensional quantum system, with outcomes in a given locally compact Hausdorff space. The extreme…

Mathematical Physics · Physics 2010-05-04 G. Chiribella , G. M. D'Ariano , D. M. Schlingemann

Recently, V\'{e}rtesi and Bene [Phys. Rev. A. {\bf 82}, 062115 (2010)] derived a two-qubit Bell inequality, $I_{CH3}$, which they show to be maximally violated only when more general positive operator valued measures (POVMs) are used…

Quantum Physics · Physics 2015-06-05 J. F. Barra , E. S. Gómez , G. Cañas , W. A. T. Nogueira , L. Neves , G. Lima

Recently foundational issues of applicability of the formalism of quantum mechanics (QM) to cognitive psychology, decision making, and psychophysics attracted a lot of interest. In particular, in \cite{DKBB} the possibility to use of the…

Neurons and Cognition · Quantitative Biology 2014-12-30 Andrei Khrennikov , Irina Basieva

A suitable generalized measurement described by a 4-element positive operator-valued measure (POVM) on each particle of a two-qubit system in the singlet state is, from the point of view of Einstein, Podolsky, and Rosen's (EPR's) criterion…

Quantum Physics · Physics 2009-07-28 Adan Cabello

The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Yicheng Lin , Bingxian Wu , Nan Bai , Yunxiao Ren , Zhongkui Li , Zhisheng Duan
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