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In this study the determinant of the average quadratic error matrix is used as the measure of state estimation efficiency. This quantity is easily computable in some cases, so it gives us a reasonable tool to find optimal measurement setup…

Quantum Physics · Physics 2012-01-10 Denes Petz , Laszlo Ruppert

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

Statistics Theory · Mathematics 2025-03-18 Yue Ju , Bo Wahlberg , Håkan Hjalmarsson

The linear minimum mean squared error (LMMSE) estimator is the best linear estimator for a Bayesian linear inverse problem with respect to the mean squared error. It arises as the solution operator to a Tikhonov-type regularized inverse…

Optimization and Control · Mathematics 2021-07-02 Gernot Holler

Bayesian quantum estimation provides a robust framework for quantum technologies, especially in scenarios with limited data and minimal prior information. Yet, its application to continuous-variable Gaussian systems has remained limited and…

Quantum Physics · Physics 2026-05-19 Edward Gandar , Jesús Rubio

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

We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated variance IV proposed in Mancini 2009 is…

Statistical Finance · Quantitative Finance 2017-08-16 José E. Figueroa-López , Cecilia Mancini

This paper employs a recently developed asymptotic Bayesian multi-hypothesis testing (MHT) error analysis to treat the problem of superresolution imaging of a pair of closely spaced, equally bright point sources. The analysis exploits the…

Optics · Physics 2015-06-19 Sudhakar Prasad

Quantum parameter estimation with Hermitian systems has been applied in various fields, but there are relatively few results concerning non-Hermitian systems. Here, we study the quantum parameter estimation for general non-Hermitian…

Quantum Physics · Physics 2023-09-06 Xinglei Yu , Chengjie Zhang

Quantum phase estimation (QPE) is one of the core algorithms for quantum computing. It has been extensively studied and applied in a variety of quantum applications such as the Shor's factoring algorithm, quantum sampling algorithms and the…

This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…

Optimization and Control · Mathematics 2025-06-23 Mostafa Eslami , Maryam Babazadeh

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…

Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error…

Methodology · Statistics 2017-03-08 Mahdi Imani , Ulisses Braga-Neto

We analyze the problem of quantum-limited estimation of a stochastically varying phase of a continuous beam (rather than a pulse) of the electromagnetic field. We consider both non-adaptive and adaptive measurements, and both dyne detection…

Quantum Physics · Physics 2007-05-23 D. W. Berry , H. M. Wiseman

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

Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable…

Quantum Physics · Physics 2021-07-02 Yuxiang Qiu , Min Zhuang , Jiahao Huang , Chaohong Lee

The super-sensitivity attained in quantum phase estimation is known to be compromised in the presence of decoherence. This is particularly patent at blind spots -- phase values at which sensitivity is totally lost. One remedy is to use a…

Quantum Physics · Physics 2017-10-25 Walker Larson , Bahaa Saleh

The problem of estimating an arbitrary random vector from its observation corrupted by additive white Gaussian noise, where the cost function is taken to be the Minimum Mean $p$-th Error (MMPE), is considered. The classical Minimum Mean…

Information Theory · Computer Science 2016-07-07 Alex Dytso , Ronit Bustin , Daniela Tuninetti , Natasha Devroye , H. Vincent Poor , Shlomo Shamai

In the accompanying paper of arXiv:2505.00697, we have presented a generalized scheme of adaptive quantum gradient estimation (QGE) algorithm, and further proposed two practical variants which not only achieve doubly quantum enhancement in…

Quantum Physics · Physics 2025-05-05 Yuki Koizumi , Kaito Wada , Wataru Mizukami , Nobuyuki Yoshioka

Quantum phase estimation is a central primitive in quantum algorithms and sensing, where performance is governed by the sensitivity of measurement signals to the target parameter. While existing methods have developed increasingly…

Quantum Physics · Physics 2026-04-02 Zikang Jia , Suying Liu , Yulong Dong