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Related papers: Using Random Walks for Iterative Phase Estimation

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Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Bayesian inference is a powerful paradigm for quantum state tomography, treating uncertainty in meaningful and informative ways. Yet the numerical challenges associated with sampling from complex probability distributions hampers Bayesian…

Quantum Physics · Physics 2020-05-04 Joseph M. Lukens , Kody J. H. Law , Ajay Jasra , Pavel Lougovski

Online learning is an inferential paradigm in which parameters are updated incrementally from sequentially available data, in contrast to batch learning, where the entire dataset is processed at once. In this paper, we assume that…

Statistics Theory · Mathematics 2026-02-12 Jeyong Lee , Junhyeok Choi , Minwoo Chae

We propose an $N$-photon Gaussian measurement scheme which allows the estimation of a parameter $\varphi$ encoded into a multi-port interferometer with a Heisenberg scaling precision (i.e. of order $1/N$). In this protocol, no restrictions…

Quantum Physics · Physics 2021-12-23 Giovanni Gramegna , Danilo Triggiani , Paolo Facchi , Frank A. Narducci , Vincenzo Tamma

A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive.…

Methodology · Statistics 2018-12-11 P. Richard Hahn , Ryan Martin , Stephen G. Walker

Achieving ultimate bounds in estimation processes is the main objective of quantum metrology. In this context, several problems require measurement of multiple parameters by employing only a limited amount of resources. To this end,…

Optical phase estimation is a vital measurement primitive that is used to perform accurate measurements of various physical quantities like length, velocity and displacements. The precision of such measurements can be largely enhanced by…

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…

Computation · Statistics 2019-03-14 Konstantin Posch , Maximilian Arbeiter , Jürgen Pilz

We introduce a new statistical and variational approach to the phase estimation algorithm (PEA). Unlike the traditional and iterative PEAs which return only an eigenphase estimate, the proposed method can determine any unknown…

Quantum Physics · Physics 2022-02-11 Alexandria J. Moore , Yuchen Wang , Zixuan Hu , Sabre Kais , Andrew M. Weiner

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

Recursive Bayesian inference, in which posterior beliefs are updated in light of accumulating data, is a tool for implementing Bayesian models in applications with streaming and/or very large data sets. As the posterior of one iteration…

Methodology · Statistics 2025-08-05 Henry R. Scharf

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

Quantum phase estimation is a cornerstone in quantum algorithm design, allowing for the inference of eigenvalues of exponentially-large sparse matrices.The maximum rate at which these eigenvalues may be learned, --known as the Heisenberg…

Quantum Physics · Physics 2022-10-12 Alicja Dutkiewicz , Barbara M. Terhal , Thomas E. O'Brien

The estimation of phase errors from digital-holography data is critical for applications such as imaging or wave-front sensing. Conventional techniques require multiple i.i.d. data and perform poorly in the presence of high noise or large…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Casey J. Pellizzari , Mark F. Spencer , Charles A. Bouman

We propose a simple quantum algorithm for implementing the diffusion step of grid-based Bayesian filters. The method encodes the advected state density and the process noise density into quantum registers and realizes diffusion using a…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Yeongkwon Choe , Chan Gook Park , Jindřich Duník , Jan Krejčí , Jakub Matoušek , Marek Brandner

Nested sampling is an efficient algorithm for the calculation of the Bayesian evidence and posterior parameter probability distributions. It is based on the step-by-step exploration of the parameter space by Monte Carlo sampling with a…

Computation · Statistics 2024-01-30 M. Trassinelli , Pierre Ciccodicola

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

In this work we consider practical implementations of Kitaev's algorithm for quantum phase estimation. We analyze the use of phase shifts that simplify the estimation of successive bits in the estimation of unknown phase $\varphi$. By using…

Quantum Physics · Physics 2020-12-14 Ewout van den Berg