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In this paper we develop a statistical estimation technique to recover the transition kernel $P$ of a Markov chain $X=(X_m)_{m \in \mathbb N}$ in presence of censored data. We consider the situation where only a sub-sequence of $X$ is…

Statistics Theory · Mathematics 2014-05-05 Flavia Barsotti , Yohann De Castro , Thibault Espinasse , Paul Rochet

Given noisy, partial observations of a time-homogeneous, finite-statespace Markov chain, conceptually simple, direct statistical inference is available, in theory, via its rate matrix, or infinitesimal generator, $\mathsf{Q}$, since $\exp…

Methodology · Statistics 2020-03-23 Chris Sherlock

We introduce a numerical tensor-network method to compute the statistics of the charge transferred across an interface partitioning an interacting one-dimensional many-body lattice system with $U(1)$ symmetry. Our approach is based on a…

Quantum Physics · Physics 2026-04-01 Hari Kumar Yadalam , Mark T. Mitchison

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Ying Wang , Jian Guo , Yanlong Zhao , Ji-feng Zhang

We find a large class of pure and mixed input states with which the phase estimation precision saturates the Cramer-Rao bound under the compound measurements of parity and particle number. We further propose a quantum-phase-estimation…

Quantum Physics · Physics 2019-04-23 Haijun Xing , Libin Fu , Su Yi

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

Quantum Physics · Physics 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

Probability · Mathematics 2017-06-22 Thomas Krak , Jasper De Bock , Arno Siebes

We propose to use neural networks to estimate the rates of coherent and incoherent processes in quantum systems from continuous measurement records. In particular, we adapt an image recognition algorithm to recognize the patterns in…

Quantum Physics · Physics 2017-11-15 Eliska Greplova , Christian Kraglund Andersen , Klaus Mølmer

We consider a two-node queue modeled as a two-dimensional random walk. In particular, we consider the case that one or both queues have finite buffers. We develop an approximation scheme based on the Markov reward approach to error bounds…

Probability · Mathematics 2020-10-28 Yanting Chen , Xinwei Bai , Richard J. Boucherie , Jasper Goseling

The joint state of a continuously monitored quantum system and the classical filtered measurement record has recently been shown to be described by a quantum Fokker-Planck master equation [Phys. Rev. Lett. 129, 050401 (2022)]. We present a…

Quantum Physics · Physics 2026-03-26 Anthony Kiely , Gabriel T. Landi

We develop several algorithms for performing quantum phase estimation based on basic measurements and classical post-processing. We present a pedagogical review of quantum phase estimation and simulate the algorithm to numerically determine…

Quantum Physics · Physics 2013-07-30 Krysta M. Svore , Matthew B. Hastings , Michael Freedman

We develop a framework for the compression of reversible Markov chains with rigorous error control. Given a subset of selected states, we construct reduced dynamics that can be lifted to an approximation of the full dynamics, and we prove…

Numerical Analysis · Mathematics 2025-09-03 Mark Fornace , Michael Lindsey

As saturated output observations are ubiquitous in practice, identifying stochastic systems with such nonlinear observations is a fundamental problem across various fields. This paper investigates the asymptotically efficient identification…

Machine Learning · Computer Science 2025-04-07 Lantian Zhang , Lei Guo

We consider the parameter estimation of Markov chain when the unknown transition matrix belongs to an exponential family of transition matrices. Then, we show that the sample mean of the generator of the exponential family is an…

Statistics Theory · Mathematics 2016-09-28 Masahito Hayashi , Shun Watanabe

Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…

Probability · Mathematics 2025-03-25 Tristan Benoist , Arnaud Hautecoeur , Clément Pellegrini

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

The aim of this thesis is to develop a theoretical framework to study parameter estimation of quantum channels. We study the task of estimating unknown parameters encoded in a channel in the sequential setting. A sequential strategy is the…

Quantum Physics · Physics 2022-01-06 Vishal Katariya

We propose and analyze a versatile and efficient multiparameter quantum sensing protocol, which simultaneously estimates many non-commuting and time-dependent signals that are coherently or incoherently coupled to sensing particles. Even in…

Quantum Physics · Physics 2026-02-02 Wenjie Gong , Bingtian Ye , Daniel Mark , Soonwon Choi

We consider the estimation of parameters encoded in the measurement record of a continuously monitored quantum system in the jump unraveling, corresponding to a single-shot scenario, where information is continuously gathered. Here, it is…

Quantum Physics · Physics 2026-02-04 Marco Radaelli , Joseph A. Smiga , Gabriel T. Landi , Felix C. Binder