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This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

The theoretical foundation of quantum sensing is rooted in the Cram\'er-Rao formalism, which establishes quantitative precision bounds for a given quantum probe. In many practical scenarios, where more than one parameter is unknown, the…

Quantum Physics · Physics 2025-12-05 George Mihailescu , Saubhik Sarkar , Abolfazl Bayat , Steve Campbell , Andrew K. Mitchell

Global estimation strategies allow to extract information on a phase or a set of phases without any prior knowledge, which is, instead, required for local estimation strategies. We devise a global multiphase protocol based on Holevo's…

We show that the quantum Cram\'er-Rao bound on the precision of measurements of the optical phase gradient, or the wavefront tilt, with a beam of finite width is consistent with the Heisenberg uncertainty principle for a single-photon…

Quantum Physics · Physics 2020-07-22 Walker Larson , Bahaa E. A. Saleh

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,…

Measurement and estimation of parameters are essential for science and engineering, where the main quest is to find out the highest achievable precision with given resources and design schemes to attain it. Two schemes, the sequential…

Quantum Physics · Physics 2016-11-03 Haidong Yuan

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Quantum Physics · Physics 2008-12-18 R. D. Gill , S. Massar

In the last years several estimation strategies have been formulated to determine the value of an unknown parameter in the most precise way, taking into account the presence of noise. These strategies typically rely on the use of quantum…

Quantum Physics · Physics 2021-08-31 Andrea Smirne , Andreas Lemmer , Martin B. Plenio , Susana F. Huelga

Sensing a classical signal using a linear quantum device is a pervasive application of quantum-enhanced measurement. The fundamental precision limits of linear waveform estimation, however, are not fully understood. In certain cases, there…

General Relativity and Quantum Cosmology · Physics 2024-04-02 James W. Gardner , Tuvia Gefen , Simon A. Haine , Joseph J. Hope , Yanbei Chen

Measurement incompatibility is a cornerstone of quantum mechanics. In the context of estimating multiple parameters of a quantum system, this manifests as a fundamental trade-off between the precisions with which different parameters can be…

Quantum Physics · Physics 2025-11-11 Simon K. Yung , Aritra Das , Jun Suzuki , Ping Koy Lam , Jie Zhao , Lorcán O. Conlon , Syed M. Assad

We investigate the estimation of multivariate extreme models with a discrete spectral measure using spherical clustering techniques. The primary contribution involves devising a method for selecting the order, that is, the number of…

Methodology · Statistics 2025-02-20 Shiyuan Deng , He Tang , Shuyang Bai

Optimal measurements for quantum multiparameter estimation are complicated by the uncertainty principle. Generally, there is a trade-off between the precision with which different parameters can be simultaneously estimated. The task of…

Quantum Physics · Physics 2025-11-20 Simon K. Yung , C. M. Yung , Lorcán O. Conlon , Syed M. Assad

Multiparameter quantum metrology is essential for a wide range of practical applications. However, simultaneously achieving the ultimate precision for all parameters, as prescribed by the quantum Cram\'er-Rao bound (QCRB), remains a…

Quantum Physics · Physics 2025-09-15 Minghao Mi , Ben Wang , Lijian Zhang

We propose a new sequential monitoring scheme for changes in the parameters of a multivariate time series. In contrast to procedures proposed in the literature which compare an estimator from the training sample with an estimator calculated…

Statistics Theory · Mathematics 2020-07-28 Josua Gösmann , Tobias Kley , Holger Dette

As we enter the era of quantum technologies, quantum estimation theory provides an operationally motivating framework for determining high precision devices in modern technological applications. The aim of any estimation process is to…

Quantum Physics · Physics 2022-05-02 Abdallah Slaoui , Lalla Btissam Drissi , El Hassan Saidi , Rachid Ahl Laamara

Squeezing currently represents the leading strategy for quantum enhanced precision measurements of a single parameter in a variety of continuous- and discrete-variable settings and technological applications. However, many important…

Quantum Physics · Physics 2020-07-31 Manuel Gessner , Augusto Smerzi , Luca Pezzè

Quantum parameter estimation theory is an important component of quantum information theory and provides the statistical foundation that underpins important topics such as quantum system identification and quantum waveform estimation. When…

Quantum Physics · Physics 2024-12-24 Hendra I. Nurdin

We consider the problem of deciding whether a given state preparation, i.e., a source of quantum states, is accurate, namely produces states close to a target one within a prescribed threshold. We show that, when multiple measurements need…

Quantum Physics · Physics 2024-01-22 Weichao Liang , Francesco Ticozzi , Giuseppe Vallone

Quantum metrology protocols are typically designed around the assumption that we have an abundance of measurement data, but recent practical applications are increasingly driving interest in cases with very limited data. In this regime the…

Quantum Physics · Physics 2019-04-18 Jesús Rubio , Jacob Dunningham