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The phase estimation algorithm is so named because it allows the estimation of the eigenvalues associated with an operator. However it has been proposed that the algorithm can also be used to generate eigenstates. Here we extend this…

Quantum Physics · Physics 2009-11-06 B. C. Travaglione , G. J. Milburn

Monte Carlo matrix trace estimation is a popular randomized technique to estimate the trace of implicitly-defined matrices via averaging quadratic forms across several observations of a random vector. The most common approach to analyze the…

Statistics Theory · Mathematics 2024-10-23 Lior Horesh , Vasileios Kalantzis , Yingdong Lu , Tomasz Nowicki

Common tools for obtaining physical density matrices in experimental quantum state tomography are shown here to cause systematic errors. For example, using maximum likelihood or least squares optimization for state reconstruction, we…

In this paper we propose a method to estimate the density matrix \rho of a d-level quantum system by measurements on the N-fold system. The scheme is based on covariant observables and representation theory of unitary groups and it extends…

Quantum Physics · Physics 2009-11-10 M. Keyl

In quantum information, trace distance is a basic metric of distinguishability between quantum states. However, there is no known efficient approach to estimate the value of trace distance in general. In this paper, we propose efficient…

Quantum Physics · Physics 2024-03-25 Qisheng Wang , Zhicheng Zhang

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…

Statistical Finance · Quantitative Finance 2015-05-18 Zdzisław Burda , Andrzej Jarosz , Maciej A. Nowak , Małgorzata Snarska

The statistical properties of quantum transport through a chaotic cavity are encoded in the traces $\T={\rm Tr}(tt^\dag)^n$, where $t$ is the transmission matrix. Within the Random Matrix Theory approach, these traces are random variables…

Mesoscale and Nanoscale Physics · Physics 2008-08-04 Marcel Novaes

Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…

Information Theory · Computer Science 2020-03-06 Rishabh Dudeja , Milad Bakhshizadeh , Junjie Ma , Arian Maleki

For a large Hermitian matrix $A\in \mathbb{C}^{N\times N}$, it is often the case that the only affordable operation is matrix-vector multiplication. In such case, randomized method is a powerful way to estimate the spectral density (or…

Numerical Analysis · Mathematics 2015-11-24 Lin Lin

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Statistics Theory · Mathematics 2011-09-14 Olga Klopp

Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…

Dynamical Systems · Mathematics 2022-03-10 Simon Wilshin , Matthew D. Kvalheim , Clayton Scott , Shai Revzen

Quantum phase estimation is a core task in quantum technologies ranging from metrology to quantum computing, where it appears as a key subroutine in various algorithms. Here, we quantitatively connect the performance of phase estimation…

Quantum Physics · Physics 2026-05-11 Felix Ahnefeld , Thomas Theurer , Martin B. Plenio

We propose a general procedure for estimating the variance-covariance matrix of two-step estimates of structural parameters in latent variable models. The method is partially simulation-based, in that it includes drawing simulated values of…

Methodology · Statistics 2025-07-23 Roberto Di Mari , Jouni Kuha

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…

Numerical Analysis · Mathematics 2021-08-26 Andreas Frommer , Mostafa Nasr Khalil , Gustavo Ramirez-Hidalgo

In this paper, High-dimensional data analysis methods are proposed to deal with random matrix which is composed by the real data from power network before and after the fault. The mean spectral radius (MSR) of non-Hermitian random matrices…

Applications · Statistics 2015-03-31 Y. Cao , L. Cai , C. Qiu , J. Gu , X. He , Q. Ai , Z. Jin

The characterization of a quantum device is a crucial step in the development of quantum experiments. This is accomplished via Quantum Process Tomography, which combines the outcomes of different projective measurements to deliver a…

Quantum Physics · Physics 2025-06-26 Francesco Di Colandrea , Nazanin Dehghan , Alessio D'Errico , Ebrahim Karimi

The quantum density matrix generalises the classical concept of probability distribution to quantum theory. It gives the complete description of a quantum state as well as the observable quantities that can be extracted from it. Its…

Quantum Physics · Physics 2023-08-31 Apoorva D. Patel

One of the central tasks in many-body physics is the determination of phase diagrams. However, mapping out a phase diagram generally requires a great deal of human intuition and understanding. To automate this process, one can frame it as a…

Quantum Physics · Physics 2024-05-20 Julian Arnold , Frank Schäfer , Alan Edelman , Christoph Bruder

We present a protocol that allows the estimation of any density matrix element for continuous-variable quantum states, without resorting to the complete reconstruction of the full density matrix. The algorithm adaptatively discretizes the…

Quantum Physics · Physics 2024-09-25 Virginia Feldman , Ariel Bendersky