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This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…

Computation · Statistics 2022-10-11 Jing Wang , HaiYing Wang , Shifeng Xiong

We derive a bound on the precision of state estimation for finite dimensional quantum systems and prove its attainability in the generic case where the spectrum is non-degenerate. Our results hold under an assumption called local asymptotic…

Quantum Physics · Physics 2019-05-09 Yuxiang Yang , Giulio Chiribella , Masahito Hayashi

Asymptotic optimality is a key theoretical property in model averaging. Due to technical difficulties, existing studies rely on restricted weight sets or the assumption that there is no true model with fixed dimensions in the candidate set.…

Statistics Theory · Mathematics 2024-11-15 Wenchao Xu , Xinyu Zhang

We identify optimal measurement strategies for phase estimation in different scenarios. For pure states of a single qubit, we show that optimal measurements form a broad set parametrized with a continuous variable. When the state is mixed…

Quantum Physics · Physics 2013-10-11 T. Wasak , J. Chwedenczuk , L. Pezze , A. Smerzi

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

We revisit the problem of estimating an unknown parameter of a pure quantum state, and investigate `null-measurement' strategies in which the experimenter aims to measure in a basis that contains a vector close to the true system state.…

Quantum Physics · Physics 2023-10-11 Federico Girotti , Alfred Godley , Mădălin Guţă

Maximum likelihood estimation has been extensively used in the joint analysis of repeated measurements and survival time. However, there is a lack of theoretical justification of the asymptotic properties for the maximum likelihood…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng , Jianwen Cai

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…

Statistics Theory · Mathematics 2020-02-21 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

The problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…

Information Theory · Computer Science 2024-05-30 Valentinian Lungu , Ioannis Kontoyiannis

We consider tests of hypotheses when the parameters are not identifiable under the null in semiparametric models, where regularity conditions for profile likelihood theory fail. Exponential average tests based on integrated profile…

Statistics Theory · Mathematics 2009-08-25 Rui Song , Michael R. Kosorok , Jason P. Fine

We study rates asymptotic of transformations between entangled states by local operations and classical communication and a sublinear amount of quantum communication. It is known that additive asymptotically continuous entanglement measures…

Quantum Physics · Physics 2021-07-20 Péter Vrana

Measurements of quantum states form a key component in quantum-information processing. It is therefore an important task to compare measurements and furthermore decide if a measurement strategy is optimal. Entropic quantities, such as the…

Quantum Physics · Physics 2023-05-17 Wilfred Salmon , Sergii Strelchuk , David Arvidsson-Shukur

Given $n$ linearly independent pure states and their prior probabilities, we study the problem of optimum unambiguous discrimination of these states. We derive the properties of the optimum solution and the equations that must be satisfied…

Quantum Physics · Physics 2013-05-29 Shengshi Pang , Shengjun Wu

In this work, we revisit the one- and two-sample testing problems: binary hypothesis testing in which one or both distributions are unknown. For the one-sample test, we provide a more streamlined proof of the asymptotic optimality of…

Information Theory · Computer Science 2026-04-21 Arick Grootveld , Biao Chen , Venkata Gandikota

In this paper we consider the construction of optimal tests of equivalence hypotheses. Specifically, assume X_1,..., X_n are i.i.d. with distribution P_{\theta}, with \theta \in R^k. Let g(\theta) be some real-valued parameter of interest.…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano

We analyse the reconstruction of an unknown pure qubit state. We derive the optimal guess that can be inferred from any set of measurements on N identical copies of the system with the fidelity as a figure of merit. We study in detail the…

Quantum Physics · Physics 2007-05-23 E. Bagan , M. Baig , A. Monras , R. Munoz-Tapia

In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of…

Statistics Theory · Mathematics 2014-07-24 Antar Bandyopadhyay , Sanjay Chaudhuri

Adaptive importance sampling (AIS) uses past samples to update the \textit{sampling policy} $q_t$ at each stage $t$. Each stage $t$ is formed with two steps : (i) to explore the space with $n_t$ points according to $q_t$ and (ii) to exploit…

Statistics Theory · Mathematics 2018-10-04 Bernard Delyon , François Portier

We exhibit measurements for optimal state estimation which have a finite number of outcomes. This is achieved by a connection between finite optimal measurements and Gauss quadratures. The example we consider to illustrate this connection…

Quantum Physics · Physics 2010-02-18 Sofyan Iblisdir , Jérémie Roland