Sufficient support size of measurements for quantum estimation
- URL: http://arxiv.org/abs/2604.21323v1
- Date: Thu, 23 Apr 2026 06:26:07 GMT
- Title: Sufficient support size of measurements for quantum estimation
- Abstract summary: We prove that it suffices to consider POVMs with at most $left(rm dim, mathcalHright)2+d(d+1)/2-1$ outcomes, and that an optimal measurement can be chosen to be rank-one.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In quantum estimation for a $d$-parameter family of density operators on a finite-dimensional Hilbert space $\mathcal{H}$, an estimator is specified by a pair $\left(M,\hatθ\right)$, where $M$ is a POVM with a finite outcome set $Ω$ and $\hatθ:Ω\to\mathbb{R}^{d}$ is a classical estimator map. Since the number of outcomes $\left|Ω\right|$ is a priori unbounded, the space of admissible POVMs is vast, which makes the search for optimal estimators difficult. In this paper, for the minimization of the weighted trace of the mean squared error among locally unbiased estimators, we prove that it suffices to consider POVMs with at most $\left({\rm dim}\,\mathcal{H}\right)^{2}+d(d+1)/2-1$ outcomes, and that an optimal measurement can be chosen to be rank-one. For the minimization of the average weighted trace of the mean squared error in Bayesian estimation, we show that it suffices to consider POVMs with at most $\left( {\rm dim}\, \mathcal{H}\right)^{2}$outcomes, and again an optimal POVM can be taken to be rank-one. Furthermore, when the model admits a real sufficient subalgebra, we show that the $\left( {\rm dim}\, \mathcal{H} \right)^{2}$ term in the above support-size bounds can be reduced in both the locally unbiased and Bayesian settings. These bounds substantially reduce the search space for optimal measurements and justify restricting numerical optimization to rank-one POVMs with finitely many outcomes.
Related papers
- Quantum Speedups for Stochastic Optimization with Heavy-Tailed Noise [49.730496294398726]
We develop a novel quantum mean estimator for heavy-tailed random variables.<n>We derive stronger lower bounds for tail index>4/3$, showing that a nontrivial dependence on a dimension is unavoidable.<n>For a convex objective function, we propose a quantum projected gradient descent method.
arXiv Detail & Related papers (2026-07-28T09:29:37Z) - Estimation of the sub-Gaussian parameter [7.4076878426925035]
The sub-Gaussian random variable $X$ is defined as $2_* = s_upin mathbbR L()$ where $L() = frac22 log mathbbE eX$ is a weighted cumulant generating function.<n>Despite the ubiquity of sub-Gaussian random variables, the estimation of $2_*$ has received little attention and is not yet well understood.
arXiv Detail & Related papers (2026-06-04T16:48:31Z) - Active Subsampling for Measurement-Constrained M-Estimation of Individualized Thresholds with High-Dimensional Data [3.1138411427556445]
In the measurement-constrained problems, despite the availability of large datasets, we may be only affordable to observe the labels on a small portion of the large dataset.
This poses a critical question that which data points are most beneficial to label given a budget constraint.
In this paper, we focus on the estimation of the optimal individualized threshold in a measurement-constrained M-estimation framework.
arXiv Detail & Related papers (2024-11-21T00:21:17Z) - Obtaining Lower Query Complexities through Lightweight Zeroth-Order Proximal Gradient Algorithms [65.42376001308064]
We propose two variance reduced ZO estimators for complex gradient problems.
We improve the state-of-the-art function complexities from $mathcalOleft(minfracdn1/2epsilon2, fracdepsilon3right)$ to $tildecalOleft(fracdepsilon2right)$.
arXiv Detail & Related papers (2024-10-03T15:04:01Z) - Optimal Sketching for Residual Error Estimation for Matrix and Vector Norms [50.15964512954274]
We study the problem of residual error estimation for matrix and vector norms using a linear sketch.
We demonstrate that this gives a substantial advantage empirically, for roughly the same sketch size and accuracy as in previous work.
We also show an $Omega(k2/pn1-2/p)$ lower bound for the sparse recovery problem, which is tight up to a $mathrmpoly(log n)$ factor.
arXiv Detail & Related papers (2024-08-16T02:33:07Z) - Minimax Optimality of Score-based Diffusion Models: Beyond the Density Lower Bound Assumptions [11.222970035173372]
kernel-based score estimator achieves an optimal mean square error of $widetildeOleft(n-1 t-fracd+22(tfracd2 vee 1)right)
We show that a kernel-based score estimator achieves an optimal mean square error of $widetildeOleft(n-1/2 t-fracd4right)$ upper bound for the total variation error of the distribution of the sample generated by the diffusion model under a mere sub-Gaussian
arXiv Detail & Related papers (2024-02-23T20:51:31Z) - Nearly Minimax Optimal Regret for Learning Linear Mixture Stochastic
Shortest Path [80.60592344361073]
We study the Shortest Path (SSP) problem with a linear mixture transition kernel.
An agent repeatedly interacts with a environment and seeks to reach certain goal state while minimizing the cumulative cost.
Existing works often assume a strictly positive lower bound of the iteration cost function or an upper bound of the expected length for the optimal policy.
arXiv Detail & Related papers (2024-02-14T07:52:00Z) - Semidefinite programming relaxations and debiasing for MAXCUT-based clustering [1.9761774213809036]
We consider the problem of partitioning a small data sample of size $n$ drawn from a mixture of 2 sub-gaussian distributions in $mathbbRp$.<n>We use semidefinite programming relaxations of an integer quadratic program that is formulated as finding the maximum cut on a graph.
arXiv Detail & Related papers (2024-01-16T03:14:24Z) - Optimality in Mean Estimation: Beyond Worst-Case, Beyond Sub-Gaussian,
and Beyond $1+\alpha$ Moments [10.889739958035536]
We introduce a new definitional framework to analyze the fine-grained optimality of algorithms.
We show that median-of-means is neighborhood optimal, up to constant factors.
It is open to find a neighborhood-separated estimator without constant factor slackness.
arXiv Detail & Related papers (2023-11-21T18:50:38Z) - Memory Efficient And Minimax Distribution Estimation Under Wasserstein
Distance Using Bayesian Histograms [6.21295508577576]
We show that when $d 2v$, histograms possess a special textitmemory efficiency property, in reference to the sample size $n, order $nd/2v$ bins are needed to obtain minimax rate optimality.
The attained memory footprint overcomes existing minimax optimal procedures by a factor in $n$; for example an $n1 - d/2v$ factor reduction in the footprint when compared to the empirical measure, a minimax estimator in the Borel probability measure class.
arXiv Detail & Related papers (2023-07-19T16:13:20Z) - Near Sample-Optimal Reduction-based Policy Learning for Average Reward
MDP [58.13930707612128]
This work considers the sample complexity of obtaining an $varepsilon$-optimal policy in an average reward Markov Decision Process (AMDP)
We prove an upper bound of $widetilde O(H varepsilon-3 ln frac1delta)$ samples per state-action pair, where $H := sp(h*)$ is the span of bias of any optimal policy, $varepsilon$ is the accuracy and $delta$ is the failure probability.
arXiv Detail & Related papers (2022-12-01T15:57:58Z) - Best Policy Identification in Linear MDPs [70.57916977441262]
We investigate the problem of best identification in discounted linear Markov+Delta Decision in the fixed confidence setting under a generative model.
The lower bound as the solution of an intricate non- optimization program can be used as the starting point to devise such algorithms.
arXiv Detail & Related papers (2022-08-11T04:12:50Z) - Minimax Optimal Quantization of Linear Models: Information-Theoretic
Limits and Efficient Algorithms [59.724977092582535]
We consider the problem of quantizing a linear model learned from measurements.
We derive an information-theoretic lower bound for the minimax risk under this setting.
We show that our method and upper-bounds can be extended for two-layer ReLU neural networks.
arXiv Detail & Related papers (2022-02-23T02:39:04Z) - Provably Breaking the Quadratic Error Compounding Barrier in Imitation
Learning, Optimally [58.463668865380946]
We study the statistical limits of Imitation Learning in episodic Markov Decision Processes (MDPs) with a state space $mathcalS$.
We establish an upper bound $O(|mathcalS|H3/2/N)$ for the suboptimality using the Mimic-MD algorithm in Rajaraman et al ( 2020)
We show the minimax suboptimality grows as $Omega( H3/2/N)$ when $mathcalS|geq 3$ while the unknown-transition setting suffers from a larger sharp rate
arXiv Detail & Related papers (2021-02-25T15:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.