Local Asymptotic Normality in Quantum Statistics
|
|
- Maximilian King
- 5 years ago
- Views:
Transcription
1 Local Asymptotic Normality in Quantum Statistics M!d!lin Gu"! School of Mathematical Sciences University of Nottingham Richard Gill (Leiden) Jonas Kahn (Paris XI) Bas Janssens (Utrecht) Anna Jencova (Bratislava) Luc Bouten (Caltech)
2 Outline: Quantum state estimation and optimality Local Asymptotic Normality in classical statistics Local Asymptotic Normality for qubits Local Asymptotic Normality for d-dimensional state
3 Quantum state estimation Problem: given n identically prepared systems in the state ρ θ with θ Θ, perform a measurement M (n) and construct an estimator ˆθ n of θ from the result X (n). ρ θ ρ θ ρ θ X (n) ˆθ n
4 Quantum state estimation Problem: given n identically prepared systems in the state ρ θ with θ Θ, perform a measurement M (n) and construct an estimator ˆθ n of θ from the result X (n). ρ θ ρ θ ρ θ X (n) ˆθ n ρ θ M 1 X 1 ρ θ M 2 X 2 ρ θ M n X n ˆθ n
5 Quantum state estimation Problem: given n identically prepared systems in the state ρ θ with θ Θ, perform a measurement M (n) and construct an estimator ˆθ n of θ from the result X (n). ρ θ ρ θ ρ θ X (n) ˆθ n ρ θ ρ θ M (n) X (n) ˆθ n ρ θ
6 Quantum state estimation Problem: given n identically prepared systems in the state ρ θ with θ Θ, perform a measurement M (n) and construct an estimator ˆθ n of θ from the result X (n). ρ θ ρ θ ρ θ X (n) ˆθ n ρ θ ρ θ M (n) X (n) ˆθ n ρ θ Risk and Optimality: The quality of the estimation strategy (M, ˆθ n ) is given by the risk R(θ, ˆθ n ) = E ρ θ ρˆθ n 2 1 or R(θ, ˆθ n ) = 1 E F (ρ θ, ρˆθ n )
7 Bayesian vs frequentist optimality Bayesian: prior π(dθ) Frequentist R π (ˆθ n ) := R(θ, ˆθ n )π(dθ) R θ0 (ˆθ n ) := sup R(θ, ˆθ n ) θ B(θ 0,n 1/2 ) R π,n := inf M n R π (ˆθ n ) R π := lim n nr π,n R θ0,n := inf M n R θ0 (ˆθ n ) R θ0 := lim n nr θ 0,n = C H (θ 0 ) R π = R θ π(dθ)
8 A rough classification of state estimation problems Separate measurements Joint measurements Parametric Practically feasible Optimal for pure states Optimal for one parameter More difficult to implement Optimal for mixed states R n C sep /n R n C joint /n Non!parametric Q. Homodyne Tomography, Direct detection of Wigner fct... non-parametric rates for estimation of state as a whole R n = O( (log n) k /n, n α,...) Conjecture/Program: L.A.N. = convergence to model of displaced quasifree states of infinite dimensional CCR alg.
9 Asymptotically things become easier... Idea of using (local) asymptotic normality in optimal estimation: as n the n particle model gets close to a Gaussian shift model Φ θ the latter has fixed, known variance and unknown mean (related to) θ, the mean can be estimated optimally by simple measurements (heterodyne) the measurement can be pulled back to the n systems ρ θ ρ θ M n X n P(M n, ρ θ ) ˆθ n ρ θ n Φ θ H Y P(H, Φ θ ) ˆθ
10 Motivation / earlier work Classical L.A.N. theory of Le Cam asymptotic equivalence of statistical models optimal estimation rates Central Limit behaviour for quantum systems Coherent spin states Gaussian description of atoms-light interaction (Mabuchi, Polzik experiments) Work by Hayashi and Matsumoto on asymptotics of state estimation M. Hayashi, Quantum estimation and the quantum central limit theorem (in Japanese), Bull. Math. Soc. Japan 55 (2003) English translation: quant-ph/ M. Hayashi, K. Matsumoto, Asymptotic performance of optimal state estimation in quantum two level system arxiv:quant-ph/
11 Local Asymptotic Normality for coin toss Repeated coin toss: X 1,..., X n i.i.d. with P[X i = 1] = θ, P[X i = 0] = 1 θ Sufficient statistic: ˆθ n := 1 n n i=1 X i unbiased estimator since E(X) = θ Central Limit Theorem: n(ˆθ n θ) D N(0, θ(1 θ))
12 Local Asymptotic Normality for coin toss k Binomial n=100 p=0.6 Normal m=60 v=25
13 Local Asymptotic Normality for coin toss k Binomial n=100 p=0.5 Normal m=50 v=25
14 Local Asymptotic Normality for coin toss k Binomial n=100 p=0.4 Normal m=40 v=25
15 Local Asymptotic Normality for coin toss k Binomial n=100 p=0.3 Normal m=30 v=25
16 Local Asymptotic Normality for coin toss Repeated coin toss: X 1,..., X n i.i.d. with P[X i = 1] = θ, P[X i = 0] = 1 θ Sufficient statistic: ˆθ n := 1 n n i=1 X i unbiased estimator since E(X) = θ Central Limit Theorem: n(ˆθ n θ) D N(0, θ(1 θ)) Local parameter: let θ = θ 0 + u/ n for a fixed known θ 0, then û n := n(ˆθ n θ 0 ) N(u, θ 0 (1 θ) 0 ) Gaussian shift model
17 Local Asymptotic Normality for coin toss Repeated coin toss: X 1,..., X n i.i.d. with P[X i = 1] = θ, P[X i = 0] = 1 θ Sufficient statistic: ˆθ n := 1 n n i=1 X i unbiased estimator since E(X) = θ Central Limit Theorem: n(ˆθ n θ) D N(0, θ(1 θ)) Local parameter: let θ = θ 0 + u/ n for a fixed known θ 0, then û n := n(ˆθ n θ 0 ) N(u, θ 0 (1 θ) 0 ) Gaussian shift model Why can we restrict to a local neighbourhood? You can construct a θ 0 from the data and the true θ will be in a 1/ n-neighbourhood with high probability
18 Local Asymptotic Normality: general case Let (Y 1,..., Y n ) be i.i.d. with P θ 0+u/ n a smooth family with u R k. Then {( P θ 0+u/ n ) n : u R k } { N(u, I 1 θ 0 ) : u R k}
19 Local Asymptotic Normality: general case Let (Y 1,..., Y n ) be i.i.d. with P θ 0+u/ n a smooth family with u R k. Then {( P θ 0+u/ n ) n : u R k } { N(u, I 1 θ 0 ) : u R k} Strong convergence: there exist randomizations (Markov kernels) T n, S n such that ( T n P θ 0+u/ ) n n N(u, I 1 = 0 tv lim n sup u <a θ 0 ) and lim sup n u <a ( P θ 0+u/ ) n n Sn N(u, I 1 θ 0 ) = 0 tv
20 Local Asymptotic Normality: general case Let (Y 1,..., Y n ) be i.i.d. with P θ 0+u/ n a smooth family with u R k. Then {( P θ 0+u/ n ) n : u R k } { N(u, I 1 θ 0 ) : u R k} Strong convergence: there exist randomizations (Markov kernels) T n, S n such that ( T n P θ 0+u/ ) n n N(u, I 1 = 0 tv lim n sup u <a θ 0 ) and lim sup n u <a ( P θ 0+u/ ) n n Sn N(u, I 1 θ 0 ) = 0 tv Importance: Shows that for large n the statistical model is locally easy : Gaussian shift model Asymptotically, we only need to solve the statistical problem for the Gaussian shift model
21 L. A. N. for finite dimensional quantum systems Let ( ρ θ0 +u/ n n) be the joint state of n i.i.d. systems with ρθ M(C d ) smooth. Then { ) { } (ρθ0+u/ n n : u R d 1} 2 Φ(u, H 1 θ 0 ) : u R d2 1
22 L. A. N. for finite dimensional quantum systems Let ( ρ θ0 +u/ n n) be the joint state of n i.i.d. systems with ρθ M(C d ) smooth. Then { ) { } (ρθ0+u/ n n : u R d 1} 2 Φ(u, H 1 θ 0 ) : u R d2 1 Strong convergence: there exist quantum channels T n, S n such that ( ) T n ρθ0 +u/ n n Φ(u, H 1 = 0 1 lim n sup u <a θ 0 ) and lim n sup u <a ( ) ρ θ0 +u/ n n Sn Φ(u, H 1 θ 0 ) = 0 1
23 L. A. N. for finite dimensional quantum systems Let ( ρ θ0 +u/ n n) be the joint state of n i.i.d. systems with ρθ M(C d ) smooth. Then { ) { } (ρθ0+u/ n n : u R d 1} 2 Φ(u, H 1 θ 0 ) : u R d2 1 Strong convergence: there exist quantum channels T n, S n such that ( ) T n ρθ0 +u/ n n Φ(u, H 1 = 0 1 lim n sup u <a θ 0 ) and lim n sup u <a ( ) ρ θ0 +u/ n n Sn Φ(u, H 1 θ 0 ) = 0 1 Importance: Shows that for large n the statistical model is locally easy : Gaussian shift model Provides a two step adaptive measurement strategy which is asymptotically optimal
24 Outline: Quantum state estimation and optimality Local Asymptotic Normality in classical statistics Local Asymptotic Normality for qubits Local Asymptotic Normality for d-dimensional state
25 L. A. N. for qubit states (d=2) An arbitrary qubit (spin) state: ρ r := 1 ( ) 1 + rz r x ir y = 1 2 r x + ir y 1 r z 2 (1 + r xσ x + r y σ y + r z σ z ), r 1 z Non-commuting spin components: σ x σ y σ y σ x = 2iσ z Probability distributions : P([σ a = +1]) = (1 + r a )/2 P([σ a = 1]) = (1 r a )/2 y r x ( )
26 L. A. N. for qubit states (d=2) An arbitrary qubit (spin) state: ρ r := 1 ( ) 1 + rz r x ir y = 1 2 r x + ir y 1 r z 2 (1 + r xσ x + r y σ y + r z σ z ), r 1 z Non-commuting spin components: σ x σ y σ y σ x = 2iσ z Probability distributions : P([σ a = +1]) = (1 + r a )/2 P([σ a = 1]) = (1 r a )/2 y r x A local neighborhood of ρ 0 := ( µ µ ) is parametrised by u = (u x, u y, u z ) R 3 z ( ) ( ρ u µ + u z u/ n := U n 0 n 0 1 µ u z n ) ( ) u U, n x where U(u) SU(2) is the unitary U(u) := exp(i(u x σ x + u y σ y )) y
27 LAN for qubits: the big ball picture Quantum coin toss : ρ 0 = µ + (1 µ) = P([σ x = ±1]) = P([σ y = ±1]) = 1/2, P([σ z = 1]) = µ n identically prepared systems: ρ 0 ρ 0 Central Limit Theorem... Collective spin L x,y,z := n i=1 σ(i) x,y,z 1 n L x D N(0, 1), z 1 n L y D N(0, 1), n (2µ 1)n...with a quantum twist [ 1 n L x, 1 n L y ] = 2i 1 n L z 2i(2µ 1)1 x y
28 Quantum particle (harmonic oscillator) 1 L x Q 2n(2µ 1) 1 L y P 2n(2µ 1) Gaussian states = [Q, P ] = i1 Heisenberg commutation relation z n Thermal equilibrium state: < Q 2 >=< P 2 >= 1 2(2µ 1) (2µ 1)n φ 0 := (1 p) k=0 p k k k, p = 1 µ µ < 1 x Quantum Gaussian shift: spin rotations become displacements y ( φ u := D(u) φ 0 D(u), D(u) := exp i ) 2(2µ 1)(u x Q + u y P ) Classical Gaussian shift: diagonal parameter behaves like in coin toss N u := N(u z, µ(1 µ))
29 Local Asymptotic Normality for qubit states Classical Gaussian shift gives info about the eigenvalues of ρ N u := N(u z, µ(1 µ)) Quantum Gaussian shift gives info about the eigenvectors of ρ ( Q N ) 2(2µ 1)u y, 1/2(2µ 1) φ u := D(u) φ 0 D(u), ( 2(2µ ) P N 1)ux, 1/2(2µ 1) Theorem: Let ρ (n) u := ( ) ρ n. u/ n Then there exist q. channels (randomizations) T n, S n such that for any η < 1/4 lim sup n u <n η T n ( ρ (n) u ) N u φ u 1 = 0, and lim sup n u <n η ρ (n) u S n (N u φ u ) = 0. 1
30 Localisation + Local Asymptotic Normality = optimal estimation localise the state within the small local neighborhood of ρ 0 while waisting ñ n qubits use local asymptotic normality on the bigger ball to design the second stage measurement N u φ u n 1/2+η Observe N u Do heterodyne on φ u n 1/2+ɛ
31 Implementation with continuous time measurements Couple the qubits with a Bosonic field, let the state leak into the field and do heterodyne (quantum part) followed by a L z measurement (classical part) P vacuum n Qubits vacuum Heterodyne detector Q Unitary evolution on ( C 2) n F(L 2 (R)) given by the QSDE: du n (t) = (a n da t a nda t 1 2 a na n dt)u n (t), a n := 1 n(2µ 1) n i=1 σ (i) +
32 Idea of the proof: typical SU(2) representations ρ n u/ n N u φ u Two commuting group actions: SU(2) rotations and permutations ( C 2 ) n = ρ n = n/2 j=0,1/2 n/2 j=0,1/2 H j K j p n (j)ρ n,j 1 n j Classical part: measuring j ( which block ) does not disturb the state Distribution p u n(j) converges to N u as in coin toss (L = L z Bin(µ + u z / n, n)) τ n (j) := (j (µ 1/2)n)/ n N u = N(u z, µ(1 µ))
33 Idea of the proof: typical SU(2) representations Quantum part: conditional on j we remain with a typical block state ρ u n,j Structure of π j : Spin operators L ± = L x ± il y act as ladder operators on basis vectors H j = Lin{ m, j : m = j,..., j} Creation and annihilation operators a, a act similarly on the number basis { k : k 0} Embed irrep H j into the harmonic oscillator l 2 (N) by isometry V j : m, j j m By Quantum Central Limit Theorem, collective observables J ± become Gaussian and m=-j V j ρ u j,nv j φ u n 2j + 1 J + V j a m=j-1 m=j J 1 0 a
34 Outline: Quantum state estimation and optimality Local Asymptotic Normality in classical statistics Local Asymptotic Normality for qubits Local Asymptotic Normality for d-dimensional state
35 Local asymptotic normality for d-dimensional states Local neighbourhood around ρ 0 := Diag(µ 1,..., µ d ) with µ 1 > µ 2 > > µ d > 0 ρ θ = µ 1 + u 1 ζ1,2... ζ 1,d. ζ 1,2 µ 2 + u ζd 1,d ζ 1,d... ζ d 1,d µ d, d 1 i=1 u i θ = ( u, ζ ) R d 1 C d(d 1)/2 In first order, ρ θ/ n := U µ 1 + u 1 / n ( ) ζ 0 µ 2 + u 2 / n.... n µ d d 1 i=1 u i/ U n ( ζ n ), where U( ζ) := exp 1 j<k d ζj,k E k,j ζ j,k E j,k SU(d) µ j µ k
36 L. A. N. Theorem Diagonal parameters give rise to a classical (d 1)-dimensional Gaussian N u := N( u, V µ ) Off-diagonal parameters decouple from the diagonal ones and from each other Φ ξ := j<k φ ξ j,k where φ ξ j,k is a displaced thermal equilibrium state with β = ln µ j /µ k Total classical-quantum limit model: Φ θ := N u Φ ξ
37 L. A. N. Theorem Diagonal parameters give rise to a classical (d 1)-dimensional Gaussian N u := N( u, V µ ) Off-diagonal parameters decouple from the diagonal ones and from each other Φ ξ := j<k φ ξ j,k where φ ξ j,k is a displaced thermal equilibrium state with β = ln µ j /µ k Total classical-quantum limit model: Φ θ := N u Φ ξ Theorem. Let ρ (n) θ := ρ n θ/ n. Then there exist q. channels T n, S n such that lim n lim n sup θ Θ n,β,γ Φ θ T n (ρ θ,n ) 1 = 0, sup θ Θ n,β,γ Sn (Φ θ ) ρ θ,n 1 = 0, where Θ n,β,γ := {θ = ( ξ, u) : ξ n β, u n γ }, β < 1/9, γ < 1/4.
38 Local asymptotic normality for d-dimensional states Two commuting group actions: SU(d) rotations and permutations ( C d ) n = λ H λ K λ ρ n = λ p n (λ)ρ n,λ 1 n λ SU(d) irreps λ are labelled by Young diagrams with d rows and n boxes λ 1 nµ 1 Classical part: measure which Young diagram λ λ d nµ d Distribution p n,θ (λ) converges to multivariate Gaussian shift same as the multinomial model Mult {(λ i nµ i )/ n : i = 1,... d 1} N( u, I 1 ( µ 1 + u 1 n,... µ d i ) n u i ; n! µ ) Quantum part: conditional on λ we remain with a typical block state ρ θ λ,n
39 Incursion into SU(d) irreps Structure of H λ : Write tensors into λ-tableaux e a := e a(1) e a(n) t a, e.g. e 2 e 1 e Young symmetriser Y λ is minimal projection in Alg(S(n)) Y λ = Q λ P λ := sgn(τ)τ τ C(λ) σ R(λ) σ Non-orthogonal basis of H λ indexed by semi-standard Young tableaux, e.g f a := Y λ e a Number basis : t a m = {m i,j = j s in row i : i < j} m, λ := f a / f a Lemma: Not far from vacuum m = 0, basis is almost ON If l, m = O(n η ), for some 0 < η < 2/9 then m, λ l, λ = O(n c(η) ), c(η) > 0
40 Incursion into SU(d) irreps Structure of π λ : Ladder operators L i,j = π λ (E i,j ), L i,j = π λ(e j,i ) for 1 i < j d don t act as ladder... L 2,3 : However they do so on typical vectors m = O(n η ) n L 2,3 : O(n η ) O(n) After normalisation first term drops and we get an a i,j creation operator L 2,3/ n : {m 1,2, m 1,3, m 2,3 }, λ = m 2,3 + 1 {m 1,2, m 1,3, m 2,3 +1}, λ!! Asymptotically, L i,j / n acts only on row i and they all commute with each other... We have convergence to a tensor product of harmonic oscillators (a i,j, a i,j ) in the vacuum
41 Further work: Local asymptotic normality for i.i.d. infinite dimensional quantum states general parametric families of states of light optimal estimation rate for states of light Local asymptotic normality for quantum Markov chains (processes) optimal rates for interaction parameters in realistic dynamical models (next talk) Central Limit Theorem for quantum Markov chains Testing with non-discrete hypotheses eg ρ = ρ 0 vs ρ ρ 0 Weak and strong convergence of quantum statistical experiments Q n = {ρ θ n : θ Θ} Q = {ρ θ : θ Θ} Quantum statistical decision theory quantum experiment Q = {ρ θ M(C d ) : θ Θ} non-commuting loss functions 0 W θ M(C k ) decision C : ρ θ C(ρ θ ) M(C k ) with risk R(C, θ) = Tr(C(ρ θ )W θ ) applications in quantum memory, quantum cloning
42 References! M. Guta, J. Kahn Local asymptotic normality for qubit states P.R.A 73, 05218, (2006)! M. Guta, A. Jencova Local asymptotic normality in quantum statistics Commun. Math. Phys. 276, , (2007)! M. Guta, B Janssens and J. Kahn Optimal estimation of qubit states with continuous time measurements Commun. Math. Phys. 277, , (2008)! M. Guta, J. Kahn: Local asymptotic normality for finite dimensional quantum systems arxiv: (Commun. Math. Phys, to appear)
Convergence of Quantum Statistical Experiments
Convergence of Quantum Statistical Experiments M!d!lin Gu"! University of Nottingham Jonas Kahn (Paris-Sud) Richard Gill (Leiden) Anna Jen#ová (Bratislava) Statistical experiments and statistical decision
More informationarxiv: v1 [quant-ph] 14 Feb 2014
EQUIVALENCE CLASSES AND LOCAL ASYMPTOTIC NORMALITY IN SYSTEM IDENTIFICATION FOR QUANTUM MARKOV CHAINS MADALIN GUTA AND JUKKA KIUKAS arxiv:1402.3535v1 [quant-ph] 14 Feb 2014 Abstract. We consider the problems
More informationarxiv:quant-ph/ v2 16 Jul 2006
One-mode quantum Gaussian channels arxiv:quant-ph/0607051v 16 Jul 006 A. S. Holevo July 6, 013 Abstract A classification of one-mode Gaussian channels is given up to canonical unitary equivalence. A complementary
More informationAn Introduction to Quantum Statistics
An Introduction to Quantum Statistics Mădălin Guţă School of Mathematical Sciences University of Nottingham Stochastics Meeting Lunteren 2009 Collaborators Richard Gill (Leiden) Hans Maassen (Nijmegen)
More informationMinimax Estimation of Kernel Mean Embeddings
Minimax Estimation of Kernel Mean Embeddings Bharath K. Sriperumbudur Department of Statistics Pennsylvania State University Gatsby Computational Neuroscience Unit May 4, 2016 Collaborators Dr. Ilya Tolstikhin
More informationPattern Recognition and Machine Learning. Bishop Chapter 2: Probability Distributions
Pattern Recognition and Machine Learning Chapter 2: Probability Distributions Cécile Amblard Alex Kläser Jakob Verbeek October 11, 27 Probability Distributions: General Density Estimation: given a finite
More informationA complete criterion for convex-gaussian states detection
A complete criterion for convex-gaussian states detection Anna Vershynina Institute for Quantum Information, RWTH Aachen, Germany joint work with B. Terhal NSF/CBMS conference Quantum Spin Systems The
More informationQuantum metrology from a quantum information science perspective
1 / 41 Quantum metrology from a quantum information science perspective Géza Tóth 1 Theoretical Physics, University of the Basque Country UPV/EHU, Bilbao, Spain 2 IKERBASQUE, Basque Foundation for Science,
More informationA Conditional Approach to Modeling Multivariate Extremes
A Approach to ing Multivariate Extremes By Heffernan & Tawn Department of Statistics Purdue University s April 30, 2014 Outline s s Multivariate Extremes s A central aim of multivariate extremes is trying
More informationSTA 294: Stochastic Processes & Bayesian Nonparametrics
MARKOV CHAINS AND CONVERGENCE CONCEPTS Markov chains are among the simplest stochastic processes, just one step beyond iid sequences of random variables. Traditionally they ve been used in modelling a
More informationSTAT 499/962 Topics in Statistics Bayesian Inference and Decision Theory Jan 2018, Handout 01
STAT 499/962 Topics in Statistics Bayesian Inference and Decision Theory Jan 2018, Handout 01 Nasser Sadeghkhani a.sadeghkhani@queensu.ca There are two main schools to statistical inference: 1-frequentist
More informationCOMPRESSION FOR QUANTUM POPULATION CODING
COMPRESSION FOR QUANTUM POPULATION CODING Ge Bai, The University of Hong Kong Collaborative work with: Yuxiang Yang, Giulio Chiribella, Masahito Hayashi INTRODUCTION Population: A group of identical states
More informationQuantum Linear Systems Theory
RMIT 2011 1 Quantum Linear Systems Theory Ian R. Petersen School of Engineering and Information Technology, University of New South Wales @ the Australian Defence Force Academy RMIT 2011 2 Acknowledgments
More informationLecture 1: Bayesian Framework Basics
Lecture 1: Bayesian Framework Basics Melih Kandemir melih.kandemir@iwr.uni-heidelberg.de April 21, 2014 What is this course about? Building Bayesian machine learning models Performing the inference of
More informationMaster s Written Examination
Master s Written Examination Option: Statistics and Probability Spring 016 Full points may be obtained for correct answers to eight questions. Each numbered question which may have several parts is worth
More informationPhysics 403. Segev BenZvi. Parameter Estimation, Correlations, and Error Bars. Department of Physics and Astronomy University of Rochester
Physics 403 Parameter Estimation, Correlations, and Error Bars Segev BenZvi Department of Physics and Astronomy University of Rochester Table of Contents 1 Review of Last Class Best Estimates and Reliability
More informationMIT Spring 2016
MIT 18.655 Dr. Kempthorne Spring 2016 1 MIT 18.655 Outline 1 2 MIT 18.655 3 Decision Problem: Basic Components P = {P θ : θ Θ} : parametric model. Θ = {θ}: Parameter space. A{a} : Action space. L(θ, a)
More informationQuantum hypothesis testing for Gaussian states
Quantum hypothesis testing for Gaussian states Wataru Kumagai (Tohoku University) Joint Work with Masahito Hayashi Bernoulli Society Satellite Meeting to the ISI World Statistics Congress 203 (203/9/4)
More informationQuantum Minimax Theorem (Extended Abstract)
Quantum Minimax Theorem (Extended Abstract) Fuyuhiko TANAKA November 23, 2014 Quantum statistical inference is the inference on a quantum system from relatively small amount of measurement data. It covers
More informationBayesian Sparse Linear Regression with Unknown Symmetric Error
Bayesian Sparse Linear Regression with Unknown Symmetric Error Minwoo Chae 1 Joint work with Lizhen Lin 2 David B. Dunson 3 1 Department of Mathematics, The University of Texas at Austin 2 Department of
More information6 The normal distribution, the central limit theorem and random samples
6 The normal distribution, the central limit theorem and random samples 6.1 The normal distribution We mentioned the normal (or Gaussian) distribution in Chapter 4. It has density f X (x) = 1 σ 1 2π e
More informationMinimax lower bounds I
Minimax lower bounds I Kyoung Hee Kim Sungshin University 1 Preliminaries 2 General strategy 3 Le Cam, 1973 4 Assouad, 1983 5 Appendix Setting Family of probability measures {P θ : θ Θ} on a sigma field
More informationLecture 8: Information Theory and Statistics
Lecture 8: Information Theory and Statistics Part II: Hypothesis Testing and I-Hsiang Wang Department of Electrical Engineering National Taiwan University ihwang@ntu.edu.tw December 23, 2015 1 / 50 I-Hsiang
More informationConverse bounds for private communication over quantum channels
Converse bounds for private communication over quantum channels Mark M. Wilde (LSU) joint work with Mario Berta (Caltech) and Marco Tomamichel ( Univ. Sydney + Univ. of Technology, Sydney ) arxiv:1602.08898
More informationQuantification of Gaussian quantum steering. Gerardo Adesso
Quantification of Gaussian quantum steering Gerardo Adesso Outline Quantum steering Continuous variable systems Gaussian entanglement Gaussian steering Applications Steering timeline EPR paradox (1935)
More informationOn prediction and density estimation Peter McCullagh University of Chicago December 2004
On prediction and density estimation Peter McCullagh University of Chicago December 2004 Summary Having observed the initial segment of a random sequence, subsequent values may be predicted by calculating
More informationShort Course in Quantum Information Lecture 2
Short Course in Quantum Information Lecture Formal Structure of Quantum Mechanics Course Info All materials downloadable @ website http://info.phys.unm.edu/~deutschgroup/deutschclasses.html Syllabus Lecture
More informationTime Series and Dynamic Models
Time Series and Dynamic Models Section 1 Intro to Bayesian Inference Carlos M. Carvalho The University of Texas at Austin 1 Outline 1 1. Foundations of Bayesian Statistics 2. Bayesian Estimation 3. The
More informationStatistics: Learning models from data
DS-GA 1002 Lecture notes 5 October 19, 2015 Statistics: Learning models from data Learning models from data that are assumed to be generated probabilistically from a certain unknown distribution is a crucial
More informationPMR Learning as Inference
Outline PMR Learning as Inference Probabilistic Modelling and Reasoning Amos Storkey Modelling 2 The Exponential Family 3 Bayesian Sets School of Informatics, University of Edinburgh Amos Storkey PMR Learning
More informationTesting Algebraic Hypotheses
Testing Algebraic Hypotheses Mathias Drton Department of Statistics University of Chicago 1 / 18 Example: Factor analysis Multivariate normal model based on conditional independence given hidden variable:
More informationMinimax Rates. Homology Inference
Minimax Rates for Homology Inference Don Sheehy Joint work with Sivaraman Balakrishan, Alessandro Rinaldo, Aarti Singh, and Larry Wasserman Something like a joke. Something like a joke. What is topological
More informationOn some special cases of the Entropy Photon-Number Inequality
On some special cases of the Entropy Photon-Number Inequality Smarajit Das, Naresh Sharma and Siddharth Muthukrishnan Tata Institute of Fundamental Research December 5, 2011 One of the aims of information
More informationSTAT 518 Intro Student Presentation
STAT 518 Intro Student Presentation Wen Wei Loh April 11, 2013 Title of paper Radford M. Neal [1999] Bayesian Statistics, 6: 475-501, 1999 What the paper is about Regression and Classification Flexible
More informationProblems ( ) 1 exp. 2. n! e λ and
Problems The expressions for the probability mass function of the Poisson(λ) distribution, and the density function of the Normal distribution with mean µ and variance σ 2, may be useful: ( ) 1 exp. 2πσ
More informationProbability and Measure
Chapter 4 Probability and Measure 4.1 Introduction In this chapter we will examine probability theory from the measure theoretic perspective. The realisation that measure theory is the foundation of probability
More informationMcGill University. Faculty of Science. Department of Mathematics and Statistics. Part A Examination. Statistics: Theory Paper
McGill University Faculty of Science Department of Mathematics and Statistics Part A Examination Statistics: Theory Paper Date: 10th May 2015 Instructions Time: 1pm-5pm Answer only two questions from Section
More informationSTAT215: Solutions for Homework 2
STAT25: Solutions for Homework 2 Due: Wednesday, Feb 4. (0 pt) Suppose we take one observation, X, from the discrete distribution, x 2 0 2 Pr(X x θ) ( θ)/4 θ/2 /2 (3 θ)/2 θ/4, 0 θ Find an unbiased estimator
More informationSemiparametric posterior limits
Statistics Department, Seoul National University, Korea, 2012 Semiparametric posterior limits for regular and some irregular problems Bas Kleijn, KdV Institute, University of Amsterdam Based on collaborations
More information3 2 6 Solve the initial value problem u ( t) 3. a- If A has eigenvalues λ =, λ = 1 and corresponding eigenvectors 1
Math Problem a- If A has eigenvalues λ =, λ = 1 and corresponding eigenvectors 1 3 6 Solve the initial value problem u ( t) = Au( t) with u (0) =. 3 1 u 1 =, u 1 3 = b- True or false and why 1. if A is
More informationThermodynamic limit for a system of interacting fermions in a random medium. Pieces one-dimensional model
Thermodynamic limit for a system of interacting fermions in a random medium. Pieces one-dimensional model Nikolaj Veniaminov (in collaboration with Frédéric Klopp) CEREMADE, University of Paris IX Dauphine
More informationSpring 2012 Math 541A Exam 1. X i, S 2 = 1 n. n 1. X i I(X i < c), T n =
Spring 2012 Math 541A Exam 1 1. (a) Let Z i be independent N(0, 1), i = 1, 2,, n. Are Z = 1 n n Z i and S 2 Z = 1 n 1 n (Z i Z) 2 independent? Prove your claim. (b) Let X 1, X 2,, X n be independent identically
More informationRandom Fermionic Systems
Random Fermionic Systems Fabio Cunden Anna Maltsev Francesco Mezzadri University of Bristol December 9, 2016 Maltsev (University of Bristol) Random Fermionic Systems December 9, 2016 1 / 27 Background
More informationLinear Algebra and Dirac Notation, Pt. 1
Linear Algebra and Dirac Notation, Pt. 1 PHYS 500 - Southern Illinois University February 1, 2017 PHYS 500 - Southern Illinois University Linear Algebra and Dirac Notation, Pt. 1 February 1, 2017 1 / 13
More informationBayesian Methods for Machine Learning
Bayesian Methods for Machine Learning CS 584: Big Data Analytics Material adapted from Radford Neal s tutorial (http://ftp.cs.utoronto.ca/pub/radford/bayes-tut.pdf), Zoubin Ghahramni (http://hunch.net/~coms-4771/zoubin_ghahramani_bayesian_learning.pdf),
More informationThe De Giorgi-Nash-Moser Estimates
The De Giorgi-Nash-Moser Estimates We are going to discuss the the equation Lu D i (a ij (x)d j u) = 0 in B 4 R n. (1) The a ij, with i, j {1,..., n}, are functions on the ball B 4. Here and in the following
More informationTest Code: STA/STB (Short Answer Type) 2013 Junior Research Fellowship for Research Course in Statistics
Test Code: STA/STB (Short Answer Type) 2013 Junior Research Fellowship for Research Course in Statistics The candidates for the research course in Statistics will have to take two shortanswer type tests
More informationBayesian Decision and Bayesian Learning
Bayesian Decision and Bayesian Learning Ying Wu Electrical Engineering and Computer Science Northwestern University Evanston, IL 60208 http://www.eecs.northwestern.edu/~yingwu 1 / 30 Bayes Rule p(x ω i
More informationLearning Theory. Ingo Steinwart University of Stuttgart. September 4, 2013
Learning Theory Ingo Steinwart University of Stuttgart September 4, 2013 Ingo Steinwart University of Stuttgart () Learning Theory September 4, 2013 1 / 62 Basics Informal Introduction Informal Description
More informationDistance between multinomial and multivariate normal models
Chapter 9 Distance between multinomial and multivariate normal models SECTION 1 introduces Andrew Carter s recursive procedure for bounding the Le Cam distance between a multinomialmodeland its approximating
More informationAsymptotic properties of the maximum likelihood estimator for a ballistic random walk in a random environment
Asymptotic properties of the maximum likelihood estimator for a ballistic random walk in a random environment Catherine Matias Joint works with F. Comets, M. Falconnet, D.& O. Loukianov Currently: Laboratoire
More informationAdvanced Statistics II: Non Parametric Tests
Advanced Statistics II: Non Parametric Tests Aurélien Garivier ParisTech February 27, 2011 Outline Fitting a distribution Rank Tests for the comparison of two samples Two unrelated samples: Mann-Whitney
More informationarxiv: v3 [quant-ph] 15 Jan 2019
A tight Cramér-Rao bound for joint parameter estimation with a pure two-mode squeezed probe Mark Bradshaw, Syed M. Assad, Ping Koy Lam Centre for Quantum Computation and Communication arxiv:170.071v3 [quant-ph]
More informationPart III Symmetries, Fields and Particles
Part III Symmetries, Fields and Particles Theorems Based on lectures by N. Dorey Notes taken by Dexter Chua Michaelmas 2016 These notes are not endorsed by the lecturers, and I have modified them (often
More informationAngular Momentum Algebra
Angular Momentum Algebra Chris Clark August 1, 2006 1 Input We will be going through the derivation of the angular momentum operator algebra. The only inputs to this mathematical formalism are the basic
More informationCoupling of Angular Momenta Isospin Nucleon-Nucleon Interaction
Lecture 5 Coupling of Angular Momenta Isospin Nucleon-Nucleon Interaction WS0/3: Introduction to Nuclear and Particle Physics,, Part I I. Angular Momentum Operator Rotation R(θ): in polar coordinates the
More informationSchur-Weyl duality, quantum data compression, tomography
PHYSICS 491: Symmetry and Quantum Information April 25, 2017 Schur-Weyl duality, quantum data compression, tomography Lecture 7 Michael Walter, Stanford University These lecture notes are not proof-read
More informationMarkov Chain Monte Carlo (MCMC)
Markov Chain Monte Carlo (MCMC Dependent Sampling Suppose we wish to sample from a density π, and we can evaluate π as a function but have no means to directly generate a sample. Rejection sampling can
More informationLecture 7 Introduction to Statistical Decision Theory
Lecture 7 Introduction to Statistical Decision Theory I-Hsiang Wang Department of Electrical Engineering National Taiwan University ihwang@ntu.edu.tw December 20, 2016 1 / 55 I-Hsiang Wang IT Lecture 7
More informationLecture 2: Review of Basic Probability Theory
ECE 830 Fall 2010 Statistical Signal Processing instructor: R. Nowak, scribe: R. Nowak Lecture 2: Review of Basic Probability Theory Probabilistic models will be used throughout the course to represent
More informationarxiv: v2 [quant-ph] 7 Apr 2014
Quantum Chernoff bound as a measure of efficiency of quantum cloning for mixed states arxiv:1404.0915v [quant-ph] 7 Apr 014 Iulia Ghiu Centre for Advanced Quantum Physics, Department of Physics, University
More informationLie algebraic aspects of quantum control in interacting spin-1/2 (qubit) chains
.. Lie algebraic aspects of quantum control in interacting spin-1/2 (qubit) chains Vladimir M. Stojanović Condensed Matter Theory Group HARVARD UNIVERSITY September 16, 2014 V. M. Stojanović (Harvard)
More informationEstimation theory. Parametric estimation. Properties of estimators. Minimum variance estimator. Cramer-Rao bound. Maximum likelihood estimators
Estimation theory Parametric estimation Properties of estimators Minimum variance estimator Cramer-Rao bound Maximum likelihood estimators Confidence intervals Bayesian estimation 1 Random Variables Let
More information= a. a = Let us now study what is a? c ( a A a )
7636S ADVANCED QUANTUM MECHANICS Solutions 1 Spring 010 1 Warm up a Show that the eigenvalues of a Hermitian operator A are real and that the eigenkets of A corresponding to dierent eigenvalues are orthogonal
More informationModel Specification Testing in Nonparametric and Semiparametric Time Series Econometrics. Jiti Gao
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometrics Jiti Gao Department of Statistics School of Mathematics and Statistics The University of Western Australia Crawley
More informationON COMPOUND POISSON POPULATION MODELS
ON COMPOUND POISSON POPULATION MODELS Martin Möhle, University of Tübingen (joint work with Thierry Huillet, Université de Cergy-Pontoise) Workshop on Probability, Population Genetics and Evolution Centre
More informationLecture 35: December The fundamental statistical distances
36-705: Intermediate Statistics Fall 207 Lecturer: Siva Balakrishnan Lecture 35: December 4 Today we will discuss distances and metrics between distributions that are useful in statistics. I will be lose
More informationThe Central Limit Theorem: More of the Story
The Central Limit Theorem: More of the Story Steven Janke November 2015 Steven Janke (Seminar) The Central Limit Theorem:More of the Story November 2015 1 / 33 Central Limit Theorem Theorem (Central Limit
More informationComparison Method in Random Matrix Theory
Comparison Method in Random Matrix Theory Jun Yin UW-Madison Valparaíso, Chile, July - 2015 Joint work with A. Knowles. 1 Some random matrices Wigner Matrix: H is N N square matrix, H : H ij = H ji, EH
More informationQuick Tour of Basic Probability Theory and Linear Algebra
Quick Tour of and Linear Algebra Quick Tour of and Linear Algebra CS224w: Social and Information Network Analysis Fall 2011 Quick Tour of and Linear Algebra Quick Tour of and Linear Algebra Outline Definitions
More informationEntanglement and Decoherence in Coined Quantum Walks
Entanglement and Decoherence in Coined Quantum Walks Peter Knight, Viv Kendon, Ben Tregenna, Ivens Carneiro, Mathieu Girerd, Meng Loo, Xibai Xu (IC) & Barry Sanders, Steve Bartlett (Macquarie), Eugenio
More informationIsotropic harmonic oscillator
Isotropic harmonic oscillator 1 Isotropic harmonic oscillator The hamiltonian of the isotropic harmonic oscillator is H = h m + 1 mω r (1) = [ h d m dρ + 1 ] m ω ρ, () ρ=x,y,z a sum of three one-dimensional
More informationBayesian Aggregation for Extraordinarily Large Dataset
Bayesian Aggregation for Extraordinarily Large Dataset Guang Cheng 1 Department of Statistics Purdue University www.science.purdue.edu/bigdata Department Seminar Statistics@LSE May 19, 2017 1 A Joint Work
More informationLecture Notes on the Gaussian Distribution
Lecture Notes on the Gaussian Distribution Hairong Qi The Gaussian distribution is also referred to as the normal distribution or the bell curve distribution for its bell-shaped density curve. There s
More informationAsymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½
University of Pennsylvania ScholarlyCommons Statistics Papers Wharton Faculty Research 1998 Asymptotic Nonequivalence of Nonparametric Experiments When the Smoothness Index is ½ Lawrence D. Brown University
More informationLecture notes: Quantum gates in matrix and ladder operator forms
Phys 7 Topics in Particles & Fields Spring 3 Lecture v.. Lecture notes: Quantum gates in matrix and ladder operator forms Jeffrey Yepez Department of Physics and Astronomy University of Hawai i at Manoa
More informationInformation Theory. Lecture 5 Entropy rate and Markov sources STEFAN HÖST
Information Theory Lecture 5 Entropy rate and Markov sources STEFAN HÖST Universal Source Coding Huffman coding is optimal, what is the problem? In the previous coding schemes (Huffman and Shannon-Fano)it
More information18.175: Lecture 2 Extension theorems, random variables, distributions
18.175: Lecture 2 Extension theorems, random variables, distributions Scott Sheffield MIT Outline Extension theorems Characterizing measures on R d Random variables Outline Extension theorems Characterizing
More informationSupplementary Material for: Spectral Unsupervised Parsing with Additive Tree Metrics
Supplementary Material for: Spectral Unsupervised Parsing with Additive Tree Metrics Ankur P. Parikh School of Computer Science Carnegie Mellon University apparikh@cs.cmu.edu Shay B. Cohen School of Informatics
More informationLecture 2: Statistical Decision Theory (Part I)
Lecture 2: Statistical Decision Theory (Part I) Hao Helen Zhang Hao Helen Zhang Lecture 2: Statistical Decision Theory (Part I) 1 / 35 Outline of This Note Part I: Statistics Decision Theory (from Statistical
More informationAsymptotic distribution of two-protected nodes in ternary search trees
Asymptotic distribution of two-protected nodes in ternary search trees Cecilia Holmgren Svante Janson March 2, 204; revised October 5, 204 Abstract We study protected nodes in m-ary search trees, by putting
More informationCheng Soon Ong & Christian Walder. Canberra February June 2018
Cheng Soon Ong & Christian Walder Research Group and College of Engineering and Computer Science Canberra February June 2018 (Many figures from C. M. Bishop, "Pattern Recognition and ") 1of 254 Part V
More informationConvergence Rate of Markov Chains
Convergence Rate of Markov Chains Will Perkins April 16, 2013 Convergence Last class we saw that if X n is an irreducible, aperiodic, positive recurrent Markov chain, then there exists a stationary distribution
More informationPractical conditions on Markov chains for weak convergence of tail empirical processes
Practical conditions on Markov chains for weak convergence of tail empirical processes Olivier Wintenberger University of Copenhagen and Paris VI Joint work with Rafa l Kulik and Philippe Soulier Toronto,
More informationRecurrences in Quantum Walks
Recurrences in Quantum Walks M. Štefaňák (1), I. Jex (1), T. Kiss (2) (1) Department of Physics, FJFI ČVUT in Prague, Czech Republic (2) Department of Nonlinear and Quantum Optics, RISSPO, Hungarian Academy
More informationCheng Soon Ong & Christian Walder. Canberra February June 2018
Cheng Soon Ong & Christian Walder Research Group and College of Engineering and Computer Science Canberra February June 2018 (Many figures from C. M. Bishop, "Pattern Recognition and ") 1of 143 Part IV
More informationNaïve Bayes classification
Naïve Bayes classification 1 Probability theory Random variable: a variable whose possible values are numerical outcomes of a random phenomenon. Examples: A person s height, the outcome of a coin toss
More informationThe Moment Method; Convex Duality; and Large/Medium/Small Deviations
Stat 928: Statistical Learning Theory Lecture: 5 The Moment Method; Convex Duality; and Large/Medium/Small Deviations Instructor: Sham Kakade The Exponential Inequality and Convex Duality The exponential
More informationAsymptotics of generalized eigenfunctions on manifold with Euclidean and/or hyperbolic ends
Asymptotics of generalized eigenfunctions on manifold with Euclidean and/or hyperbolic ends Kenichi ITO (University of Tokyo) joint work with Erik SKIBSTED (Aarhus University) 3 July 2018 Example: Free
More informationJordan normal form notes (version date: 11/21/07)
Jordan normal form notes (version date: /2/7) If A has an eigenbasis {u,, u n }, ie a basis made up of eigenvectors, so that Au j = λ j u j, then A is diagonal with respect to that basis To see this, let
More informationPrinciples of Statistics
Part II Year 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2018 81 Paper 4, Section II 28K Let g : R R be an unknown function, twice continuously differentiable with g (x) M for
More informationMultipartite entanglement in fermionic systems via a geometric
Multipartite entanglement in fermionic systems via a geometric measure Department of Physics University of Pune Pune - 411007 International Workshop on Quantum Information HRI Allahabad February 2012 In
More informationChapter 5 continued. Chapter 5 sections
Chapter 5 sections Discrete univariate distributions: 5.2 Bernoulli and Binomial distributions Just skim 5.3 Hypergeometric distributions 5.4 Poisson distributions Just skim 5.5 Negative Binomial distributions
More informationRandom Correlation Matrices, Top Eigenvalue with Heavy Tails and Financial Applications
Random Correlation Matrices, Top Eigenvalue with Heavy Tails and Financial Applications J.P Bouchaud with: M. Potters, G. Biroli, L. Laloux, M. A. Miceli http://www.cfm.fr Portfolio theory: Basics Portfolio
More informationRecurrences and Full-revivals in Quantum Walks
Recurrences and Full-revivals in Quantum Walks M. Štefaňák (1), I. Jex (1), T. Kiss (2) (1) Department of Physics, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague,
More informationC.W. Gardiner. P. Zoller. Quantum Nois e. A Handbook of Markovian and Non-Markovia n Quantum Stochastic Method s with Applications to Quantum Optics
C.W. Gardiner P. Zoller Quantum Nois e A Handbook of Markovian and Non-Markovia n Quantum Stochastic Method s with Applications to Quantum Optics 1. A Historical Introduction 1 1.1 Heisenberg's Uncertainty
More informationEigenmodes for coupled harmonic vibrations. Algebraic Method for Harmonic Oscillator.
PHYS208 spring 2008 Eigenmodes for coupled harmonic vibrations. Algebraic Method for Harmonic Oscillator. 07.02.2008 Adapted from the text Light - Atom Interaction PHYS261 autumn 2007 Go to list of topics
More informationAPPENDIX A. Background Mathematics. A.1 Linear Algebra. Vector algebra. Let x denote the n-dimensional column vector with components x 1 x 2.
APPENDIX A Background Mathematics A. Linear Algebra A.. Vector algebra Let x denote the n-dimensional column vector with components 0 x x 2 B C @. A x n Definition 6 (scalar product). The scalar product
More informationInstantaneous Nonlocal Measurements
Instantaneous Nonlocal Measurements Li Yu Department of Physics, Carnegie-Mellon University, Pittsburgh, PA July 22, 2010 References Entanglement consumption of instantaneous nonlocal quantum measurements.
More informationMathematics Ph.D. Qualifying Examination Stat Probability, January 2018
Mathematics Ph.D. Qualifying Examination Stat 52800 Probability, January 2018 NOTE: Answers all questions completely. Justify every step. Time allowed: 3 hours. 1. Let X 1,..., X n be a random sample from
More information