A geometrical formulation of estimation theory for finite-dimensional C∗-algebras is presented. This formulation allows to deal with the classical and quantum case in a single, unifying mathematical framework. The derivation of the Cramer-Rao and Helstrom bounds for parametric statistical models with discrete and finite outcome spaces is presented.
A geometrical formulation of estimation theory for finite-dimensional C∗-algebras is presented. This formulation allows to deal with the classical and quantum case in a single, unifying mathematical framework. The derivation of the Cramer-Rao and Helstrom bounds for parametric statistical models with discrete and finite outcome spaces is presented.
A statistical model M is specified by a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of probability distributions into the space of all square-integrable functions. More precisely, by consideration of the square-root density function we can regard M as a submanifold of the unit sphere S in a real Hilbert space H. Therefore, H effectively embodies the `state space' of the probability distributions, and the geometry of the given statistical model can be described in terms of the embedding of M in S. The geometry in question is characterised by a natural Riemannian metric (the Fisher-Rao metric), and as a consequence various aspects of classical statistical inference can be formulated in a natural geometric setting. In particular, we focus attention on the variance lower bounds for statistical estimation, and establish generalisations of the classical Cramér-Rao and Bhattacharyya bounds, described in terms of the geometry of the underlying real Hilbert space. The statistical model M can then be specialised to the case of a submanifold of the state space of a quantum mechanical system. This can be pursued by introducing a compatible complex structure on the underlying real Hilbert space, thus allowing the operations of ordinary quantum mechanics to be reinterpreted in the language of real Hilbert space geometry. The application of generalised variance bounds to quantum statistical estimation is shown to lead to higher order corrections to the Heisenberg uncertainty relations.
A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of probability distributions into the space of all square–integrable functions. More precisely, by consideration of the square–root density function we can regard M as a submanifold of the unit sphere S in a real Hilbert space H. Therefore, H embodies the ‘state space’ of the probability distributions, and the geometry of the given statistical model can be described in terms of the embedding of M in S. The geometry in question is characterised by a natural Riemannian metric (the Fisher–Rao metric), thus allowing us to formulate the principles of classical statistical inference in a natural geometric setting. In particular, we focus attention on the variance lower bounds for statistical estimation, and establish generalisations of the classical Cramér–Rao and Bhattacharyya inequalities, described in terms of the geometry of the underlying real Hilbert space. As a comprehensive illustration of the utility of the geometric framework, the statistical model M is then specialised to the case of a submanifold of the state space of a quantum mechanical system. This is pursued by introducing a compatible complex structure on the underlying real Hilbert space, which allows the operations of ordinary quantum mechanics to be reinterpreted in the language of real Hilbert space geometry. The application of generalised variance bounds in the case of quantum statistical estimation leads to a set of higher order corrections to the Heisenberg uncertainty relations for canonically conjugate observables.
In classical and quantum statistics, high-dimensional unknown parameters are abundant and it is often prudent to make minimal assumptions about them using so-called semiparametric models. To attack a wide range of semiparametric problems in one broad stroke, we present a unified treatment of statistical efficiency for classical and quantum semiparametric models, generalizing the Cramér-Rao and Helstrom bounds beyond finite-dimensional parameters. We introduce the fundamental concepts in abstract and geometric terms before applying them to many examples, covering general classical and quantum models as well as the paradigmatic special cases of Gaussian and Poisson fields. We give an in-depth treatment of channels in the semiparametric efficiency theory and advocate the use of the singular value decomposition to elucidate the statistical effects of channels. To demonstrate the utility of the formalism, we apply it to coherent and incoherent optical imaging problems, assuming an arbitrary field or intensity on the object plane without parametric assumptions. Our formalism enables us to compute classical and quantum limits to coherent and incoherent imaging resolution in statistical terms. For subdiffraction incoherent imaging, we demonstrate that spatial-mode demultiplexing can be far superior to direct imaging in estimating generalized Fourier coefficients and come closer to the quantum limits. We envision our theory becoming an essential tool for both classical and quantum statistics with useful applications to sensing and imaging, whenever minimal assumptions about a high-dimensional parameter should be made.
A statistical model M is a family of probability distributions, characterised by a set of continuous parameters known as the parameter space. This possesses natural geometrical properties induced by the embedding of the family of probability distributions into the space of all square–integrable functions. More precisely, by consideration of the square–root density function we can regard M as a submanifold of the unit sphere S in a real Hilbert space H. Therefore, H embodies the ‘state space’ of the probability distributions, and the geometry of the given statistical model can be described in terms of the embedding of M in S. The geometry in question is characterised by a natural Riemannian metric (the Fisher–Rao metric), thus allowing us to formulate the principles of classical statistical inference in a natural geometric setting. In particular, we focus attention on the variance lower bounds for statistical estimation, and establish generalisations of the classical Cramér–Rao and Bhattacharyya inequalities, described in terms of the geometry of the underlying real Hilbert space. As a comprehensive illustration of the utility of the geometric framework, the statistical model M is then specialised to the case of a submanifold of the state space of a quantum mechanical system. This is pursued by introducing a compatible complex structure on the underlying real Hilbert space, which allows the operations of ordinary quantum mechanics to be reinterpreted in the language of real Hilbert space geometry. The application of generalised variance bounds in the case of quantum statistical estimation leads to a set of higher order corrections to the Heisenberg uncertainty relations for canonically conjugate observables.
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 extract information from an unknown parameter embedded in a physical system such as the estimation converges to the true value of the parameter. According to the Cramér-Rao inequality in mathematical statistics, the Fisher information in the case of single-parameter estimation procedures, and the Fisher information matrix in the case of multi-parameter estimation, are the key quantities representing the ultimate precision of the parameters specifying a given statistical model. In quantum estimation strategies, it is usually difficult to derive the analytical expressions of such quantities in a given quantum state. This review provides comprehensive techniques on the analytical calculation of the quantum Fisher information as well as the quantum Fisher information matrix in various scenarios and via several methods. Furthermore, it provides a mathematical transition from classical to quantum estimation theory applied to many freedom quantum systems. To clarify these results, we examine these developments using some examples. Other challenges, including their links to quantum correlations and saturating the quantum Cramér-Rao bound, are also addressed.
Information geometry promotes an investigation of the geometric structure of statistical manifolds, providing a series of elucidations in various areas of scientific knowledge. In the physical sciences, especially in quantum theory, this geometric method has an incredible parallel with the distinguishability of states, an ability of great value for determining the effectiveness in implementing physical processes. This gives us the context for this work. Here we will approach a problem of uniparametric statistical inference from an information-geometric perspective. We will obtain the generalised Bhattacharyya higher-order corrections for the Cramér-Rao bound, where the statistics is given by a mixed quantum state. Using an unbiased estimator T, canonically conjugated to the Hamiltonian H that generates the dynamics, we find these corrections independent of the specific choice of estimator. This procedure is performed using information-geometric techniques, establishing connections with corrections to the pure states case.