Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems
DOI10.1016/j.jspi.2020.11.002zbMath1465.62182OpenAlexW3100629840WikidataQ104577578 ScholiaQ104577578MaRDI QIDQ830705
Publication date: 7 May 2021
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2020.11.002
principal component analysisminimax estimationquantum state tomographyiterative thresholdingPauli matrix
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Applications of statistics to physics (62P35) Quantum state estimation, approximate cloning (81P50)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quantum computation and quantum information
- Optimal large-scale quantum state tomography with Pauli measurements
- Sparse PCA-based on high-dimensional Itô processes with measurement errors
- Asymptotic theory for large volatility matrix estimation based on high-frequency financial data
- Sparse principal component analysis and iterative thresholding
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors
- Quantum Monte Carlo simulation
- User-friendly tail bounds for sums of random matrices
- Covariance regularization by thresholding
- Hypothesis tests for large density matrices of quantum systems based on Pauli measurements
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
- Quantum science and quantum technology
- Optimal estimation and rank detection for sparse spiked covariance matrices
- Vast volatility matrix estimation for high-frequency financial data
- Asymptotic equivalence of quantum state tomography and noisy matrix completion
- Minimax sparse principal subspace estimation in high dimensions
- Sparse PCA: optimal rates and adaptive estimation
- Quantum Computation and Quantum Information
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Relative Perturbation Theory: I. Eigenvalue and Singular Value Variations
- Relative Perturbation Theory: II. Eigenspace and Singular Subspace Variations
- On Consistency and Sparsity for Principal Components Analysis in High Dimensions
- FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA
This page was built for publication: Optimal sparse eigenspace and low-rank density matrix estimation for quantum systems