Uncertainty quantification for matrix compressed sensing and quantum tomography problems

DOI10.1007/978-3-030-26391-1_18MaRDI QIDQ2190647zbMATH OpenOpenAlexFDO

Authors Alexandra Carpentier, Jens Eisert, David J. Gross, Richard Nickl

Publication date 21 June 2020

Full work available at URL https://arxiv.org/abs/1504.03234

zbMATH Keywords

quantum informationconfidence setssequential samplinglow rank recovery

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential statistical analysis (62L10) Applications of statistics to physics (62P35) Stopping times; optimal stopping problems; gambling theory (60G40) Quantum state tomography, quantum state discrimination (81P18)

Abstract: We construct minimax optimal non-asymptotic confidence sets for low rank matrix recovery algorithms such as the Matrix Lasso or Dantzig selector. These are employed to devise adaptive sequential sampling procedures that guarantee recovery of the true matrix in Frobenius norm after a data-driven stopping time $hatn$ for the number of measurements that have to be taken. With high probability, this stopping time is minimax optimal. We detail applications to quantum tomography problems where measurements arise from Pauli observables. We also give a theoretical construction of a confidence set for the density matrix of a quantum state that has optimal diameter in nuclear norm. The non-asymptotic properties of our confidence sets are further investigated in a simulation study.

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Cited in

(5)

• Inference for low-rank tensors -- no need to debias
• Minimax estimation of low-rank quantum states and their linear functionals
• Asymptotic equivalence of quantum state tomography and noisy matrix completion
• Adaptive confidence sets for matrix completion
• Statistical analysis of compressive low rank tomography with random measurements

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