We analyze the role of entanglement among probes and with external ancillas in quantum metrology. In the absence of noise, it is known that unentangled sequential strategies can achieve the same Heisenberg scaling of entangled strategies and that external ancillas are useless. This changes in the presence of noise: here we prove that entangled strategies can have higher precision than unentangled ones and that the addition of passive external ancillas can also increase the precision. We analyze some specific noise models and use the results to conjecture a general hierarchy for quantum metrology strategies in the presence of noise.
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