Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userEfficient Bayesian phase estimation using mixed priors
100
0
0.0
(
0
)
Authors
Ewout van den Berg
Ask ChatGPT about the research
No Arabic abstract
We describe an efficient implementation of Bayesian quantum phase estimation in the presence of noise and multiple eigenstates. The main contribution of this work is the dynamic switching between different representations of the phase distributions, namely truncated Fourier series and normal distributions. The Fourier-series representation has the advantage of being exact in many cases, but suffers from increasing complexity with each update of the prior. This necessitates truncation of the series, which eventually causes the distribution to become unstable. We derive bounds on the error in representing normal distributions with a truncated Fourier series, and use these to decide when to switch to the normal-distribution representation. This representation is much simpler, and was proposed in conjunction with rejection filtering for approximate Bayesian updates. We show that, in many cases, the update can be done exactly using analytic expressions, thereby greatly reducing the time complexity of the updates. Finally, when dealing with a superposition of several eigenstates, we need to estimate the relative weights. This can be formulated as a convex optimization problem, which we solve using a gradient-projection algorithm. By updating the weights at exponentially scaled iterations we greatly reduce the computational complexity without affecting the overall accuracy.
rate research
Read More
We present a new Bayesian nonparametric approach to estimating the spectral density of a stationary time series. A nonparametric prior based on a mixture of B-spline distributions is specified and can be regarded as a generalization of the Bernstein polynomial prior of Petrone (1999a,b) and Choudhuri et al. (2004). Whittles likelihood approximation is used to obtain the pseudo-posterior distribution. This method allows for a data-driven choice of the number of mixture components and the location of knots. Posterior samples are obtained using a Metropolis-within-Gibbs Markov chain Monte Carlo algorithm, and mixing is improved using parallel tempering. We conduct a simulation study to demonstrate that for complicated spectral densities, the B-spline prior provides more accurate Monte Carlo estimates in terms of $L_1$-error and uniform coverage probabilities than the Bernstein polynomial prior. We apply the algorithm to annual mean sunspot data to estimate the solar cycle. Finally, we demonstrate the algorithms ability to estimate a spectral density with sharp features, using real gravitational wave detector data from LIGOs sixth science run, recoloured to match the Advanced LIGO target sensitivity.
Bayesian estimation approaches, which are capable of combining the information of experimental data from different likelihood functions to achieve high precisions, have been widely used in phase estimation via introducing a controllable auxiliary phase. Here, we present a non-adaptive Bayesian phase estimation (BPE) algorithms with an ingenious update rule of the auxiliary phase designed via active learning. Unlike adaptive BPE algorithms, the auxiliary phase in our algorithm is determined by a pre-established update rule with simple statistical analysis of a small batch of data, instead of complex calculations in every update trails. As the number of measurements for a same amount of Bayesian updates is significantly reduced via active learning, our algorithm can work as efficient as adaptive ones and shares the advantages (such as wide dynamic range and perfect noise robustness) of non-adaptive ones. Our algorithm is of promising applications in various practical quantum sensors such as atomic clocks and quantum magnetometers.
Bayesian inference is a powerful paradigm for quantum state tomography, treating uncertainty in meaningful and informative ways. Yet the numerical challenges associated with sampling from complex probability distributions hampers Bayesian tomography in practical settings. In this Article, we introduce an improved, self-contained approach for Bayesian quantum state estimation. Leveraging advances in machine learning and statistics, our formulation relies on highly efficient preconditioned Crank--Nicolson sampling and a pseudo-likelihood. We theoretically analyze the computational cost, and provide explicit examples of inference for both actual and simulated datasets, illustrating improved performance with respect to existing approaches.
Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based approach, as it enables fitting of arbitrary nonlinear functions. However, this approach suffers from two main drawbacks: (1) it is computationally inefficient, as computation scales poorly with the number of samples; and (2) it can be data inefficient, as encoding prior knowledge that can aid the model through the choice of kernel and associated hyperparameters is often challenging and unintuitive. In this work, we propose ALPaCA, an algorithm for efficient Bayesian regression which addresses these issues. ALPaCA uses a dataset of sample functions to learn a domain-specific, finite-dimensional feature encoding, as well as a prior over the associated weights, such that Bayesian linear regression in this feature space yields accurate online predictions of the posterior predictive density. These features are neural networks, which are trained via a meta-learning (or learning-to-learn) approach. ALPaCA extracts all prior information directly from the dataset, rather than restricting prior information to the choice of kernel hyperparameters. Furthermore, by operating in the weight space, it substantially reduces sample complexity. We investigate the performance of ALPaCA on two simple regression problems, two simulated robotic systems, and on a lane-change driving task performed by humans. We find our approach outperforms kernel-based GP regression, as well as state of the art meta-learning approaches, thereby providing a promising plug-in tool for many regression tasks in robotics where scalability and data-efficiency are important.
Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cramer-Rao bound is not well defined. In particular, it applies when no initial information about the parameter value is available, e.g., when few measurements are performed. Here, we consider three paradigmatic estimation schemes in continuous-variable quantum metrology (estimation of displacements, phases, and squeezing strengths) and analyse them from the Bayesian perspective. For each of these scenarios, we investigate the precision achievable with single-mode Gaussian states under homodyne and heterodyne detection. This allows us to identify Bayesian estimation strategies that combine good performance with the potential for straightforward experimental realization in terms of Gaussian states and measurements. Our results provide practical solutions for reaching uncertainties where local estimation techniques apply, thus bridging the gap to regimes where asymptotically optimal strategies can be employed.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
