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We present an extension to the robust phase estimation protocol, which can identify incorrect results that would otherwise lie outside the expected statistical range. Robust phase estimation is increasingly a method of choice for applications such as estimating the effective process parameters of noisy hardware, but its robustness is dependent on the noise satisfying certain threshold assumptions. We provide consistency checks that can indicate when those thresholds have been violated, which can be difficult or impossible to test directly. We test these consistency checks for several common noise models, and identify two possible checks with high accuracy in locating the point in a robust phase estimation run at which further estimates should not be trusted. One of these checks may be chosen based on resource availability, or they can be used together in order to provide additional verification.
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The Robust Phase Estimation (RPE) protocol was designed to be an efficient and robust way to calibrate quantum operations. The robustness of RPE refers to its ability to estimate a single parameter, usually gate amplitude, even when other parameters are poorly calibrated or when the gate experiences significant errors. Here we demonstrate the robustness of RPE to errors that affect initialization, measurement, and gates. In each case, the error threshold at which RPE begins to fail matches quantitatively with theoretical bounds. We conclude that RPE is an effective and reliable tool for calibration of one-qubit rotations and that it is particularly useful for automated calibration routines and sensor tasks.
Two-qubit systems typically employ 36 projective measurements for high-fidelity tomographic estimation. The overcomplete nature of the 36 measurements suggests possible robustness of the estimation procedure to missing measurements. In this paper, we explore the resilience of machine-learning-based quantum state estimation techniques to missing measurements by creating a pipeline of stacked machine learning models for imputation, denoising, and state estimation. When applied to simulated noiseless and noisy projective measurement data for both pure and mixed states, we demonstrate quantum state estimation from partial measurement results that outperforms previously developed machine-learning-based methods in reconstruction fidelity and several conventional methods in terms of resource scaling. Notably, our developed model does not require training a separate model for each missing measurement, making it potentially applicable to quantum state estimation of large quantum systems where preprocessing is computationally infeasible due to the exponential scaling of quantum system dimension.
One of the fundamental tasks in quantum metrology is to estimate multiple parameters embedded in a noisy process, i.e., a quantum channel. In this paper, we study fundamental limits to quantum channel estimation via the concept of amortization and the right logarithmic derivative (RLD) Fisher information value. Our key technical result is the proof of a chain-rule inequality for the RLD Fisher information value, which implies that amortization, i.e., access to a catalyst state family, does not increase the RLD Fisher information value of quantum channels. This technical result leads to a fundamental and efficiently computable limitation for multiparameter channel estimation in the sequential setting, in terms of the RLD Fisher information value. As a consequence, we conclude that if the RLD Fisher information value is finite, then Heisenberg scaling is unattainable in the multiparameter setting.
Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust (MR) methodology under the assumption that confounders are missing at random. Their approach considers a union of models in which any submodel has a parametric component while the remaining models are unrestricted. We show that while their estimating function is MR in theory, the possibility for multiply robust inference is complicated by the fact that parametric models for different components of the union model are not variation independent and therefore the MR property is unlikely to hold in practice. To address this, we propose an alternative transparent parametrization of the likelihood function, which makes explicit the model dependencies between various nuisance functions needed to evaluate the MR efficient score. The proposed method is genuinely doubly-robust (DR) in that it is consistent and asymptotic normal if one of two sets of modeling assumptions holds. We evaluate the performance and doubly robust property of the DR method via a simulation study.
This paper studies robust mean estimators for distributions with only finite variances. We propose a new loss function that is a function of the mean parameter and a robustification parameter. By simultaneously optimizing the empirical loss with respect to both parameters, we show that the resulting estimator for the robustification parameter can automatically adapt to the data and the unknown variance. Thus the resulting mean estimator can achieve near-optimal finite-sample performance. Compared with prior work, our method is computationally efficient and user-friendly. It does not need cross-validation to tune the robustification parameter.
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