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Published on: January 12, 2024
Probing Bayesian Credible Regions Intrinsically: A Feasible Error Certification for Physical Systems.
Changhun Oh1, Yong Siah Teo1, Hyunseok Jeong1
1Department of Physics and Astronomy, Seoul National University, 08826 Seoul, Korea.
We introduce in-region sampling theory to efficiently compute Bayesian credible region qualities for parameter estimation. This method bypasses infeasible sampling for large datasets, offering a faster alternative to Bayesian certification, particularly in quantum state tomography.
Area of Science:
- Quantum Information Science
- Statistical Inference
- Computational Physics
Background:
- Standard Bayesian credible regions for parameter estimation face computational challenges with large datasets or high dimensions.
- Existing methods require sampling from finite parameter spaces, which becomes infeasible as the region size diminishes.
- Accurate certification of estimators like quantum states or channels is crucial but computationally intensive.
Purpose of the Study:
- To develop a novel computational framework for efficiently determining Bayesian credible region size and credibility.
- To introduce 'in-region sampling theory' as a solution for large-scale or high-dimensional parameter estimation problems.
- To provide analytical formulas for estimating credible region capacity and credibility without relying on extensive Monte Carlo sampling.
Main Methods:
- Introduction of 'in-region sampling theory' utilizing Monte Carlo methods to sample functions over the region itself.
- Definition of credible region capacity as the average l_p-norm distance (p>0) between a random region point and the estimator.
- Derivation of analytical formulas for p=2 to estimate capacity and credibility for any dimension and large datasets.
Main Results:
- Demonstrated the feasibility of computing Bayesian credible region qualities using in-region sampling, overcoming computational barriers.
- Presented analytical formulas that enable quick estimation of credible region capacity and credibility, applicable to high dimensions.
- Provided a computationally efficient alternative to traditional Bayesian certification methods, especially for quantum state tomography.
Conclusions:
- In-region sampling theory offers a significant advancement in the computational certification of Bayesian credible regions.
- The derived analytical formulas provide a rapid and accurate method for assessing region qualities without extensive sampling.
- This approach is particularly valuable in complex fields like quantum state tomography, enhancing the reliability of parameter estimation.
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