Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems
Carpentier A, Eisert J, Gross D, Nickl R (2019)
Publication Type: Book chapter / Article in edited volumes
Publication year: 2019
Journal
Publisher: Birkhauser
Series: Progress in Probability
Book Volume: 74
Pages Range: 385-430
DOI: 10.1007/978-3-030-26391-1_18
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 n̂ 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.
Involved external institutions
Universität zu Köln
Germany (DE)
University of Cambridge
United Kingdom (GB)
Otto-von-Guericke-Universität Magdeburg
Germany (DE)
Freie Universität Berlin
Germany (DE)
Germany (DE)
University of Cambridge
United Kingdom (GB)
Otto-von-Guericke-Universität Magdeburg
Germany (DE)
Freie Universität Berlin
Germany (DE)
How to cite
APA:
Carpentier, A., Eisert, J., Gross, D., & Nickl, R. (2019). Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems. In (pp. 385-430). Birkhauser.
MLA:
Carpentier, Alexandra, et al. "Uncertainty Quantification for Matrix Compressed Sensing and Quantum Tomography Problems." Birkhauser, 2019. 385-430.
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