Parameter estimation in the presence of temporal correlations
APA
(2025). Parameter estimation in the presence of temporal correlations. SciVideos. https://youtu.be/G_GiqnMGicY
MLA
Parameter estimation in the presence of temporal correlations. SciVideos, Jan. 27, 2025, https://youtu.be/G_GiqnMGicY
BibTex
@misc{ scivideos_ICTS:30863,
doi = {},
url = {https://youtu.be/G_GiqnMGicY},
author = {},
keywords = {},
language = {en},
title = {Parameter estimation in the presence of temporal correlations},
publisher = {},
year = {2025},
month = {jan},
note = {ICTS:30863 see, \url{https://scivideos.org/index.php/icts-tifr/30863}}
}
Abstract
The Fisher information quantifies to what precision an unknown parameter can be learned from stochastic data. In the case of independent and identically-distributed random variables the precision scales linearly with their number. The i.i.d. assumption, however, is not always justified especially for temporal data where correlations are to be expected, such as in the outcomes of continuous measurement of a quantum system. In this talk, I will show how estimation precision behaves in the presence of temporal correlations and show that the scaling remains linear for processes with finite Markov order and with what rate. The second part of the talk will focus on parameter estimation in the quantum jump unravelling of a quantum master equation.
This talk is based on:
Radaelli, M., Landi, G. T., Modi, K., & Binder, F. C. Fisher information of correlated stochastic processes. New Journal of Physics 25, 053037 (2023). https://doi.org/10.1088/1367-2630/acc01d
Radaelli, M., Smiga, J. A., Landi, G. T., & Binder, F. C. Parameter estimation for quantum jump unraveling. ArXiv:2402.06556 (2024). https://doi.org/10.48550/arXiv.2402.06556
Radaelli, M., Landi, G. T., & Binder, F. C. Gillespie algorithm for quantum jump trajectories. Physical Review A 110, 062212 (2024). https://doi.org/10.1103/PhysRevA.110.062212