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Lecture

Intro to Quantum Sensing: Parameter Estimation and Fisher Information

In course

PHYS-744: Advanced Topics in Quantum Sciences and Technologies

This course provides an in-depth treatment of the latest experimental and theoretical topics in quantum sciences and technologies, including for example quantum sensing, quantum optics, cold atoms, theory of quantum measurements and open dissipative quantu ...

Description

This lecture introduces the concept of Fisher Information, focusing on parameter estimation based on collected data. Topics include the definition of an estimator, the minimum achievable Mean Square Error, the Cramér-Rao lower bound, and the standard quantum limit.

Instructors (5)

Vincenzo Savona

Vincenzo Savona studied physics in Pisa at the Scuola Normale Superiore and the University of Pisa, prior to completing his PhD at the EPFL's Institute of Theoretical Physics. Subsequently he did post-doctoral work, first at the EPFL and then in the physics department of the Humboldt University of Berlin. In 2002, he returned to the EPFL to create his own research group, receiving a "professeur boursier" fellowship from the Swiss National Science Foundation. In 2006, he was appointed tenure-track assistant professor at the EPFL and joined the NCCR for Quantum Photonics. In 2010 he was appointed associate professor. Currently he directs the Laboratory of Theoretical Physics of Nanosystems.

Mayeul Sylvain Chipaux

Jean-Philippe Brantut

I did my PhD at the Institut d'Optique under the direction of Philippe Bouyer and Alain Aspect, before moving to ETHZ in the group of Tilman Esslinger, first as a post-doc then as a senior scientist. There I developed in particular the method allowing for a quantum simulation of nano-electronic devices with ultracold quantum gases.Since september 2016, I hold the Fondation Sandoz chair in physics of quantum gases at EPFL. There, my group has developed the first cold atoms machine combining Fermi gases with cavity-quantum electrodynamics. We use it to explore new ways of measuring and manipulating quantum matter.

Zoë Holmes

Christophe Marcel Georges Galland

I studied at Ecole Polytechnique in Paris (X2003) and received my PhD in 2010 from ETH Zürich for a thesis in solid-state quantum optics with individual carbon nanotubes, in the Quantum Photonics Group of Prof. Ataç Imamoglu. As a postdoctoral researcher at Los Alamos National Lab (USA) I studied the photophysics of individual nanocrystal quantum dots in the groups of Victor Klimov and Han Htoon. I was investigating the mechanisms responsible for fluorescence fluctuations and how to control them. I then moved to the University of Delaware in the group of Michael Hochberg to work in the emerging field of integrated quantum optics. I was leading international projects such as the realisation of an on-chip source of quantum correlated photons integrating optical filters and demultiplexers. From 2013 to 2016, I was working at EPFL in the group of Prof. Kippenberg in the field of quantum optomechanics with an Ambizione Fellowship of the Swiss National Science Foundation (SNSF). My work focused on the creation of non-classical vibrational states of mesoscopic oscillators and on the amplification of vibrations in molecules. Since May 2017, I am leading the Laboratory of Quantum and Nano-Optics at EPFL as an SNSF-funded professor in the Institute of Physics. My team investigates two main phenomena: (i) the vibrational dynamics of molecules embedded in nanoscale plasmonic cavities, and (ii) non-classical correlations mediated by individual quanta of crystal vibrations at room-temperature. We employ state-of-the-art spectroscopic tools such as femtosecond lasers and single-photon counters to get new insights into sub-nanometer scale dynamics.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Related concepts (32)

Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.

Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean. There are point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values.

Bias of an estimator

In statistics, the bias of an estimator (or bias function) is the difference between this estimator's expected value and the true value of the parameter being estimated. An estimator or decision rule with zero bias is called unbiased. In statistics, "bias" is an property of an estimator. Bias is a distinct concept from consistency: consistent estimators converge in probability to the true value of the parameter, but may be biased or unbiased; see bias versus consistency for more.

Fisher information

In mathematical statistics, the Fisher information (sometimes simply called information) is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information. The role of the Fisher information in the asymptotic theory of maximum-likelihood estimation was emphasized by the statistician Ronald Fisher (following some initial results by Francis Ysidro Edgeworth).

Mean squared error

In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures the average of the squares of the errors—that is, the average squared difference between the estimated values and the actual value. MSE is a risk function, corresponding to the expected value of the squared error loss. The fact that MSE is almost always strictly positive (and not zero) is because of randomness or because the estimator does not account for information that could produce a more accurate estimate.

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