On Quantum Statistical Inference

J. R. Statist. Soc.
B (2003)
65, Part 4, pp. 775–816
On quantum statistical inference
Ole E. Barndorff-Nielsen,
University of Aarhus, Denmark
Richard D. Gill
University of Utrecht and EURANDOM, Eindhoven, the Netherlands
and Peter E. Jupp

University of St Andrews, UK
[Read before The Royal Statistical Society at a meeting organized by the Research Section
on Wednesday , May 21st , 2003, Professor D. Firth in the Chair ]
Summary. Interest in problems of statistical inference connected to measurements of quan-

tum systems has recently increased substantially, in step with dramatic new developments
in experimental techniques for studying small quantum systems. Furthermore, developments
in the theory of quantum measurements have brought the basic mathematical framework for
the probability calculations much closer to that of classical probability theory. The present paper
reviews this field and proposes and interrelates some new concepts for an extension of classical
statistical inference to the quantum context.
Keywords: Quantum cuts; Quantum exponential family; Quantum information; Quantum
measurements; Quantum score; Quantum statistical models; Quantum sufficiency; Quantum
transformation model; Spin half
1. Introduction
Quantum mechanics has replaced classical (Newtonian) mechanics as the basic paradigm for
physics. From there it pervades chemistry, molecular biology, astronomy, cosmology, . . . . The
theory is fundamentally stochastic: the predictions of quantum mechanics are probabilistic.
When used to derive properties of matter, the stochastic nature of the theory is typically swal-
lowed up by the law of large numbers (very large numbers, like Avogadro’s, 1023 ). However, in
some situations randomness does appear on the surface, most familiarly in the random times of
clicks of a Geiger counter. Present-day physicists, challenged by the fantastic theoretical promise
of a quantum computer, are carrying out experiments in which half a dozen ions are held in an
ion trap and individually pushed into lower or higher energy states, and into quantum super-
positions of such joint states. The existence of these wavelike superpositions of combinations of
distinct states of distinct objects is a fundamentally quantum phenomenon called entanglement.
Entanglement is of enormous importance in quantum computation and quantum communica-
tion. In other experiments, using supercooled electric circuits, billions of electrons behave as a
single quantum particle which is brought into a wavelike superposition of macroscopically dis-
tinct states (clockwise and anticlockwise current flow, for instance). This was recently achieved
Address for correspondence: Richard D. Gill, Mathematical Institute, University of Utrecht, Box 80010, 3508
TA Utrecht, The Netherlands.
E-mail: Richard.Gill@math.uu.nl
 2003 Royal Statistical Society 1369–7412/03/65775

776 O. E. Barndorff-Nielsen, R. D. Gill and P. E. Jupp
in Delft by Mooij et al. (1999) using a semiconducting quantum interference device. Hanne-
mann et al. (2002) recently implemented a Bayesian sequential adaptive design-and-estimation
procedure to determine the state of 12 identically prepared two-level systems.
In these experiments, single quantum systems are individually manipulated and probed.
The outcomes of measurements are random, with a probability distribution which depends,
on the one hand, on which quantum measurement (the experimental design) was carried out
and, on the other hand, on the state of the quantum system being measured. If we do not know
in advance the state of the quantum system, or want to use the measurement results to prove that
a certain state had been created, we are dealing with statistical estimation and testing problems
for data from a probabilistic model with a rather elegant mathematical structure, as we shall see.
By the nature of quantum mechanics, measurement of a quantum system disturbs the system.
The complete specification of a particular experiment tells us not only how the distribution of
the data depends on the state of the quantum system being measured but also how the state of
the system after the measurement depends on its initial state and on the outcome which was
observed. This complete specification is described mathematically by a quantum instrument.
Measuring the system in one way precludes measuring it simultaneously in a different way. The
total amount of information which can be obtained about an unknown parameter of the state
of a quantum system is finite. Quantum physics delineates in a very precise way the class of all
possible instruments. Thus, before looking at which experiments are practically feasible, we can
already investigate mathematically the limits of the information which can be extracted from
an unknown quantum system, leading to advice on various experimental strategies.
The field of quantum statistical inference studies these problems in a unified and systematic
way. Established a quarter of a century ago in the classic monographs of Helstrom (1976) and
Holevo (1982), it is currently under vigorous renewed development, stimulated by experimental
efforts in nanotechnology, and the rapid theoretical development of quantum communication,
quantum cryptography, quantum computation and quantum information theory.
Though real laboratory experiments involve highly complex models and severe practical
limitations, the basic theory and the basic statistical issues should be accessible to a general
statistical audience. The most elementary models involve 2 × 2 complex matrices, some linear
algebra and elementary probability. Such models already allow us to state problems of statistical
design and inference which we are only just starting to understand, and which are relevant to
experimentalists and theoreticians in quantum information.
The purpose of this paper is to introduce this problem area to the statistical community. We set
up the basic statistical modelling in the simplest of settings, namely that of a small collection of
two-dimensional quantum systems. Depending on the context, such quantum systems are called
‘spin half systems’ (the spin of an electron, for instance), or ‘two-level atoms’ (ground state and
first excited state for atoms in an ion trap, at very low temperatures), or ‘qubits’ (the ‘bits’ of the
random-access memory of a future quantum computer for which various technologies are being
currently explored, one possibility being a supercooled aluminium ring in which an electric cur-
rent might flow clockwise or anticlockwise). Also covered is the polarization of photons, leading
us to phenomena studied in quantum optics such as violation of the Bell (1964) inequalities in
the Aspect et al. (1982) experiment, of great current interest; see Weihs et al. (1998) and Gill
(2003). Thus the same mathematical and statistical modelling covers a multitude of applications.
1.1. Overview
The paper is organized as follows. Section 2 describes the mathematical structure linking states
of a quantum system, possible measurements on that system, and the resulting state of the system
Quantum Statistical Inference 777
after measurement. Section 3 introduces quantum statistical models and notions of quantum
score and quantum information, parallel to the score function and Fisher information of clas-
sical parametric statistical models. In Section 4 we introduce quantum exponential models and
quantum transformation models, again forming a parallel with fundamental classes of models
in classical statistics. In Section 5 we describe notions of quantum exhaustivity, quantum suffi-
ciency and quantum cuts of a measurement, relating them to the classical notions of sufficiency
and ancillarity. We next turn, in Section 6, to a study of the relationship between quantum infor-
mation and classical Fisher information, in particular through Cramér–Rao-type information
bounds. In Section 7 we discuss the interrelation between classical and quantum probability and
statistics. Finally, in Section 8 we conclude with remarks on further topics of potential interest
to probabilists and statisticians. Sections 4, 5 and 6 contain a considerable amount of new work.
This paper complements our more mathematical survey (Barndorff-Nielsen et al., 2001a)
on quantum statistical information. A version of this paper with much further material (such
as foundational questions, Bell inequalities, infinite dimensional spaces and continuous time
observation of a quantum system) is available as Barndorff-Nielsen et al. (2001b). Many further
details can be found in Barndorff-Nielsen et al. (2003). Gill (2001a) is a tutorial introduction
to the basic modelling, and Gill (2001b) is an introduction to large sample quantum estima-
tion theory. Some general references which we have found to be extremely useful are Isham
(1995), Peres (1995), Gilmore (1994) and Holevo (1982, 2001a). The reader is also referred
to the ‘bible of quantum information’ (Nielsen and Chuang, 2000), which contains excellent
introductory material on the physics and the computer science, and to the basic probability
and statistics text Williams (2001) which recognizes (chapter 10) quantum probability as a topic
which should be in every statistician’s basic education. Finally, the former Los Alamos National
Laboratory preprint service for quantum physics, now at Cornell University, quant-ph at
http://arXiv.org, is an invaluable resource.
2. States, measurements and instruments

2.1. The basics
The state of a finite dimensional quantum system is described or represented by a d × d matrix ρ
of complex numbers, called the density matrix. The number d is the dimension of the system and
already the case d = 2 is rich both in mathematical structure and in applications, some of which
were mentioned in Section 1. We shall write H = Cd for the Hilbert space of d-dimensional
complex vectors, also called the state space of the system. The inner product of vectors φ and
ψ, written by physicists as φ|ψ and by mathematicians as φÅ ψ, equals Σ φi ψi (the bar denotes
complex conjugation). The length or norm of a vector is defined through φ2 = φ|φ.
A density matrix ρ must be non-negative and of trace 1, these properties being defined as fol-
lows. The trace of a square matrix is defined in the usual way as the sum of its diagonal elements.
The definition of non-negativity is a little more complicated. First, for an arbitrary complex
matrix X we define the adjoint XÅ of X to be the matrix obtained from X by taking its transpose
and replacing each element by its complex conjugate. An element ψ of the state space H is to be
thought of as a column vector and hence ψ Å is a row vector containing the complex conjugates
of the elements of ψ. Since ρ is a d × d matrix, the quadratic form ψ Å ρψ is a complex scalar. The
statement that ρ is non-negative means just that ψ Å ρψ is real and non-negative for every ψ ∈ H.
Physicists would write |ψ for the column vector ψ, ψ| for the row vector ψ Å and ψ|ρ|ψ
for the number ψ Å ρψ. In particular, ψ|ψ = ψ2 is a number, and if ψ = 1 then |ψψ| is
the matrix which projects onto the one-dimensional subspace of H spanned by ψ. This bra–ket
notation, due to Dirac, appears at first sight merely to require superfluous typing but it does
give a visual clue to the status of various objects and moreover provides a shorthand whereby
the name of the bra or ket ψ can be replaced by some identifying words or symbols, as in |☺,
|.
It can be shown that a non-negative matrix is automatically self-adjoint, i.e. ρ = ρÅ . Self-
adjoint matrices share some familar properties of symmetric real matrices: we can find an
orthonormal basis of eigenvectors, and the eigenvalues are real numbers. The trace of a matrix
equals the sum of the eigenvalues. A non-negative matrix has non-negative eigenvalues. Thus
the eigenvalues of ρ can be interpreted as a probability distribution over {1, . . . , d}. As we shall
see, this probability distribution has a physical meaning: the state ρ can be thought of as a
probability mixture over a collection of d states, each associated with one of the eigenvectors
and of a special type called a pure state. A probability mixture ρ = Σi pi ρi of density matrices is
again a density matrix. This is the state obtained by taking the quantum system in state ρi with
probability pi .
2.1.1. Example 1 (pure state and mixed state)

Let |φ1 , . . . , |φd denote an orthonormal basis of H. If the basis is clear from the context, we can
exploit the bra–ket notation and abbreviate these vectors to |1, . . . , |d. Let p1 , . . . , pd denote
a probability distribution over {1, . . . , d}. Write

ρ= pi |ii|: .1/
i
Note that ρi = |ii| is a d × d matrix of rank 1. It represents the operator which projects an
arbitrary vector into the one-dimensional subspace of H consisting of all (complex) multiples
of |i. We can easily check that it is a density matrix. It follows that ρ, a probability mixture
of density matrices, is also a density matrix. By the eigenvalue–eigenvector decomposition of
self-adjoint matrices, any density matrix can be written in the form (1), with the vectors |i
orthonormal.
If a density matrix ρ is of rank 1, we can write ρ = |φφ| for some vector |φ with φ2 = φ|φ =
1. The state is called a pure state and |φ is called the state vector; it is unique up to a com-
plex factor of modulus 1. If the rank of a density matrix is greater than 1 then the state
is called mixed. It can be written as a mixture of pure states in many different ways,
especially if we do not insist that the state vectors of the pure states are orthogonal to one
another.
The density matrix of a quantum system encapsulates in a very concise but rather abstract
way all the predictions that we can make about future observations on that system or, more
generally, all results of interaction of the system with the real world.
So far we have been using the word ‘measurement’ in a rather loose way, but at this point it is
important to make the technical distinction between mathematical models for a measurement
when we do not care about the state of the system after the measurement, but only about the
outcome, and models for a measurement including the state of the system after the measure-
ment. The former is called a measurement and is denoted by M; the latter, more complicated
object, is called an instrument and is denoted by N.
Let us start with the simpler object, a measurement. Consider a measurement with discrete
outcome, i.e. the sample space of the outcome is at most countable. From quantum theory it
follows that any measurement whatsoever, i.e. any experimental set-up, is described mathemati-
cally by a collection M of d × d matrices m.x/ indexed by the outcomes x of the experiment. The
matrices must be non-negative (and hence also self-adjoint) and must add up to the identity
matrix 1. Let us write p.x; ρ, M/ for the probability that applying the measurement M to the
state ρ produces the outcome x. Then we have the fundamental formula
p.x; ρ, M/ = tr{ρ m.x/}: .2/
We can see that this expression indeed defines a bona fide probability distribution as follows.
Writing ρ = Σ pi |φi φi | and permuting cyclicly the elements in a trace of a product of matrices,
we find

tr{ρ m.x/} = pi tr{|φi φi |m.x/} = pi φi |m.x/|φi :
i
Thus, since m.x/ is a non-negative matrix and the pi are probabilities, p.x; ρ, M/ is a non-
negative real number. Moreover, the sum over x of these numbers is

tr{ρ m.x/} = tr{ρ m.x/} = tr.ρ1/ = tr.ρ/ = 1:
x x
A quantum statistical model is a model for a partly or completely unknown state. This means
that the state ρ is supposed to depend on an unknown parameter θ in some parameter space
Θ. Write ρ = .ρ.θ/ : θ ∈ Θ/. When we apply a measurement M to a quantum system from this
model, the outcome has probability density
p.x; θ, M/ = tr{ρ.θ/ m.x/}: .3/
Thus, given the measurement and the quantum statistical model, a classical statistical inference
problem is defined. Very important problems also arise when the measurement itself is indexed
by an unknown parameter, but for brevity we do not address these here.
In principle, any measurement M whatever could be implemented as a laboratory experiment.
Equation (3) tells us implicitly how much information about θ can be obtained from a given
experimental set-up M. We may try to choose M in such a way as to maximize the information
which the experiment will give about θ. Such experimental design problems are a main subject
of this paper.
Often we are interested also in the state of the system after the measurement. In this case we
need the more general notion of an instrument. An instrument N (more precisely, a ‘completely
positive instrument’) is represented by a family of collections of d × d matrices ni .x/ satisfying

ni .x/Å ni .x/ = 1
x i
but being otherwise completely arbitrary. The index x refers to the observed outcome of the
measurement; the index i could be thought of as ‘missing data’. Define

m.x/ = ni .x/Å ni .x/:
i
It follows that the matrices m.x/ are non-negative (and self-adjoint) and add to the identity ma-
trix, and thus represent a measurement (in the narrow or technical sense) M. When we apply the
instrument N to the quantum system, the outcome has the same probability density as equation
(2), but we write it out in terms of N as

p.x; ρ, N / = tr{ρ ni .x/Å ni .x/} .4/
i
and the state of the system after applying the measurement, conditioned on observing the out-
come x, is

ni .x/ρ ni .x/Å
i
σ.x; ρ, N / = : .5/
tr{ρ ni .x/Å ni .x/}
i
The reader should check that the expression for σ.x; ρ, N/ does define a bona fide density matrix
(non-negative, trace 1). In some important practical problems the instrument itself depends on
an unknown parameter, but here we suppose that it is completely known.
It follows from quantum physics that whatever we can do to a quantum system must have the
form of a quantum instrument. Moreover, in principle, any quantum instrument whatsoever
could be realized by some experimental set-up. Usually in the theory we start by postulating
some natural physical properties of the transformation from input or prior state to output or
posterior state and data, and derive equations (4) and (5), which are then called the Kraus rep-
resentation of the instrument, as a theorem. Here it is more convenient to start with equations
(4) and (5). Further discussion and references are given in Section 2.7.
We could consider applying two different quantum instruments, one after the other, to the
same quantum system. We might even allow the choice of the second instrument to depend on
the outcome that is obtained from the first. The composition of two instruments in this way
defines a new one; it is not difficult to express the matrices ni .x/ of the new instrument in terms
of those of the old ones. Another way to obtain new instruments from old is by coarsening. Sup-
pose that we apply one instrument to a quantum system, then we apply a many-to-one function
of the outcome, and discard the original data. The new instrument can be written down in terms
of the old by relabelling the matrices ni .x/ with new index j and variable y in obvious fashion.
In classical statistics, central notions such as sufficiency are connected to decomposing sta-
tistical models into parts (marginal and conditional distributions), and to reducing statisti-
cal models by reducing data. Starting with a quantum statistical model with density matrices
ρ depending on a parameter θ, possibly with nuisance parameters also, it is now natural to
ask whether notions akin to sufficiency and ancillarity can be developed for instruments. For
instance, it might happen that the posterior state of a quantum system after applying a certain
instrument no longer depends on the unknown parameter.
In Section 2.2 we shall work out many of these notions for the important special case
of a two-dimensional quantum system. First we present two special examples, connecting the
notion of an instrument to the classical notions (in quantum physics) of observables and unitary
transformations.
2.1.2. Example 2 (simple instruments, simple measurements)

Let x1 , . . . , xd denote d distinct real numbers and let |ψx , x ∈ {x1 , . . . , xd }, be an orthonormal
basis of H indexed by the numbers in X = {x1 , . . . , xd }. We can now define an instrument N
with outcomes in X by supposing that the index i takes only one value, let us call it 0, and taking
n0 .x/ = |ψx ψx |. This matrix is self-adjoint and idempotent (equal to its square). Therefore the
corresponding matrices m.x/ are given by m.x/ = |ψx ψx | also, and they sum to the identity
matrix: the sum of projectors onto orthogonal one-dimensional subspaces spanning the whole
space is the identity. This shows that N is indeed an instrument, though of very special form
indeed.
We can now compute the probability of observing the outcome x and the posterior state
of the quantum system, given that the outcome is x, when the quantum system is originally in
the state

ρ= pi |φi φi |:
i
A straightforward calculation shows that they are given as

p.x; ρ, N / = ψx |ρ|ψx = pi |ψx |φi |2 , .6/
i
σ.x; ρ, N / = |ψx ψx |: .7/
These formulae can be interpreted probabilistically as follows. The quantum system was initially
in the pure state with density matrix |φi φi | with probability pi . On being measured with the
instrument N, the system jumped to the pure state with density matrix |ψx ψx | producing the
outcome x, with probability |ψx |φi |2 .
Let X = Σx x|ψx ψx |. This is a self-adjoint matrix with eigenvalues x1 , . . . , xd and eigen-
vectors |ψ1 , . . . , |ψd . We say that the instrument N corresponds to the observable X. ‘Measur-
ing the observable’ with this instrument produces one of the eigenvalues and forces the system
into the corresponding eigenstate. If the quantum system starts in a pure state with state vector
φ, then it jumps to the eigenstate ψx with probability |ψx |φ|2 .
Suppose now that X is an arbitrary self-adjoint matrix. Let X = {x1 , . . . , xd } denote its distinct
eigenvalues. Let Π.x/ denote the matrix which projects onto the eigenspace corresponding to
eigenvalue x, not necessarily one dimensional. Thus X = Σx x Π.x/. Define n0 .x/ = m.x/ = Π.x/.
We see again that the matrices n0 .x/ define an instrument N, and the matrices m.x/ define
a corresponding measurement M. When this instrument is applied to the quantum system
ρ = Σi pi |φi φi |, we obtain the outcome x with probability Σi pi Π.x/|φi 2 . We may compute
that the final state is the mixture, according to the posterior probabilities that the initial state
was |φi given that the outcome is x, of the pure states with state vectors equal to the normalized
projections
Π.x/|φi =Π.x/|φi :
Yet again we have the probabilistic interpretation, that with probability pi the quantum sys-
tem started in the pure state with state vector |φi . On measuring the observable X, the state
vector is projected into one of the eigenspaces, with probabilities equal to the squared lengths
of the projections. We observe the corresponding eigenvalue. The posterior state is the mix-
ture of these different pure states according to the posterior distribution of initial state given
data x.
When we measure the observable X = Σx x Π.x/ with the corresponding instrument or mea-
surement, the probability of each eigenvalue x is tr{ρ Π.x/}. It follows that the expected value
of the outcome is tr.ρX/. More generally, let f be some real function. We may define the func-
tion f of the observable X by Y = Σx f.x/ Π.x/. This is the self-adjoint matrix with the same
eigenspaces, and with eigenvalues equal to the function f of the eigenvalues of X. If the func-
tion f is many to one then some eigenspaces may have merged—consider the function ‘square’
for instance. It follows that the expected value of the function f of the outcome of measur-
ing X is given by the elegant formula tr{ρ f.X/}. We call this rule the law of the unconscious
quantum physicist since it is analogous to the law of the unconscious statistician, according to
which the expectation of a function Y = f.X/ of a random variable X may be calculated by an
integration
(a) over the underlying probability space,
(b) over the outcome space of X or
(c) over the outcome space of Y .
Note, however, that the simple instruments corresponding to X and to Y are different, and more-
over neither is equal to the instrument ‘measure X, but record only y = f.x/’.
This calculus of expected values of (outcomes of measuring) observables is the basis of the
mathematical theory called quantum probability; for some further remarks on this see Section 7.
Two observables P and Q are called compatible if as operators they commute: PQ = QP. A
celebrated result of von Neumann is that observables Q and P are compatible if and only if they
are both functions f.R/ and g.R/ of a third observable R. Taking R to have as coarse a collection
of eigenspaces as possible, one can show that the results of the following three instruments are
identical: the simple instrument for Q followed by the simple instrument for P, recording the
values q of Q and p of P; the simple instrument for P followed by the simple instrument for Q,
recording the values q of Q and p of P; the simple instrument for R, recording the values q = f.r/
and p = g.r/ where r is the observed value of R. It follows that the probability distribution of the
outcome of measurement of an observable P is not altered when it is measured (simply, jointly)
together with any other compatible observables.
An instrument such that the index i takes only one value, say 0, and such that all n0 .x/
are projectors onto orthogonal subspaces of H, together spanning the whole space, is called
a simple instrument. The corresponding measurement is called a simple measurement. Simple
instruments and measurements stand in one-to-one correspondence with observables. The rule
for the transformation of the state under a simple instrument is called the Lüders–von Neumann
projection postulate.
2.1.3. Example 3 (instrument with no data)

It is possible that the quantum instrument N transforms the quantum system ρ without actually
producing any outcome x: in the definition of an instrument, simply take the outcome space to
consist of a single element; let us call it 0. Then the state ρ is transformed by the instrument
into the state Σi ni .0/ρ ni .0/Å where the ni .0/ are matrices satisfying Σi ni .0/Å ni .0/ = 1. A very
special case is obtained when there is also only one value of the index i and the instrument
is defined by a single matrix U = n0 .0/ satisfying U Å U = UU Å = 1. State ρ is transformed into
UρU Å . Such a matrix U is called unitary and it corresponds to an orthogonal change of basis.
A unitary transformation is invertible and corresponds to the reversible time evolution of an
isolated quantum system; see Section 2.4.
2.2. Spin half

Our examples will concern mainly the spin of spin half particles, where the dimension d of H
is 2. Unfortunately, it would take us too far afield to explain the significance of the word half.
The classic example in this context is the 1922 experiment of Stern and Gerlach (see Brant and
Dahmen (1995), section 1.4), to determine the size of the magnetic moment of the electron.
The electron was conceived of as spinning around an axis and therefore behaving as a magnet
pointing in some direction. Mathematically, each electron carries a vector ‘magnetic moment’.
We might expect the sizes of the magnetic moment of all electrons to be the same, but the direc-
tions to be uniformly distributed in space. Stern and Gerlach made a beam of silver atoms move
transversely through a steeply increasing vertical magnetic field. A silver atom has 47 electrons
but it appears that the magnetic moments of the 46 inner electrons cancel and essentially
only one electron determines the spin of the whole system. Classical physical reasoning predicts
that the beam would emerge spread out vertically according to the component of the spin of
each atom (or electron) in the direction of the gradient of the magnetic field. The spin itself
would not be altered by passage through the magnet. However, amazingly, the emerging beam
consisted of just two well-separated components, as if the component of the spin vector in the
vertical direction of each electron could take on only two different values, which in fact are ± 21
in appropriate units.
This example fits into the following mathematical framework. Take d = 2; then H = C2 and
ρ is a 2 × 2 matrix

ρ11 ρ12
ρ=
ρ21 ρ22
with ρ21 = ρ12 and ρ11 and ρ22 real and non-negative and adding to 1. The matrix has non-
negative real eigenvalues p1 and p2 also adding to 1.
In this case the density matrices of pure states can be put into one-to-one correspondence with
the unit sphere S 2 , the surface of the unit ball in real, three-dimensional space. Directions in the
sphere correspond to directions of spin. This geometric representation is known in theoretical
physics as the Poincaré sphere, in quantum optics as the Bloch sphere and in complex analysis as
the Riemann sphere. The mixed states, i.e. the convex combinations of pure states, correspond
to points in the interior of the ball. The mapping from states (matrices) to points in the unit ball
is affine, as we shall now show.
Any real linear combination of self-adjoint matrices is again self-adjoint. Since the two
diagonal elements of a self-adjoint matrix must be real, and the two off-diagonal elements
are one another’s complex conjugate, just four real parameters are needed to specify any such
matrix. By inspection we discover that the space of self-adjoint matrices is spanned by the
identity matrix

1 0
1 = σ0 = ,
0 1
together with the three Pauli matrices

0 1 0 −i 1 0
σx = , σy = , σz = :
1 0 i 0 0 −1
Note that σx , σy and σz satisfy the commutation relationships
[σx , σy ] = 2iσz ,
[σy , σz ] = 2iσx ,
[σz , σx ] = 2iσy ,
where, for any operators A and B, their commutator [A, B] is defined as AB − BA. Note also
that
σx2 = σy2 = σz2 = 1:
Any pure state has the form |ψψ| for some unit vector |ψ in C2 . Up to a complex factor of
modulus 1 (the phase, which does not influence the state), we can write |ψ as

exp.−iφ=2/ cos.θ=2/
|ψ = :
exp.iφ=2/ sin.θ=2/
The corresponding pure state is

cos2 .θ=2/ exp.−iφ/ cos.θ=2/ sin.θ=2/
ρ= :
exp.iφ/ cos.θ=2/ sin.θ=2/ sin2 .θ=2/
A little algebra shows that ρ can be written as ρ = .1 + ux σx + uy σy + uz σz /=2 = 21 .1 + u · σ /,
where σ = .σx , σy , σz / are the three Pauli spin matrices and u = .ux , uy , uz / = u .θ, φ/ is the point
on the unit sphere with polar co-ordinates .θ, φ/.
An arbitrary mixed state is obtained by averaging pure states ρ = 21 .1 + u · σ / with respect to
any probability distribution over real unit vectors u . The result is a density matrix of the form
ρ = 21 .1 + a · σ /, where a is the centre of mass (a point in the unit ball) of the distribution of pure
states seen as a distribution over the unit sphere. The co-ordinates of a are called the Stokes
parameters when we are using this model to describe polarization of a photon, rather than spin
of an electron.
2.3. Superposition and mixing

Given two state vectors |φ1 and |φ2 and two complex numbers c1 and c2 , the state vector
.c1 |φ1 + c2 |φ2 /=c1 |φ1 + c2 |φ2
is called the quantum superposition of the original two states, with complex weights c1 and c2 . This
is a completely different way of combining two states from the mixture p1 |φ1 φ1 | + p2 |φ2 φ2 |.
(Sometimes the latter is called an ‘uncoherent mixture’ and the former a ‘coherent mixture’.)
For example, consider the case√ d = 2, let |φ1 and |φ2 form an orthornormal basis of H = C2
1
and suppose that c1 = c2 = 1= 2 and p1 = p2 = 2 . We consider the equal weights superposition
and the equal weights mixture of the pure states |φ1 and |φ2 , showing how some measurements
can distinguish between these states, whereas others do not.
The two matrices m.1/ = |φ1 φ1 |, m.2/ = |φ2 φ2 | define a measurement M φ with two possi-
ble outcomes 1 and 2, say. The probability distributions of the outcome under the superposition
and under the mixture just defined are identical (probabilities 21 for each of the outcomes 1
and 2). √ √
Define now a new orthonormal basis |ψ1 = .|φ1 + |φ2 /= 2 and |ψ1 = .|φ1 − |φ2 /= 2.
Corresponding to this basis, we can construct a measurement M ψ in the same way as before.
When the superposition is measured with M ψ , the outcome 1 is certain and the outcome 2 is
impossible. However, when the mixture is measured with M ψ , the two outcomes have equal
probability 21 .
It is very important to note that a pure state can be expressed as a superposition of others,
and a mixed state as a mixture of others, in many different ways.
2.4. The Schrödinger equation

Typically the state of a quantum system undergoes an evolution with time under the influence
of an external field. The most basic type of evolution is that of an arbitrary initial state ρ0 under
the influence of a field with Hamiltonian H. This takes the form
ρt = exp.tH=i/ρ0 exp.−tH=i/,
where ρt denotes the state at time t, = 1:05 × 10−34 Js is Planck’s constant and H is a self-
adjoint operator on H. If ρ0 is a pure state then ρt is pure for all t and we can choose unit vectors
ψt such that ρt = |ψt ψt | and
ψt = exp.tH=i/ψ0 : .8/
Equation (8) is a solution of the celebrated Schrödinger equation i.d=dt/ψ = Hψ or equivalently

i.d=dt/ρ = [H, ρ]. The matrix exp.tH=i/ is unitary. Conversely, every unitary matrix U can be
written in the form exp.tH=i/ for some self-adjoint matrix H and some time t and hence can
be obtained by looking at some Schrödinger evolution at a suitable time.
2.5. Separability and entanglement

When we study several quantum systems (with Hilbert spaces H1 , . . . , Hm ) interacting to-
gether, the natural model for the combined system has as its Hilbert space the tensor product
H1 ⊗ . . . ⊗ Hm . Then a state such as ρ1 ⊗ . . . ⊗ ρm represents ‘particle 1 in state ρ1 and . . .
particle m in state ρm ’. Suppose that the states ρi are pure with state vectors |ψi . Then the
product state that we have just defined is also pure with state vector |ψ1 ⊗ . . . ⊗ |ψm . A mixture
of such states is called separable.
However, according to the superposition principle, a complex superposition of such state
vectors is also a possible state vector of the interacting systems. Pure states whose state vectors
cannot be written in the product form |ψ1 ⊗ . . . ⊗ |ψm are called entangled. The same term
is used for mixed states which cannot be written as a mixture of pure product states. A state
which is not entangled is separable. The existence of entangled states is responsible for extra-
ordinary quantum phenomena, which scientists are only just starting to harness (in quantum
communication, computation, teleportation, etc.).
An important physical feature of unitary evolution in a tensor product space is that, in gen-
eral, it does not preserve separability of states. Suppose that the state ρ1 ⊗ ρ2 evolves according
to the Schrödinger operator Ut = exp.tH=i/ on H1 ⊗ H2 . In general, if H does not have the
special form H1 ⊗ 12 + 11 ⊗ H2 , the corresponding state at any non-zero time is entangled.
The notorious Schrödinger cat is a consequence of this phenomenon of entanglement. For an
illustrative discussion of this see, for instance, Isham (1995), section 8.4.2.
Consider a product quantum system with density matrix ρ. On its own, the first component has
reduced density matrix ρ1 obtained by ‘tracing out’ the second component, .ρ1 /ij = Σk .ρ/ik,jk .
This procedure corresponds to computing a marginal from a joint probability distribution. Any
mixed state can be considered as the reduction to the system of interest of a pure state on an
enlarged joint system. For instance, the completely mixed √ state 1=d is the result of tracing out
the second component from the pure state Σj |j ⊗ |j= d on the product space formed from
two copies of the original space.
2.6. Further theory of measurements

2.6.1. Example 4 (spin half, continued)
For any unit vector ψ of C2 , let ψ ⊥ denote the unit vector that is orthogonal to it (unique up to
a complex phase). The observable (self-adjoint matrix) 2|ψψ| − 1 = |ψψ| − |ψ ⊥ ψ ⊥ | defines
a simple instrument. It has eigenvalues 1 and −1 and one-dimensional eigenspaces spanned
by ψ and ψ ⊥ . This observable corresponds to the spin of the particle in the direction (on the
Poincaré sphere) defined by ψ. When ‘the spin is measured in this direction’, meaning that,
when this observable is measured, the result (in appropriate units) is either 1 or −1. More-
over, after the measurement has been carried out, the particle is in the pure state of spin in the
corresponding direction. We mentioned two such measurements in Section 2.3 on mixing and
superposition.
In particular, with outcome space X = {−1, 1}, the specification
n0 .+1/ = m.+1/ = 21 .1 + σx /,
n0 .−1/ = m.−1/ = 21 .1 − σx /
defines a simple instrument (where the index takes only one value). It corresponds to the ob-
servable σx : spin in the x-direction.
We next discuss the notion of quantum randomization, whereby adding an auxiliary quantum
system to a system under study gives us further possibilities for probing the system of interest.
This also connects to the important notion of realization, i.e. representing a measurement by a
simple measurement on a quantum randomized extension.
Suppose that we have a Hilbert space H, and a pair .K, ρa /, where K is a Hilbert space and
ρa is a state on K. Any measurement M̃ on the product space H ⊗ K induces a measurement
M on H by the defining relationship
tr{ρ m.x/} = tr{.ρ ⊗ ρa / m̃.x/} for all states ρ on H, all outcomes x: .9/
The pair .K, ρa / is called an ancilla. The following theorem (Holevo’s extension of Naimark’s
theorem) states that any measurement M on H has the form (9) for some ancilla .K, ρa / and
some simple measurement M̃ on H ⊗ K. The triple .K, ρa , M̃/ is called a realization of M (the
words extension or dilation are also used sometimes). Adding an ancilla before taking a simple
measurement could be thought of as quantum randomization.
Theorem 1 (Holevo, 1982). For every measurement M on H, there is an ancilla .K, ρa / and a
simple measurement M̃ on H ⊗ K which form a realization of M.
We use the term ‘quantum randomization’ because of its analogy with the mathematical
representation of randomization in classical statistics, whereby we replace the original prob-
ability space with a product space, one of whose components is the original space of
interest, whereas the other corresponds to an independent random experiment with prob-
abilities under the control of the experimenter. Just as randomization in classical statistics
is sometimes needed to solve optimization problems of statistical decision theory, so quan-
tum randomization sometimes allows for strictly better solutions than can be obtained with-
out it.
Here is a simple spin half example of a non-simple measurement which cannot be represented
without quantum randomization.
2.6.2. Example 5 (the triad)

The triad, or Mercedes–Benz logo, has an outcome space consisting of just three outcomes: let
us call them 1, 2 and 3. Let vi , i = 1, 2, 3, denote three unit vectors in the same plane through
the origin in R3 , at angles of 120◦ to one another. Then the matrices m.i/ = 13 .1 + vi · σ / define a
(non-simple) measurement M on the sample space {1, 2, 3}. It turns up as the optimal solution
to the following decision problem: suppose that a spin half system is generated in one of the
three states ρi = 21 .1 − vi · σ /, i = 1, 2, 3, with equal probabilities. What decision rule gives the
maximum probability of guessing the actual state correctly? There is no way to equal the success
probability of M if we restrict attention to simple measurements, or to classically randomized
procedures based on simple measurements.
Finally, we introduce some further terminology concerning measurements. Given a measure-

ment M and a function T from its outcome space X to another space Y, we can define a new
measurement M = M ◦ T −1 with outcome space Y. It corresponds to restricting attention to
the function T of the outcome of the first measurement M. We call it a coarsening of the original
measurement, and we say that M is a refinement of M .
So far we have restricted attention to measurements with discrete outcome space. More gen-
erally, one considers measurements with outcomes in an arbitrary measure space .X, A/ where
A is a σ-algebra of measurable subsets of X. Such measurements are defined by a collection
of matrices M.A/ which are non-negative, σ additive over A, and such that M.X/ = 1. The
probability that the outcome lies in the set A ∈ A is tr{ρ M.A/}. A measurement M is called
dominated by a (real, σ-finite) measure ν on the outcome space, if there exists a non-negative
self-adjoint matrix-valued function m.x/, called the density of M, such that

M.A/ = m.x/ ν.dx/
A
for all B. When H is finite dimensional, as in this paper, every measurement is dominated: take
ν.A/ = tr{M.A/}. In the dominated case, the outcome of the measurement has a probabili-
ty distribution with density p.x; ρ, M/ = tr{ρ m.x/} with respect to ν. If the outcome space is
discrete and ν is counting measure, then these notations are linked to our original set-up by
m.x/ = M.{x}/, M.A/ = Σx∈A m.x/.
To exemplify these notions, suppose that for some dominated measurement M we can write
m.x/ = m1 .x/+m2 .x/ for two non-negative self-adjoint matrix-valued functions m1 and m2 . De-
fine M to be the measurement on the outcome space X = X×{1, 2} with density m.x, i/ = mi .x/,
.x, i/ ∈ X , with respect to the product of ν with counting measure. Then M is a refinement
of M.
We described earlier how we can form product spaces from separate quantum systems, lead-
ing to notions of product states, separable states and entangled states. Given a measurement
M on one component of a product space, we can naturally talk about ‘the same measurement’
on the product system. It has components M.A/ ⊗ 1. Given measurements M and M defined
on the two components of a product system, we can define in a natural way the measurement
‘apply M and M simultaneously to the first and second component respectively’: its outcome
space is the product of the two outcome spaces, and it is defined using obvious notation by
.M ⊗ M /.A × A / = M.A/ ⊗ M .A /.
A measurement M on a product space is called separable if it has a density m such that each
m.x/ can be written as a positive linear combination of tensor products of non-negative com-
ponents. It can then be thought of as a coarsening of a measurement with density m such that
each m .y/ is a product of non-negative components.
2.7. Further theory of instruments

Just as we want to allow measurements also to take on continuous values, so we need instruments
to do the same.
Consider an instrument N with outcomes x in the measurable space .X, A/. Let π.dx; ρ, N /
denote the probability distribution of the outcome of the measurement, and let σ.x; ρ, N /
denote the posterior state when the prior state is ρ and the outcome of the measurement is
x. It follows from the laws of quantum mechanics that the only physically feasible instruments
have a special form, generalizing in a natural way the definitions that we gave for the discrete
case. Namely, corresponding to N there must exist a σ-finite measure ν on X (which without
loss of generality can be taken to be a probability measure) and a collection of matrix-valued
measurable functions ni of x indexed by a finite or countable index i, such that

ni .x/Å ni .x/ ν.dx/ = 1;
i X
the posterior states for N are given by

ni .x/ρ ni .x/Å
i
σ.x; ρ, N / = .10/
tr{ρ ni .x/Å ni .x/}
i
and the distribution of the outcome is

π.dx; ρ, N / = tr{ρ ni .x/Å ni .x/} ν.dx/: .11/
i
These formulae generalize naturally equations (4) and (5). In the physics literature, this kind of
representation is often called the Kraus representation of a completely positive instrument. For
brevity we do not explain these terms, in particular ‘complete positivity’, further. The interested
reader is referred to Davies and Lewis (1970), Davies (1976), Kraus (1983), Ozawa (1985),
Nielsen and Chuang (2000), Loubenets (2001) and Holevo (2001a).
When the posterior state is disregarded, the instrument N gives rise to the measurement M
with density

m.x/ = ni .x/Å ni .x/
i
with respect to the dominating measure ν. Clearly, a measurement M can be represented as the
‘data part’ of an instrument in very many different ways.
Further results of Ozawa (1985) generalize the realizability of measurements (Naimark and
Holevo theorems) to the realizability of an arbitrary completely positive instrument. Namely,
after forming a compound system by taking the tensor product with some ancilla, the instru-
ment can be realized as a unitary (Schrödinger) evolution for some length of time, followed by
the action of a simple instrument (measurement of an observable, with state transition accord-
ing to the Lüders–von Neumann projection postulate). Therefore to say that the most general
operation on a quantum system is a completely positive instrument comes down to saying that
the only mechanisms known in quantum mechanics are Schrödinger evolution, von Neumann
measurement and forming compound systems. Combining these ingredients in arbitrary ways,
we remain within the class of completely positive instruments; moreover, anything in that class
can be realized in this way.
An instrument defined on one component of a product system can be extended in a natural
way (similarly to that described in Section 2.6 for measurements) to an instrument on the product
system. Conversely, it is of great interest whether instruments on a product system can in some
way be reduced to ‘separate instruments on the separate subsystems’. There are two important
notions in this context. The first (similar to the concept of separability of measurements) is the
mathematical concept of separability of an instrument defined on a product system: this is that
each ni .x/ in the Kraus representation of an instrument is a tensor product of separate matri-
ces for each component. The second is the physical property which we shall call multilocality:
an instrument is called multilocal if it can be represented as a coarsening of a composition of
separate instruments applied sequentially to separate components of the product system, where
the choice of each instrument at each stage may depend on the outcomes of the instruments
applied previously. Moreover, each component of the system may be measured several times
(i.e. at different stages), and the choice of component measured at the nth stage may depend on
the outcomes at previous stages. One should think of the different components of the quantum
system as being localized at different locations in space. At each location separately, anything
quantum is allowed, but all communication between locations is classical. It is a theorem of
Bennett et al. (1999) that every multilocal instrument is separable, but that (surprisingly) not
all separable instruments are multilocal. It is an open problem to find a physically meaningful
characterization of separability, and conversely to find a mathematically convenient characteri-
zation of multilocality. (Note that our terminology is not standard: the word ‘unentangled’ is
used by some instead of ‘separable’, and ‘separable’ instead of ‘multilocal’.)
Not all joint measurements (by which we just mean instruments on product systems) are sep-
arable, let alone multilocal. Just as quantum randomized measurements can give strictly more
powerful ways to probe the state of a quantum system than (combinations of) simple measure-
ments and classical randomization, so non-separable measurements can do strictly better than
separable measurements at extracting information from product systems, even if a priori there
is no interaction of any kind between the subsystems.
3. Parametric quantum models and likelihood

A measurement from a quantum statistical model .ρ, m/ results in an observation x with density
p.x; θ/ = tr{ρ.θ/ m.x/}
and log-likelihood
l.θ/ = log[tr{ρ.θ/ m.x/}]:
For simplicity, let us suppose that θ is one dimensional. It is often useful to express the log-
likelihood derivative in terms of the symmetric logarithmic derivative or quantum score of ρ,
denoted by ρ==θ . This is defined implicitly as the self-adjoint solution of the equation
ρ=θ = ρ ◦ ρ==θ , .12/
where ‘◦’ denotes the Jordan product, i.e.
ρ ◦ ρ==θ = 21 .ρρ==θ + ρ==θ ρ/,
ρ=θ denoting the ordinary derivative of ρ with respect to θ (term-by-term differentiation in

matrix representations of ρ). (We shall often suppress the argument θ in quantities like ρ, ρ=θ
and ρ==θ .) The quantum score exists and is essentially unique subject only to mild conditions.
(For a discussion of this see, for example, page 274 of Holevo (1982).)
The likelihood score l=θ .θ/ = .d=dθ/ l.θ/ may be expressed in terms of the quantum score
ρ==θ .θ/ of ρ.θ/ as
l=θ .θ/ = p.x; θ/−1 tr{ρ=θ .θ/ m.x/}

= 21 p.x; θ/−1 tr[{ρ.θ/ ρ==θ .θ/ + ρ==θ .θ/ ρ.θ/}m.x/]
= p.x; θ/−1 tr{ρ.θ/ ρ==θ .θ/ m.x/},
where we have used the fact that for any self-adjoint matrices P, Q and R and any matrix T the
trace operation satisfies tr.PQR/ = tr.RQP/ and tr.T/ = 21 tr.T + T Å /. It follows that
Eθ {l=θ .θ/} = tr{ρ.θ/ ρ==θ .θ/}:
Thus, since the mean value of l=θ is 0, we find that
tr{ρ.θ/ ρ==θ .θ/} = 0: .13/

The expected (Fisher) information i.θ/ = i.θ; M/ = Eθ {l=θ .θ/2 } may be written as

i.θ; M/ = p.x; θ/−1 [ tr{ρ.θ/ ρ==θ .θ/ m.x/}]2 ν.dx/: .14/
It plays a key role in the quantum context, just as in classical statistics, and is discussed in
Section 6. In particular, we shall discuss there its relationship with the expected or Fisher
quantum information
I.θ/ = tr{ρ.θ/ ρ==θ .θ/2 }: .15/
The quantum score is a self-adjoint operator and therefore may be interpreted as an observable
which we might measure on the quantum system. What we have just seen is that the outcome
of a measurement of the quantum score has mean 0 and variance equal to the quantum Fisher
information.
4. Quantum exponential and quantum transformation models

In traditional statistics, the two major classes of parametric models are the exponential models
(in which the log-densities are affine functions of appropriate parameters) and the transfor-
mation (or group) models (in which a group acts in a consistent fashion on both the sample
space and the parameter space); see Barndorff-Nielsen and Cox (1994). The intersection of these
classes is the class of exponential transformation models, and its members have a particularly
nice structure. There are quantum analogues of these classes, and they have useful properties.
Below we outline some of these briefly. Considerably more discussion is given in our works
Barndorff-Nielsen et al. (2001a, b, 2003).
4.1. Quantum exponential models

A quantum exponential model is a quantum statistical model for which the states ρ.θ/ can be
represented in the form
ρ.θ/ = exp{−κ.θ/} exp{ 21 γ̄ r .θ/TrÅ }ρ0 exp{ 21 γ r .θ/Tr } θ ∈ Θ,
where γ = .γ 1 , . . . , γ k / : Θ → Ck , T1 , . . . , Tk are d × d matrices, ρ0 is self-adjoint and non-
negative (but not necessarily a density matrix), the Einstein summation convention (of sum-
ming over any index which appears as both a subscript and a superscript) has been used and
κ.θ/ is a log-norming constant, given by
κ.θ/ = log.tr[exp{ 1 γ̄ r .θ/T Å }ρ exp{ 1 γ r .θ/T }]/:
2 r 0 2 r
Three important special types of quantum exponential model are those in which T1 , . . . , Tk
are self-adjoint (and, for the first type, T0 , T1 , . . . , Tk all commute), and the quantum states have
the forms
ρ.θ/ = exp{−κ.θ/} exp.T0 + θr Tr /, .16/
ρ.θ/ = exp{−κ.θ/} exp. 21 θr Tr /ρ0 exp. 21 θr Tr /, .17/
ρ.θ/ = exp.− 21 iθr Tr /ρ0 exp. 21 iθr Tr / .18/
respectively, where θ = .θ1 , . . . , θk / ∈ Rk and ρ0 is non-negative (and self-adjoint), and the sum-
mation convention is in force.
We call these three types the quantum exponential models of mechanical type, symmetric
type and unitary type respectively. The mechanical type arises (at least, with k = 1) in quantum
statistical mechanics as a state of statistical equilibrium; see Gardiner and Zoller (2000), sec-
tion 2.4.2. The symmetric type has theoretical statistical significance, as we shall see, connected
among other things to the fact that the quantum score for this model is easy to compute explicitly.
The unitary type has physical significance connected to the fact that it is also a transformation
model (quantum transformation models are defined in Section 4.2). The mechanical type is a
special case of the symmetric type when T0 , T1 , . . . , Tk all commute.
In general, the statistical model that is obtained by applying a measurement to a quantum
exponential model is not an exponential model (in the classical sense). However, for a quantum
exponential model of the form (17) in which
Tj = tj .X/ j = 1, . . . , k, for some self-adjoint X, .19/
i.e. the Tj commute, the statistical model that is obtained by applying the measurement X is a
full exponential model. Various pleasant properties of such quantum exponential models then
follow from standard properties of the full exponential models.
The classical Cramér–Rao bound for the variance of an unbiased estimator t of θ is
var.t/ i.θ; M/−1 : .20/
Combining inequality (20) with Braunstein and Caves’s (1994) quantum information bound
i.θ; M/ I.θ/ (see inequality (27) in Section 6.2) yields Helstrom’s (1976) quantum Cramér–
Rao bound
var.t/ I.θ/−1 , .21/
whenever t is an unbiased estimator based on a quantum measurement. It is a classical result
that, under certain regularity conditions, the following are equivalent:
(a) equality holds in expression (20),
(b) the score is an affine function of t and
(c) the model is exponential with t as canonical statistic (see pages 254–255 of Cox and
Hinkley (1974)).
This result has a quantum analogue; see theorems 3 and 4 and corollary 1 below, which states that
under certain regularity conditions there is equivalence between
(a) equality holds in expression (21) for some unbiased estimator t based on some measure-
ment M,
(b) the symmetric quantum score is an affine function of commuting T1 , . . . , Tk and
(c) the quantum model is a quantum exponential model of type (17) where T1 , . . . , Tk satisfy
condition (19).
The regularity conditions which we assume below are indubitably too strong: the result should
be true under minimal smoothness assumptions.
4.2. Quantum transformation models

Consider a parametric quantum model .ρ, M/ consisting of a parameterized family ρ = .ρ.θ/ :
θ ∈ Θ/ of states and a measurement M with outcome space .X, A/. Suppose that there is a group
G, with elements g, acting both on X and on Θ in such a way that the following consistency
condition (‘equivariance’) holds:
tr{ρ.θ/ M.A/} = tr{ρ.gθ/ M.gA/} .22/
for all θ, A and g. If, moreover, G acts transitively on Θ then we say that .ρ, M/ is a quantum
transformation model. In this case, the resulting statistical model for the outcome of a measure-
ment of M, i.e. .X, A, P/, where P = .tr{ρ.θ/M} : θ ∈ Θ/, is a classical transformation model.
Consequently, the main theorem for transformation models (see Barndorff-Nielsen and Cox
(1994), pages 56–57, and references given there) applies to .X, A, P/. Of special physical interest
is the case in which the group acts on the states as a group of unitary matrices.
4.2.1. Example 6 (spin half: great circle model)

Consider the spin half model
ρ.θ/ = 21 U{1 + cos.θσx / + sin.θσy /}U Å
where U is a fixed 2 × 2 unitary matrix and σx and σy are two of the Pauli spin matrices, and
the parameter θ varies through [0, 2π/; see Section 2.2. The matrix U can always be written as
exp.−iφ u · σ / for some real three-dimensional unit vector u
and angle φ. Considered as a curve
on the Poincaré sphere, the model forms a great circle. If U is the identity (or, equivalently,
φ = 0) the curve just follows the equator; the presence of U corresponds to rotating the sphere
carrying this curve about the direction u through an angle φ. Thus our model describes an
arbitrary great circle on the Poincaré sphere, parameterized in a natural way. Since we can write
ρ.θ/ = UVθ U Å ρ.0/UVθÅ U Å ,
where the unitary matrix Vθ corresponds to rotation of the Poincaré sphere by an angle θ about
the z-axis, we can write this model as a transformation model. The model is clearly also an
exponential model of unitary type. Perhaps surprisingly, it can be reparameterized so as also to
be an exponential model of symmetric type. We leave the details (which depend on the algebraic
properties of the Pauli spin matrices) to the reader, but we just point out that a one-parameter
pure state exponential model of symmetric type must be of the form
ρ.θ/ = 21 exp{−κ.θ/} exp. 21 θ

u · σ /.1 + v · σ / exp. 21 θ
u · σ /
for some real unit vectors u and v, since every self-adjoint 2 × 2 matrix is an affine function of a
spin matrix u
· σ . Now write out the exponential of a matrix as its power series, and use the fact
that the square of any spin matrix is the identity. This example is due to Fujiwara and Nagaoka
(1995).
5. Quantum exhaustivity, sufficiency and quantum cuts

This section proposes and interrelates some concepts that will constitute, we think, essential
elements in the development of statistical inference for the quantum context. The concepts are
partly in the nature of quantum analogues of key ideas of classical statistical inference, such as
sufficiency and the likelihood principle.
5.1. Quantum exhaustivity

Those quantum instruments for which no information on the unknown parameter of a quantum
parametric model of states can be obtained from subsequent measurements on the given phys-
ical system deserve special attention. To simplify the notation, we shall write σ.x; θ, N/ instead
of σ{x; ρ.θ/, N} for the posterior state. We propose the following definition of exhaustivity.
Definition 1 (exhaustive instrument). A quantum instrument N is exhaustive for a parame-
terized set ρ = .ρ.θ/ : θ ∈ Θ/ of states if, for all θ in Θ and for π.·; θ/ almost all x, the posterior
state σ.x; θ, N/ does not depend on θ.
Thus the posterior states that are obtained from exhaustive quantum instruments are com-
pletely determined by the result of the measurement and do not depend on θ.
A useful strong form of exhaustivity is defined as follows.
Definition 2 (completely exhaustive instrument). A quantum instrument N is completely
exhaustive if it is exhaustive for all parameterized sets of states.
Recall that any completely positive instrument—in other words, any physically realizable in-
strument—has posterior states given by equation (10) and outcome distributed as equation (11).
The following proposition (which is a slight generalization of a result of Wiseman (1999)) shows
one way of constructing completely exhaustive completely positive quantum instruments.
Proposition 1. Let the quantum instrument N be as above, with ni .x/ of the form
ni .x/ = |φi,x ψx |, .23/
for some functions .i, x/ → φi, x and x → ψx . Then N is completely exhaustive.
Proof. By inspection we find that the posterior state is

|φi,x φi,x |
i
σ.x; ρ, N/ = ,
φi,x |φi,x
i
which does not depend on the prior state ρ.
5.2. Quantum sufficiency

Suppose that the measurement M = M ◦ T −1 is a coarsening of the measurement M. In this
situation we say that M is (classically) sufficient for M with respect to a family of states ρ =
.ρ.θ/ : θ ∈ Θ/ on H if the mapping T is sufficient for the identity mapping on .X, A/ with respect
to the family .P.·; θ; M/ : θ ∈ Θ/ of probability measures on .X, A/ induced by M and ρ.
As a further step towards a definition of quantum sufficiency, we introduce a concept of
inferential equivalence of parametric models of states.
Definition 3 (inferential equivalence). Two parametric families of states ρ = .ρ.θ/ : θ ∈ Θ/ and
σ = .σ.θ/ : θ ∈ Θ/ on Hilbert spaces H and K are said to be inferentially equivalent if for every
measurement M on H there is a measurement M on K such that for all θ ∈ Θ
tr{M.·/ ρ.θ/} = tr{M .·/ σ.θ/} .24/
and vice versa. (Note that, implicitly, the outcome spaces of M and M are assumed to be
identical.)
In other words, ρ and σ are equivalent if and only if they give rise to the same class of possible
classical models for inference on the unknown parameter.
Remark 1. It is of interest to find characterizations of inferential equivalence. This is a non-
trivial problem, even when the Hilbert spaces H and K are the same.
Next, let N denote a quantum instrument on a Hilbert space H and with outcome space
.X, A/ and let N = N ◦ T −1 be a coarsening of N with outcome space .Y, B/, generated by
a mapping T from .X, A/ to .Y, B/. It is easy to show that the posterior states for the two
instruments are related by

σ.t; θ, N / = σ.x; θ, N / π.dx|t; θ, N /,
T −1 .t/
where π.dx|t; θ, N/ is the conditional distribution of x given T.x/ = t computed from π.dx; θ, N /.
Definition 4 (quantum sufficiency of instruments). Let N be a coarsening of an instrument
N by T : .X, A/ → .Y, B/. Then N is said to be quantum sufficient with respect to a family of
states .ρ.θ/ : θ ∈ Θ/ if
(a) the measurement M determined by tr{M .·/ρ} = π.·; ρ, N / is sufficient for the measure-
ment M determined by tr{M.·/ρ} = π.·; ρ, N/, with respect to the family .ρ.θ/ : θ ∈ Θ/,
and
(b) for any x ∈ X, the posterior families .σ.x; θ, N/ : θ ∈ Θ/ and .σ{T.x/; θ, N } : θ ∈ Θ/ are
inferentially equivalent.
5.3. Quantum cuts and likelihood equivalence

In the theory of classical statistical inference, many important concepts (such as sufficiency,
ancillarity and cuts) can be expressed in terms of the decomposition by a measurable function
T : .X, A/ → .Y, B/ of each probability distribution on .X, A/ into the corresponding marginal
distribution of T.x/ and the family of conditional distributions of x given T.x/. We now define
analogous concepts in quantum statistics based on the decomposition
ρ → .π.·; ρ, N/, σ.·; ρ, N // .25/
by a quantum instrument N of each state ρ into a probability distribution on .X, A/ and a
family of posterior states; see Section 2.7.
The classical concept of a cut encompasses those of sufficiency and ancillarity and is therefore
more basic. A measurable function T is a cut for a set P of probability distributions on X if, for
all p1 and p2 in P, the distribution on X that is obtained by combining the marginal distribution
of T.x/ given by p1 with the family of conditional distributions of x given T.x/ given by p2 is
also in P; see, for example, Barndorff-Nielsen and Cox (1994), page 38. Recent results on cuts
for exponential models can be found in Barndorff-Nielsen and Koudou (1995), which also gives
references to the useful role which cuts have played in graphical models. A generalization to local
cuts has become important in econometrics (Christensen and Kiefer, 1994, 2000). Replacing
the decomposition into marginal and conditional distributions in the definition of a cut by the
decomposition (25) yields the following quantum analogue.
Definition 5 (quantum cut). A quantum instrument N is said to be a quantum cut for a family
ρ of states if for all ρ1 and ρ2 in ρ
π.·; ρ3 , N/ = π.·; ρ1 , N/,

σ.·; ρ3 , N/ = σ.·; ρ2 , N/
for some ρ3 in ρ.
Thus, if N is a quantum cut for a family ρ = .ρ.θ/ : θ ∈ Θ/ with ρ a one-to-one function, then
Θ has the product form Θ = Ψ × Φ and furthermore σ{·; ρ.θ/, N} depends on θ only through
ψ, and π{·; ρ.θ/, N} depends on θ only through φ.
Since a quantum instrument N is exhaustive for a parameterized set ρ = .ρ.θ/ : θ ∈ Θ/ of
states if the family σ{·; ρ.θ/, N} of posterior states does not depend on θ, exhaustive quantum
instruments are quantum cuts of a special kind. They can be regarded as quantum analogues
of sufficient statistics. At the other extreme are the quantum instruments for which the dis-
tributions π{·; ρ.θ/, N} do not depend on θ. These can be regarded as quantum analogues of
ancillary statistics.
Unlike exhaustivity, the concept of quantum sufficiency involves not only a quantum
instrument but also a coarsening. The definition of quantum sufficiency can be extended to
the following version involving parameters of interest.
Definition 6 (quantum sufficiency for interest parameters). Let ρ = .ρ.θ/ : θ ∈ Θ/ be a family
of states and let ψ : Θ → Ψ map Θ to the space Ψ of interest parameters. A coarsening N of a
quantum instrument N by a mapping T is said to be quantum sufficient for ψ on ρ if
(a) the measurement M determined by tr{M .·/ρ} = π.·; ρ, N / is sufficient for the measure-
ment M determined by tr{M.·/ρ} = π.·; ρ, N /, with respect to the family ρ, and
(b) for all θ1 and θ2 with ψ.θ1 / = ψ.θ2 / and for all x in X, the sets σ{x; ρ.θ1 /, N} and
σ{T.x/; ρ.θ2 /, N } of posterior states are inferentially equivalent.
A consideration of the likelihood function that is obtained by applying a measurement to a
parameterized set of states suggests that the following weakening of the concept of inferential
equivalence may be useful.
Definition 7 (strong likelihood equivalence). Two parametric families of states ρ = .ρ.θ/ :

θ ∈ Θ/ and σ = .σ.θ/ : θ ∈ Θ/ on Hilbert spaces H and K respectively are said to be strongly
likelihood equivalent if for every measurement M on H there is a measurement M on K with
the same outcome space, such that
tr{M.dx/ ρ.θ/} tr{M .dx/ σ.θ/}
= θ, θ ∈ Θ
tr{M.dx/ ρ.θ /} tr{M .dx/ σ.θ /}
(whenever these ratios are defined) and vice versa.
Thus the likelihood function of the statistical model that is obtained by applying M to ρ
is equivalent to that obtained by applying M to σ, for the same outcome of each instru-
ment.
A consideration of the distribution of the likelihood ratio leads to the following definition.
Definition 8 (weak likelihood equivalence). Two parametric families of states ρ = .ρ.θ/ : θ ∈ Θ/
and σ = .σ.θ/ : θ ∈ Θ/ on Hilbert spaces H and K respectively are said to be weakly likeli-
hood equivalent if for every measurement M on H with outcome space X there is a measure-
ment M on K with some outcome space Y such that the likelihood ratios
tr{M.dx/ ρ.θ/} tr{M .dy/ σ.θ/}
and
tr{M.dx/ ρ.θ /} tr{M .dy/ σ.θ /}
have the same distribution for all θ and θ in Θ, and vice versa.
The precise connection between likelihood equivalence and inferential equivalence is not yet
known but the following conjecture appears reasonable.
Conjecture 1. Two quantum models are strongly likelihood equivalent if and only if they are
inferentially equivalent up to quantum randomization.
6. Quantum and classical Fisher information
In Section 3 we showed how to express the Fisher information in the outcome of a measure-
ment in terms of the quantum score. In this section we discuss quantum analogues of Fisher
information and their relationship to the classical concepts.
6.1. Definition and first properties

Differentiating equation (13) with respect to θ, writing ρ==θ=θ for the derivative of the symmetric
logarithmic derivative ρ==θ of ρ and using the defining equation (12) for ρ==θ , we obtain
0 = tr{ρ=θ .θ/ ρ==θ .θ/ + ρ.θ/ ρ==θ=θ .θ/}

= tr[ 21 {ρ.θ/ ρ==θ .θ/ + ρ==θ .θ/ ρ.θ/} ρ==θ .θ/] + tr{ρ.θ/ρ==θ=θ .θ/}
= I.θ/ − tr{ρ.θ/ J.θ/},
where
I.θ/ = tr{ρ.θ/ ρ==θ .θ/2 }
is the expected (or Fisher) quantum information, already mentioned in Sections 3 and 4, and
J.θ/ = − ρ==θ=θ .θ/,
which we shall call the observable quantum information. Thus
I.θ/ = tr{ρ.θ/ J.θ/},
which is a quantum analogue of the classical relationship i.θ/ = Eθ {j.θ/} between expected and
observed information (where j.θ/ = −l=θ=θ .θ/). Note that J.θ/ is an observable, just as j.θ/ is a
random variable.
Neither I.θ/ nor J.θ/ depends on the choice of measurement, whereas i.θ/ = i.θ; M/ does
depend on the measurement M. Expected quantum information behaves additively, i.e. for
parametric quantum models of states of the form ρ : θ → ρ1 .θ/ ⊗ . . . ⊗ ρn .θ/ (which model
‘independent particles’) the associated expected quantum information satisfies

n
Iρ1 ⊗:::⊗ρn .θ/ = Iρi .θ/,
i=1
which is analogous to the additivity property of Fisher information.

In the case of a multivariate parameter θ, the expected quantum information matrix I.θ/ is
defined in terms of the quantum scores by
I.θ/jk = 21 tr{ρ==θj .θ/ ρ.θ/ ρ==θk .θ/ + ρ==θk .θ/ ρ.θ/ ρ==θj .θ/}: .26/
6.2. Relationship to classical expected information

Suppose that θ is one dimensional. There is an important relationship between expected quan-
tum information I.θ/ and classical expected information i.θ; M/, due to Braunstein and Caves
(1994), namely that, for any measurement M with density m with respect to a σ-finite measure
ν on X,
i.θ; M/ I.θ/, .27/
with equality if and only if, for ν almost all x,
1=2 1=2 1=2 1=2
m.x/ ρ==θ .θ/ ρ.θ/ = r.x/ m.x/ ρ.θ/ , .28/
for some real number r.x/.
For each θ, there are measurements which attain the bound in the quantum information in-
equality (27). For instance, we can choose M such that each m.x/ is a projection onto an eigen-
space of the quantum score ρ==θ .θ/. Note that this attaining measurement may depend on θ.
6.2.1. Example 7 (information for spin half)

Consider a spin half particle in the pure state ρ = ρ.η, θ/ = |ψ.η, θ/ψ.η, θ/| given by

exp.−iθ=2/ cos.η=2/
|ψ.η, θ/ = :
exp.iθ=2/ sin.η=2/
As we saw in Section 2.2, ρ can be written as ρ = .1 + ux σx + uy σy + uz σz /=2 = 21 .1 + u · σ /,
where σ = .σx , σy , σz / are the three Pauli spin matrices and u
= .ux , uy , uz / = u
.η, θ/ is the point
on the Poincaré sphere S 2 with polar co-ordinates .η, θ/. Suppose that the colatitude η is known
and exclude the degenerate cases η = 0 or η = π; the longitude θ is the unknown parameter.
Since all the ρ.θ/ are pure, one can show that ρ==θ .θ/ = 2 ρ=θ .θ/ = u =θ .θ/· σ = sin.η/ u .π=2, θ +
π=2/ · σ . Using the properties of the Pauli matrices, we find that the quantum information is
I.θ/ = tr{ρ.θ/ ρ==θ .θ/2 } = sin2 .η/:
Summarizing some results from Barndorff-Nielsen and Gill (2000), we now discuss a condition
that a measurement must satisfy for it to achieve this information.
It follows from equation (28) that, for a pure spin half state ρ = |ψψ|, a necessary and suffi-
cient condition for a measurement to achieve the information bound is that, for ν almost all x,
m.x/ is proportional to a one-dimensional projector |ξ.x/ξ.x/| satisfying
ξ.x/|22|a = r.x/ξ.x/|1,
where r.x/ is real, |1 = |ψ, |2 = |ψ⊥ (|ψ⊥ being a unit vector in C2 orthogonal to |ψ) and
|a = 2 |ψ=θ . It can be seen that geometrically this means that |ξ.x/ corresponds to a point on
S 2 in the plane spanned by u .θ/ and u =θ .θ/.
If η = π=2, then distinct values of θ give distinct planes, and all these planes intersect in the or-
igin only. Thus no single measurement M can satisfy I.θ/ = i.θ; M/ for all θ. However, if η = π=2,
so that the states ρ.θ/ lie on a great circle in the Poincaré sphere, then the planes defined for
each θ are all the same. In this case any measurement M with all components proportional to
projector matrices for directions in the plane η = π=2 satisfies I.θ/ = i.θ; M/ for all θ ∈ Θ. In
particular, any simple measurement in that plane has this property.
More generally, a smooth one-parameter model of a spin half pure state with everywhere posi-
tive quantum information admits a uniformly attaining measurement, i.e. such that I.θ/ = i.θ; M/
for all θ ∈ Θ, if and only if the model is a great circle on the Poincaré sphere. This is actually a
quantum exponential transformation model; see example 6.
When the state ρ is strictly positive, and under further non-degeneracy conditions, essentially
the only way to achieve the bound (27) is through measuring the quantum score. In the discussion
below we first keep the value of θ fixed. Since any non-negative self-adjoint matrix can be written
as a sum of rank 1 matrices (using its eigenvalue–eigenvector decomposition), it follows that any
dominated measurement can be refined to a measurement for which each m.x/ is of rank 1. Thus
m.x/ = r.x/ |ξ.x/ξ.x/|
for some real r.x/ and state vector |ξ.x/; see the end of Section 2.6. If one measurement is
the refinement of another, then the distributions of the outcomes are related in the same way.
Therefore, under refinement of a measurement, Fisher expected information cannot decrease.
Therefore, if any measurement achieves equality in expression (27), there is also a measurement
with rank 1 components achieving the bound. Consider such a measurement. Suppose that ρ is
positive and that all the eigenvalues of ρ==θ are different. The condition
m.x/1=2 ρ==θ ρ1=2 = r.x/ m.x/1=2 ρ1=2
is then equivalent to
|ξ.x/ξ.x/|ρ==θ = r.x/ |ξ.x/ξ.x/|,

which states that ξ.x/ is an eigenvector of ρ==θ . Since we must have m.x/ ν.dx/ = 1, it follows
that all eigenvectors of ρ==θ occur in this way in components m.x/ of M. The measurement can
therefore be reduced or coarsened to a simple measurement of the quantum score, and the
reduction (at the level of the outcome) is sufficient.
Suppose now that the state ρ.θ/ is strictly positive for all θ, and that the quantum score has
distinct eigenvalues for at least one value of θ. Suppose that a single measurement exists attain-
ing equality in expression (27) uniformly in θ. Any refinement of this measurement therefore
also achieves the bound uniformly; in particular, the refinement to components which are all
proportional to projectors onto orthogonal one-dimensional eigenspaces of the quantum score
at the value of θ where the eigenvalues are distinct does so. Therefore the eigenvectors of the
quantum score at this value of θ are eigenvectors at all other values of θ. Therefore there is a
self-adjoint operator X with distinct eigenvalues such that ρ==θ .θ/ = f.X; θ/ for each θ. Fix θ0
and let θ
F.X; θ/ = f.X; θ/ dθ:
θ0
Let ρ0 = ρ.θ0 /. If we consider the defining equation (12) as a differential equation for ρ.θ/ given
the quantum score, and with initial condition ρ.θ0 / = ρ0 , we see that a solution is
ρ.θ/ = exp{ 21 F.X; θ/}ρ0 exp{ 21 F.X; θ/}:
Under smoothness conditions the solution is unique. Rewriting the form of this solution, we
come to the following theorem.
Theorem 2 (uniform attainability of quantum information bound). Suppose that the state
is everywhere positive, the quantum score has distinct eigenvalues for some value of θ and
is smooth. Suppose that a measurement M exists with i.θ; M/ = I.θ/ for all θ, thus attaining
the Braunstein–Caves information bound (27) uniformly in θ. Then there is an observable X
such that a simple measurement of X also achieves the bound uniformly, and the model is of
the form
ρ.θ/ = c.θ/ exp{ 21 F.X; θ/}ρ0 exp{ 21 F.X; θ/} .29/
for a function F , indexed by θ, of an observable X where c.θ/ = 1=tr[ρ0 exp{F.X; θ/}], ρ==θ .θ/ =
f.X; θ/−tr{ρ.θ/f.X; θ/} and f.X; θ/ = F=θ .X; θ/. Conversely, for a model of this form, a mea-
surement of X achieves the bound uniformly.
Remark 2 (spin half case). In the spin half case, if the information is positive then the quantum
score has distinct eigenvalues, since the outcome of a measurement of the quantum score always
equals one of the eigenvalues, has mean 0 and positive variance.
Theorem 3 (uniform attainability of quantum Cramér–Rao bound). Suppose that the posi-
tivity and non-degeneracy conditions of theorem 2 are satisfied, and suppose that for the
outcome of some measurement M there is a statistic t such that, for all θ, t is an unbiased
estimator of θ achieving Helstrom’s quantum Cramér–Rao bound (21), var.t/ = I.θ/−1 . Then
the model is a quantum exponential model of symmetric type (17),
ρ.θ/ = c.θ/ exp. 21 θT/ρ0 exp. 21 θT/,
for some observable T , and simple measurement of T is equivalent to the coarsening of M
by t.
Proof. The coarsening M = M ◦ t −1 by t of the measurement M also achieves the quantum
information bound (27) uniformly, i.e. i.θ; M / = I.θ/. Applying theorem 2 to this measurement,
we discover that the model is of the form (29), and (if necessary refining the measurement to
have rank 1 components) t can be considered as a function of the outcome of a measurement
of the observable X, and it achieves the classical Cramér–Rao bound for unbiased estimators
of θ based on this outcome. The density of the outcome (with respect to counting measure on
the eigenvalues of X) is found to be
c.θ/ exp{F.x; θ/} tr{ρ0 Π.x/},
where Π.x/ is the projector onto the eigenspace of X corresponding to eigenvalue x. Hence, up
to addition of functions of θ or x alone, F.x; θ/ is of the form θ t.x/.
The basic inequality (27) holds also when the dimension of θ is greater than 1. In that case,
the quantum information matrix I.θ/ is defined in equation (26) and the Fisher information
matrix i.θ; M/ is defined by
irs .θ; M/ = Eθ {lr .θ/ ls .θ/},
where lr denotes l=θr etc. Then inequality (27) holds in the sense that I.θ/ − i.θ; M/ is positive
semidefinite. The inequality is sharp in the sense that I.θ/ is the smallest matrix dominating all
i.θ; M/. However, it is typically not attainable, let alone uniformly attainable.
Theorem 2 can be generalized to the case of a vector parameter. This also leads to a general-
ization of theorem 3, which is the content of corollary 1 below.
Theorem 4. Let .ρ.θ/ : θ ∈ Θ/ be a twice-differentiable parametric quantum model. If
(a) there is a measurement M with i.θ; M/ = I.θ/ for all θ,
(b) ρ.θ/ is positive for all θ and
(c) Θ is simply connected
then, for any θ0 in Θ, there are an observable X and a function F (possibly depending on θ0 )
such that
ρ.θ/ = exp{ 21 F.X; θ/} ρ.θ0 / exp{ 21 F.X; θ/}:
Corollary 1. If, under the conditions of theorem 4, there is an unbiased estimator t of θ based
on the measurement M achieving condition (21), then the model is a quantum exponential
family of symmetric type (17) with commuting Tr .
Versions of these results have been known for some time; see Young (1975), Fujiwara and
Nagaoka (1995) and Amari and Nagaoka (2000); compare especially our corollary 1 with Amari
and Nagaoka (2000), theorem 7.6, and our theorem 4 with parts (I)–(IV) of the subsequent out-
lined proof in Amari and Nagaoka (2000). Unfortunately, precise regularity conditions and
detailed proofs seem to be available elsewhere only in some earlier publications in Japanese.
We have obtained the same conclusions, by a different proof, in the spin half pure state case,
example 7. This indicates that a more general result is possible without the hypothesis of posi-
tivity of the state. See Matsumoto (2002) for important new work on the pure state case.
The symmetric logarithmic derivative is not the unique quantum analogue of the classical
statistical concept of score. Other analogues include the right, left and balanced derivatives
obtained from suitable variants of equation (12). Each of these gives a quantum information
inequality and a quantum Cramér–Rao bound analogous to inequalities (27) and (21). See
Belavkin (1976) and (as yet) unpublished new work by this author. There is no general relation-
ship between the various quantum information inequalities when the dimension of θ is greater
than 1.
Asymptotic optimality theory for quantum estimation has only just started to be developed;
see Gill and Massar (2000), Gill (2001b) and Keyl and Werner (2003); for an application see
Hannemann et al. (2002).
7. Classical versus quantum

This section makes some general comments on the relationship between classical and quantum
probability and statistics. This has been a matter of heated controversy ever since the discov-
ery of quantum mechanics. It has mathematical, physical and philosophical ingredients, and
much confusion, if not controversy, has been generated by problems of interdisciplinary com-
munication between mathematicians, physicists, philosophers and more recently statisticians.
Authorities from both physics and mathematics, perhaps starting with Feynman (1951), have
promoted vigorously the standpoint that ‘quantum probability’ is something very different from
‘classical probability’. Malley and Hornstein (1993) concluded from a perceived conflict between
classical and quantum probability that ‘quantum statistics’ should be set apart from classical
statistics. Even Williams (2001) stated that nature chooses a different model for probability for
the quantum world than for the classical world.
In our opinion, though important mathematical and physical facts lie at the root of these
statements, they are misleading, since they seem to suggest that quantum probability and quan-
tum statistics do not belong to the field of classical probability and statistics. However, quan-
tum probabilities have the same meaning (whether you are a Bayesian or a frequentist) as
classical probabilities, and statistical inference problems from quantum mechanics fall squarely
in the framework of classical statistics. The statistical design problems are special to the
field.
Our stance is that the predictions which quantum mechanics makes of the real world are sto-
chastic in nature. A quantum physical model of a particular phenomenon allows us to compute
probabilities of all possible outcomes of all possible measurements of the quantum system. The
word ‘probability’ means here ‘relative frequency in many independent repetitions’. The word
‘measurement’ is meant in the broad sense of ‘macroscopic results of interactions of the quantum
system under study with the outside world’. These predictions depend on a summary of the
state of the quantum system. The word ‘state’ might suggest some fundamental property of a
particular collection of particles, but for our purposes all that we need to understand under the
word is ‘a convenient mathematical encapsulation of the information that is needed to make any
such predictions’. Some physicists argue that it is meaningless to talk of the state of a particular
particle: we can talk only of the state of a large collection of particles prepared in identical
circumstances; this is called a statistical ensemble. Others take the point of view that when one
talks about the state of a particular quantum system one is really talking about a property of the
mechanism which generated that system. Given that quantum mechanics predicts only prob-
abilities, as far as real world predictions are concerned the distinction between on the one hand
a property of an ensemble of particles or of a procedure to prepare particles and on the other
hand a property of one particular particle is a matter of semantics. However, if we would like to
understand quantum mechanics by somehow finding a more classical (intuitive) physical theory
in the background which would explain the observed phenomena, this becomes an important
issue. It is also an issue for cosmology, when there is only one closed quantum system under
study: the universe. At this level there is a remarkable difference between classical and quantum
probabilities: according to the celebrated theorem of Bell (1964), it is impossible to derive the
probabilities described in quantum mechanics by an underlying deterministic theory from which
the probabilities arise ‘merely’ as the reflection of statistical variation in the initial conditions,
unless we accept grossly unphysical non-locality in the ‘hidden variables’. Thus quantum prob-
abilities are fundamentally irreducible, in contrast with every other physical manifestation of
randomness that is known to us.
It follows from our standpoint that quantum statistics is classical statistical inference about
unknown parameters in models for data arising from measurements on a quantum system.
However, just as in biostatistics, geostatistics, etc., many of these statistical problems have a
common structure and it pays to study the core ideas and common features in detail. As we
have seen, this leads to the introduction of mathematical objects such as the quantum score,
quantum expected information, quantum exponential family, quantum transformation model
and quantum cuts; the names are deliberately chosen because of analogy and connections with
the existing notions from classical statistics.
Already at the level of probability (i.e. before statistical considerations arise) we can see a
deep and fruitful analogy between the mathematics of quantum states and observables on the
one hand and classical probability measures and random variables on the other. Note that col-
lections of random variables and collections of operators can both be endowed with algebraic
structure (sums, products, . . .). It is a fact that from an abstract point of view a basic structure
in probability theory—a collection of random variables X on a countably generated probability
space, together with their expectations X dP under a given probability measure P—can be
represented by a (commuting) subset of the set of self-adjoint operators Q on a separable Hilbert
space, together with the expectations tr.ρQ/ computed by using the trace rule under a given
state ρ. Thus a basic structure in classical probability theory is isomorphic to a special case of a
basic structure in quantum probability. Quantum probability, or ‘non-commutative probability
theory’ is the name of the branch of mathematics which takes as its starting-point the math-
ematical structure of states and observables in quantum mechanics. From this mathematical
point of view, one may claim that classical probability is a special case of quantum prob-
ability. The claim does entail, however, a rather narrow (functional analytic) view of classical
probability. Moreover, many probabilists will feel that abandoning commutativity is discarding
the key feature of ordinary probability theory, which makes it fun and allows sample space
arguments, coupling etc., since this broader mathematical structure has no analogue of the sam-
ple outcome ω, and hence no opportunity for a probabilist’s beloved probabilistic arguments.
As statisticians, we would like to argue (tongue in cheek) that quantum probability is merely a
special case of classical statistics. A quantum probability model is determined by specifying the
expectations of every observable. This is equivalent to specifying a family of classical probabil-
ity models: namely the joint probability distribution of the measurements of every commuting
subset of observables. The basic structure of quantum probability is mathematically equivalent
to a particular case of the basic structure of classical statistical inference—namely, an indexed
family of probability models.
8. Other topics
There are many further topics in quantum physics where more extensive use of knowledge and
techniques from classical statistics and probability seem likely to lead to substantial scientific
advances. However, classical concepts and results from the latter fields will often need con-
siderable modification or recasting to be suitable and relevant for the quantum world, as is
exemplified in parts of the previous sections.
Here we shall indicate briefly a few of the topics. The selection of these is motivated mainly
by our own current interests rather than by an aim to be in some way representative of the
broad picture. However, the topics listed are all subject to considerable developments in the
current literature. For more detailed accounts, with references to the physics and mathematics
literature, see Barndorff-Nielsen et al. (2001b, 2003).
8.1. Quantum tomography

In its simplest form, the problem of quantum tomography is as follows.
The simple harmonic oscillator is the basic model for the motion of a quantum particle in
a quadratic potential well on the real line. Precisely the same mathematical structure describes
oscillations of a single mode of an electromagnetic field (a single frequency in one direction
in space). In this type of structure we consider the quadrature observable at phase φ, given by
Xφ = Q cos.φ/ + P sin.φ/, where Q and P are the position and momentum operators. Here, the
underlying Hilbert space H is infinite dimensional and the operators Q and P can be charac-
terized abstractly by the commutation relationship [Q, P] = i1.
Given independent measurements of Xφ , with φ drawn repeatedly at random from the uni-
form distribution on .0, 2π], the aim is to reconstruct the unknown state ρ of the quantum
system. In statistical terms, we wish to do nonparametric estimation of ρ from n independent
and identically distributed observations .φi , xi /, with φi as just described and xi from the mea-
surement of Xφi . In quantum optics, measuring a single mode of an electromagnetic field in what
is called a quantum homodyne experiment, this would be the appropriate model with perfect
photodetectors. In practice, independent Gaussian noise should be added.
Some key references are Leonhardt (1997) and D’Ariano (1997a, b, 2001). Of special interest
is a maximum-likelihood-based approach to the problem that has been taken in recent work by
Banaszek et al. (2000). We think that it is a major open problem to work out the asymptotic
theory of this method, taking account of data-driven truncation, and possibly alleviating the
problem of the large parameter space by using Bayesian methods. The method should be tuned
to the estimation of various functionals of ρ of interest and should provide standard errors or
confidence intervals.
8.2. Quantum stochastic processes and continuous time measurements

In this paper we have focused directly on questions of quantum statistical inference. Of major
related importance are the areas of quantum stochastic processes and continuous time quantum
measurements. These are currently undergoing rapid developments, and the concept of quan-
tum instruments, discussed above, has a key role in parts of this. References to much of this work
are available in Biane (1995) (see also the more extensive account by Meyer (1993)), Percival
(1998), Holevo (2001a, b), Belavkin (2002) and Barndorff-Nielsen and Loubenets (2002).
There are quantum analogues of Brownian motion and Poisson processes, and more generally
of Lévy processes, and a quantum stochastic analysis based on these. Interesting combinations
of classical and quantum stochastic analysis occur in a variety of contexts, e.g. in Monte Carlo
simulation studies of the Markov quantum master equation; Mølmer and Castin (1996) is an
important early reference. The Markov quantum master equation is important particularly in
quantum optics, which is one of the currently most active and exciting fields of quantum physics.
Other, mainly mathematically motivated, studies have strongly algebraic elements, such as
in free probability. In this context a variety of ‘independence’ concepts have turned up, with
associated Lévy processes, etc. See Barndorff-Nielsen and Thorbjørnsen (2002a, b, c) and Franz
et al. (2001) and references given there. Note, moreover, that Biane and Speicher (2001) have
discussed a concept of free Fisher information.
8.3. Quantum tomography of operations

We have focused on quantum statistical models where only the state depends on an unknown
parameter. Of great interest is also the situation where an unknown operation acts on a known state.
Consider a quantum instrument N which produces no data but simply converts an input state
ρ into an output state σ.ρ; N /. By the general theory, σ.ρ; N / = Σi ni ρnÅi for some collection
of matrices ni satisfying Σ nÅi ni = 1. This representation is not unique but one can fix the ni by
making some identifying restrictions. One could then proceed to estimate the ni by feeding the
instrument with sufficiently many different input states ρ, many times, each time carrying out
sufficiently many different measurements on the output state.
It has recently been discovered that there is an extremely effective shortcut to this proce-
dure. Consider two copies of the original quantum system, supposed√ here to be of dimension
d. Consider the maximally entangled state |Ψ = Σj |j ⊗ |j= d on the product system. Now
allow the instrument N to act on the first component of the product system, while the second
component is left unchanged. The output state, also on the product system, has density matrix
σ.|ΨΨ|; N ⊗ I/ where I denotes the identity instrument. It turns out that the output state
completely characterizes N. In fact, there is a one-to-one correspondence between on the one
hand completely positive dataless instruments N and on the other hand density matrices on the
product system such that the reduced density matrix of the second component is the completely
mixed state Σj |jj|=d (i.e. the same as the reduced density matrix of the second component
initially, which is left unchanged by the procedure).
Thus we do not need to probe the instrument with many different input states but can effective-
ly probe it with all inputs simultaneously, by exploiting quantum entanglement with an auxiliary
system. The problem has been converted into a quantum statistical model σ.|ΨΨ|; N⊗I/ with
parameter being the unknown instrument N.
This procedure has been pioneered by D’Ariano and Lo Presti (2001) and has already been
exploited experimentally.
8.4. Conclusion
This paper has, in brief form, presented our current view of a role for statistical inference in
quantum physics. We are keenly aware that many relevant parts of quantum physics and quan-
tum stochastics have not been reviewed or have only been touched on.
Acknowledgements
We gratefully acknowledge Mathematische Forschungsinstitut Oberwolfach for support through
the ‘Research in pairs’ programme, and the European Science Foundation’s programme on
quantum information for supporting a working visit to the University of Pavia.
We have benefited from conversations with many colleagues. We are particularly grateful to
Elena Loubenets, Hans Maassen, Franz Merkl, Klaus Mølmer and Philip Stamp.
References
Amari, S.-I. and Nagaoka, H. (2000) Methods of Information Geometry. Oxford: Oxford University Press.
Aspect, A., Dalibard, J. and Roger, G. (1982) Experimental test of Bell’s inequalities using time-varying analysers.
Phys. Rev. Lett., 49, 1804–1807.
Banaszek, K., D’Ariano, G. M., Paris, M. G. A. and Sacchi, M. F. (2000) Maximum-likelihood estimation of the
density matrix. Phys. Rev. A, 61, 010304(R).
Barndorff-Nielsen, O. E. and Cox, D. R. (1994) Inference and Asymptotics. London: Chapman and Hall.
Barndorff-Nielsen, O. E. and Gill, R. D. (2000) Fisher information in quantum statistics. J. Phys. A, 33, 4481–4490.
Barndorff-Nielsen, O. E., Gill, R. D. and Jupp, P. E. (2001a) Quantum information. In Mathematics Unlimited—
2001 and Beyond, part I (eds B. E. Engquist and W. Schmid), pp. 83–107. Heidelberg: Springer.
Barndorff-Nielsen, O. E., Gill, R. D. and Jupp, P. E. (2001b) On quantum statistical inference. Research Report
2001-19. Centre for Mathematical Physics and Stochastics, University of Aarhus, Aarhus. (Available from
http://arxiv.org/abs/quant-ph/0307189.)
Barndorff-Nielsen, O. E., Gill, R. D. and Jupp, P. E. (2003) Quantum statistics. To be published.
Barndorff-Nielsen, O. E. and Koudou, A. E. (1995) Cuts in natural exponential families. Teor. Veroy. Primen., 2,
361–372.
Barndorff-Nielsen, O. E. and Loubenets, E. R. (2002) General framework for the behaviour of continuously
observed quantum systems. J. Phys. A, 35, 565–588.
Barndorff-Nielsen, O. E. and Thorbjørnsen, S. (2002a) Selfdecomposability and Lévy processes in free probability.
Bernoulli, 8, 323–366.
Barndorff-Nielsen, O. E. and Thorbjørnsen, S. (2002b) Lévy laws in free probability. Proc. Natn. Acad. Sci. USA,
99, 16568–16575.
Barndorff-Nielsen, O. E. and Thorbjørnsen, S. (2002c) Lévy processes in free probability. Proc. Natn. Acad. Sci.
USA, 99, 16576–16580.
Belavkin, V. P. (1976) Generalized Heisenberg uncertainty relations, and efficient measurements in quantum
systems. Theor. Math. Phys., 26, 213–222.
Belavkin, V. P. (2002) Quantum causality, stochastics, trajectories and information. Rep. Prog. Phys., 65, 353–420.
Bell, J. S. (1964) On the Einstein Podolsky Rosen paradox. Physics, 1, 195–200.
Bennett, C. H., DiVincenzo, D. P., Fuchs, C. A., Mor, T., Rains, E., Shor, P. W., Smolin, J. A. and Wootters,
W. K. (1999) Quantum nonlocality without entanglement. Phys. Rev. A, 59, 1070–1091.
Biane, P. (1995) Calcul stochastique non-commutatif. Lect. Notes Math., 1608, 1–96.
Biane, P. and Speicher, R. (2001) Free diffusions, free entropy and free Fisher information. Ann. Inst. H. Poincaré
Probab. Statist., 37, 581–606.
Brandt, S. and Dahmen, H. D. (1995) The Picture Book of Quantum Mechanics. Heidelberg: Springer.
Braunstein, S. L. and Caves, C. M. (1994) Statistical distance and the geometry of quantum states. Phys. Rev.
Lett., 72, 3439–3443.
Christensen, B. J. and Kiefer, N. M. (1994) Local cuts and separate inference. Scand. J. Statist., 21, 389–401.
Christensen, B. J. and Kiefer, N. M. (2000) Panel data, local cuts and orthogeodesic models. Bernoulli, 6, 667–678.
Cox, D. R. and Hinkley, D. V. (1974) Theoretical Statistics. London: Chapman and Hall.
D’Ariano, G. M. (1997a) Quantum estimation theory and optical detection. In Quantum Optics and the Spec-
troscopy of Solids (eds T. Hakioğlu and A. S. Shumovsky), pp. 135–174. Amsterdam: Kluwer.
D’Ariano, G. M. (1997b) Measuring quantum states. In Quantum Optics and the Spectroscopy of Solids (eds
T. Hakioğlu and A. S. Shumovsky), pp. 175–202. Amsterdam: Kluwer.
D’Ariano, G. M. (2001) Tomographic methods for universal estimation in quantum optics. In Proc. Scuola E.
Fermi Experimental Quantum Computation and Information, Varenna. Bologna: Editrice Compositori.
D’Ariano, G. M. and Lo Presti, P. (2001) Quantum tomography for measuring experimentally the matrix elements
of an arbitrary quantum operation. Phys. Rev. Lett., 86, 4195–4198.
Davies, E. B. (1976) Quantum Theory of Open Systems. London: Academic Press.
Davies, E. B. and Lewis, J. T. (1970) An operational approach to quantum probability. Communs Math. Phys.,
17, 239–260.
Feynman, R. P. (1951) The concept of probability in quantum mechanics. In Proc. 2nd Berkeley Symp. Mathe-
matical Statistics and Probability, pp. 533–541. Berkeley: University of California Press.
Franz, U., Léandre, R. and Schott, R. (2001) Malliavan calculus and Skorohod integration for quantum stochastic
processes. Inf. Dim. Anal. Quant. Probab. Reltd Top., 4, 11–38.
Fujiwara, A. and Nagaoka, H. (1995) Quantum Fisher metric and estimation for pure state models. Phys. Lett.
A, 201, 119–124.
Gardiner, C. W. and Zoller, P. (2000) Quantum Noise, 2nd edn. Berlin: Springer.
Gill, R. D. (2001a) Teleportation into quantum statistics. J. Kor. Statist. Soc., 30, 291–325.
Gill, R. D. (2001b) Asymptotics in quantum statistics. In State of the Art in Probability and Statistics, Festschrift
for W. R. van Zwet (eds M. C. M. de Gunst, C. A. J. Klaassen and A. W. van der Vaart), pp. 255–285. Hayward:
Institute of Mathematical Statistics.
Gill, R. D. (2003) Accardi contra Bell (cum mundi): the impossible coupling. In Mathematical Statistics and
Applications: Festschrift for Constance van Eeden (eds M. Moore, S. Froda and C. Léger). Beachwood: Institute
of Mathematical Statistics.
Gill, R. D. and Massar, S. (2000) State estimation for large ensembles. Phys. Rev. A, 61, 2312–2327.
Gilmore, R. (1994) Alice in Quantum Land. Wilmslow: Sigma.
Hannemann, T., Reiss, D., Balzer, C., Neuhauser, W., Toschek, P. E. and Wunderlich, C. (2002) Self-learning
estimation of quantum states. Phys. Rev. A, 65, 050303-1–050303-4.
Helstrom, C. W. (1976) Quantum Detection and Information Theory. New York: Academic Press.
Holevo, A. S. (1982) Probabilistic and Statistical Aspects of Quantum Theory. Amsterdam: North-Holland.
Holevo, A. S. (2001a) Statistical structure of quantum theory. Lect. Notes Phys. Monogr., 67.
Holevo, A. S. (2001b) Lévy processes and continuous quantum measurements. In Lévy Processes—Theory and
Applications (eds O. E. Barndorff-Nielsen, T. Mikosch and S. Resnick), pp. 225–239. Boston: Birkhäuser.
Isham, C. (1995) Quantum Theory. Singapore: World Scientific.
Keyl, M. and Werner, R. F. (2003) Estimating the spectrum of a density operator. Phys. Rev. A, 64, 052311-1–
052311-5.
Kraus, K. (1983) States, effects and operations: fundamental notions of quantum theory. Lect. Notes Phys., 190.
Leonhardt, U. (1997) Measuring the Quantum State of Light. Cambridge: Cambridge University Press.
Loubenets, E. R. (2001) Quantum stochastic approach to the description of quantum measurements. J. Phys. A,
34, 7639–7675.
Malley, J. D. and Hornstein, J. (1993) Quantum statistical inference. Statist. Sci., 8, 433–457.
Matsumoto, K. (2002) A new approach to the Cramér-Rao-type bound of the pure state model. J. Phys. A, 35,
3111–3123.
Meyer, P.-A. (1993) Quantum probability for probabilists. Lect. Notes Math., 1538.
Mølmer, K. and Castin, Y. (1996) Monte Carlo wavefunctions. Coher. Quant. Opt., 7, 193–202.
Mooij, J. E., Orlando, T. P., Levitov, L., Tian, L., van der Wal, C. H. and Lloyd, S. (1999) Josephson persistent-
current qubit. Science, 285, 1036–1039.
Nielsen, M. A. and Chuang, I. L. (2000) Quantum Computation and Quantum Information. New York: Cambridge
University Press.
Ozawa, M. (1985) Conditional probability and a posteriori states in quantum mechanics. Publ. RIMS Kyoto
Univ., 21, 279–295.
Percival, I. (1998) Quantum State Diffusion. Cambridge: Cambridge University Press.
Peres, A. (1995) Quantum Theory: Concepts and Methods. Dordrecht: Kluwer.
Weihs, G., Jennewein, T., Simon, C., Weinfurter, H. and Zeilinger, A. (1998) Violation of Bell’s inequality under
strict Einstein locality conditions. Phys. Rev. Lett., 81, 5039–5043.
Williams, D. (2001) Weighing the Odds. Cambridge: Cambridge University Press.
Wiseman, H. M. (1999) Adaptive quantum measurements (summary). In Miniproc. Wrkshp Stochastics and Quan-
tum Physics, miscellanea, 14. Aarhus: University of Aarhus.
Young, T. Y. (1975) Asymptotically efficient approaches to quantum-mechanical parameter estimation. Inform.
Sci., 9, 25–42.
Discussion on the paper by Barndorff-Nielsen, Gill and Jupp

Luigi Accardi (Università di Roma “Tor Vergata”)
First I thank the Royal Statistical Society for inviting me to propose the vote of thanks to Ole Barndorff-
Nielsen, Richard Gill and Peter Jupp for their paper. This is something that I do with great pleasure because
quantum probability has originated a major change in the landscape of modern probability theory and it
is time that the implications of this radical innovation for statistics begin to be felt. The first attempts to
interest statisticians in quantum probability go back to the mid-1980s and I would like to devote a thought
to the memory of Jeff Watson who was historically the first statistician to become deeply involved in this
field. I hope that now, after 20 years, the time is riper for this potentially historic operation.
This paper is on quantum statistics and probably most of the audience are aware of the strong and, at
the same time touchy, connections between classical probability and classical statistics. Therefore some of
you might be amused to confirm that the tradition continues even if you add the adjective ‘quantum’ to
both disciplines.
I shall try to frame the present paper within the general context of quantum probability first from a
conceptual point of view and then from a more mathematical point of view. Since time is short, I have
chosen to proceed by short questions and schematic answers whose main role should be to stimulate further
questions.
What is quantum probability?
Quantum probability is a non-Kolmogorovian probabilistic model whose role in probability is analogous
to the role of non-Euclidean models in geometry. Algebraic probability theory includes both the quantum
806 Discussion on the Paper by Barndorff-Nielsen, Gill and Jupp
and the classical probabilistic model, just like differential geometry includes both the Euclidean and the
non-Euclidean model.
Do we need quantum probability?
We need quantum probability in the same sense as we need non-Euclidean models. If you have three non-
Euclidean angles, you are not obliged to describe them by means on a non-Euclidean triangle. But in some
cases this is useful both for intuition and for doing calculations. The same happens for probability.
Can we characterize the Kolmogorovianity or non-Kolmogorovianity of a given set of statistical data?
Yes, we can characterize the Kolmogorovianity by means of the statistical invariants, which are the prob-
abilistic counterpart of the geometrical invariants, like curvature.
Beyond the quantum model are there other non-Kolmogorovian models?
There are infinitely many possibilities and a full classification is out of reach. It is just the same as in
geometry.
The empirical evidence supporting the quantum model is impressive: is there any empirical evidence of emer-
gence of non-Kolmogorovian models outside quantum physics, e.g. in biology, medicine, economics,...?
I am sure that there are but I have not yet found any.
Can you explain intuitively from where the non-Kolmogorovian statistics arise?
There are two main sources of differences: one is the existence of incompatible (non-simultaneously mea-
surable) observables; the other is that some inductive arguments (typically the counterfactual argument)
can be applied to passive but not to adaptive systems. There are many examples of incompatible events in
the classical world. For a classical system the prototype of a passive property is the colour of a ball in a
box and the prototype of an adaptive property is the colour of a chameleon in a box.
What is the mathematical difference between a quantum model and a Kolmogorovian model?
A quantum model is an infinite bunch of Kolmogorovian models (abelian algebras) glued together to
produce a single new mathematical structure (non-abelian algebra). If you restrict a quantum model on
an abelian subalgebra you obtain a Kolmogorovian model. Keeping fixed the quantum state and vary-
ing the abelian subalgebra, you obtain infinitely many Kolmogorovian models. These uniquely determine
the quantum model (Gleason’s theorem). Quantum tomography studies the following question: given a
quantum state, what is a minimal set of its Kolmogorovian restrictions that is sufficient to determine it?
What, in classical probability, plays the role of the ‘parallel axiom’ in classical geometry?
Bayes’s definition of conditional probability, which, in fact, is equivalent to five independent axioms, plays
the role of the parallel axiom. For each of these axioms one can find counter-examples showing that there
are physical situations where this axiom is not physically justified.
How does the difference between the quantum and the classical model emerge in the positive operator valued
measures discussed in this paper?
The difference between the quantum and the classical model emerges through the theory of composite
systems and the theory of quantum conditioning, which is the most important point where the parallelism
between classical and quantum models breaks down.
How do positive operator valued measures arise?
Consider a composite system S × SM (where S denotes a system and SM the measurement apparatus)
and apply the same construction, used in the answer to the question about the mathematical difference
between a quantum and a Kolmogorovian model, not to the whole composite system, but only to the
apparatus. This means that a quantum conditional expectation (rather than a state) is restricted to an
abelian subalgebra of the apparatus but the algebra of the system is not changed. This gives an object
which is half classical and half quantum. This is a positive operator valued measure. The classical analogue
of a positive operator valued measure is a familiar Markov transition probability.
Dorje C. Brody (Imperial College, London)

I agree with the authors concerning the importance of extending statistical data analysis to the results
of quantum measurements. The fact that statisticians are now addressing this issue is quite encouraging,
although I have some reservations regarding the presentation of the subject.
The authors note that the paper is intended to introduce quantum inference problems to the statistical
community. However, I am slightly concerned by their starting from the relatively difficult concept of
mixed state density matrices, without a clear exposition of the significance of pure states (wave functions).
Discussion on the Paper by Barndorff-Nielsen, Gill and Jupp 807
ξθ
S
Statistical model M
Fig. 1. Square-root density functions correspond to points in the positive orthant of the unit sphere S in
Hilbert space H: for a parametric density function, the state lies on a submanifold M of S with metric given
by the Fisher information matrix
This might convey the impression, to readers who are unfamiliar with quantum mechanics, that the essence
of quantum inference is simply the replacement of the probability density function by a density matrix.
Hence, I shall, instead, focus on the nature of pure states.
Probability theory typically involves a density function p.x|θ/ which may depend on a set of parameters
{θ}. In statistics, we often consider the log-likelihood function lθ .x/ √ = ln{p.x|θ/}. However, in physics
we naturally work with the square-root density function ξθ .x/ = p.x|θ/, which permits a formulation
of the problem in a real Hilbert space context. This was recognized by Mahalanobis (1930, 1936) and
Bhattacharyya (1943, 1946). In particular, if the state ξθ .x/ depends on a set of parameters, then the sta-
tistical model is represented by a finite dimensional submanifold M of the unit sphere S ⊂ H, where the
Fisher information determines the Riemannian metric on M (Rao, 1945, 1947). See Fig. 1. This leads to
the notion of information geometry (see Burbea (1986)).
Note, however, that √ to recover the probability we must square the state ξ, indicating that we could
have defined ξ = − p as the negative root of p. Thus, the relevant state space consists of equivalence
classes, i.e. rays through the origin of H. Hence, all aspects of classical probability can be characterized
by geometric features of real projective spaces (Brody and Hughston, 1999). This idea can be extended by
allowing the state ξ to be a complex-valued function, the probability being defined by p = |ξ|2 . Such a
complex-valued function is what physicists call a wave function or a pure state.
However, complex-valued states are considered in quantum mechanics not merely because this remains
consistent with probability laws but rather because they are indispensable for the study of quantum sys-
tems. The role of complex numbers in quantum mechanics is twofold: first, a complex number rotates a
state by the angle 21 π. Second, it determines the ‘direction of time’ via Schrödinger’s equation. The latter
point implies that quantum mechanics is not a static but a dynamic theory. These two features are relevant
to the estimation problem that is discussed below.
Now, if the quantum state depends on a set of unknown parameters, then the various problems of
statistical inference can be cast in a Hilbert space setting à la Efron. The inference problem for pure states
has been extensively studied in the literature (see, for example, Burbea and Rao (1984), Caianiello (1983),
Caianiello and Guz (1988) and Brody and Hughston (1996, 1997, 1998); see also Yuen et al. (1975),
Helstrom (1982) and Brody and Meister (1996) for further work on quantum hypothesis testing that
extends earlier results by Helstrom and Holevo). Citation of these results would make the paper more
informative to statisticians who are familiar with information geometry and asymptotic inference or stand-
ard hypothesis testing.
To illustrate the subtlety of pure state estimation, consider the inference problem in Section 6 (example 7).
Given a pair of spin half eigenstates |↑ and |↓, a generic pure state is expressible as |ξ.θ, φ/ = cos. 21 θ/|↑ +
sin. 21 θ/ exp.iφ/|↓. The value of θ is assumed fixed, and we seek to estimate the unknown parameter φ.
However, unlike the problems in classical estimation theory, where the state remains static, the complex
square-root density function |ξ evolves in time (the second role of the complex number). More precisely,
only an energy eigenstate can be static in quantum physics.
In this example, unitary evolution consists in rigid rotation of the state space around the axis defined
by the spin eigenstates (Fig. 2). Therefore, the value of θ will remain fixed, whereas the value of φ, to be
estimated, varies according to φ = ωt .mod.2π//, where ω is the difference in energy of the two eigenstates.
-up
>
spin
ξ=cos (θ/2) > + sin (θ/2)eiφ >
uncertainty relation:
ξ
h
θ ∆T -> 2 ∆H
φ
φ = ωτ [2π]
spi Schrodinger
n-d
ow Dynamics
n >
Fig. 2. Spin half state space: a generic state is expressible as a superposition of the spin-up and spin-down
eigenstates; Schrödinger evolution corresponds to the rigid rotation of the sphere around the poles determined
by the eigenstates; the ‘speed’ of the Schrödinger trajectory is determined by the Anandan–Aharanov relation;
owing to the energy–time relation, the lower bound on time precision precludes the ‘preparation’ of a state
with a definite relative phase φ
exponential
H family
exp(φH)
quantum
trajectories
exp(iφH)
Fig. 3. One-parameter family of exponential curves and one-parameter families of unitary trajectories: the
unitary trajectories are everywhere orthogonal to the corresponding exponential family; consequently, the
Cramér–Rao lower bound is never attained for the estimation of the unitary trajectory
In this situation, the proper formulation of an estimation problem appears obscure. This can be reme-
died by prescribing that the time parameter t is the object of estimation, but then the results concerning
quantum exponential families and the attainability of the Cramér–Rao bound no longer apply.
To see this, apply the formulation of Efron (1975) to the square-root density function rather than to the
log-likelihood function. Then, as illustrated in Fig. 3 (see Brody and Hughston (1996) for the proof), if
the exponential family admits the form exp.φH/ where H is a random variable, the trajectories of the one-
parameter family of unitary transformations exp.iφH/ are everywhere orthogonal to the corresponding
exponential family (first role of the complex number). Therefore, although the quantum exponential fam-
ilies that were investigated by the authors presumably are relevant in some physical contexts, the authors
have yet to demonstrate this in specific examples.
As for mixed states, these are just (classical) probability distributions ρ.ξ/ over the space of complex
square-root likelihood
functions. The density matrix ρ̂ is defined by the first quadratic moment of the
distribution: ρ̂ = |ξξ|ρ.ξ/ dξ, where the integration extends over the pure state space. For standard
linear observables, the information contained in ρ̂ suffices to determine all statistical properties of the
system. Thus, an alternative approach to quantum inference would be to take the classical results that
are readily applicable to ρ.ξ/, and then to project out the component of the first moment to restore the
corresponding quantum results. An apparent paradox arises in that, if ρ.ξ/ is a classical exponential family,
then the corresponding density matrix ρ̂ is not an exponential family as defined in the paper. I hope that
the authors will further investigate this issue in their forthcoming book on the subject.
The vote of thanks was passed by acclamation.

V. P. Belavkin (University of Nottingham)
The development in the early 1970s of the statistical inference theory initiated in Helstrom (1967), which
is based on the non-Kolmogorov quantum probability, not only opened a new direction in statistics but
also helped to clarify some problems of quantum theory. It made it possible to introduce the concept of
an approximate measurement of incompatible observables described by non-commuting operators and
enabled the solution of various problems in the quantum theory of information and communication
(Belavkin and Grishanin, 1973; Belavkin, 1975a), e.g. to give for pure states a precise formulation of a
generalized Heisenberg uncertainty principle for quantities such as the time and energy, or phase and
number of quanta (Helstrom, 1973, 1974), and to define precisely what is a measurement of the time and
phase in quantum mechanics (Belavkin, 1975b). The present paper gives a nice elementary introduction
to the subject of quantum statistical inference which is particularly suitable for statisticians as well as
for physicists and it reviews mostly recent advances into this subject. However, it leaves many interesting
questions raised by that development untouched; see for example Gill and Massar (2000) and Petz (2003).
It would also be useful to have an overview of the achievements of the earlier development of quantum
estimation and hypotheses testing theory (Belavkin, 1972, 1975c) and to review formulations and results
obtained from the more contemporary point of view of quantum probability and mathematical quantum
theory. Some of the references on quantum statistics that have been omitted are Stratonovich (1973), Yuen
and Lax (1973) and Belavkin (1976), and these may to some extent complement this review.
John T. Kent (University of Leeds)

The paper has offered a fascinating glimpse into the world of quantum probability and associated ques-
tions of statistical inference. I shall explore some links to other branches of statistics, especially shape
analysis. For background information, see, for example, Dryden and Mardia (1998), especially chapters
4, 6 and 9. The basic building-block in quantum probability is the set of d × d Hermitian, positive defin-
ite complex matrices ρ with trace 1. In addition we can impose a rank restriction, rank.ρ/ = m, for some
fixed m, 1 m d.
When m = 1, there is a close connection to the representation of the shape of a configuration of d + 1
points or landmarks in two-dimensional real space. Such a configuration can be represented as a .d + 1/-
dimensional complex vector. Recall that the shape of a configuration consists of the information invariant
under changes in location, scale and rotation. Location effects can be removed by taking a set of d ortho-
normal contrasts between the landmarks, yielding a d-dimensional complex vector µ, say. Size effects can
be removed by scaling µ to have unit size, µÅ µ = 1. Rotation, i.e. the equivalence of µ and exp.iψ/µ,
0 ψ < 2π, can be removed by focusing on the rank 1 matrix ρ = µµÅ .
A similar representation holds for m 1 if we shift attention to the slightly modified concept of ‘reflec-
tion shape’. In this case the shape information can be coded by a real d × d matrix ρ of rank m. This
representation forms the basis for classical multidimensional scaling.
In the setting m = 1 and ρ complex, we can ask whether it makes sense to consider inference from a
Bayesian point of view, i.e. to put a prior on ρ or equivalently on µ. If so, there are several choices from
shape analysis obtained by either conditioning or projecting suitable multivariate normal distributions on
shape space, e.g. the complex Bingham distribution, the complex angular central Gaussian distribution
and the Mardia–Dryden distribution. In principle, these models can be extended to the cases m 1 and/or
ρ real, and some work has already been done in the reflection shape context.
Conversely, the quantum exponential and transformation models of Section 4 may have a useful role
in providing models for systematic changes of shape in shape analysis. So far, the available models have
either been limited to simple changes (e.g. a great circle path on a sphere) or to small scale changes, in
which case standard multivariate techniques can be used on a tangent plane to shape space.
Finally, it would be interesting to know the status of the statistical models in the paper. To what extent
are they empirical (i.e. chosen for their tractability and convenience) and to what extent are they scientific
(i.e. governed by some underlying physical principles)?
Dorje C. Brody (Imperial College, London)

Professor Kent has pointed out an apparent resemblance between the statistical theory of shape and cer-
tain aspects of quantum theory. This can be made more precise by noting that the shape space of k labelled
points on a plane can be identified with the space of pure quantum states of dimension k − 2. However, this
correspondence applies only to planar configurations, and not those in higher dimensions. Nevertheless,
this suggests the possibility of applying quantum theoretical methods to the statistical theory of shapes,
or conversely. Further details on this correspondence are investigated elsewhere (Brody, 2003).
Professor Kent has also queried the relevance of mixed states in this context. Each mixed state density
matrix in quantum mechanics represents an equivalence class of distributions of different point config-
urations. For example, for a Markovian diffusion of shapes, this leads to a Lindblad-type equation for
the deterministic evolution of the density matrix. Professor Kent’s comment thus leads to an important
question, namely to what extent would density matrices suffice in representing statistical information
concerning the distribution of different shapes?
N. H. Bingham (Brunel University, Uxbridge)

I very much welcome this paper, with its avowed intent of introducing the statistical community to quan-
tum statistical inference. To my knowledge, the first such attempt at cross-fertilization between quantum
physics (an intrinsically statistical theory) and statistics was the paper of Jose E. Moyal (1910–1998) in the
‘Symposium on stochastic processes’ on June 7th, 1949, organized by Moyal, Bartlett and D. G. Kendall
(Moyal, 1949). Incidentally, Moyal’s work of this period has undergone a recent revival (Moyal quanti-
zation), in contexts such as quantum groups and non-commutative geometry (Chari and Pressley (1994),
pages 2–3, Connes (1994) and Gani (1998)). It would be interesting to see such work related to this paper.
The theory of Section 6, on quantum and classical Fisher information, is very attractive. Ideas of infor-
mation in statistics go back to Fisher, to Cramér and Rao, to Kullback and others (Barndorff-Nielsen
(1978), which is modestly uncited); see Barndorff-Nielsen and Cox (1994) and Severini (2000). A text-
book exposition of the extension of this classical (and modern) theory to the quantum–non-commutative
context would be valuable, and I look forward to the authors’ forthcoming book on this score.
In Sections 7 and 8.2, the authors allude to some of the extensive literature on quantum and free prob-
ability. It would be a valuable service to the probability community to see more details on the relationship
between the ideas of this paper and those of, inter alia, Meyer (1995) and Voiculescu (2000).
Quantum stochastic calculus is now recognized as a field in its own right (classification 81S25 in the
Mathematical Reviews classification scheme). One wonders what it may have to offer here.
The following contributions were received in writing after the meeting.
Jeremy G. Frey (University of Southampton)

As a Physical Chemist involved in experimental and theoretical spectroscopy the phrase quantum sta-
tistics triggers ideas of Bose–Einstein and Fermi–Dirac statistics, and statistical mechanics. As practising
chemists we usually view the rules of quantum mechanics as a recipe for deriving a probability, which
I think we then frequently treat somewhat classically unless we are involved in a series of experiments on
the same object, in which case as the paper makes clear the result of the measurement in collapsing the
system state makes for classically unexpected results.
The significant developments in quantum information often pass us by other than interests in the
Einstein–Podolsky–Rosen ‘paradox’ and thus Bell’s inequalities and the Aspect experiments. The math-
ematical developments in quantum probability are beyond our normal purview but the interaction of
quantum probabilities with classical statistics is a significant issue as most of our experiments and appa-
ratus are not 100% efficient and suffer from background and other effects. As I understand it this means
that the experiments that test Bell’s inequalities, and other photonics experiments that were referred to
in the paper and the presentation, are not ‘perfect’ but are statistical demonstrations of the ‘truth’ of the
underlying quantum relationship. If this is so then it would have been very useful to have shown some
data from these ‘simple’ two-state experiments to provide more insight into the working of the theoretical
framework that is provided in the paper.
The rise of quantum computing (and the use of nuclear magnetic resonance in this regard) is bringing
this area into much higher view. In this area the limitations in the application of different experimental
systems to quantum computing seem to arise from the loss of coherence in the systems, due to interactions
with the ‘outside’. Can this loss of coherence and the way that it influences the carriage of quantum infor-
mation be viewed as applying or supplying an increased level of uncertainty to the quantum system, i.e.
as an externally supplied almost classical randomness and thus amenable to standard statistical treatment
(to investigate repeats of the experiment), or should or must it be included as part of the quantum level
description? Another area of practical concern to spectroscopists is how much of the statistics that is typi-
cally applied to a large ensemble of molecules can be applied to the work undertaken on single molecules?
I wonder whether this work can help in this regard.
Inge S. Helland (University of Oslo)

The authors are to be congratulated on a very interesting paper on an extremely interesting topic: the inter-
play between quantum theory and ordinary statistical theory. This area has moved forward considerably
since Max Born first suggested his statistical interpretation of quantum mechanics, which was nothing but
the now well-known probabilistic interpretation of the modulus squared of the wave function. As I see it,
it should be possible to move even further along this route: quantum theory is a statistical theory. It is not
‘mechanics’ limited to describing the movement of particles. It is capable of doing probabilistic prediction
of essentially every phenomenon in the microworld, just as ordinary statistics is capable of modelling and
predicting essentially every phenomenon in the macroworld.
The relationship between quantum theory and statistics has been discussed by many, most recently by
Loubenets (2003) in an abstract common modelling and inference framework. To develop this link further
in a more direct setting, an obvious task would be to extend the ordinary statistical paradigm, based as it is
essentially only on models as classes of probability measures. This has already been proposed for completely
different reasons by McCullagh (2002). Some obvious candidates for such extensions are symmetry by
using group theory, diversity of evidence (Barndorff-Nielsen, 1995) by using complementary parameters
and complementary experiments and model reduction. In Helland (2003a, b) attempts are made to take
quantum theory along such directions. Although there are still unsettled questions, the results definitely
seem sufficiently promising to deserve further discussion. In my view, it should be possible ultimately to
find a quantum theory where formal elements are derived, not assumed in the axiomatic basis. This may
also give some unified theory of inference, where parts can be useful also for other applied disciplines.
Jan-Åke Larsson (Linköping University)

Regarding Section 7, ‘Classical versus quantum’, it is true that from an abstract point of view a basic
structure in probability theory is isomorphic to a special case of a basic structure in quantum probability,
and that this entails a rather narrow (functional analytic) view of classical probability. It is also true that
the basic structure in quantum probability is isomorphic to a particular case of the basic structure of
classical statistical inference. I would like to argue (tongue in cheek) that this claim entails a rather narrow
(parameter-model-oriented) view of quantum probability. Moreover, many quantum probabilists will feel
that only using a family of classical probability models with sufficiently many parameters is ‘discarding the
key feature of ordinary probability theory’ since this broader mathematical structure has no analogue of
the Hilbert space, and hence no opportunity for a quantum probabilist’s beloved co-ordinate transfor-
mations.
The parameter-model-oriented mathematical structure contains quantum probability and much more;
it is, in its pure form, too general. Of course, Barndorff-Nielsen, Gill and Jupp are aware of this; the paper
uses the Hilbert space formalism to find appropriate model families and notions that are useful for sta-
tistical inference. Here, the parameter-model-oriented approach is the tool and therefore from this point
of view quantum probability does belong to the field of classical statistics. However, Sections 2–6 suggest
that this claim is true only after having used the quantum language to establish classical parameters in
some family of quantum models.
Recall that the ‘difference’ between quantum and classical is only visible in situations where the influence
of the parameters is restricted for some physical or philosophical reason. For instance, the Bell inequality
that is mentioned in the paper requires that the parameter influence is spatially local. This imposes certain
restrictions on any classical probability model for the system, which is violated by the quantum mechanical
predictions. These restrictions are not violated by current experiments because of practical limitations, so
the experimental data allow a classical (ad hoc) probabilistic model; see Larsson (1998, 1999). An example
of a consequence is the existence of a Trojan horse in the supposedly secure Bell-inequality-based quantum
cryptography (Larsson, 2002).
In any case, restrictions of this type are not to be found in the parameter models that are discussed
in the paper. Thus, regardless of any ‘difference’ between quantum and classical, only classical statistical
properties emerge in this context. I would argue that this is a property of the formulation of the problem
rather than of the underlying system.
N. K. Majumdar (London)
I would like to quote Karl Popper’s statement that quantum theory is a statistical subject, which supports
the paper. I also support the idea that quantum theory does not necessarily need a new definition of
probability which is different from what the statistician is used to. All quantities of interest such as the
probability density represented by |ψ|2 or even by the probability current density can be fully understood
by classical probability.
My next remark is concerned with the fact that the wave function formulation of quantum mechanics
is more familiar to many. The wave function not only gives the position probability |ψ|2 but can also be
expanded into a probability distribution of eigenfunctions for each observable. So, we can find a probability
distribution for each observable. A statistical study may conceivably be made of how the wave function
combines, the probabilistic distribution of eigenvalues and the position probability densities as well as the
deterministic evolution of ψ in time.
Marco Minozzo (University of Perugia)

My comments will focus on some foundational questions on the violation of Bell inequalities which
although touched on marginally in this paper are of great concern also to the authors (Barndorff-Nielsen
et al., 2001; Gill, 2003a, b). Since Bell (1964), physicists are still looking for a loophole-free correlation
experiment to settle definitively the questions surrounding the experimental violations that have been
reported in the literature. Leaving aside the experiment by Aspect et al. (1982) where the periodic transi-
tion probabilities were a major concern (Aspect, 1999; Minozzo, 2000), here I would like to stress that for
virtually all other experiments it seems to have been the (more or less explicit) assumption of ‘rotational
invariance’ of the correlation measurements that led to the violations claimed. To my knowledge, this
assumption has never been proved and the only empirical evidence that is available so far for the correla-
tion measurements is for an (approximate) cosine-like law for some (not all) absolute orientations.
Let us consider the ideal setting of the Einstein–Podolsky–Rosen–Bohm Gedankenexperiment and
assume that, for the gathering of the correlation measurements, four runs are performed in which the
source is rotated alongside with the orientation of analyser A. To model this we need a family of stochastic
processes .Λϕs ,n / for the source and two other families .Aϕa ,ϕs ,n / and .Bϕb ,ϕs ,n / for the analysers, with
ϕs , ϕa , ϕb ∈ [0, 2π/, n ∈ N. For the source in orientation ϕs , and analysers in orientation ϕa and ϕb , let,
forgetting time, µϕs .ϕa , ϕb / = E.Aϕa ,ϕs ,n Bϕb ,ϕs ,n /, n = 1, 2, . . .. In Minozzo (2000) a classical (purely parti-
cle) toy model is considered for which µ0 .0, ϕb / = cos.2ϕb /, for ϕs = ϕa = 0, ϕb ∈ [0, π], µϕs .ϕa , ϕb / = 1, for
ϕa = ϕb , and µϕs .ϕa , ϕb / = −1, for ϕb = ϕa +π=2. This model, although agreeing with quantum mechanical
predictions for some absolute orientations, is not rotationally invariant. For instance, for ϕ = ϕb − ϕa ∈
[0, π], µ0 .0, ϕ/ = µ0 .π=4, π=4 + ϕ/. (However, it holds that µϕs .ϕa , ϕb / = µϕs + θ .ϕa + θ, ϕb + θ/, for θ ∈
[0, 2π/.) For the Bell-type quantity of Clauser et al. (1969) we have
S = µϕa .ϕa , ϕb / − µϕa .ϕa , ϕb / + µϕa .ϕa , ϕb / + µϕa .ϕa , ϕb /
= µ0 .0, ϕb − ϕa / − µ0 .0, ϕb − ϕa / + µ0 .0, ϕb − ϕa / + µ0 .0, ϕb − ϕa /,
√
and, for orientations ϕa = 0, ϕa = π=4, ϕb = π=8 and ϕb = 3π=8, the model gives 2 2 (the maximal viola-
tion that is expected by quantum mechanics). In other words, from a probabilistic point of view, we could
say that the Bell theorem is just showing that the quantum mechanical cosine-like (rotationally invariant)
law for the correlation measurements does not specify, in the probability framework of Kolmogorov, a
coherent set of correlations.
J. W. Thompson (University of Hull)

Most, perhaps all, measurements that can be made in experiments give results which have a familiar form
whether the experiment is intended to verify predictions from classical Newtonian mechanics or from
quantum theory. We can record whether specified events occur or not and the values that quantities of
interest have attained and we can code them for electronic storage. Whenever the theory investigated pre-
dicts a random outcome, then the experiment must be repeated so that, for example, relative frequencies
can be compared with predicted probabilities. In short, the space of outcomes that are considered pos-
sible (the sample space) obeys Kolmogorov’s finite axioms, at least. One of the most interesting aspects
of quantum models is that the non-classical probability systems within them induce classical probability
measures on the observable sample space. It is from this basic classical structure that inference about the
underlying quantum probabilities must be drawn.
Of course, the space of quantum measures is very different. The probabilities are no longer classical and
they evolve in a predictable fashion with time. Furthermore, potentially new issues of coherence between
the outcome of an inference procedure and the ‘true’ underlying model generating the data arise strongly.
In classical inference coherence was measured by a loss function, or equivalent, and then by consideration
of the average behaviour of a proposed procedure when exposed to particular cases of the general model
(the risk function). The authors have made a good start by proposing quantum analogues of concepts
of information which have been very productive in classical inference. However, a re-examination of the
notion of ‘closeness’ between inference and the underlying model seems necessary, particularly in the case
of the testing of the adequacy of quantum predictions.
The role of small predicted probabilities could prove particularly important. Although some strange,
even disastrous, event might be extremely unlikely in a single evaluation in a relatively simple quantum
system, it could become almost certain in a complex linking of a very large number of such simple systems.
Of course such possibly unpleasant eventualities can be reduced by introducing redundancy but the scale
of the ‘tail’ probabilities will be crucial.
Finally, I congratulate the authors on such a most interesting and stimulating paper.
The authors replied later, in writing, as follows.
We are grateful to the discussants for their interesting and stimulating contributions. We find little to
disagree with, but much worth commenting on.
Road-maps
An issue that is raised by several discussants (in particular, Professor Accardi and Dr Frey) is where our
subject should be located on the map of various disciplines.
The first step is to translate key notions. As Dr Frey remarks, there are already problems with the title.
‘Quantum statistics’ could be the Bose–Einstein and Fermi–Dirac distributions of quantum ensembles,
as opposed to classical multinomial (balls in boxes). Our focus is statistical inference when the stochas-
tic contribution from quantum mechanics is important: a finite number of measurements on individual
systems.
We are not finished after translating key terms and locating our problem area on an existing map. A sci-
entific field has not just a theoretical framework but also motivations and aims. Professor Accardi rightly
locates quantum statistical inference as the study of certain completely positive maps on certain abstract
probability-like spaces. From his point of view, we are studying a special case of systems of the kind one
studies in much more generality in quantum probability.
However, one mathematical framework being formally contained in another does not mean that one
poses, in the smaller field, the same questions as in the larger. Typically, interesting questions for the
‘smaller’ field are meaningless in the larger. Consequently, the tools and results of the larger field, though
possibly relevant, are not prerequisites for entering the smaller field, though it is useful to know that they
are there (cf. probability as part of measure theory).
We appreciate, in this light, Dr Larsson’s reaction to our suggestion that quantum probability is a special
case of classical statistics. Our subject is multifaceted and one pair of spectacles does not suffice.
Eventually, quantum statistical inference might change the maps of adjacent and enveloping disciplines,
as well as being fed by them. We hope that some of the experts from quantum probability would consider
quantum statistical inference; they can contribute. Professor Accardi’s map may help them to take their
bearings.
Missing topics
Many topics had to be omitted from our paper: it is not a complete survey, but the outline of a kernel. As
Professor Bingham and Professor Accardi emphasize, we have left out the rich connections to quantum
probability and quantum stochastic processes, free probability, hypothesis testing (Professor Belavkin),
the relationships between quantum statistics and quantum information theory, Bayesian approaches, non-
parametric models and foundations (Professor Helland). Some of these topics figure in Barndorff-Nielsen
et al. (2001) and they will reappear in our forthcoming monograph. Above all, we keenly miss data examples
(Dr Frey). They will come.
Regarding nonparametric quantum statistics we would like to mention Gill and Guţă (2003).
Quantum probability is important for quantum physics, and deeply connected to classical probability.
Quantum stochastic analysis has applications in the continuous time evolution of quantum systems, quan-
tum field theory, classical stochastic processes and quantum statistical inference (continuous time data).
Professor Belavkin cites early papers which explore further the connections between exponential families
and information bounds. Much more besides can be found in the work of the 1970s and 1980s and needs
to be re-evaluated in the light of modern statistics.
Professor Kent and Dr Brody elaborate on the geometric content of quantum statistical models. We
should mention that the Japanese school (Hayashi, Fujiwara, Matsumoto and Nagaoka) is making rapid
progress in exploiting quantum statistical geometry. The connection to shape analysis is exciting.
One of the fascinations of quantum statistics is the foundational turmoil. As Professor Helland points
out, it is difficult to accept a theory of the world which posits an abstract mathematical structure ‘in the
background’, laying down axiomatically its impact on experience. His point of departure is the structure of
statistical information in potential experiments. The Hilbert space structure emerges from intuitive invari-
ance properties (geometry again). Others are working on similar lines, but physicists do not know much
statistics, whereas we do not know much physics, which means that there is a real chance that connecting
these fields could lead to significant progress.
We mention Belavkin’s (2002) recent approach to the ‘measurement problem’ which considers both
measurement and unitary evolution as a special case of a single, intrinsically stochastic, continuous time,
evolution of a physical system. Professor Belavkin, like Professor Helland, adheres to Bohr’s standpoint,
that there is nothing (but paradoxes) to be gained from trying to find a classical reality behind quantum
randomness. This is echoed in Dr Thompson’s remark that all data (all experience) are classical; quan-
tum statistical inference is concerned with the surprising and beautiful structure behind, connecting the
probabilities.
Bell experiments
Much more could have been written about Bell inequalities. We reintroduce the topic here by describing a
little simulation experiment to generate ±1-valued variables X and Y , whose distribution depends on two
parameters a and b. Specifically, Pr.X = x, Y = y/ = p.x, y; a, b/
= .1 − xya · b/=4,
where x, y = ±1, and
a and b are unit vectors in R3 . This is the distribution of measurement of spins of two spin half particles
in the Bell singlet state.
The problem is to come up with a random variable Z and transformations such that (up to an arbitrarily
good approximation)
from Z and a one constructs X and S,
from Z and b one constructs Y and T ,
.X, Y/, conditional on S = 0 and T = 0, is distributed according to p:
A more difficult problem is to find an exact construction with certain success, i.e. without conditioning
(rejection sampling, post-selection). Bell (1964) tells us that it is impossible. The easier problem can be
solved in many ways; see for instance Larsson (1998) and Accardi et al. (2002) (‘the chameleon effect’).
Bell (1981) knew that experimental post-selection must be prohibited; otherwise the experiment cannot
rule out a classical explanation like our simulation.
As Dr Minozzo and Dr Larsson mention, no Bell experiment has yet been done which does not have an
alternative classical explanation, e.g. our rejection sampling story. For different experiments, the ‘expla-
nation’ must be rather different (compare Minozzo’s story with ours). Often it is rather artificial.
The physicists do their best, and the Weihs et al. (1998) version of Aspect’s experiment seems free of
both defects described by Dr Minozzo, though it still involves post-selection on coincidences. Most phys-
icists believe that a loophole-free experiment can and will be done, maybe even within a couple of years.
However, some consider it a real possibility that quantum mechanics itself will always force loopholes.
We would like to know for what distributions p can we do the simulation exactly, with probability of
success bounded away from 0, uniformly in the parameters? Does it help when, as in quantum mechanics,
we have no action at a distance, i.e. the marginal of X does not depend on b and the marginal of Y does
not depend on a?
Bell experiments form a rich field for classical statistics. Very recently, van Dam et al. (2003) have used
methodology from missing data theory to compare strengths of different Bell-type experiments.
Miscellany
Our decision to concentrate on mixed states was largely pedagogical. (This is in answer to Dr Brody and
Dr Majumdar.) They are central in modern quantum information theory and the reader must become used
to them. Mixed states are mixtures of pure states, so the pure case is included. We agree with Dr Brody
that there can be physical problems when considering our toy models in their most immediate context.
However, quantum statistical models for spin half apply also to the polarization of photons, as well as to
many other physical systems. Ballester (2003) has new results on the quantum tomography of operations
which involves a pure state model that is only marginally more complex than those which we mentioned
as toys, and the experiment is being done right now in a quantum optics laboratory.
Professor Kent asks whether our models are empirical or (physics) theoretical. Well, some do appear
in theory in physics, but a main motivation is just as in classical statistics: models which allow elegant
inference are studied in their own right as paradigms of statistical–theoretical modelling.
Dr Thompson refers to coherence, and Dr Frey to decoherence. Dr Thompson is referring to loss
functions. A characteristic of quantum statistical inference is that, the more we can learn about one par-
ameter, the less we can learn about another. This means that a consideration of loss functions is necessary
at the design stage. As Dr Thompson emphasizes, we need to think carefully what the meaning of the
parameters is.
Decoherence (Dr Frey) refers to the decay of quantum entanglement through interaction with an envi-
ronment. This process is part of quantum physics and part of actual laboratory measurement. Deciding
at which point the quantum modelling can be replaced by classical (often forced by complexity as systems
grow increasingly large) is one of the most difficult jobs of real quantum physics. It is part of the modelling
of ‘what measurement is actually being performed’ on the system of interest.
Professor Bingham’s nice comments on Moyal point both to the past and to the future. Concerning the
connections between statistics and physics, we mention Edwards (2002) on the enormous significance of
Fisher’s background in physics for his work in statistics and genetics.
Many physicists have only hazy ideas of what statistics (in our sense) can mean for them. Ernest Ruther-
ford once said ‘if you need statistics, you did the wrong experiment’. However, he was not always as right
as he was influential. His prediction concerning the possibility (‘inconceivable’) of using the structure of
the atomic nucleus as a practically useful source of energy is a case in point: what about the use of statistics
in exploring the quantum nature of the world as a source of computational power?
References in the discussion

Accardi, L., Imafuku, K. and Regoli, M. (2002) On the EPR-chameleon experiment. Infin. Dimen. Anal. Quant.
Probab. Reltd Flds, 5, 1–20.
Aspect, A. (1999) Bell’s inequality test: more ideal than ever. Nature, 398, 189–190.
Aspect, A., Dalibard, J. and Roger, G. (1982) Experimental test of Bell’s inequalities using time-varying analyzers.
Phys. Rev. Lett., 49, 1804–1807.
Ballester, M. A. (2003) Estimation of unitary quantum operations. Preprint. Mathematical Institute, University
of Utrecht, Utrecht. (Available from http://arxiv.org/abs/quant-ph/0305104.)
Barndorff-Nielsen, O. E. (1978) Information and Exponential Families in Statistical Theory. Chichester: Wiley.
Barndorff-Nielsen, O. E. (1995) Diversity of evidence and Birnbaum’s theorem. Scand. J. Statist., 22, 513–522.
Barndorff-Nielsen, O. E. and Cox, D. R. (1994) Inference and Asymptotics. London: Chapman and Hall.
Barndorff-Nielsen, O. E., Gill, R. D. and Jupp, P. E. (2001) On quantum statistical inference. Research Report
2001-19. Centre for Mathematical Physics and Stochastics, University of Aarhus, Aarhus. (Available from
http://arxiv.org/abs/quant-ph/0307189.)
Belavkin, V. P. (1972) Optimal estimation of noncommuting quantum variables. Radiotekh. Elektron., 17, 2527–
2532.
Belavkin, V. P. (1975a) Optimal observation of Boson signals in quantum Gaussian channels. Prob. Control Inf.
Theory, 4, 241–257.
Belavkin, V. P. (1975b) Optimal discrimination of non-orthogonal quantum signals. Radiotekh. Elektron., 20,
1177–1185.
Belavkin, V. P. (1975c) Optimal multiple quantum statistical hypothesis testing. Stochastics, 1, 315–345.
Belavkin, V. P. (1976) Generalized uncertainty relations and efficient measurements in quantum systems (in
Russian). Theor. Mat. Fiz., 26, 316–329.
Belavkin, V. P. (2002) Quantum causality, stochastics, trajectories and information. Rep. Prog. Phys., 65, 353–420.
Belavkin, V. P. and Grishanin, B. A. (1973) Investigation of the problem of optimal estimation in quantum channels
by the methods of generalized Heisenberg inequality. Prob. Pered. Inf., 4, 44–52.
Bell, J. S. (1964) On the Einstein Podolsky Rosen paradox. Physics, 1, 195–200.
Bell, J. S. (1981) Bertlmann’s socks and the nature of reality. J. Phys., 42, C2, 41–61.
Bhattacharyya, A. (1943) On a measure of divergence between two statistical populations defined by their prob-
ability distributions. Bull. Calc. Math. Soc., 35, 99–109.
Bhattacharyya, A. (1946) On a measure of divergence between two multinomial populations. Sankhya, 7, 401–406.
Brody, D. C. (2003) Shapes of quantum states. Submitted to J. R. Statist. Soc. B.
Brody, D. C. and Hughston, L. P. (1996) Geometry of quantum statistical inference. Phys. Rev. Lett., 77, 2851–
2854.
Brody, D. C. and Hughston, L. P. (1997) Generalised Heisenberg relations for quantum statistical estimation.
Phys. Lett. A, 236, 257–262.
Brody, D. C. and Hughston, L. P. (1998) Statistical geometry in quantum mechanics. Proc. R. Soc. Lond. A, 454,
2445–2475.
Brody, D. C. and Hughston, L. P. (1999) Geometrization of statistical mechanics. Proc. R. Soc. Lond. A, 455,
1683–1715.
Brody, D. and Meister, B. (1996) Minimum decision cost for quantum ensembles. Phys. Rev. Lett., 76, 1–5.
Burbea, J. (1986) Informative geometry of probability spaces. Exp. Math., 4, 347.
Burbea, J. and Rao, C. R. (1984) Differential metrics in probability spaces. Prob. Math. Statist., 3, 241–258.
Caianiello, E. R. (1983) Geometrical identification of quantum and information theories. Lett. Nuov. Cim., 38,
539–543.
Caianiello, E. R. and Guz, W. (1988) Quantum Fisher metric and uncertainty relations. Phys. Lett. A, 126,
223–225.
Chari, V. and Pressley, A. (1994) A Guide to Quantum Groups. Cambridge: Cambridge University Press.
Clauser, J. F., Horne, M. A., Shimony, A. and Holt, R. A. (1969) Proposed experiment to test local hidden-variable
theories. Phys. Rev. Lett., 23, 880–884.
Connes, A. Non-commutative Geometry. San Diego: Academic Press.
van Dam, W., Gill, R. D. and Grünwald, P. D. (2003) The statistical strength of nonlocality proofs. Preprint.
(Available from http://arxiv.org/abs/quant-ph/0307125.)
Dryden, I. L. and Mardia, K. V. (1998) Statistical Shape Analysis. Chichester: Wiley.
Edwards, A. W. F. (2002) Fisher information and the fundamental theorem of natural selection. Ist. Lomb. Rend.
Sci. B, 134, 3–17.
Efron, B. (1975) Defining curvature on statistical model. Ann. Statist., 3, 1189–1242.
Gani, J. (1998) Obituary, Jose Enrique Moyal. J. Appl. Probab., 35, 1012–1017.
Gill, R. D. (2003a) Accardi contra Bell (cum mundi): the impossible coupling. In Mathematical Statistics and
Applications: Festschrift for Constance van Eeden (eds M. Moore, S. Froda and C. Léger). Beachwood: Institute
of Mathematical Statistics.
Gill, R. D. (2003b) Time, finite statistics, and Bell’s fifth position. In Proc. Foundations of Probability and Physics 2,
pp. 179–206. Växjö: Växjö University Press.
Gill, R. D. and Guţă, M. (2003) An invitation to quantum tomography. Preprint. Mathematical Institute,
University of Utrecht, Utrecht. (Available from http://arxiv.org/abs/quant-ph/0303020.)
Gill, R. D. and Massar, S. (2000) State estimation for large ensembles. Phys. Rev. A, 61, 2312–2327.
Helland, I. S. (2003a) Extended statistical modelling under symmetry: the link towards quantum mechanics.
To be published. (Available from http://folk.uio.no/ingeh/publ.html.)
Helland, I. S. (2003b) Quantum theory as a statistical theory under symmetry and complementarity. Preprint.
(Available from http://folk.uio.no/ingeh/publ.html.)
Helstrom, C. W. (1967) Minimum mean-square error of estimate in quantum statistics. Phys. Lett. A, 25, 101–102.
Helstrom, C. W. (1973) Cramer-Rao inequalities for operator-valued measures in quantum mechanics. Int. J.
Theoret. Phys., 8, 361–376.
Helstrom, C. W. (1974) Estimation of a displacement parameter in quantum detection and estimation theory.
Int. J. Theoret. Phys., 11, 357–378.
Helstrom, C. W. (1982) Bayes-cost reduction algorithm in quantum hypothesis testing. IEEE Trans. Inform.
Theory, 28, 359–366.
Larsson, J.-Å. (1998) The Bell inequality and detector inefficiency. Phys. Rev. A, 87, 3304–3308.
Larsson, J.-Å. (1999) Modeling the singlet state with local variables. Phys. Lett. A, 256, 245–252.
Larsson, J.-Å. (2002) A practical Trojan horse for Bell-inequality-based quantum cryptography. Quant. Inform.
Computn, 2, 434–442.
Loubenets, E. (2003) General probabilistic framework of randomness. Centre for Mathematical Physics and
Stochastics, University of Aarhus, Aarhus. (Available from http://arxiv.org/abs/quant-ph/
0305126.)
Mahalanobis, P. C. (1930) On tests and measures of groups divergence. J. Asiat. Soc. Bengal, 26, 541–588.
Mahalanobis, P. C. (1936) On the generalised distance in statistics. Proc. Natn. Inst. Sci. A, 2, 49–55.
McCullagh, P. (2002) What is a statistical model? Ann. Statist., 30, 1225–1310.
Meyer, P.-A. (1995) Quantum probability for probabilists. Lect. Notes Math., 1538.
Minozzo, M. (2000) Bell inequalities and correlation experiments: a purely particle statistical investigation. In
The Foundations of Quantum Mechanics: Historical Analysis and Open Questions (eds C. Garola and A. Rossi),
pp. 307–318. Singapore: World Scientific.
Moyal, J. E. (1949) Stochastic processes and statistical physics. J. R. Statist. Soc. B, 11, 150–210.
Petz, D. (2003) Covariance and Fisher information in quantum mechanics. Report quantph/0106125.
Rao, C. R. (1945) Information and the accuracy attainable in the estimation of statistical parameters. Bull. Calc.
Math. Soc., 37, 81–91.
Rao, C. R. (1947) The problem of classification and distance between two populations. Nature, 159, 30–31.
Severini, T. A. (2000) Likelihood Methods in Statistics. Oxford: Oxford University Press.
Stratonovich, R. L. (1973) The quantum generalization of optimal statistical estimation and hypothesis testing.
J. Stochast., 1, 87–126.
Voiculescu, D. V. (2000) Lectures on free probability. Lect. Notes Math., 1738.
Weihs, G., Jennewein, T., Simon, C., Weinfurter, H. and Zeilinger, A. (1998) Violation of Bell’s inequality under
strict Einstein locality conditions. Phys. Rev. Lett., 81, 5039–5043.
Yuen, H. P., Kennedy, R. S. and Lax, M. (1975) IEEE Trans. Inform. Theory, 21, 125.
Yuen, H. and Lax, M. (1973) Multi-parameter quantum estimation and measurement of nonselfadjoint observ-
ables. IEEE Trans. Inform. Theory, 19, 740–750.

On Quantum Statistical Inference - Ole E. Barndorff-Nielsen - 2003

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

On Quantum Statistical Inference - Ole E. Barndorff-Nielsen - 2003

Uploaded by

Copyright:

Available Formats

J. R. Statist. Soc.

and Peter E. Jupp

Summary. Interest in problems of statistical inference connected to measurements of quan-

 2003 Royal Statistical Society 1369–7412/03/65775

2. States, measurements and instruments

2.1.1. Example 1 (pure state and mixed state)

p.x; ρ, M/ = tr{ρ m.x/}: .2/

p.x; θ, M/ = tr{ρ.θ/ m.x/}: .3/

2.1.2. Example 2 (simple instruments, simple measurements)

A straightforward calculation shows that they are given as

2.1.3. Example 3 (instrument with no data)

2.2. Spin half

σx2 = σy2 = σz2 = 1:

2.3. Superposition and mixing

.c1 |φ1  + c2 |φ2 /=c1 |φ1  + c2 |φ2 

2.4. The Schrödinger equation

Equation (8) is a solution of the celebrated Schrödinger equation i.d=dt/ψ = Hψ or equivalently

2.5. Separability and entanglement

2.6. Further theory of measurements

2.6.2. Example 5 (the triad)

Finally, we introduce some further terminology concerning measurements. Given a measure-

2.7. Further theory of instruments

and the distribution of the outcome is

3. Parametric quantum models and likelihood

p.x; θ/ = tr{ρ.θ/ m.x/}

l.θ/ = log[tr{ρ.θ/ m.x/}]:

ρ=θ = ρ ◦ ρ==θ , .12/

where ‘◦’ denotes the Jordan product, i.e.

ρ ◦ ρ==θ = 21 .ρρ==θ + ρ==θ ρ/,

ρ=θ denoting the ordinary derivative of ρ with respect to θ (term-by-term differentiation in

l=θ .θ/ = p.x; θ/−1 tr{ρ=θ .θ/ m.x/}

Eθ {l=θ .θ/} = tr{ρ.θ/ ρ==θ .θ/}:

Thus, since the mean value of l=θ is 0, we ﬁnd that

tr{ρ.θ/ ρ==θ .θ/} = 0: .13/

4. Quantum exponential and quantum transformation models

4.1. Quantum exponential models

4.2. Quantum transformation models

4.2.1. Example 6 (spin half: great circle model)

ρ.θ/ = 21 U{1 + cos.θσx / + sin.θσy /}U Å

ρ.θ/ = UVθ U Å ρ.0/UVθÅ U Å ,

ρ.θ/ = 21 exp{−κ.θ/} exp. 21 θ

5. Quantum exhaustivity, sufficiency and quantum cuts

5.1. Quantum exhaustivity

which does not depend on the prior state ρ.

5.2. Quantum sufficiency

5.3. Quantum cuts and likelihood equivalence

π.·; ρ3 , N/ = π.·; ρ1 , N/,

Deﬁnition 7 (strong likelihood equivalence). Two parametric families of states ρ = .ρ.θ/ :

6.1. Definition and first properties

0 = tr{ρ=θ .θ/ ρ==θ .θ/ + ρ.θ/ ρ==θ=θ .θ/}

which is analogous to the additivity property of Fisher information.

6.2. Relationship to classical expected information

6.2.1. Example 7 (information for spin half)

7. Classical versus quantum

8.1. Quantum tomography

8.2. Quantum stochastic processes and continuous time measurements

8.3. Quantum tomography of operations

Discussion on the paper by Barndorff-Nielsen, Gill and Jupp

Dorje C. Brody (Imperial College, London)

ξ=cos (θ/2) > + sin (θ/2)eiφ >

The vote of thanks was passed by acclamation.

John T. Kent (University of Leeds)

Dorje C. Brody (Imperial College, London)

.c1 |φ1 + c2 |φ2 /=c1 |φ1 + c2 |φ2