This Letter proposes and analyzes a new method for quantum state estimation, called hedged maximum likelihood (HMLE). HMLE is a quantum version of Lidstone's law, also known as the "add β" rule. A straightforward modification of maximum likelihood estimation (MLE), it can be used as a plug-in replacement for MLE. The HMLE estimate is a strictly positive density matrix, slightly less likely than the ML estimate, but with much better behavior for predictive tasks. Single-qubit numerics indicate that HMLE beats MLE, according to several metrics, for nearly all "true" states. For nearly pure states, MLE does slightly better, but neither method is optimal.
CITATION STYLE
Blume-Kohout, R. (2010). Hedged maximum likelihood estimation. Physical Review Letters, 105(20), 200504. Retrieved from http://arxiv.org/abs/1001.2029
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