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Quantized Low-Rank Quantum State Tomography: Hyperbolic Quantization and Riemannian Least-Squares Recovery

Cai, HanQin et al. · arxiv_all
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information-theoryquantum-physics
We study low-rank quantum state tomography from finite-bit Pauli batch responses. To avoid bias introduced by generic quantization, we propose HyperQuant, a mean-preserving hyperbolic quantizer adapted to the second-moment scale of Pauli responses. We establish minimax distortion guarantees and show
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[2608.27503] Quantized Low-Rank Quantum State Tomography: Hyperbolic Quantization and Riemannian Least-Squares Recovery Skip to main content Search Submit Donate Log in Quantum Physics arXiv:2608.27503 (quant-ph) [Submitted on 27 Aug 2026] Title: Quantized Low-Rank Quantum State Tomography: Hyperbolic Quantization and Riemannian Least-Squares Recovery Authors: HanQin Cai , Longxiu Huang , Juntao You View PDF HTML (experimental) Abstract: We study low-rank quantum state tomography from finite-bit Pauli batch responses. To avoid bias introduced by generic quantization, we propose HyperQuant, a mean-preserving hyperbolic quantizer adapted to the second-moment scale of Pauli responses. We establish minimax distortion guarantees and show that exact mean preservation enables direct rank-constrained least-squares recovery without altering the population target. We derive nonasymptotic recovery guarantees and an explicit bit--shot tradeoff under which finite-bit responses retain the error order of unquantized batch averages using fewer response bits. For efficient computation, we develop QuantRGD, a Riemannian gradient method with provable linear convergence to the corresponding statistical neighborhood under explicit resource conditions. Numerical experiments validate the predicted quantization, recovery, and convergence behavior. Subjects: Quantum Physics (quant-ph) ; Information Theory (cs.IT) Cite as: arXiv:2608.27503 [quant-ph] (or arXiv:2608.27503v1 [quant-ph] for this version) https://doi.org/10.48550/arXiv.2608.27503 Focus to learn more arXiv-issued DOI via DataCite Submission history From: Longxiu Huang [ view email ] [v1] Thu, 27 Aug 2026 04:24:35 UTC (179 KB) Full-text links: Access Paper: View PDF HTML (experimental) TeX Source view license Current browse context: quant-ph < prev | next > new | recent | 2026-08 Change to browse by: cs cs.IT math math.IT References & Citations INSPIRE HEP SciX Google Scholar Semantic Scholar export BibTeX citation Bookmark Bibliographic Tools Bibliographic and Citation Tools Bibliographic Explorer Toggle Bibliographic Explorer ( What is the Explorer? ) Connected Papers Toggle Connected Papers ( What is Connected Papers? ) Litmaps Toggle Litmaps ( What is Litmaps? ) scite.ai Toggle scite Smart Citations ( What are Smart Citations? ) Code, Data, Media Code, Data and Media Associated with this Article alphaXiv Toggle alphaXiv ( What is alphaXiv? ) Links to Code Toggle CatalyzeX Code Finder for Papers ( What is CatalyzeX? ) DagsHub Toggle DagsHub ( What is DagsHub? ) GotitPub Toggle Gotit.pub ( What is GotitPub? ) Huggingface Toggle Hugging Face ( What is Huggingface? ) ScienceCast Toggle ScienceCast ( What is ScienceCast? ) Demos Demos Replicate Toggle Replicate ( What is Replicate? ) Spaces Toggle Hugging Face Spaces ( What is Spaces? ) Spaces Toggle TXYZ.AI ( What is TXYZ.AI? ) Related Papers Recommenders and Search Tools Link to Influence Flower Influence Flower ( What are Influence Flowers? ) Core recommender toggle CORE Recommender ( What is CORE? ) Author Venue Institution Topic About arXivLabs arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs . Which authors of this paper are endorsers? | Disable MathJax ( What is MathJax? ) We gratefully acknowledge support from our major funders , member institutions , and all contributors. About · Help · Contact · Subscribe · Copyright · Privacy · Accessibility · Operational Status (opens in new tab)

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