Near-Optimal Quantum Algorithms for Multivariate Mean Estimation

We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian estimators [Lugosi and Mendelson, 2019] to the quantum setting. Unlike classically, where any univariate estimator can be turned into a multivariate estimator with at most a logarithmic overhead in the dimension, no similar result can be proved in the quantum setting. Indeed, [Heinrich, 2004] ruled out the existence of a quantum advantage for the mean estimation problem when the sample complexity is smaller than the dimension. Our main result is to show that, outside this low-precision regime, there does exist a quantum estimator that outperforms any classical estimator. More precisely, we prove that the approximation error can be decreased by a factor of about the square root of the ratio between the dimension and the sample complexity. Our approach is substantially more involved than in the univariate setting, where most quantum estimators rely only on phase estimation. We exploit a variety of additional algorithmic techniques such as linear amplitude amplification, the Bernstein-Vazirani algorithm, and quantum singular value transformation. Our analysis is also deeply rooted in proving concentration inequalities for multivariate truncated statistics. Finally, we describe several applications of our algorithms, notably in measuring the expectation values of commuting observables and in the field of machine learning.