Quantum mutual information statistics for detecting dependence-structure change points in time series
用于检测时间序列依赖结构变点的量子互信息统计量
Detecting when the dependence between two components of a multivariate time series changes, while the marginals drift freely, requires a dependence-specific statistic. We take the inferential object to be a density operator -- the trace-normalised second moment of unit-norm random Fourier features of ranks -- rather than a probability distribution. Partial traces recover the marginal operators exactly, so von Neumann entropies yield a quantum mutual information (QMI)…