We give bounds on the average fidelity achievable by any quantum state estimator, which is arguably the most prominently used figure of merit in quantum state tomography. Moreover, these bounds can be computed online-that is, while the experiment is running. We show numerically that these bounds are quite tight for relevant distributions of density matrices. We also show that the Bayesian mean estimator is ideal in the sense of performing close to the bound without requiring optimization. Our results hold for all finite dimensional quantum systems.
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Kueng et al. (2015) studied this question.
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