Probing Bayesian Credible Regions Intrinsically: A Feasible Error Certification for Physical Systems

Standard computation of size and credibility of a Bayesian credible region for certifying any point estimator of an unknown parameter (such as a quantum state, channel, phase, etc.) requires selecting points that are in the region from a finite parameter-space sample, which is infeasible for a large dataset or dimension as the region would then be extremely small. We solve this problem by introducing the in-region sampling theory to compute both region qualities just by sampling appropriate functions over the region itself using any Monte Carlo sampling method. We take in-region sampling to the next level by understanding the credible-region capacity (an alternative description for the region content to size) as the average l_{p}-norm distance (p>0) between a random region point and the estimator, and present analytical formulas for p=2 to estimate both the capacity and credibility for any dimension and a sufficiently large dataset without Monte Carlo sampling, thereby providing a quick alternative to Bayesian certification. All results are discussed in the context of quantum-state tomography.