Estimation of low rank density matrices: bounds in Schatten norms and other distances

Let ${\mathcal S}_m$ be the set of all $m\times m$ density matrices (Hermitian positively semi-definite matrices of unit trace). Consider a problem of estimation of an unknown density matrix $ρ\in {\mathcal S}_m$ based on outcomes of $n$ measurements of observables $X_1,\dots, X_n\in {\mathbb H}_m$ (${\mathbb H}_m$ being the space of $m\times m$ Hermitian matrices) for a quantum system identically prepared $n$ times in state $ρ.$ Outcomes $Y_1,\dots, Y_n$ of such measurements could be described by a trace regression model in which ${\mathbb E}_ρ(Y_j|X_j)={\rm tr}(ρX_j), j=1,\dots, n.$ The design variables $X_1,\dots, X_n$ are often sampled at random from the uniform distribution in an orthonormal basis $\{E_1,\dots, E_{m^2}\}$ of ${\mathbb H}_m$ (such as Pauli basis). The goal is to estimate the unknown density matrix $ρ$ based on the data $(X_1,Y_1), \dots, (X_n,Y_n).$ Let $$ \hat Z:=\frac{m^2}{n}\sum_{j=1}^n Y_j X_j $$ and let $\check ρ$ be the projection of $\hat Z$ onto the convex set ${\mathcal S}_m$ of density matrices. It is shown that for estimator $\check ρ$ the minimax lower bounds in classes of low rank density matrices (established earlier) are attained up logarithmic factors for all Schatten $p$-norm distances, $p\in [1,\infty]$ and for Bures version of quantum Hellinger distance. Moreover, for a slightly modified version of estimator $\check ρ$ the same property holds also for quantum relative entropy (Kullback-Leibler) distance between density matrices.