  The Heisenberg limit provides a fundamental bound on the achievable
estimation precision with a limited number of $N$ resources used (e.g., atoms,
photons, etc.). Using entangled quantum states makes it possible to scale the
precision with $N$ better than when resources would be used independently.
Consequently, the optimal use of all resources involves accumulating them in a
single execution of the experiment. Unfortunately, that implies that the most
common theoretical tool used to analyze metrological protocols - quantum Fisher
information (QFI) - does not allow for a reliable description of this problem,
as it becomes operationally meaningful only with multiple repetitions of the
experiment. In this thesis, using the formalism of Bayesian estimation and the
minimax estimator, I derive asymptotically saturable bounds on the precision of
the estimation for the case of noiseless unitary evolution. For the case where
the number of resources $N$ is strictly constrained, I show that the final
measurement uncertainty is $\pi$ times larger than would be implied by a naive
use of QFI. I also analyze the case where a constraint is imposed only on the
average amount of resources, the exact value of which may fluctuate (in which
case QFI does not provide any universal bound for precision). In both cases, I
study the asymptotic saturability and the rate of convergence of these bounds.
In the following part, I analyze the problem of the Heisenberg limit when
multiple parameters are measured simultaneously on the same physical system. In
particular, I investigate the existence of a gain from measuring all parameters
simultaneously compared to distributing the same amount of resources to measure
them independently. I focus on two examples - the measurement of multiple phase
shifts in a multi-arm interferometer and the measurement of three magnetic
field components.
