  Regions of quantum states generalize the classical notion of error bars. High
posterior density (HPD) credible regions are the most powerful of region
estimators. However, they are intractably hard to construct in general. This
paper reports on a numerical approximation to HPD regions for the purpose of
testing a much more computationally and conceptually convenient class of
regions: posterior covariance ellipsoids (PCEs). The PCEs are defined via the
covariance matrix of the posterior probability distribution of states. Here it
is shown that PCEs are near optimal for the example of Pauli measurements on
multiple qubits. Moreover, the algorithm is capable of producing accurate PCE
regions even when there is uncertainty in the model.
