Randomized measurements are increasingly appreciated as powerful tools to
estimate properties of quantum systems, e.g., in the characterization of hybrid
classical-quantum computation. On many platforms they constitute natively
accessible measurements, serving as the building block of prominent schemes
like shadow estimation. In the real world, however, the implementation of the
random gates at the core of these schemes is susceptible to various sources of
noise and imperfections, strongly limiting the applicability of protocols. To
attenuate the impact of this shortcoming, in this work we introduce an
error-mitigated method of randomized measurements, giving rise to a robust
shadow estimation procedure. On the practical side, we show that error
mitigation and shadow estimation can be carried out using the same session of
quantum experiments, hence ensuring that we can address and mitigate the noise
affecting the randomization measurements. Mathematically, we develop a picture
derived from Fourier-transforms to connect randomized benchmarking and shadow
estimation. We prove rigorous performance guarantees and show the functioning
using comprehensive numerics. More conceptually, we demonstrate that, if
properly used, easily accessible data from randomized benchmarking schemes
already provide such valuable diagnostic information to inform about the noise
dynamics and to assist in quantum learning procedures.Comment: 6+20 pages, 6 figure