2 citations · 2 across the 2 of their papers we have counts for
6 papers
A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains
Geoffrey Wolfer, Shun Watanabe
We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion…
On the -lazy version of Markov chains in estimation and testing problems
Sela Fried, Geoffrey Wolfer
Given access to a single long trajectory generated by an unknown irreducible Markov chain , we simulate an -lazy version of which is ergodic. This enables us to generaliz…
Learning discrete distributions with infinite support
Doron Cohen, Aryeh Kontorovich, Geoffrey Wolfer
We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we…
Minimax Testing of Identity to a Reference Ergodic Markov Chain
Geoffrey Wolfer, Aryeh Kontorovich
We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or -far from a given reference ch…
Statistical Estimation of Ergodic Markov Chain Kernel over Discrete State Space
Geoffrey Wolfer, Aryeh Kontorovich
We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case…
Mixing time estimation in reversible Markov chains from a single sample path
Daniel Hsu, Aryeh Kontorovich, David A. Levin +2
The spectral gap of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matri…