2 citations · 2 across the 2 of their papers we have counts for
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stat.ML2021
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…
stat.ML2019
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…
stat.ML2018
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…