5 citations · 17 across the 11 of their papers we have counts for
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math.PR2019
Empirical and Instance-Dependent Estimation of Markov Chain and Mixing Time
Geoffrey Wolfer
We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to…
math.ST2019★ 5 cited
Estimating the Mixing Time of Ergodic Markov Chains
Geoffrey Wolfer, Aryeh Kontorovich
We address the problem of estimating the mixing time of an arbitrary ergodic finite-state Markov chain from a single trajectory of length . The reversible cas…
stat.ML2019★ 5 cited
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…