Geoffrey Wolfer

activity

20152024

most citedMinimax Testing of Identity to a Reference Ergodic Markov Chain

5 citations · 17 across the 11 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.ST2022

Variance-Aware Estimation of Kernel Mean Embedding

Geoffrey Wolfer, Pierre Alquier

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension…

math.ST2022★ 1 cited

Improved Estimation of Relaxation Time in Non-reversible Markov Chains

Geoffrey Wolfer, Aryeh Kontorovich

We show that the minimax sample complexity for estimating the pseudo-spectral gap $γ_{ps}$ of an ergodic Markov chain in constant multiplicative error is of the order of $…