2 papers
math.ST2019
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
Antoine Havet, Matthieu Lerasle, Eric Moulines +1
We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…
math.ST2018
Density estimation for RWRE
Antoine Havet, Matthieu Lerasle, Éric Moulines
We consider the problem of non-parametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We first cons…