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stat.ML2026
Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
Vahe Karagulyan, Mikołaj Kasprzak, Pierre Alquier
We study the minimax estimation of the pseudo-spectral gap of a Markov chain from the observation of a single trajectory. Extending earlier works on finite-state space cha…
stat.ML2025
Empirical PAC-Bayes Bounds for Markov Chains
Vahe Karagulyan, Pierre Alquier
The core of generalization theory was developed for independent observations. Some PAC and PAC-Bayes bounds are available for data that exhibit a temporal dependence. However, ther…