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math.ST2026
On the Impossibility of Estimating the Average Mixing Time
Nathan A. Judd, Amedeo Roberto Esposito
We establish nearly-matching converse bounds on the sample complexity of estimating the average mixing time of a Markov chain from a single stationary trajectory. Unlike the worst-…
math.ST2026
Subordinated Wright-Fisher Priors
Nathan A. Judd, Dario Spanò
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markov…