2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2024
Characterization of Exponential Families of Lumpable Stochastic Matrices
Shun Watanabe, Geoffrey Wolfer
It is known that the set of lumpable Markov chains over a finite state space, with respect to a fixed lumping function, generally does not form an exponential family of stochastic…
math.PR2022★ 2 cited
Geometric Aspects of Data-Processing of Markov Chains
Geoffrey Wolfer, Shun Watanabe
We examine data-processing of Markov chains through the lens of information geometry. We first establish a theory of congruent Markov morphisms within the framework of stochastic m…