17 citations · 24 across the 7 of their papers we have counts for
7 papers
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…
Geometry and factorization of multivariate Markov chains with applications to MCMC acceleration and approximate inference
Michael C. H. Choi, Youjia Wang, Geoffrey Wolfer
This paper analyzes the factorizability and geometry of transition matrices of multivariate Markov chains. Specifically, we demonstrate that the induced chains on factors of a prod…
Markov chain entropy games and the geometry of their Nash equilibria
Michael C. H. Choi, Geoffrey Wolfer
We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function , a finite collection of Markov generators (or its…
Systematic approaches to generate reversiblizations of Markov chains
Michael C. H. Choi, Geoffrey Wolfer
Given a target distribution and an arbitrary Markov infinitesimal generator on a finite state space , we develop three structured and inter-related approaches…
A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains
Geoffrey Wolfer, Shun Watanabe
We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion…
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…
Information Geometry of Reversible Markov Chains
Geoffrey Wolfer, Shun Watanabe
We analyze the information geometric structure of time reversibility for parametric families of irreducible transition kernels of Markov chains. We define and characterize reversib…