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math.ST2024
Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
Geoffrey Wolfer, Pierre Alquier
The convergence rate of a Markov chain to its stationary distribution is typically assessed using the concept of total variation mixing time. However, this worst-case measure often…
math.ST2022
Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution
Shogo Nakakita, Pierre Alquier, Masaaki Imaizumi
We prove deviation inequalities for sums of high-dimensional random matrices and operators with dependence and {\rc heavy tails}. Estimation of high-dimensional matrices is a conce…