3 papers
math.PR2026
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…
math.PR2025
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.PR2025
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…