2 papers
math.ST2024
Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes
Steffen Grünewälder, Azadeh Khaleghi
We propose methods to estimate the individual -mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path . Under st…
stat.ML2022
Compressed Empirical Measures (in finite dimensions)
Steffen Grünewälder
We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is…