2 papers
math.ST2026
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.ST2025
Variance-Aware Estimation of Kernel Mean Embedding
Geoffrey Wolfer, Pierre Alquier
An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension…