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03/07/2023
Systematic approaches to generate reversiblizations of Markov chains
Given a target distribution π and an arbitrary Markov infinitesimal gene...
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02/16/2023
A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains
We consider the problem of testing the identity of a reversible Markov c...
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10/13/2022
Variance-Aware Estimation of Kernel Mean Embedding
An important feature of kernel mean embeddings (KME) is that the rate of...
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03/09/2022
Geometric Aspects of Data-Processing of Markov Chains
We consider data-processing of Markov chains through the lens of informa...
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06/10/2021
Information Geometry of Reversible Markov Chains
We analyze the information geometric structure of time reversibility for...
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05/20/2021
On the α-lazy version of Markov chains in estimation and testing problems
We formulate extendibility of the minimax one-trajectory length of sever...
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05/13/2021
Identity testing of reversible Markov chains
We consider the problem of identity testing of Markov chains based on a ...
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12/14/2019
Mixing Time Estimation in Ergodic Markov Chains from a Single Trajectory with Contraction Methods
The mixing time t_mix of an ergodic Markov chain measures the rate of co...
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02/01/2019
Estimating the Mixing Time of Ergodic Markov Chains
We address the problem of estimating the mixing time t_mix of an arbitra...
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01/31/2019
Minimax Testing of Identity to a Reference Ergodic Markov Chain
We exhibit an efficient procedure for testing, based on a single long st...
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09/13/2018