Identity testing of reversible Markov chains

• URL: http://arxiv.org/abs/2105.06347v1
• Date: Thu, 13 May 2021 15:03:27 GMT
• Title: Identity testing of reversible Markov chains
• Authors: Sela Fried and Geoffrey Wolfer
• Abstract summary: We consider the problem of identity testing of Markov chains based on a single trajectory of observations. We relax the symmetry assumption to the more natural assumption of reversibility, still assuming that both the reference and the unknown Markov chains share the same stationary distribution.
• Score: 4.594159253008449
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We consider the problem of identity testing of Markov chains based on a single trajectory of observations under the distance notion introduced by Daskalakis et al. [2018a] and further analyzed by Cherapanamjeri and Bartlett [2019]. Both works made the restrictive assumption that the Markov chains under consideration are symmetric. In this work we relax the symmetry assumption to the more natural assumption of reversibility, still assuming that both the reference and the unknown Markov chains share the same stationary distribution.

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