Minimax Testing of Identity to a Reference Ergodic Markov Chain.

Geoffrey Wolfer Aryeh Kontorovich

Published in: AISTATS (2020)

Keyphrases

markov chain
stationary distribution
finite state
steady state
markov process
monte carlo
state space
markov model
transition probabilities
stochastic process
random walk
monte carlo method
monte carlo simulation
transition matrix
cross validation
state transition