Testing ising models

C Daskalakis, N Dikkala… - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
Given samples from an unknown multivariate distribution p, is it possible to distinguish
whether p is the product of its marginals versus p being far from every product distribution …

Optimal and instance-dependent guarantees for Markovian linear stochastic approximation

W Mou, A Pananjady, MJ Wainwright… - arxiv preprint arxiv …, 2021 - arxiv.org
We study stochastic approximation procedures for approximately solving a $ d $-
dimensional linear fixed point equation based on observing a trajectory of length $ n $ from …

Estimating the mixing time of ergodic markov chains

G Wolfer, A Kontorovich - Conference on Learning Theory, 2019 - proceedings.mlr.press
We address the problem of estimating the mixing time $ t_ {\mathsf {mix}} $ of an arbitrary
ergodic finite Markov chain from a single trajectory of length $ m $. The reversible case was …

Learning Mixtures of Continuous-Time Markov Chains

FC Spaeh, C Tsourakakis - The Web Conference 2024, 2024 - openreview.net
Sequential data naturally arises from user engagement on digital platforms like social
media, music streaming services, and web navigation, encapsulating evolving user …

Identity testing of reversible Markov chains

S Fried, G Wolfer - International Conference on Artificial …, 2022 - proceedings.mlr.press
We consider the problem of identity testing of Markov chain transition matrices based on a
single trajectory of observations under the distance notion introduced by Daskalakis et …

Testing symmetric Markov chains without hitting

Y Cherapanamjeri, PL Bartlett - Conference on Learning …, 2019 - proceedings.mlr.press
We study the problem of identity testing of symmetric markov chains. In this setting, we are
given access to a single trajectory from a markov chain with unknown transition matrix $\bm …

Minimax testing of identity to a reference ergodic markov chain

G Wolfer, A Kontorovich - International Conference on …, 2020 - proceedings.mlr.press
We exhibit an efficient procedure for testing, based on a single long state sequence, whether
an unknown Markov chain is identical to or e-far from a given reference chain. We obtain …

Learning and Testing Irreducible Markov Chains via the -Cover Time

SO Chan, Q Ding, SH Li - Algorithmic Learning Theory, 2021 - proceedings.mlr.press
We give a unified way of testing and learning finite Markov chains from a single Markovian
trajectory, using the idea of $ k $-cover time introduced here. The $ k $-cover time is the …

Entropy rate estimation for Markov chains with large state space

Y Han, J Jiao, CZ Lee, T Weissman… - Advances in Neural …, 2018 - proceedings.neurips.cc
Entropy estimation is one of the prototypical problems in distribution property testing. To
consistently estimate the Shannon entropy of a distribution on $ S $ elements with …

Markovletics: Methods and A Novel Application for Learning Continuous-Time Markov Chain Mixtures

F Spaeh, CE Tsourakakis - Proceedings of the ACM Web Conference …, 2024 - dl.acm.org
Sequential data naturally arises from user engagement on digital platforms like social
media, music streaming services, and web navigation, encapsulating evolving user …