Just Wing It: Near-Optimal Estimation of Missing Mass in a Markovian Sequence

A Pananjady, V Muthukumar, A Thangaraj - Journal of Machine Learning …, 2024 - jmlr.org
We study the problem of estimating the stationary mass---also called the unigram mass---
that is missing from a single trajectory of a discrete-time, ergodic Markov chain. This problem …

[PDF][PDF] Just wing it: optimal estimation of missing mass in a Markovian sequence

A Pananjady, V Muthukumar, A Thangaraj - stat, 2024 - dp-ai-application.oss-cn …
We study the problem of estimating the stationary mass—also called the unigram mass—
that is missing from a single trajectory of a discrete-time, ergodic Markov chain. This problem …