Geometric Reduction for Identity Testing of Reversible Markov Chains

Geoffrey Wolfer, Shun Watanabe

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at least in a mildly restricted setting, testing identity to a reversible chain reduces to testing to a symmetric chain over a larger state space and recover state-of-the-art sample complexity for the problem.

Original languageEnglish
Title of host publicationGeometric Science of Information - 6th International Conference, GSI 2023, Proceedings
EditorsFrank Nielsen, Frédéric Barbaresco
PublisherSpringer Science and Business Media Deutschland GmbH
Pages328-337
Number of pages10
ISBN (Print)9783031382703
DOIs
StatePublished - 1 Jan 2023
Externally publishedYes
EventThe 6th International Conference on Geometric Science of Information, GSI 2023 - St. Malo, France
Duration: 30 Aug 20231 Sep 2023

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume14071 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceThe 6th International Conference on Geometric Science of Information, GSI 2023
Country/TerritoryFrance
CitySt. Malo
Period30/08/231/09/23

Keywords

  • Congruent embedding
  • Identity testing
  • Information geometry
  • Irreducible Markov chains
  • Lumpability
  • Markov embedding

ASJC Scopus subject areas

  • Theoretical Computer Science
  • General Computer Science

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