Mixing time estimation in reversible Markov chains from a single sample path
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Publication:2330466
DOI10.1214/18-AAP1457zbMath1466.60143arXiv1708.07367MaRDI QIDQ2330466
Yuval Peres, Csaba Szepesvári, Daniel Hsu, David A. Levin, Leonid (Aryeh) Kontorovich, Geoffrey Wolfer
Publication date: 22 October 2019
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.07367
62M05: Markov processes: estimation; hidden Markov models
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
62M99: Inference from stochastic processes