Information geometry of reversible Markov chains (Q2064255)

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Language	Label	Description	Also known as
English	Information geometry of reversible Markov chains	scientific article

Statements

scholarly article

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Information geometry of reversible Markov chains (English)

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Geoffrey Wolfer

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Information Geometry

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publication date

5 January 2022

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full work available at URL

https://arxiv.org/abs/2106.05669

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zbMATH Keywords

irreducible Markov chain

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reversible Markov chain

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exponential family

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mixture family

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information projection

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MaRDI profile type

MaRDI publication profile

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A. N. Kolmogorov - the founder of the theory of reversible Markov processes

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Zur Theorie der Markoffschen Ketten

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Zur Umkehrbarkeit der statistischen Naturgesetze

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Handbook of Markov Chain Monte Carlo

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The algebra of reversible Markov chains

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Information geometry approach to parameter estimation in Markov chains

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A Convexity Property in the Theory of Random Variables Defined on a Finite Markov Chain

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Asymptotic evaluation of certain markov process expectations for large time, I

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On Large Deviations from the Invariant Measure

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Conditional limit theorems under Markov conditioning

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On the converse theorem in statistical hypothesis testing for Markov chains

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Finite-length analysis on tail probability for Markov chain and application to simple hypothesis testing

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Local equivalence problem in hidden Markov model

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Conditional exponential families and a representation theorem for asymptotic inference

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On exponential families of Markov processes

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Large Sample Inference for Markovian Exponential Families with Application to Branching Processes with Immigration

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Explicit limit results for minimal sufficient statistics and maximum likelihood estimators in some Markov processes: Exponential families approach

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Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach

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On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes

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A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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Maximum entropy and conditional probability

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Invariant measures of time-reversible Markov chains

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Bayesian analysis for reversible Markov chains

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Doubly autoparallel structure on the probability simplex

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Mixing time estimation in reversible Markov chains from a single sample path

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Computing the nearest reversible Markov chain

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Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S41884-021-00061-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:2064255

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