Minimax learning of ergodic Markov chains

MaRDI QIDQ7034366zbMATH OpenFDO

Authors Geoffrey Wolfer, Aryeh Kontorovich

Publication date 31 January 2025

Full work available at URL https://proceedings.mlr.press/v98/wolfer19a.html

zbMATH Keywords

learningminimaxergodic Markov chain

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Learning and adaptive systems in artificial intelligence (68T05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Minimax procedures in statistical decision theory (62C20)

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