Information geometry of reversible Markov chains

DOI10.1007/s41884-021-00061-7zbMath1479.60153arXiv2106.05669OpenAlexW3216853203MaRDI QIDQ2064255

Shun Watanabe, Geoffrey Wolfer

Publication date: 5 January 2022

Published in: Information Geometry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.05669

zbMATH Keywords

exponential familyreversible Markov chainirreducible Markov chaininformation projectionmixture family

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Improved estimation of relaxation time in nonreversible Markov chains ⋮ Geometric reduction for identity testing of reversible Markov chains

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