Estimation of the Spectral Gap of a Markov Chain from Observations
Estimation of the Spectral Gap of a Markov Chain from Observations
Start:
Monday, May 19, 2025 11:00 am
End:
Monday, May 19, 2025 11:50 am
Location:
STAG 111
David Levin
University of Oregon
How long must a single path of a Markov chain be observed so that the spectral gap can be accurately estimated from the observed data? I discuss some answers to this question from a few years ago, and time permitting, some new ideas.
Contact:
Philipp Kunde