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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