All Questions
5 questions with no upvoted or accepted answers
3
votes
0
answers
494
views
Maximization of a total variation distance subject to another total variation distance in Markov chain
Suppose two dependent random variables $X$ and $V$ from finite alphabets $\mathcal{V}$ and $\mathcal{X}$ with known joint and marginal distributions are given. Let $P_{XV}$ and $P_X$ and $P_V$ are the ...
2
votes
0
answers
162
views
An optimization in Markov Chain
We are given two correlated random variables $V$ and $X$ supported over a finite alphabets $\mathcal{V}$ and $\mathcal{X}$. Suppose the marginal $P_V$ and conditional distribution $P_{X|V}$ are ...
1
vote
0
answers
48
views
Sample complexity of estimating a doubly stochastic matrix
Let $P\in\mathbb{R}^{n\times n}$ be a doubly-stochastic matrix. That is:
$$P(x,y)\geq 0,\quad \sum_xP(x,y)=1,\quad \sum_yP(x,y)=1.$$
I would like to know if lower and upper bounds on the sample ...
0
votes
0
answers
34
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Does the definition of mixing time work for general non-Markovian processes?
A definition of the mixing time for Markov chains is given by
\begin{equation}
\tau_{\text{mix}}\equiv\inf{\{t>0: \sup_i\left\vert \frac{\boldsymbol{p}(t|p_j(0)=\delta_{ij})}{\boldsymbol{\pi}}-\...
0
votes
1
answer
227
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Constructing Markov chain
Let $(A_1,B_1)$ and $(A_2,B_2)$ be two random variables with the joint distributions $p_{A_1B_1}$ and $p_{A_2B_2}$, respectively. Moreover, we have
$$\mathbb{P}[(A_1,B_1)\neq (A_2,B_2)]=\alpha.$$
Then,...