Minimax estimation of the pseudo-spectral gap of continuous Markov chains, with applications to empirical concentration bounds
stat.ML, cs.LG, math.ST, stat.TH
Submitted: 2026-10-14
Updated: 2026-10-14
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Generalization bounds for mixing processes via delayed online-to-PAC conversions
- Hoeffding's Inequality for Markov Chains under Generalized Concentrability Condition
- Rosenthal-type inequalities for linear statistics of Markov chains
- Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes
- A data-dependent DKW inequality for regenerative Markov chains
- An Empirical Bernstein Inequality for Dependent Data in Hilbert Spaces and Applications
- Estimating the spectral gap of a trace-class Markov operator
- Optimistic Estimation of Convergence in Markov Chains with the Average-Mixing Time
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