Testing Symmetric Markov Chains From a Single Trajectory
COLT, pp. 385-409, 2018.
Classical distribution testing assumes access to i.i.d. samples from the distribution that is being tested. We initiate the study of Markov chain testing, assuming access to a single trajectory of a Markov Chain. In particular, we observe a single trajectory (X_0 ,ldots,X_t ,ldots) of an unknown, symmetric, and finite state Markov Chain M...More
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