WebMay 30, 2024 · Chernoff-type bound for finite Markov chains. P. Lezaud; Mathematics. 1998; This paper develops bounds on the distribution function of the empirical mean for irreducible finite-state Markov chains. One approach, explored by D. Gillman, reduces this problem to bounding the … Expand. 169. PDF. View 1 excerpt; WebChernoff-type bound for finite Markov chains by ... This paper develops bounds on the distribution function of the empirical mean for irreducible finite-state Markov chains. One approach, explored by Gillman, reduces this problem to bounding the largest eigenvalue of a perturbation of the transition matrix for the Markov chain. ...
A Matrix Chernoff Bound for Markov Chains and Its …
WebWe prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, consider a random … WebReducing acquisition time is a crucial challenge for many imaging techniques. Compressed sensing (CS) theory offers an appealing framework to address this issue since it provides theoretical guarantees on the reconstruction of sparse signals by projection on a low-dimensional linear subspace. In this paper, we focus on a setting where the imaging … kids day out herts
Chernoff-type bound for finite Markov chains
WebThe standard Markov chain Monte Carlo method of estimating an expected value is to generate a Markov chain which converges to the target distribution and then compute correlated sample averages. In many applications the quantity of interest θ is represented as a product of expected values, θ = µ 1 ⋯ µ k , and a natural estimator is a ... WebMay 20, 2016 · Optimal Chernoff and Hoeffding Bounds for Finite Markov Chains This paper develops an optimal Chernoff type bound for the probabilities... 0 Vrettos Moulos, et al. ∙ WebCiteSeerX - Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): This paper develops bounds on the distribution function of the empirical mean for irreducible finite-state Markov chains. One approach, explored by Gillman, reduces this problem to bounding the largest eigenvalue of a perturbation of the transition matrix for the Markov chain. kids day out cheshire