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Chernoff-type bound for finite markov chains

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 https://brainardtechnology.com

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

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Chernoff-type bound for finite markov chains

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WebMarkov Chain; Memory Cell; Hash Table; Cache Size; Queue Size; These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves. ... Lezaud, P.: Chernoff-type bound for finite Markov chains. Annals of Applied Probability 8(3), 849–867 (1998) CrossRef ... WebAug 15, 2002 · Lawler, G.F. and Sokal, A.D., Bounds on the L 2 spectrum for Markov chains and Markov processes: A generalization of Cheeger's inequality. Trans. Amer. …

Chernoff-type bound for finite markov chains

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WebChernoff Bounds: P ( X ≥ a) ≤ e − s a M X ( s), for all s > 0, P ( X ≤ a) ≤ e − s a M X ( s), for all s < 0. Since Chernoff bounds are valid for all values of s > 0 and s < 0, we can … WebandFan et al.(2024)obtained both Bernstein and Hoe ding type bounds for general state space Markov chains and time-varying functions f i. Here we develop a Hoe ding type bound by loosening up our Cherno type bound inTheorem 1using a Pinsker type inequality inLemma 8. In the process a Hoe ding type lemma, inLemma 9, is established as the dual

WebAug 6, 2024 · Abstract: We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a regular (aperiodic and irreducible) finite Markov chain. Specially, … http://emis.maths.adelaide.edu.au/journals/EJP-ECP/article/view/1577/0.html

WebAug 15, 2002 · D. Aldous and J. Fill, Reversible Markov Chains and Random Walks on Graphs. Monograph in preparation. ... Lezaud, P., Chernoff-type Bound for Finite Markov Chains. Ann. Appl. Probab 8 (1998) 849-867. [21] B. Mann, Berry-Esseen Central Limit Theorem for Markov chains, Ph.D. Thesis. Harvard University (1996). WebSep 8, 2024 · 3.1: Introduction to Finite-state Markov Chains. 3.2: Classification of States. This section, except where indicated otherwise, applies to Markov chains with both finite and countable state spaces. 3.3: The Matrix Representation. The matrix [P] of transition probabilities of a Markov chain is called a stochastic matrix; that is, a stochastic ...

WebThis paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums $\sum_{k=1}^n f (X_k)$ where $f$ is a real-valued function and …

WebJul 9, 2024 · This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums $\sum_{k=1}^n f (X_k)$ where $f$ is a real-valued function and … is mineral oil safe to use on skinWebOct 11, 2006 · Lawler G. and Sokal A. (1988) Bounds on the L 2 spectrum for Markov chains and Markov processes: a generalization of Cheeger inequality. Trans. AMS, 309, … is mineral oil ok for catsWebAbstract. 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 … kids day out gloucesteris mineral oil same as baby oilWebAug 6, 2024 · We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via an ergodic Markov chain, generalizing the regular undirected graph case studied by [Garg et al. STOC '18]. is mineral oil safe to take dailyWebThis paper develops bounds on the distribution function of the empirical mean for irreducible finite-state Markov chains. One approach, explored by Gillman, reduces this … is mineral or zinc sunscreen betterWebAbstract: The problem of Chernoff bounding is analyzed for symmetric channels with input alphabet of arbitrary finite size or erasure channels with no crossover errors whose … kids day out lancashire