Mathematics > Probability
[Submitted on 16 Feb 2023]
Title:A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains
View PDFAbstract:We consider the problem of testing the identity of a reversible Markov chain against a reference from a single trajectory of observations. Employing the recently introduced notion of a lumping-congruent Markov embedding, we show that, at least in a mildly restricted setting, testing identity to a reversible chain reduces to testing to a symmetric chain over a larger state space and recover state-of-the-art sample complexity for the problem.
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