Improved Estimation of Relaxation Time in Non-reversible Markov Chains
@inproceedings{Wolfer2022ImprovedEO, title={Improved Estimation of Relaxation Time in Non-reversible Markov Chains}, author={Geoffrey Wolfer and Aryeh Kontorovich}, year={2022} }
We show that the minimax sample complexity for estimating the pseudo-spectral gap γ ps of an ergodic Markov chain in constant multiplicative error is of the order of
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