A Geometric Reduction Approach for Identity Testing of Reversible Markov Chains
Geoffrey Wolfer, Shun Watanabe · arXiv (Cornell University) · 2023
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.