Assessing significance in a Markov chain without mixing
Assessing significance in a Markov chain without mixing
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Wesley Pegden , Carnegie Mellon University
Fine Hall 224
We will describe a new statistical test to demonstrate outlier status for a state of any reversible Markov Chain. Remarkably, the test can rigorously demonstrate outlier status without any bounds on the mixing time of the chain. With an eye on November 8, we will describe an application of our test to representative democracy. This is joint work with Maria Chikina and Alan Frieze.