New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains

DOI10.3150/18-BEJ1029zbMath1431.62197arXiv1612.03233OpenAlexW2962865193MaRDI QIDQ1740534

Amir Sepehri

Publication date: 30 April 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.03233

zbMATH Keywords

spectral analysisgoodness-of-fitnonparametric hypothesis testingCauchy identitymixing-diagnostics for Markov chainsrandom rotation generatorsrepresentation theory of compact groups

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Discrete-time Markov processes on general state spaces (60J05) Admissibility in statistical decision theory (62C15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Algebraic statistics (62R01)

Related Items

Asymptotic normality of the trace for a class of distributions on orthogonal matrices ⋮ On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints ⋮ New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains

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