Derives matrix concentration inequalities for time-inhomogeneous Markov chains under positive Ollivier-Ricci curvature or Saloff-Coste-Zuniga spectral gap, illustrated on dynamic Bradley-Terry-Luce models.
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Matrix concentration inequalities for time-inhomogeneous Markov chains
Derives matrix concentration inequalities for time-inhomogeneous Markov chains under positive Ollivier-Ricci curvature or Saloff-Coste-Zuniga spectral gap, illustrated on dynamic Bradley-Terry-Luce models.