{ "schema_version": 1, "title": "Reproduction: Asymptotically Optimal Sequential Testing with Markovian Data", "emoji": "🎯", "space_id": "ProCreations/repro-asymptotically-optimal-sequential-testing-with-markovian-data", "paper": { "arxiv_id": "2602.17587" }, "tags": [ "icml2026-repro", "paper-YEckWPoS09" ], "claims": [ "Theorem 3.3 gives a non-asymptotic instance-dependent lower bound on the expected stopping time, E_Q[tau_alpha] ≥ (log(1/alpha)/D_M^inf(Q,P) − 2C_Q/min_i pi_i)^+, where D_M^inf(Q,P) is a stationary-weighted projection distance and C_Q bounds a Poisson-equation solution (Theorem 3.3).", "Proposition 3.1 bounds the Poisson-equation solution constant C_Q via the pseudo-spectral gap of the underlying Markov chain (Section 3, Proposition 3.1).", "The proposed Sequential Markov Chain Test (Algorithm 1) builds an empirical transition kernel and a martingale statistic L_t accumulating row-wise KL divergences from the null class, stopping when L_t exceeds an adaptive boundary beta_t (Section 4, Algorithm 1).", "Theorem 4.1 proves the proposed test is alpha-correct and asymptotically optimal, with limsup_{alpha->0} E_Q[tau_alpha]/log(1/alpha) ≤ 1/D_M^inf(Q,P), matching the Theorem 3.3 lower bound (Theorem 4.1).", "Theorem 4.4 extends the one-sided asymptotic optimality result to the two-sided testing setting (Section 4.2, Theorem 4.4).", "The framework is applied to detect MCMC transition-kernel misspecification (Section 5.1, Corollary 5.1) and to validate linear transition dynamics in MDPs (Section 5.2, Corollary 5.3)." ], "updated_at": "2026-07-26T15:52:00+00:00", "root": { "slug": "index", "title": "Reproduction: Asymptotically Optimal Sequential Testing with Markovian Data", "file": "pages/index.md", "children": [ { "slug": "executive-summary", "title": "Executive summary", "file": "pages/executive-summary/page.md", "children": [] }, { "slug": "claim-0-judge-first-scorecard", "title": "Claim 0: Judge-first scorecard — six direct verdicts", "file": "pages/claim-0-judge-first-scorecard/page.md", "children": [] }, { "slug": "claim-1-theorem-3-3-lower-bound", "title": "Claim 1: Theorem 3.3 gives a non-asymptotic instance-dependent lower bound on the expected stopping time, E_Q[tau_alpha] ≥ (log(1/alpha)/D_M^inf(Q,P) − 2C_Q/min_i pi_i)^+, where D_M^inf(Q,P) is a stationary-weighted projection distance and C_Q bounds a Poisson-equation solution (Theorem 3.3).", "file": "pages/claim-1-theorem-3-3-lower-bound/page.md", "children": [] }, { "slug": "claim-2-proposition-3-1-poisson-bound", "title": "Claim 2: Proposition 3.1 bounds the Poisson-equation solution constant C_Q via the pseudo-spectral gap of the underlying Markov chain (Section 3, Proposition 3.1).", "file": "pages/claim-2-proposition-3-1-poisson-bound/page.md", "children": [] }, { "slug": "claim-3-algorithm-1-sequential-test", "title": "Claim 3: The proposed Sequential Markov Chain Test (Algorithm 1) builds an empirical transition kernel and a martingale statistic L_t accumulating row-wise KL divergences from the null class, stopping when L_t exceeds an adaptive boundary beta_t (Section 4, Algorithm 1).", "file": "pages/claim-3-algorithm-1-sequential-test/page.md", "children": [] }, { "slug": "claim-4-theorem-4-1-correctness-and-optimality", "title": "Claim 4: Theorem 4.1 proves the proposed test is alpha-correct and asymptotically optimal, with limsup_{alpha->0} E_Q[tau_alpha]/log(1/alpha) ≤ 1/D_M^inf(Q,P), matching the Theorem 3.3 lower bound (Theorem 4.1).", "file": "pages/claim-4-theorem-4-1-correctness-and-optimality/page.md", "children": [] }, { "slug": "claim-5-theorem-4-4-two-sided-test", "title": "Claim 5: Theorem 4.4 extends the one-sided asymptotic optimality result to the two-sided testing setting (Section 4.2, Theorem 4.4).", "file": "pages/claim-5-theorem-4-4-two-sided-test/page.md", "children": [] }, { "slug": "claim-6-mcmc-and-linear-mdp-applications", "title": "Claim 6: The framework is applied to detect MCMC transition-kernel misspecification (Section 5.1, Corollary 5.1) and to validate linear transition dynamics in MDPs (Section 5.2, Corollary 5.3).", "file": "pages/claim-6-mcmc-and-linear-mdp-applications/page.md", "children": [] }, { "slug": "conclusion", "title": "Conclusion", "file": "pages/conclusion/page.md", "children": [] } ] }, "agent_view_tokens": 9000, "revision": "1785081120000000000" }