用对比学习框架直接学出可迭代的马尔可夫转移核,保证模型合法且高效。
A Doeblin-Anchored Contrastive Chart for Learning Markov Transition Kernels

- 设计锚定对比图,将目标转移核与重启分布混合,确保其为合法马尔可夫核。
- 证明对比风险能准确识别转移密度,误差可量化,且逆推后仍保持 $L^1$ 精度。
- 适用于非平稳、混合轨迹数据,适合需精确路径建模的研究者。
学习马尔可夫转移模型不仅是条件密度估计:所学对象必须是可迭代的合法转移核。本文提出一种基于多布拉因(Doeblin)锚定的对比图,这是一种从对比目标学习转移核的统计到动力学坐标框架。给定重启律和锚定强度,该框架将目标转移核与重启律混合,得到的锚定核同时满足:是满足Doeblin小化条件的马尔可夫核,二元对比实验中的正条件概率,以及原始转移律的显式可逆坐标。我们证明了锚定对比风险能唯一识别锚定转移密度,并将过量风险校准为密度误差。由于学习得分的反演可能产生符号或未归一化对象,我们引入一个可测马尔可夫化算子,在保持 $L^1$ 误差至常数倍的前提下恢复核的合法性。通过极值不等式和霍尔德-瑞卢近似界,我们获得了独立转移对的非参数收敛速率。对于平稳几何 $β$-混合轨迹,通过保守稀释与耦合扩展,同样可获得等效重建接口,有效样本量不变。占用加权扰动界将一步核误差传递至有限时域边缘、路径律与占位测度误差,且覆盖范围明确。
原文摘要 · Abstract (English)
Learning a Markov transition model is not merely conditional density estimation: the learned object must be a valid transition kernel before it is iterated in downstream dynamics. This paper introduces a Doeblin-anchored contrastive chart, a statistical-to-dynamical coordinate framework for learning transition kernels from contrastive objectives. Given a restart law and an anchor strength, the chart mixes the target transition with the restart law. The resulting anchored kernel is simultaneously a Doeblin-minorized Markov kernel, the positive conditional law in a binary contrastive experiment, and an explicitly invertible coordinate for the original transition law. We prove that the anchored contrastive risk identifies the anchored transition density and calibrates excess risk to density error. Since inversion of a learned score may produce a signed or unnormalized object, we introduce a measurable Markovization operator that restores kernel validity while preserving integrated $L^1$ accuracy up to a constant factor. Oracle inequalities and Hölder--ReLU approximation bounds yield nonparametric rates for independent transition pairs. For stationary geometrically $β$-mixing trajectories, a conservative thinning-and-coupling extension yields the same reconstruction interface with an effective sample size. Occupancy-weighted perturbation bounds transfer one-step kernel error to finite-horizon marginal, path-law, and occupation-measure errors under explicit coverage.
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