Reference:

Taolue Chen and Stefan Kiefer. On the total variation distance of labelled Markov chains. In Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM/IEEE Symposium on Logic in Computer Science (LICS), pages 33:1–33:10, Vienna, Austria, 2014.

Abstract:

Labelled Markov chains (LMCs) are widely used in probabilistic verification, speech recognition, computational biology, and many other fields. Checking two LMCs for equivalence is a classical problem subject to extensive studies, while the total variation distance provides a natural measure for the ``inequivalence'' of two LMCs: it is the maximum difference between probabilities that the LMCs assign to the same event. In this paper we develop a theory of the total variation distance between two LMCs, with emphasis on the algorithmic aspects: (1) we provide a polynomial-time algorithm for determining whether two LMCs have distance 1, i.e., whether they can almost always be distinguished; (2) we provide an algorithm for approximating the distance with arbitrary precision; and (3) we show that the threshold problem, i.e., whether the distance exceeds a given threshold, is NP-hard and hard for the square-root-sum problem. We also make a connection between the total variation distance and Bernoulli convolutions.

Suggested BibTeX entry:

@inproceedings{14CK-LICS,
    address = {Vienna, Austria},
    author = {Taolue Chen and Stefan Kiefer},
    booktitle = {Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM/IEEE Symposium on Logic in Computer Science (LICS)},
    pages = {33:1--33:10},
    title = {On the Total Variation Distance of Labelled {M}arkov Chains},
    year = {2014}
}