Separating effect from significance in Markov chain tests

Maria Chikina; Alan Frieze; Jonathan Mattingly; Wesley Pegden

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arXiv · 1904.04052

Separating effect from significance in Markov chain tests

Maria Chikina·Alan Frieze·Jonathan Mattingly·Wesley Pegden

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Abstract

We give qualitative and quantitative improvements to theorems which enable significance testing in Markov Chains, with a particular eye toward the goal of enabling strong, interpretable, and statistically rigorous claims of political gerrymandering. Our results can be used to demonstrate at a desired significance level that a given Markov Chain state (e.g., a districting) is extremely unusual (rather than just atypical) with respect to the fragility of its characteristics in the chain. We also provide theorems specialized to leverage quantitative improvements when there is a product structure in the underlying probability space, as can occur due to geographical constraints on districtings.

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BibTeX RIS

Maria Chikina, Alan Frieze, Jonathan Mattingly, Wesley Pegden. 2019-04-08. Separating effect from significance in Markov chain tests. https://arxiv.org/abs/1904.04052

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