NeurIPS 2016poster28 citations
On Mixtures of Markov Chains
Rishi Gupta, Ravi Kumar, Sergei Vassilvitskii
Abstract
We study the problem of reconstructing a mixture of Markov chains from the trajectories generated by random walks through the state space. Under mild non-degeneracy conditions, we show that we can uniquely reconstruct the underlying chains by only considering trajectories of length three, which represent triples of states. Our algorithm is spectral in nature, and is easy to implement.
BibTeX
@inproceedings{NIPS2016_8b570001,
author = {Gupta, Rishi and Kumar, Ravi and Vassilvitskii, Sergei},
booktitle = {Advances in Neural Information Processing Systems},
editor = {D. Lee and M. Sugiyama and U. Luxburg and I. Guyon and R. Garnett},
pages = {},
publisher = {Curran Associates, Inc.},
title = {On Mixtures of Markov Chains},
url = {https://proceedings.neurips.cc/paper_files/paper/2016/file/8b5700012be65c9da25f49408d959ca0-Paper.pdf},
volume = {29},
year = {2016}
}