English

Infinite Mixture Model of Markov Chains

Machine Learning 2017-06-21 v1

Abstract

We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g. user behavior traces). We simplify the idea of capturing these patterns by hierarchical hidden Markov models (HHMMs) - and extend the existing approaches by the additional representation of structural information. Our empirical results are based on both synthetic- and real world data. They indicate that the results are easily interpretable, and that the model excels at segmentation and prediction performance: it successfully identifies the generating patterns and can be used for effective prediction of future observations.

Keywords

Cite

@article{arxiv.1706.06178,
  title  = {Infinite Mixture Model of Markov Chains},
  author = {Jan Reubold and Thorsten Strufe and Ulf Brefeld},
  journal= {arXiv preprint arXiv:1706.06178},
  year   = {2017}
}
R2 v1 2026-06-22T20:23:18.606Z