Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining 2017
DOI: 10.1145/3097983.3098127
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Retrospective Higher-Order Markov Processes for User Trails

Abstract: Users form information trails as they browse the web, checkin with a geolocation, rate items, or consume media. A common problem is to predict what a user might do next for the purposes of guidance, recommendation, or prefetching. First-order and higher-order Markov chains have been widely used methods to study such sequences of data. First-order Markov chains are easy to estimate, but lack accuracy when history ma ers. Higher-order Markov chains, in contrast, have too many parameters and su er from over ing t… Show more

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Cited by 9 publications
(7 citation statements)
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“…While Markov models are valuable when history is not important or available, they potentially lack accuracy when history matters. 29 Work has been done 29 to develop more complex Markov chain modeling methods that incorporate history.…”
Section: Discussionmentioning
confidence: 99%
“…While Markov models are valuable when history is not important or available, they potentially lack accuracy when history matters. 29 Work has been done 29 to develop more complex Markov chain modeling methods that incorporate history.…”
Section: Discussionmentioning
confidence: 99%
“…Other loosely related work that deserves a mention includes vertex-reinforced random walks [395] and the spacey random walk [396], which are at the base of multilinear PageRank, as well as tensor spectral clustering [397], for partitioning higher-order network structures such as triangles, and tensor factorization, for predicting user trails [398], both modeled as higher-order Markov chains. For more details on useful mathematical tools, we also recommend Golub and Van Loan [399] for general matrix computations, Manning et al [77,Ch.8] for understanding lowrank matrix approximations, Dayar [400] for learning about the relation between Markov chains and the Kronecker product, and Wu and Chu [401] for more information on higher-order Markov chains, tensors and the power iteration.…”
Section: Mlprmentioning
confidence: 99%
“…Thus, approaches employing higher-order Markov processes have a cubic space complexity, and are for this reason inefficient. To cope with this issue, more efficient parameterization approaches, such as the Linear Additive Markov Process (LAMP [28]) and the Retrospective Higher-Order Markov Process (RHOMP [44]), have been proposed. In contrast to the higher-order Markov process, the number of maintained parameters in the LAMP model and the RHOMP model grow linearly, which makes them more suitable for streaming data.…”
Section: The Candidate Change Point (Detection) Approachmentioning
confidence: 99%
“…In the proposed method, we introduce an adaptive estimation for detecting changes, we use CCP heritage of the CCP model to estimate the CCP mean distribution of streaming data. This method can be compared to the linear high order of states based on Markov chain [28,44].…”
Section: Adaptive Estimation Of Data In Streamingmentioning
confidence: 99%
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