Linear Additive Markov Processes
Ravi Kumar, Maithra Raghu, Tamás Sarlós, Andrew Tomkins · 2017
We introduce LAMP: the Linear Additive Markov Process. Transitions in LAMP may be influenced by states visited in the distant history of the process, but unlike higher-order Markov processes, LAMP retains an efficient parameterization. LAMP also allows the specific dependence on history to be learned efficiently from data.