Learning Mixtures of Markov Chains with Quality Guarantees

Fabian Spaeh, Charalampos E. Tsourakakis · 2023

A large number of modern applications ranging from listening songs online and browsing the Web to using a navigation app on a smartphone generate a plethora of user trails. Clustering such trails into groups with a common sequence pattern can reveal significant structure in human behavior that can lead to improving user experience through better recommendations, and even prevent suicides [14]. One approach to modeling this problem mathematically is as a mixture of Markov chains. Recently, Gupta, Kumar and Vassilvitski [10] introduced an algorithm () based on the singular value decomposition (SVD) that under certain conditions can perfectly recover a mixture of L chains on n states, given only the distribution of trails of length 3 (3-trail).

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