MixedTrails: Bayesian Hypotheses Comparison on Heterogeneous Sequential Data
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(2016)cite arxiv:1612.07612.

Sequential traces of user data are frequently observed online and offline, e.g.,as sequences of visited websites or as sequences of locations captured by GPS. However,understanding factors explaining the production of sequence data is a challenging task,especially since the data generation is often not homogeneous. For example, navigation behavior might change in different phases of a website visit, or movement behavior may vary between groups of user. In this work, we tackle this task and propose MixedTrails, a Bayesian approach for comparing the plausibility of hypotheses regarding the generative processes of heterogeneous sequence data. Each hypothesis represents a belief about transition probabilities between a set of states that can vary between groups of observed transitions.For example, when trying to understand human movement in a city, a hypothesis assuming tourists to be more likely to move towards points of interests than locals, can be shown to be more plausible with observed data than a hypothesis assuming the opposite. Our approach incorporates these beliefs as Bayesian priors in a generative mixed transition Markov chain model, and compares their plausibility utilizing Bayes factors. We discuss analytical and approximate inference methods for calculating the marginal likelihoods for Bayes factors,give guidance on interpreting the results, and illustrate our approach with several experiments on synthetic and empirical data from Wikipedia and Flickr. Thus, this work enables a novel kind of analysis for studying sequential data in many application areas.
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