A Data-Driven Approach to State Construction in Markov Models
A Markov chain is a widely used stochastic process modelling random events over time. These models are built on subsets of the entire dataset, referred to as states, which are considered to be homogeneous regarding transition probabilities. However, the creation of these states is often disregarded or based on prior assumption, potentially violating the homogeneity requirement and thus decreasing the validity and predictive power of the model. In order to fill this gap, this paper combines supervised feature selection with unsupervised learning techniques for data-driven state construction. Density-based clustering, spectral clustering, and Kohonen self-organizing maps are examined for th...
| Authors | Linde Van Gestel, Marie-Anne Guerry, Evy Rombaut |
|---|---|
| Primary category | stat.ML |
| Published | 21 August 2026 |
| Last updated at source | 21 August 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.