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Factorizing Markov models for categorical time series prediction

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2011

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SIMOS, Theodore E., ed. and others. Numerical analysis and applied mathematics : ICNAAM. Melville, N.Y: AIP, 2011, pp. 405-409. AIP Conference Proceedings. 1389. ISBN 978-0-7354-0956-9. Available under: doi: 10.1063/1.3636749

Zusammenfassung

During the last decade, recommender systems became a popular class of models for many commercial websites. One of the best state‐of‐the‐art methods for recommender systems are Matrix and Tensor Factorization models. Besides, Markov Chain models are common for representing sequential data problems (e.g. categorical time series data). The item recommendation problem of recommender systems in fact is a categorical time series problem where each user represents an individual categorical time series. In this paper we combine factorization models with Markov Chain models. To increase efficiency of parameter estimation we introduce our generalized Factorized Markov Chain model.

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004 Informatik

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Markov processes, time series, Web sites, probability

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NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: International Conference on Numerical Analysis and Applied Mathematics, 19. Sept. 2011 - 25. Sept. 2011, Halkidiki, (Greece)
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ISO 690FREUDENTHALER, Christoph, Steffen RENDLE, Lars SCHMIDT-THIEME, 2011. Factorizing Markov models for categorical time series prediction. NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: International Conference on Numerical Analysis and Applied Mathematics. Halkidiki, (Greece), 19. Sept. 2011 - 25. Sept. 2011. In: SIMOS, Theodore E., ed. and others. Numerical analysis and applied mathematics : ICNAAM. Melville, N.Y: AIP, 2011, pp. 405-409. AIP Conference Proceedings. 1389. ISBN 978-0-7354-0956-9. Available under: doi: 10.1063/1.3636749
BibTex
@inproceedings{Freudenthaler2011Facto-19349,
  year={2011},
  doi={10.1063/1.3636749},
  title={Factorizing Markov models for categorical time series prediction},
  number={1389},
  isbn={978-0-7354-0956-9},
  publisher={AIP},
  address={Melville, N.Y},
  series={AIP Conference Proceedings},
  booktitle={Numerical analysis and applied mathematics : ICNAAM},
  pages={405--409},
  editor={Simos, Theodore E.},
  author={Freudenthaler, Christoph and Rendle, Steffen and Schmidt-Thieme, Lars}
}
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