Lecture Notes in Computer Science Volume 3120, 2004, pp 186-199

Inferring Mixtures of Markov Chains

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Abstract

We define the problem of inferring a “mixture of Markov chains” based on observing a stream of interleaved outputs from these chains. We show a sharp characterization of the inference process. The problems we consider also has applications such as gene finding, intrusion detection, etc., and more generally in analyzing interleaved sequences.