Consistency of Optimal Matching-based Clustering for Mixtures of Markov Chains
马尔可夫链混合模型中最优匹配聚类的一致性
We study clustering of categorical sequences using the Optimal Matching (OM) distance under finite mixtures of finite-state Markov chains. We show that the normalized OM distance between two independent chains converges almost surely to a deterministic population quantity, concentrates exponentially around its finite-horizon mean, and admits an $O(\sqrt{\log n/n})$ convergence rate when the two chains have the same transition kernel. These population quantities yield a…