Keywords

#markov_model

Markov model

Statistical tool to model changing systems

In probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it. Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property.

Thu 18th

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Markov model Hidden Markov model Markov chain Maximum-entropy Markov model Markov chain Monte Carlo Markov property Gauss–Markov theorem Hierarchical hidden Markov model Markov decision process Layered hidden Markov model
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