Markov Chains : The Strange Math That Predicts Almost Anything

Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
inc42

What Is Markov Chain Monte Carlo (MCMC)? Here’s All You Need to Know

What Is Markov Chain Monte Carlo? Markov Chain Monte Carlo (MCMC) is a powerful technique used in statistics and various scientific fields to sample from complex probability distributions. It is ...
Nature

Markov Chains and Hidden Markov Models

Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...
JSTOR Daily

Algebraic Characterization of Infinite Markov Chains Where Movement to the Right Is Limited to One Step

Journal of Applied Probability, Vol. 14, No. 4 (Dec., 1977), pp. 740-747 (8 pages) We consider an infinite Markov chain with states E0, E1, ⋯, such that E1, E2, ⋯ is not closed, and for i ≥ 1 movement ...
JSTOR Daily

ERGODICITY OF MARKOV CHAIN MONTE CARLO WITH REVERSIBLE PROPOSAL

We describe the ergodic properties of some Metropolis–Hastings algorithms for heavy-tailed target distributions. The results of these algorithms are usually analyzed under a subgeometric ergodic ...

How Clear Probabilistic Models Can Strengthen Intelligent Systems in an Uncertain World

Software engineer Sai Bhargav Yalamanchi notes that mathematical tools helping practitioners interpret uncertainty have ...
Hackaday

There’s No AI In A Markov Chain, But They’re Fun To Play With

Amid all the hype about AI it sometimes seems as though the world has lost sight of the fact that software such as ChatGPT contains no intelligence. Instead it’s an extremely sophisticated system for ...