This could have gone in the Programmer's Symposium as well, but I'll ask here since it is really about the underlying math. For some background, a Markov chain is a sequence of things where the ...

At its core, a Markov chain is a model for predicting the next event in a sequence based only on its state. It possesses ...

Forbes contributors publish independent expert analyses and insights. Dr. Lance B. Eliot is a world-renowned AI scientist and consultant.

A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X t−1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X t−1 ...

Journal of Applied Probability, Vol. 41, Stochastic Methods and Their Applications (2004), pp. 347-360 (14 pages) This paper investigates the probabilistic behaviour of the eigenvalue of the empirical ...

Bayesian estimation of a very general model class, where the distribution of the observations depends on a latent process taking values in a discrete state space, is discussed in this article. This ...

If we can ‘talk’ to AI programs today, it’s in part because of a Russian from the 1800s. Markov’s approach to data in flux changed how we navigate our world. There’s an odd little trick to how AI ...