马尔可夫链
徐徐 抱歉选手

State is simply the category.

Markov Chains are a combination of probabilities and matrix calculus.

Markove Chains model a process that proceeds in steps(time, sequence, trials, etc.); like a series of probability trees.

Transition diagram 等价于 Transition Matrix,same information represented in different way。

Transition Matrix的行代表to which state,列代表from which state。每一行的概率相加起来等于1。

对于一个特定的initial state vector,在经过许多次state的转移后,转移结果会和initial state vector一样

如果已知Transition Matrix,可以计算出steady state vectors,使用单位矩阵计算。

  • 本文标题:马尔可夫链
  • 本文作者:徐徐
  • 创建时间:2020-11-03 11:25:45
  • 本文链接:https://machacroissant.github.io/2020/11/03/markov-chain/
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