(ML 14.2) Markov chains (discrete-time) (part 1)

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Uploaded by on Jul 6, 2011

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

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Education

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  • very helpful lecture, thnx

  • I'm liking your videos. You have a very smooth tone, a clear way of explaining advanced mathematical ideas, and you don't stand at a board holding a club!

  • That's great! Thank you!

  • Nice instructive video!

    Thx!

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