Markov Model

Markov Model

The simplest Markov model is the Markov chain. It models the state of a system with a random variable that changes through time. In this context, the Markov property suggests that the distribution for this variable depends only on the distribution of the previous state. An example use of a Markov chain is Markov Chain Monte Carlo, which uses the Markov property to prove that a particular method for performing a random walk will sample from the joint distribution of system.

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