Markov model: Difference between revisions

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==Markov chain==

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 a system.

==Hidden Markov model==