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  2. Variable-order Markov model - Wikipedia

    en.wikipedia.org/wiki/Variable-order_Markov_model

    In the mathematical theory of stochastic processes, variable-order Markov (VOM) models are an important class of models that extend the well known Markov chain models. In contrast to the Markov chain models, where each random variable in a sequence with a Markov property depends on a fixed number of random variables, in VOM models this number of conditioning random variables may vary based on ...

  3. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    These higher-order chains tend to generate results with a sense of phrasal structure, rather than the 'aimless wandering' produced by a first-order system. [104] Markov chains can be used structurally, as in Xenakis's Analogique A and B. [105] Markov chains are also used in systems which use a Markov model to react interactively to music input ...

  4. Markov model - Wikipedia

    en.wikipedia.org/wiki/Markov_model

    A Tolerant Markov model (TMM) is a probabilistic-algorithmic Markov chain model. [6] It assigns the probabilities according to a conditioning context that considers the last symbol, from the sequence to occur, as the most probable instead of the true occurring symbol.

  5. Baum–Welch algorithm - Wikipedia

    en.wikipedia.org/wiki/Baum–Welch_algorithm

    The Baum–Welch algorithm was named after its inventors Leonard E. Baum and Lloyd R. Welch.The algorithm and the Hidden Markov models were first described in a series of articles by Baum and his peers at the IDA Center for Communications Research, Princeton in the late 1960s and early 1970s. [2]

  6. Matrix analytic method - Wikipedia

    en.wikipedia.org/wiki/Matrix_analytic_method

    [1] [2] Such models are often described as M/G/1 type Markov chains because they can describe transitions in an M/G/1 queue. [3] [4] The method is a more complicated version of the matrix geometric method and is the classical solution method for M/G/1 chains. [5]

  7. Markov chain Monte Carlo - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_Monte_Carlo

    In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution.Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution.

  8. Category:Markov models - Wikipedia

    en.wikipedia.org/wiki/Category:Markov_models

    Markov chain; Markov chain central limit theorem; Markov chain geostatistics; Markov chain Monte Carlo; Markov partition; Markov property; Markov switching multifractal; Markovian discrimination; Maximum-entropy Markov model; MegaHAL; Models of DNA evolution; MRF optimization via dual decomposition; Multiple sequence alignment

  9. Additive Markov chain - Wikipedia

    en.wikipedia.org/wiki/Additive_Markov_chain

    An additive Markov chain of order m is a sequence of random variables X 1, X 2, X 3, ..., possessing the following property: the probability that a random variable X n has a certain value x n under the condition that the values of all previous variables are fixed depends on the values of m previous variables only (Markov chain of order m), and the influence of previous variables on a generated ...