All Questions
6 questions
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Hidden Markov model with two hidden states?
I am currently studying what Markov models are, and have a question. If we have a hidden Markov model with 2 hidden states or observations, then how do we find the probability of just the main state ...
1
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1
answer
170
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Comprehensive reference for lumped or projected markov chains
Consider a Markov chain $X_n$ taking values in finite countable set $\mathcal{X}$ with transition matrix $P$. Consider a function $f:\mathcal{X}\to\mathcal{Y}$ inducing a partition $\mathcal{Y}=\{\...
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The reference on Markov chains uncovering the power of the subject in a better way for a working macro-economist
This is by no means a research question. But asking here I hope for the most expert opinion.
A friend of mine, who is a working economist, asked me for advice about a book which uncovers wealth and ...
- 774
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Existence of solution for Poisson equation in Markov chain
Consider $X_n\in \mathcal{X}$ a controlled Markov chain taking value in a compact set $\mathcal{X}$ with action $a\in \mathcal{A}$, where the action set $|\mathcal{A}|$ is finite.
(In particular, we ...
- 3,958
1
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Hidden Markov: representing joint probability for set of observations as a product of two subset probabilities
Good day to everyone!
My question concerns Hidden Markov Models and is pretty basic. In one of the books ("Introduction to Machine Learning" by Ethem Alpaydin, 2nd Edition, p.373), I get the ...
2
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1
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forward algorithm Hidden Markov Model
I am studying the the forward-backward algorithm used in Hidden Markov Models. I understand that you are trying to propagate through a sequence (and the available states) to find the most probable ...
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