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Questions tagged [markov-process]

A stochastic process with the property that the future is conditionally independent of the past, given the present.

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Mars attack (probability to destroy $n$ spaceships with $k \cdot n$ missiles)

Suppose Earth has been attacked by $n$ Martian spaceships and suppose that we have $m=k \cdot n$ missiles to release against the $n$ spaceships. The probability to hit and destroy each spaceship by ...
8k views

Solving the Kolmogorov forward equation for transition probabilities

Let $\lambda \mu > 0$ and let $X$ be a Markov chain on $\{1,2\}$ with generators $$Q = \begin{pmatrix} -\mu & \mu \\ \lambda & -\lambda \end{pmatrix}$$ Write down the forward equations ...
337 views

Measuring dependency of subsequent points from Markov chain

The question is about stimulating different type of species (coded 1-10) based on given species frequencies, and other parameters (eg. mean of normally distributed mass and ratio) using gibbs sampling....
15k views

Estimating Markov chain probabilities

What would be the common way of estimating MC transition matrix given the timeseries? Is there R function for doing that?
42k views

Calculate Transition Matrix (Markov) in R

Is there a way in R (a built-in function) to calculate the transition matrix for a Markov Chain from a set of observations? For example, taking a data set like the following and calculate the first ...
2k views

Can Hidden Markov Models be used to predict next observation?

I am reading up on Hidden Markov Models (HMMs) for my research and would like to know if it is applicable to the problem I wish to tackle. My problem is to detect/estimate the next value of a ...
12k views

Resources for learning Markov chain and hidden Markov models

I am looking for resources (tutorials, textbooks, webcast, etc) to learn about Markov Chain and HMMs. My background is as a biologist, and I'm currently involved in a bioinformatics-related project. ...
13k views

Markov Process about only depending on previous state

I would just like someone to confirm my understanding or if I'm missing something. The definition of a markov process says the next step depends on the current state only and no past states. So, let'...
7k views