Markov models

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 the specific observed realization. This realization sequence is often called the context; therefore the VOM models are also called context trees. VOM models are nicely rendered by colorized probabilistic suffix trees (PST). The flexibility in the number of conditioning random variables turns out to be of real advantage for many applications, such as statistical analysis, classification and prediction. (Wikipedia).

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(ML 14.2) Markov chains (discrete-time) (part 1)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

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(ML 14.4) Hidden Markov models (HMMs) (part 1)

Definition of a hidden Markov model (HMM). Description of the parameters of an HMM (transition matrix, emission probability distributions, and initial distribution). Illustration of a simple example of a HMM.

From playlist Machine Learning

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(ML 14.5) Hidden Markov models (HMMs) (part 2)

Definition of a hidden Markov model (HMM). Description of the parameters of an HMM (transition matrix, emission probability distributions, and initial distribution). Illustration of a simple example of a HMM.

From playlist Machine Learning

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(ML 14.3) Markov chains (discrete-time) (part 2)

Definition of a (discrete-time) Markov chain, and two simple examples (random walk on the integers, and a oversimplified weather model). Examples of generalizations to continuous-time and/or continuous-space. Motivation for the hidden Markov model.

From playlist Machine Learning

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(ML 14.1) Markov models - motivating examples

Introduction to Markov models, using intuitive examples of applications, and motivating the concept of the Markov chain.

From playlist Machine Learning

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Hidden Markov Model Clearly Explained! Part - 5

So far we have discussed Markov Chains. Let's move one step further. Here, I'll explain the Hidden Markov Model with an easy example. I'll also show you the underlying mathematics. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Mar

From playlist Markov Chains Clearly Explained!

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Markov Chains: n-step Transition Matrix | Part - 3

Let's understand Markov chains and its properties. In this video, I've discussed the higher-order transition matrix and how they are related to the equilibrium state. #markovchain #datascience #statistics For more videos please subscribe - http://bit.ly/normalizedNERD Markov Chain ser

From playlist Markov Chains Clearly Explained!

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(ML 18.4) Examples of Markov chains with various properties (part 1)

A very simple example of a Markov chain with two states, to illustrate the concepts of irreducibility, aperiodicity, and stationary distributions.

From playlist Machine Learning

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Linear Regression using Python

This seminar series looks at four important linear models (linear regression, analysis of variance, analysis of covariance, and logistic regression). A video that explains all four model types is at https://www.youtube.com/watch?v=SV9AxXFWZnM&t=12s This video is on linear regression usin

From playlist Statistics

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Andrew Tomkins - Inverted steady states and LAMP models

https://indico.math.cnrs.fr/event/3475/attachments/2180/2573/Tomkins_GomaxSlides.pdf

From playlist Google matrix: fundamentals, applications and beyond

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12/14/18 Mirco Tribastone

Maximal aggregation of polynomial differential equations

From playlist Fall 2018 Kolchin Seminar

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Markov processes and applications by Hugo Touchette

PROGRAM : BANGALORE SCHOOL ON STATISTICAL PHYSICS - XII (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, Bengaluru) and Sanjib Sabhapandit (RRI, Bengaluru) DATE : 28 June 2021 to 09 July 2021 VENUE : Online Due to the ongoing COVID-19 pandemic, the school will be conducted through online

From playlist Bangalore School on Statistical Physics - XII (ONLINE) 2021

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Emmanuel Candès: “The Knockoffs Framework: New Statistical Tools for Replicable Selections”

Green Family Lecture Series 2018 “The Knockoffs Framework: New Statistical Tools for Replicable Selections” Emmanuel Candès, Stanford University Abstract: A common problem in modern statistical applications is to select, from a large set of candidates, a subset of variables which are imp

From playlist Public Lectures

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Time Series class: Part 2 - Professor Chis Williams, University of Edinburgh

Part 1: https://youtu.be/vDl5NVStQwU Introduction: Moving average, Autoregressive and ARMA models. Parameter estimation, likelihood based inference and forecasting with time series. Advanced: State-space models (hidden Markov models, Kalman filter) and applications. Recurrent neural netw

From playlist Data science classes

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Hidden Markov Model : Data Science Concepts

All about the Hidden Markov Model in data science / machine learning

From playlist Data Science Concepts

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Statistical Rethinking 2023 - 08 - Markov Chain Monte Carlo

Course materials: https://github.com/rmcelreath/stat_rethinking_2023 Intro video: https://www.youtube.com/watch?v=Q3jVk6k6CGY Intro music: https://www.youtube.com/watch?v=kNRIFhkYONc Outline 00:00 Introduction 13:08 King Markov 18:14 MCMC 28:00 Hamiltonian Monte Carlo 39:32 Pause 40:06 N

From playlist Statistical Rethinking 2023

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Elisabeth Gassiat: Bayesian multiple testting for dependent data and hidden Markov... - lecture 1

HYBRID EVENT Recorded during the meeting "End-to-end Bayesian Learning Methods " the October 26, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM's

From playlist Probability and Statistics

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Chiara Sabatti: Knockoff genotypes: value in counterfeit

CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 05, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians

From playlist Virtual Conference

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How to Estimate the Parameters of a Hidden Markov Model from Data [Lecture]

This is a single lecture from a course. If you you like the material and want more context (e.g., the lectures that came before), check out the whole course: https://boydgraber.org/teaching/CMSC_723/ (Including homeworks and reading.) Intro to HMMs: https://youtu.be/0gu1BDj5_Kg Music: h

From playlist Computational Linguistics I

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Variance | DNA | Random variable | Markov chain Monte Carlo | Code | Statistical classification | Artificial intelligence | Markov property | Conditional probability | Exponential growth | Markov chain | Examples of Markov chains | Information theory | Probability | Stochastic chains with memory of variable length