Markov Chains and Hidden Markov Models

Mon, 31 Aug 2026 00:29:54 +1000

time is just another dimension to factorise over. a bayesian network whose variables are indexed by time steps, with the same local structure copied at every step, is a dynamic bayesian network — and its two simplest members, the markov chain and the hidden markov model, carry a startling share of applied probability: language models before transformers, speech recognition, robot localisation, pagerank, and the mcmc machinery behind approximate inference. 𐃏

Forward-Algorithm on Aayush Bajaj's Augmenting Infrastructure

Markov Chains and Hidden Markov Models