Tutorial05 - Markov Chains Tutorial #5 Ydo Wexler & Dan...

Info iconThis preview shows pages 1–6. Sign up to view the full content.

View Full Document Right Arrow Icon
 . Markov Chains Tutorial #5 © Ydo Wexler & Dan Geiger
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
 . Statistical Parameter Estimation Reminder   The basic paradigm:   MLE / bayesian approach •  Input data:  series of observations  X 1 , X 2 X t   - We assumed observations were i.i.d   (independent identical distributed) Data set Model Parameters:  Θ Heads - P(H) Tails - 1-P(H)
Background image of page 2
3 Markov Process •  Markov Property:   The state of the system at time  t +1  depends only on the state of the  system at time  t X 1 X 2 X 3 X 4 X 5 [ ] [ ] x | X x X x x X | X x X t t t t t t t t = = = = = + + + + 1 1 1 1 1 1 Pr Pr •  Stationary Assumption:   Transition probabilities are independent of time ( t ) [ ] 1 Pr t t ab X b | X a p + = = = Bounded memory transition model
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
4 Weather: raining today 40% rain tomorrow 60% no rain tomorrow not raining today 20% rain tomorrow 80% no rain tomorrow Markov Process Simple Example rain no rain 0.6 0.4 0.8 0.2 S to c ha s tic  FS M:
Background image of page 4
5 Weather: raining today 40% rain tomorrow 60% no rain tomorrow not raining today 20% rain tomorrow 80% no rain tomorrow Markov Process Simple Example = 8 . 0 2 . 0
Background image of page 5

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 6
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 02/07/2012 for the course CSCI 5512 taught by Professor Staff during the Spring '08 term at Minnesota.

Page1 / 16

Tutorial05 - Markov Chains Tutorial #5 Ydo Wexler & Dan...

This preview shows document pages 1 - 6. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online