
Markov Chains Explained - signa11
http://techeffigytutorials.blogspot.com/2015/01/markov-chains-explained.html
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hellodevnull
I liked this visual explanation

[http://setosa.io/blog/2014/07/26/markov-
chains/](http://setosa.io/blog/2014/07/26/markov-chains/)

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floatrock
Stuff like this is where the power of "visualization" really shines.

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learnstats2
I know what Markov Chains are (the probabilities for the next state of the
chain is dependent only on the current state)

What I would prefer to know is why are they more useful than a more nuanced
model with non-fixed probabilities, or memory of previous states? - given that
these are not really harder to simulate.

It seems to me that Markov Chains are very often used as an inappropriate
simplification.

Is there some mathematical advantage to using them?

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dangerlibrary
The formal definition of a single Markov Chain is one with a fixed transition
matrix.

In practice, many software implementations of Markov models update/modify the
transition matrix as new information becomes available. Formally, you're no
longer working with the same Markov chain, but that doesn't mean that the
model isn't useful.

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learnstats2
Right; I don't think this should be described as a Markov Chain variant, since
it breaks the fundamental property of a Markov Chain; Any old simulation works
in this way.

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DonPellegrino
Markov chains are fun and relatively simple. I wrote one that generates Reddit
comments from other Reddit comments, you can try it here:
[http://simongrondin.name/files/reddit.html](http://simongrondin.name/files/reddit.html)
and the code (really dirty, sorry, I wrote the whole thing in 30-45 minutes
iirc) is here: [https://github.com/SGrondin/reddit-markov-
chains/blob/master...](https://github.com/SGrondin/reddit-markov-
chains/blob/master/index._coffee)

~~~
mbenjaminsmith
Didn't really look at it but the spirit of it I love. Thanks for sharing.

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IndianAstronaut
Another useful thing to study along with Markov chains is stochastic matrices.
They are useful and come up in many situations such as NLP, combinatorics,
etc.

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ramblerman
Whats the difference between a 'first order' markov chain and a simple
conditional probability?

I mean, what's the big mathematical revelation that grants this it's own name.

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zerooneinfinity
Very nice, thanks!

