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Math MarkovProcess #449

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junxnone opened this issue Oct 18, 2023 · 0 comments

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junxnone commented Oct 18, 2023

马尔可夫过程

在概率论及统计学中，马可夫过程（英语：Markov process）是一个具备了马可夫性质的随机过程，因为俄国数学家安德雷·马可夫得名
不具备记忆特质，仅与系统当前状态相关
具备离散状态的马尔可夫过程称为 马尔可夫链

History

1906 马尔可夫链
1953 马尔可夫蒙特卡洛 (MCMC)
1957 马尔可夫决策过程
1966 HMM - Hidden Markov Model 隐马尔可夫模型
1975~ HMM 用于语音识别/DNA 分析
1980 马尔可夫随机场
1988 马尔可夫毯
1991 POMDP
2017 GibbsNet

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