Markov.py

[Alex Martelli]

"Carel Fellinger" <cfelling at iae.nl> wrote in message
news:94ides$6t2$1 at animus.fel.iae.nl...
    [snip]
> well I don't, so please enlighten me: what's a markov chain?

A somewhat complex (but complete, correct, concise) definition
can be found at http://pespmc1.vub.ac.be/ASC/MARKOV_CHAIN.html.

A more readable (and equally concise, but a bit less rigorous)
definition is at http://rkb.home.cern.ch/rkb/AN16pp/node162.html.

If you really want to look into this, you may start at
http://www.math.nyu.edu/phd_students/campbelm/stuff/random/markov.html
which is a collection of (a few) bibliographical references and
(a lot of) web links on Markov chains and Hidden Markov Models.

I have a tender spot in my heart for HMM's ever since using
them in the early '80s for speech recognition and natural
language modeling... they give you all that 'neural networks'
are supposed to, with a very solid and mature mathematical basis
["everything is an application of Bayes' Theorem"!-)] and, as
a result, lots of confidence in the results you're getting!


Alex