Markov models

Summary

Markov models are a kind of probabilistic model often used in language modeling. The observations are assumed to follow a Markov chain, where each observation is independent of all past observations given the previous one.

Context

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See also

  • N-gram language models are a commonly used application of Markov models, where the goal is to model the distribution over text.
  • Hidden Markov models are a widely used class of probabilistic models where the data are explained in terms of a latent Markov chain.
  • Brownian motion is a kind of continuous Markov model.