“不可约的马尔可夫链”是什么意思？
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解决时间 2021-12-31 01:06
- 提问者网友：谁的错
- 2021-12-30 05:22
“不可约的马尔可夫链”是什么意思？
最佳答案
- 五星知识达人网友：走死在岁月里
- 2021-12-30 06:20
Irreducibility means that regardless the present state we can reach any other state in finite time.
Aperiodicity means that there is no deterministic cycles in a Markov chain.
When a Markov chain defined by P (transition matrix) has two additional properties, irreducibility and aperiodicity, then it has a unique stationary distribution p(y) that satisfies (**) for all y(j) /in Y. The stationary distribution is the distribution we converge to when performing a random walk according to P.
(From 3.4.2 section, Structured Prediction and Learning in Computer Vision, www.nowozin.net/sebastian/cvpr2011tutorial/)
Aperiodicity means that there is no deterministic cycles in a Markov chain.
When a Markov chain defined by P (transition matrix) has two additional properties, irreducibility and aperiodicity, then it has a unique stationary distribution p(y) that satisfies (**) for all y(j) /in Y. The stationary distribution is the distribution we converge to when performing a random walk according to P.
(From 3.4.2 section, Structured Prediction and Learning in Computer Vision, www.nowozin.net/sebastian/cvpr2011tutorial/)
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- 1楼网友：woshuo
- 2021-12-30 07:29
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