Hands-On Artificial Intelligence for Beginners

Hidden Markov models

A hidden Markov model is a type of Markov model, which is itself a subclass of Dynamic Bayesian Networks. Markov models are used to model randomly changing systems called Markov processes also called Markov chains. Simply put, a Markov process is a sequence of events where the probability of an event happening solely depends on the previous event.

Markov chains appear as follows:

In this simple chain, there are three states, represented by the circles. We then have probabilities for transitioning to another state, as well as probabilities of staying in a current state. The classic example of a Markov chain is that of the ...