2 papers
math.ST2024
Hidden Markov Models and the Bayes Filter in Categorical Probability
Tobias Fritz, Andreas Klingler, Drew McNeely +2
We use Markov categories to generalize the basic theory of Markov chains and hidden Markov models to an abstract setting. This comprises characterizations of hidden Markov models i…
math.PR2023
Expected hitting time estimates on finite graphs
Laurent Saloff-Coste, Yuwen Wang
The expected hitting time from vertex to vertex , , is the expected value of the time it takes a random walk starting at to reach . In this paper, we give est…