Compute multi-step Markov probabilities and estimate transitions
OtherData Scientist · Technical ScreenLast updated
This question evaluates understanding of discrete-time Markov chains, computation of multi-step transition probabilities from a one-step transition matrix, and empirical estimation of transition matrices from observed state-pair data including handling states with zero outgoing transitions.
Overview: This question evaluates understanding of discrete-time Markov chains, computation of multi-step transition probabilities from a one-step transition matrix, and empirical estimation of transition matrices from observed state-pair data including handling states with zero outgoing transitions.
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