Markov chain

noun

Markov chain

noun

1

Mathematics, Probability theory, Sciences A discrete-time stochastic process containing a Markov property.

The probability density of the Bayseian posterior was estimated by Metropolis-coupled Markov chain Monte Carlo, with multiple incrementally heated chains.2004 July 27, F. Keith Barker et al., “Phylogeny and diversification of the largest avian radiation”, in PNAS, page 11040, column 2:

Hypernyms: chain
Hyponyms: discrete-time Markov chain

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