
Scala for Machine Learning, Second Edition
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This first section also describes the basic concepts you need to know to understand, develop, and apply the hidden Markov model, starting with the Markov property.
The Markov property is a characteristic of a stochastic process where the conditional probability distribution of a future state depends on the current state and not on its past states. In this case, the transition between the states occurs at a discrete time, and the Markov property is known as the discrete Markov chain.
The following example is taken from Introduction to Machine Learning by E. Alpaydin [7:3].
Let's consider the following use case. N balls of different colors are hidden in N boxes (one each). The balls can have only three colors {Blue, Red, and Green}. The experimenter draws the balls one by one. The state of the discovery process is defined by the color of the latest ball drawn from one of the boxes: S0 = Blue, S1 = Red, and S2...