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    Discrete Stochastic Processes

    Posted By: hill0
    Date: 9 Oct 2024 07:07:10
    Discrete Stochastic Processes

    Discrete Stochastic Processes: Tools for Machine Learning and Data Science
    English | 2024 | ISBN: 3031658191 | 300 Pages | PDF EPUB (True) | 30 MB

    This text presents selected applications of discrete-time stochastic processes that involve random interactions and algorithms, and revolve around the Markov property. It covers recurrence properties of (excited) random walks, convergence and mixing of Markov chains, distribution modeling using phase-type distributions, applications to search engines and probabilistic automata, and an introduction to the Ising model used in statistical physics. Applications to data science are also considered via hidden Markov models and Markov decision processes. A total of 32 exercises and 17 longer problems are provided with detailed solutions and cover various topics of interest, including statistical learning.
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