Browse Definitions :
Definition

Markov model

Contributor(s): Matthew Haughn

A Markov model is a stochastic method for randomly changing systems where it is assumed that future states do not depend on past states. These models show all possible states as well as the transitions, rate of transitions and probabilities between them. 

Markov models are often used to model the probabilities of different states and the rates of transitions among them.  The method is generally used to model systems. Markov models can also be used to recognize patterns, make predictions and to learn the statistics of sequential data.

There are four types of Markov models that are used situationally:

  • Markov chain - used by systems that are autonomous and have fully observable states
  • Hidden Markov model - used by systems that are autonomous where the state is partially observable. 
  • Markov decision processes - used by controlled systems with a fully observable state.
  • Partially observable Markov decision processes - used by controlled systems where the state is partially observable.

Markov models can be expressed in equations or in graphical models. Graphic Markov models typically use circles (each containing states) and directional arrows to indicate possible transitional changes between them. The directional arrows are labeled with the rate or the variable one for the rate. Applications of Markov modeling include modeling languages, natural language processing (NLP), image processing, bioinformatics, speech recognition and modeling computer hardware and software systems.

Markov models are named after their creator, Andrey Markov, a Russian mathematician in the late 1800s to early 1900s.

An introduction to Markov models:

This was last updated in July 2017

Continue Reading About Markov model

Join the conversation

1 comment

Send me notifications when other members comment.

Please create a username to comment.

What mathematical concept do you wish you'd paid more attention to in high school?
Cancel

-ADS BY GOOGLE

File Extensions and File Formats

SearchCompliance

  • risk management

    Risk management is the process of identifying, assessing and controlling threats to an organization's capital and earnings.

  • compliance as a service (CaaS)

    Compliance as a Service (CaaS) is a cloud service service level agreement (SLA) that specified how a managed service provider (...

  • data protection impact assessment (DPIA)

    A data protection impact assessment (DPIA) is a process designed to help organizations determine how data processing systems, ...

SearchSecurity

  • identity provider

    An identity provider is a system component that is able to provide an end user or internet-connected device with a single set of ...

  • firewall

    A firewall is software or firmware that enforces a set of rules about what data packets will be allowed to enter or leave a ...

  • encryption

    Encryption is the method by which information is converted into secret code that hides the information's true meaning. The ...

SearchHealthIT

SearchDisasterRecovery

  • business continuity plan (BCP)

    A business continuity plan (BCP) is a document that consists of the critical information an organization needs to continue ...

  • disaster recovery team

    A disaster recovery team is a group of individuals focused on planning, implementing, maintaining, auditing and testing an ...

  • cloud insurance

    Cloud insurance is any type of financial or data protection obtained by a cloud service provider. 

SearchStorage

Close