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Markov Chains Markov-Ketten
The weather of a day depends only on the previous day.
question 1: probability, that it rains in 2 days(两天以后)，if it has rained today?
question 2: probability, P ( R 1 = f ∣ R 2 = t , R 0 = t ) P(R_1=f|R_2=t, R_0=t) P(R1=f∣R2=t,R0=t) -
Hidden Markov Models
you work as a security guard in a secret underground facility. You judge whether it is a rainy day by whether your director carries an umbrella. P ( R 0 = t ) = 0.5 P(R_0=t)=0.5 P(R0=t)=0.5 ist given in advance.
question 1: draw a bayesian network with a starting state and n mor time states. Also draw the transitin diagram.
question 2: P ( R 1 = t ∣ U 1 = f ) P(R_1 = t| U_1 = f) P(R1=t∣U1=f)
use filtering
question 3: P ( R 1 = t ∣ U 1 = f , U 2 = t ) P(R_1=t|U_1=f, U_2=t) P(R1=t∣U1=f,U2=t)
a future observation is included in the estimation of R 1 R_1 R1 => smoothing
Filter distributions P ( R 1 ∣ U 1 ) P(R_1 | U_1) P(R1∣U1) have already been calculated in question 1
backward calculation, P ( U 2 ∣ R 1 ) P(U_2|R_1) P(U2∣R1)
P ( X t ∣ Y 1 , . . . , Y T ) = α P ( Y t + 1 , . . . , Y T ∣ X t ) P ( X t ∣ Y 1
这篇博客探讨了马尔科夫链在天气预报中的应用，以及隐藏马尔科夫模型在安全监控场景中的概率计算。通过一系列问题，解释了如何建立贝叶斯网络、转移图，并使用过滤和维特比算法来推断最可能的状态序列。
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