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Ask HN: Best place to start learning about Markov Chains?

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Re: Ask HN: Best place to start learning about Markov Chains?

#61

Post by maxmouchet »

For an introduction to discrete and continuous-time Markov chains, as well as an application to queuing theory, you can check the MOOC "Queuing Theory: from Markov Chains to Multi-Server Systems" on edX [1].

[1] https://www.classcentral.com/course/edx-queuing-theory-from-...

Re: Ask HN: Best place to start learning about Markov Chains?

#63

Post by jerednel »

I learned quite a bit by exploring attribution modeling with them. There is an R package where you can just faceroll a model without really understanding anything so I tried recreating it in Python https://github.com/jerednel/markov-chain-attribution - its messy for sure but it is a learning exercise and it helped me understand the concept quite a bit. That currently only supports the simplest use case of a first order markov chain.

Re: Ask HN: Best place to start learning about Markov Chains?

#64

Post by sublimino »

Markov Chains can be quite amusing when applied to a corpus of similar texts, and often stunningly human-like. I maintain a list of humourous applications: https://github.com/sublimino/awesome-funny-markov

Some favourites:

- Erowid trip reports and tech recruiter emails - https://twitter.com/erowidrecruiter

- Calvin and Markov - Calvin and Hobbes strips reimagined http://joshmillard.com/markov/calvin/

- Generate your future tweets based on the DNA of your existing messages - http://yes.thatcan.be/my/next/tweet/

- Fake headlines created by smashing up real headlines - https://www.headlinesmasher.com/best/all

- The most confusing subreddit (often on the front page) - https://www.reddit.com/r/subredditsimulator

The original Markov-generated content prank: "I Spent an Interesting Evening Recently with a Grain of Salt" https://web.archive.org/web/20011101013348/http://www.sincit...

And of course (un-amusingly!) - Google's PageRank algorithm is built on Markov Chains https://en.wikipedia.org/wiki/PageRank#Damping_factor

n.b. there used to be parodies of Hacker News, but both are down: https://news.ycombniator.com/ and https://lou.wtf/phaker-news

Re: Ask HN: Best place to start learning about Markov Chains?

#65

Post by ivansavz »

If you're interested in a basic math intro (starting from linear algebra concepts), check out Section 8.2 in this excerpt from the book "No Bullshit guide to Linear Algebra": https://minireference.com/static/excerpts/probability_chapte... This excerpt contains some exercises (with answers in the back) as well an examples application (PageRank).

Technically Linear Algebra is not "required" to understand Markov Chains, but it's a very neat way to think about them: each "step" in the chain is equivalent to multiplication of the state vector by the transition matrix.

Re: Ask HN: Best place to start learning about Markov Chains?

#66

Post by orasis »

The most important thing is to realize just how damn simple they are. As you get mired in the literature everything will seem overwhelmingly complex. Just grok the very very basic idea of them and it will come easier.

Also, they’re just a convenient model (for some problems), not a holy truth.

Re: Ask HN: Best place to start learning about Markov Chains?

#69

Post by muzani »

Scarblac wrote: post #15
dcwca wrote: post #13

Just pick a random place to start, read some stuff, and then take a guess as to which direction to go in next, based on what's probably a good next thing to read. Then keep repeating the process over and over again.

It's also important that you base your guess of what's probably good to read next only on the previous thing you read. Forget everything that came before that.

If you don't feel ready to move on to something new, you could always read the same thing again.
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