A Predictive Model using the Markov Property

2016/01/08 by Robert A. Murphy, Murphy, Robert A. · 1 citation
Computer Science · Mathematics · #60-04 #60-08 #60J10 60J20 #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #cs.AI #msc:60-04 #msc:60-08 #msc:60J10 #msc:60J20 #stat.ME

paper · pdf · doi:10.48550/arxiv.1601.01700

arxiv created 2016/01/08 · openalex publication_date 2016/01/08 · arxiv updated 2016/01/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Given a data set of numerical values which are sampled from some unknown probability distribution, we will show how to check if the data set exhibits the Markov property and we will show how to use the Markov property to predict future values from the same distribution, with probability 1.

Citations

• An analysis of variance test for normality (complete samples)

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