Usually defined by a transition matrix and used in a namesake type of hidden model, for 10 points, name these mathematical construct that has a series of states and probability of transition between them.
The Baum-Welch and Viterbi algorithm are used to find parameters of a type of model that uses one of these mathematical entities. The Metropolis-Hastings algorithm is a method of sampling that combines a Monte Carlo method with one of these mathematical objects. The Chapman-Kolmogorov equation can be used to find the joint distribution of the entities contained in one of these objects, which when aperiodic and positive recurrent are referred to as ergodic. They are usually defined by a transition matrix and unlike a martingale only rely on the previous state. Usually defined by a transition matrix and used in a namesake type of hidden model, for 10 points, name these mathematical construct that has a series of states and probability of transition between them.
The Baum-Welch and Viterbi algorithm are used to find parameters of a type of model that uses one of these mathematical entities.
{Markov chains} (accept {Hidden Markov Model} throughout)