Markov Chain Stationary Distribution : Data Science Concepts

What does it mean for a Markov Chain to have a steady state?
Markov Chain Intro Video : • Markov Chains : Data S...

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  • @brycedavis5674
    @brycedavis56743 жыл бұрын

    Your channel is criminally underviewed. You are a really talented lecturer. I took a whole bayesian stats course and you revealed things already I didnt learn in 5 months of time.

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Wow thanks for the kind words!

  • @danielwiczew

    @danielwiczew

    3 жыл бұрын

    @@ritvikmath Hope you will boom at some point. Generally a canal's popularity curve is sigmoid and there's inflection point at some point.

  • @zhixiangwang7165

    @zhixiangwang7165

    2 жыл бұрын

    @@ritvikmath really great lecture!! better than all the courses I have learned

  • @luisfernando262
    @luisfernando2622 жыл бұрын

    This is how teaching should be done. It was incredibly effortless to understand when you switch between intuition and rigor. Thank you so much

  • @ritvikmath

    @ritvikmath

    2 жыл бұрын

    Hey thanks!

  • @AA-tm3ew
    @AA-tm3ew2 жыл бұрын

    bro, you are the absolute best in explaining complicated concepts in such an intuitive manner. You should seriously consider becoming a teacher since you are so talented in explaining

  • @pedromanuelmartinmesa6098
    @pedromanuelmartinmesa60983 жыл бұрын

    I have never seen any explanation about markov chain so clear!

  • @yuhangqian642
    @yuhangqian6422 жыл бұрын

    I really enjoy that you explain these concepts so simply! Thanks!

  • @pietromontresori4700
    @pietromontresori47009 ай бұрын

    ritvik you are one of the wonders of the world

  • @adamtheanalyst
    @adamtheanalyst2 жыл бұрын

    A very underrated video. I loved the explanation of what 🥧*A=🥧 truly means. This was the first video I've seen it explained. A lot of other videos show the computation (which is trivial) and avoid the meaning behind it.

  • @shivamchoudhary1681
    @shivamchoudhary168111 ай бұрын

    One of the best lectures on Markov chains

  • @andreveiga1
    @andreveiga12 жыл бұрын

    Really appreciate how you keep bringing it back to intuition but also do the math. well done dude!

  • @lakshityagi684
    @lakshityagi6842 жыл бұрын

    Your videos are quite good at explaining machine learning concepts with all the maths in the background. Thanks a lot!

  • @cosmicflow42
    @cosmicflow423 жыл бұрын

    Thanks a lot. Very intuitive! Taking the time to clarify steps you initially had trouble on makes it much easier for me to understand the thought process behind the concept.

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Glad it was helpful!

  • @gravataprata1718
    @gravataprata17182 жыл бұрын

    It finally clicked! I was very confused about multiplying a distribution by the transition matrix exactly as you were. But not anymore thanks to you. So, a HUGE thx!!

  • @user-or7ji5hv8y
    @user-or7ji5hv8y3 жыл бұрын

    That subtle point is something that I had the misconception of before. Thanks for pointing it out and clarifying.

  • @cynthpielin7334
    @cynthpielin73343 жыл бұрын

    I'm an undergrad doing stats and learning Markov chain right now. I really like the intuitive explanation of the stationary distribution can be a probability distribution, rather than a fixed state at the beginning of the video. That idea has confused me for 3 months! Really appreciate your video :D

  • @ChocolateMilkCultLeader
    @ChocolateMilkCultLeader2 жыл бұрын

    your way of explaining things is amazing. I've actually been studying some of the way you struture your explanations to improve my videos

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w2 жыл бұрын

    Glad you clarified that point. I definitely had the wrong notion that stationarity meant eventually getting there.

  • @lashlarue7924
    @lashlarue7924 Жыл бұрын

    You and Josh Starmer really should get together and do some content together! I have learned more from the two of you than I learned in college!

  • @pedramtavadze5467
    @pedramtavadze54673 жыл бұрын

    Love your videos, thanks for making them. I just wonder who gave a dislike to this amazing video.

  • @cocod7756
    @cocod77563 жыл бұрын

    The best video so far I’ve watched regarding the topic! Thank you! And keep updating more content pls

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    More to come!

  • @Eli-rg1vd
    @Eli-rg1vd Жыл бұрын

    This is such an awesome channel!

  • @elegentt2900
    @elegentt29002 жыл бұрын

    Awesome explanation! Thanks for all the posts ritvik😊

  • @daisylin4746
    @daisylin47463 жыл бұрын

    love your explanations! really cleared up some of my confusions. please make more videos like this!

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Thank you! Will do!

  • @tson6552
    @tson65522 жыл бұрын

    This is so so well explained omg

  • @luedman13579
    @luedman135792 жыл бұрын

    great video! good mix between intuition and math

  • @sofieooms8990
    @sofieooms89902 жыл бұрын

    This is explained amazingly, thank you!

  • @treelight1707
    @treelight17073 жыл бұрын

    Great Explanation. Looking forward for the coding. And the rest of the playlist. And as always, thanks.

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Awesome, thank you!

  • @komuna5984
    @komuna59842 жыл бұрын

    Thanks a lot for your awesome explanation! ❤

  • @softerseltzer
    @softerseltzer3 жыл бұрын

    Very clear and intuitive, I definitely learned something.

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Great to hear!

  • @Jameshazfisher
    @Jameshazfisher Жыл бұрын

    My visualization of the chain being "at a distribution" is to imagine, say, 1000 particles in the system. Each one moves around according to the transition probabilities. A "steady state" is where the particles leaving a node are exactly replaced by new particles entering the node.

  • @nuti09to
    @nuti09to2 жыл бұрын

    Great explanation indeed! Thanks bro.

  • @MrNitKap
    @MrNitKap3 жыл бұрын

    Good job 👍... learnt some vital concepts

  • @Alexander-pk1tu
    @Alexander-pk1tu2 жыл бұрын

    Very good job man. Thank you a lot!!

  • @sigmundurhelgason3230
    @sigmundurhelgason32303 жыл бұрын

    This is amazing content. Keep it going!

  • @abdulelahaljeffery6234
    @abdulelahaljeffery62342 жыл бұрын

    definitely downloading this one .. Nope, I don't trust youtube to keep this gem alive for too long.

  • @sethharrrison
    @sethharrrison Жыл бұрын

    This is excellent, thank you very much!

  • @ritvikmath

    @ritvikmath

    Жыл бұрын

    Thanks 🙏

  • @AshutoshRaj
    @AshutoshRaj2 жыл бұрын

    Bhai, you are just awesome!

  • @erikkarlsson6839
    @erikkarlsson68393 жыл бұрын

    You are such an awesome teacher. Thanks for this video =)

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Glad it was helpful!

  • @danghuusontung
    @danghuusontung2 жыл бұрын

    masterpiece! you made me feel that education is kind of art! :D

  • @arvindputhucode1108
    @arvindputhucode11083 жыл бұрын

    amazing so clear

  • @janaelmourad9681
    @janaelmourad96812 жыл бұрын

    saved my day ! thank u

  • @joelrubinson9973
    @joelrubinson99732 жыл бұрын

    I use the eigenvector trick to find stationary distributions regularly for marketing applications, such as finding the steady state distribution of market shares

  • @ritvikmath

    @ritvikmath

    2 жыл бұрын

    Super cool application!

  • @joelrubinson9973

    @joelrubinson9973

    2 жыл бұрын

    @@ritvikmath I also use it for digital journey analysis to project add to cart events as a state with other states such as branded search, generic search, competitive brand search, viewing product pages inside of amazon for your brand, competitors, etc. I use add to cart ad the conversion metric because purchase would be an absorbing state. works great!

  • @bhaveshsingh0124
    @bhaveshsingh01242 жыл бұрын

    Loved it!

  • @jollyrogererVF84
    @jollyrogererVF849 ай бұрын

    Another great video 👍 You have a good teaching style, clearly born from others poor styles you have experienced 😂

  • @Pruthvikajaykumar
    @Pruthvikajaykumar2 жыл бұрын

    MAN THANK YOU SO MUCH!. This will save my ass

  • @hpp496videos
    @hpp496videos3 жыл бұрын

    I was kinda hoping for you to explain what would hypothetically happen in your magically corrected scenario, although I believe it would not be possible. Great work and great material!

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Indeed, before the fix we had a defective Markov Chain, good eye!

  • @milhousewong3423
    @milhousewong34233 жыл бұрын

    That‘s amazing!!! Thanks!

  • @interfaze9930
    @interfaze99302 жыл бұрын

    Amazing video! Especially the part about how to get the steady state by using the Eigenvector equation was eye opening for me. One question: I am starting out on markov-chains and I would like to know how I can generate the trasition matrix in the first place. Let's say I have a dataset with some timeseries. How do I start clustering the states? Do you have a video on that?

  • @kristianwichmann9996
    @kristianwichmann99963 жыл бұрын

    Very clear explanation

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Glad you think so!

  • @rbpict5282
    @rbpict52823 жыл бұрын

    It took me 9 videos to learn that you have an intro pen flip

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Haha, no shame. It is quite subtle.

  • @gigz54

    @gigz54

    3 жыл бұрын

    There is also a *snap* *point* "see ya next time" sign off

  • @polybius3378
    @polybius3378 Жыл бұрын

    Great video.

  • @ritvikmath

    @ritvikmath

    Жыл бұрын

    Glad you enjoyed it

  • @user-ld6jv5yn8v
    @user-ld6jv5yn8v5 ай бұрын

    THANK YOU

  • @tannys
    @tannys3 жыл бұрын

    super video. request you to add more on other properties (reducibility, reversibility, time homogeniety, periodicity, ergodicity , mixing times & why these are necessary)

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Great suggestion!

  • @mohamedr3w
    @mohamedr3w Жыл бұрын

    thanks!

  • @wenfanghu3724
    @wenfanghu3724 Жыл бұрын

    Great explanation as always! One question I have is, since this is a stationary state, shouldn't we consider both the channels going out and the channels coming in? Such as for B, shouldn't we write an equation like: pi_C * 0.5 + pi_E * 0.1 - pi_B * 1 = pi_B ? Why didn't we count the channels going out?

  • @youssefjaber9886
    @youssefjaber98863 жыл бұрын

    Hello man, thank u so much for this helpful videos. Im a huge fan of you and I want to askin u about a problematiq that i think of it, is about using neural network on forecasting time series and how about the resulats ? Is it better than the ARIMA models ??

  • @honeyBadger582
    @honeyBadger5823 жыл бұрын

    Sick shirt!

  • @jasonsmith8548
    @jasonsmith85483 жыл бұрын

    Hey, would you consider this topic advanced and if yes, what textbook would you recommend for learning advanced topics?

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    I wouldn't consider this an "advanced" topic in the context of Markov Chains. Anytime you talk about Markov Chains, the question of steady state is a natural one.

  • @buarikazeem4156
    @buarikazeem41562 жыл бұрын

    Nice video, i have two questions 1. How did we come about 1/5, 2/5 and 2/5, i know of the first and last zero. 2. In a case where we are told to calculate the probability of ending in the third state after 4steps, if we start from state 1..how do i do this?

  • @jaredbutler1478
    @jaredbutler14782 жыл бұрын

    So the steady state is like the probability of being at a certain node as time t goes to infinity? Like a limit??

  • @COCACOLASJCN
    @COCACOLASJCN2 жыл бұрын

    Nice video. Here it seems that the example in the video does not meet the Detailed balance equation (e.g., P(B)*T(C|B) != P(C)*T(B|C)). Is it safe to say that Detailed balance is sufficient but unnecessary for Stationary Distribution?

  • @adamtheanalyst
    @adamtheanalyst2 жыл бұрын

    Question: suppose we wanted to calculate P(A) for some reason. It's certainly not the case that P(A)=0, since we of course could start at state A. So how would we go about calculating this? I know that normally we compute stationary values, but in this case it would be 0. Looking forward to hearing responses.

  • @adamtheanalyst

    @adamtheanalyst

    2 жыл бұрын

    Or is it not possible to calculate P(A) unless the Markov Chain is an irreducible recurrent chain?

  • @user-or7ji5hv8y
    @user-or7ji5hv8y3 жыл бұрын

    Like two conditional steady states with the last example.

  • @cleansquirrel2084
    @cleansquirrel20843 жыл бұрын

    Nice. But I still like it when you explain with a real world example.

  • @ritvikmath

    @ritvikmath

    3 жыл бұрын

    Thanks! And noted :)

  • @user-or7ji5hv8y
    @user-or7ji5hv8y3 жыл бұрын

    Can you provide a real world example where we have finite discrete number of states such that this would be useful?

  • @pedromanuelmartinmesa6098

    @pedromanuelmartinmesa6098

    3 жыл бұрын

    in the first video about markov he has one of weather (sunny vs cloudy). Simpler but 'similar to real world case' kzread.info/dash/bejne/oqaOr9KNmMW7Y6g.html

  • @sadashivmathad6901
    @sadashivmathad69015 ай бұрын

    Ritvikmath : Lingayat Jangam?

  • @lalitsinghpoo
    @lalitsinghpoo Жыл бұрын

    It is understood that the probability of being in state A is zero in the next time step but how come intuitively the probability of being in state E can be zero? After all the probability of self-transition is 0.9!

  • @96cabero
    @96cabero3 жыл бұрын

    I'll be damned if this isn't a good explanation