Markov Chains: Recurrence, Irreducibility, Classes | Part - 2

Let's understand Markov chains and its properties. In this video, I've discussed recurrent states, reducibility, and communicative classes.
#markovchain #datascience #statistics
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Пікірлер: 104

  • @yiyiyan7273
    @yiyiyan72732 жыл бұрын

    This is really nice for the beginners to understand the basic properties of markov chain. It would be great if your video could go further to the hidden markov chain and factorial markov chain:)

  • @abhishekarora4007
    @abhishekarora40073 жыл бұрын

    why this video has views only on thousands? it needs to be in millions!

  • @Mithu14062
    @Mithu140622 жыл бұрын

    Very good precised explanation with nice animation. Thank you for your video. Please make more for solving numericals and implementation of practical scenario.

  • @wonseoklee80
    @wonseoklee802 жыл бұрын

    Thanks for the video. Now I can understand whenever I hear Markov chain!

  • @amritayushman3443
    @amritayushman3443 Жыл бұрын

    Thanks for the videos. Helped me a lot. Would appreciate if you upload a video for complete in depth mathematical analysis of the Marco chain and its stationary probability.

  • @jayeshpatil5112
    @jayeshpatil51125 ай бұрын

    Can't believe that Indian is at it's prime. Ek number explanation 🔥🔥🔥

  • @tristanlouthrobins
    @tristanlouthrobins19 күн бұрын

    Absolutely brilliant, clear explanation!

  • @zahraheydari172
    @zahraheydari1722 жыл бұрын

    Thank you for your channel and all your videos. I had a question watching this video: How does this relate to the definition of Markov chain which you provided in part one which said the probability of the future state only depends on the current state?

  • @georgemavran9701
    @georgemavran9701 Жыл бұрын

    Amazing explanation! Can you also please explain the periodicity of a state in a Markov chain?

  • @iglesiaszorro297
    @iglesiaszorro2973 жыл бұрын

    Very catchy! I request you to make more such videos on markov chains with these kinds of awesome representations!! Markov chains were a dread to me previously.. your videos are too cool!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Definitely will do!

  • @real.biswajit
    @real.biswajit Жыл бұрын

    Your videos are really helpful dada❤

  • @Arjunsiva
    @Arjunsiva3 жыл бұрын

    Great to see high-quality educational channels like 3Blue1Brown coming from India. Btw, what software do you use to create the animations?

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    It's a python library named manim, created by Grant Sanderson!

  • @kindykomal
    @kindykomal2 жыл бұрын

    Why don't our teachers teach like this , was hating maths few mins ago, till I turned this video ,Thank you so for this much-needed video 🥺, Now I kinda want to do PhD instead in this 😂🙏🏻

  • @OmerMan992
    @OmerMan9922 жыл бұрын

    Great videos! Would you consider making video/s on Queueing theory for stochastic models please?

  • @nicolasrodrigo9
    @nicolasrodrigo9 Жыл бұрын

    You are a very good math professor, thanks a lot!

  • @NormalizedNerd

    @NormalizedNerd

    Жыл бұрын

    Thanks a lot!!

  • @yijingwang7308
    @yijingwang73088 ай бұрын

    Thank you for your video. But I am confused, you said Sum of Outgoing Probabilities Equals 1, but in the first example, the sum of outgoing probabilities of state 0 is less than 1?

  • @olesiaaltynbaeva4132
    @olesiaaltynbaeva41323 жыл бұрын

    Your channel is a great resource! Thanks!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Glad you think so!

  • @sushmitagoswami2033
    @sushmitagoswami20333 ай бұрын

    Love the explaination!

  • @amarparajuli692
    @amarparajuli6923 жыл бұрын

    Amazing content for ML and Data Science people. Keep up Bro. Will share it with my ML comrades.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Much appreciated! Please do :D

  • @hansheytens6640
    @hansheytens6640 Жыл бұрын

    Hello, dumb question. Shouldn't state 2be transient also. I mean, there is a extremely small chance (but not zero), that in a random walk we go from state 2 to state 1 and then we keep looping through state 1 forever, hence not coming back to state 2? No? Thanks love your vids.

  • @cassidygonzalez374
    @cassidygonzalez3743 жыл бұрын

    Love your videos! Very clearly explained

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks mate!

  • @stivenap156
    @stivenap1562 жыл бұрын

    I am now a fan! New subscriber !

  • @willbutplural
    @willbutplural Жыл бұрын

    Amazing video again 👍

  • @ayushshekhar1901
    @ayushshekhar190110 ай бұрын

    Good presentation but I have a doubt in the end. How can we go from any state to any other state after transformation to similar states?

  • @jingyingsophie8822
    @jingyingsophie8822 Жыл бұрын

    I don't quite understand the part where 2 is also a recurrent state in the first example. If the definition of the recurrent state is where the probability of returning back to that state is =1 (i.e. guaranteed), wouldn't 2 be a transient state since there is the possible case where 1 goes back to itself only ad infinitum?

  • @dariovaccaro9401

    @dariovaccaro9401

    7 ай бұрын

    Yes that s true, I think he doesn't define well enough the two different cases

  • @kirananumalla
    @kirananumalla3 жыл бұрын

    Very clearly explained! Yes would be useful if there are more videos..

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Sure!

  • @williammoody1911
    @williammoody19113 жыл бұрын

    Love the videos. Can't wait to get you to 100k subs!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Keep supporting 😁

  • @geethanarvadi
    @geethanarvadi9 ай бұрын

    If we have state space {0,1,2,3} And given Matrix then how to find the pij(n)? Please explain this 😢

  • @harishsuthar4604
    @harishsuthar46043 жыл бұрын

    Looks like Stat Quest Channel BAM!!! Clearly Explained!!!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Haha...He's a legend!

  • @arafathossain1803
    @arafathossain18032 жыл бұрын

    Great one

  • @ianbowen6344
    @ianbowen63443 жыл бұрын

    5:46 - "Between any of these classes, we can always go from one state to the other." But how can we do that if two of the classes are self-contained? Do you mean that we can always move between states within each class?

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    "we can always move between states within each class" This is what I meant.

  • @zenchiassassin283

    @zenchiassassin283

    3 жыл бұрын

    @@NormalizedNerd thanks

  • @preritgoyal9293
    @preritgoyal92934 ай бұрын

    Great brother 👌👌 So, if the stationary distribution has all non zero values, the chain will be irreducible ? (Since all states can communicate with each other) And Reducible if any of the states has 0 value in stationary distribution ?

  • @lebzgold7475
    @lebzgold74753 жыл бұрын

    Amazing animation! Thank you.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    My pleasure!

  • @SuiLamSin
    @SuiLamSin2 ай бұрын

    very good video

  • @user-rd1ok6zs3f
    @user-rd1ok6zs3f7 ай бұрын

    gr8 vdo... class 1(state 0 ) and class 3 (state 3)...cant communicate with others, how are they communicative classes???

  • @mohammedbelgoumri
    @mohammedbelgoumri2 жыл бұрын

    Great video, is the source code available somewhere?

  • @nid8490
    @nid8490 Жыл бұрын

    At @2:36 : I beg to differ. There is a non-zero probability that once I go from State 2 to State 1; I would continue to be in State 1 forever. In this case, we are not *bound * to come back to State 2 ever again. So I wouldn't say the probability of ever coming back to State 2 from State 2 is *1*. (Or am I missing something here?)

  • @mohamedaminekhadhraoui6417

    @mohamedaminekhadhraoui6417

    2 ай бұрын

    There isn’t a probability we’ll stay at state 1 forever. We can go from state 1 to state 1 again once twice or a billion times but we will come back to state 2 eventually.

  • @user-gs7jw1fn5u
    @user-gs7jw1fn5u3 жыл бұрын

    wow this kind of random walk demo is very helpful

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Glad you found this helpful!

  • @melissachen1581
    @melissachen15812 жыл бұрын

    I think there is a mistake at 2:56? 2 is not a recurrent state because after we leave 2, the chance of going back to 2 is less than 1 when 1 recurse itself. Only 1 is a recurrent state because after we leave 1, it's 100% that we will come back to 1. Can someone confirm that?

  • @Mosil0

    @Mosil0

    2 жыл бұрын

    I was thinking the same thing, but I suppose if you consider an infinite number of steps, eventually the probability of going back to 2 approaches 100%

  • @muhammadrivandra5065
    @muhammadrivandra50653 жыл бұрын

    Subscribed, awesome stuff dude

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Awesome, thank you!

  • @niccolosimonato1478
    @niccolosimonato14783 жыл бұрын

    Damn that's a smooth explaination

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks!!

  • @AnonymousAnonymous-ug8tp
    @AnonymousAnonymous-ug8tp Жыл бұрын

    2:48 Sir, how come state 2 is recurrent state? It is possible that after reaching state 1, it keeps on looping back to state 1 forever, it is not "bound" to come back to state 2 from 1.

  • @alewis7041

    @alewis7041

    Жыл бұрын

    Recurrent state just means that after going from state to state infinitely, you will reach a giving state also infinitely. Generally, for very large numbers, 2 will be reached. 0, if we ran the transitions infinitely, would have a finite occurrence, a specific amount before it left state 0 and unable to return

  • @davethesid8960

    @davethesid8960

    7 ай бұрын

    No, because recurrence at 1 isn't with probability 1. So, provided you wait long enough, you will eventually leave state 1.

  • @daniekpo
    @daniekpo9 ай бұрын

    Great video. Just one observation; state 1 is NOT recurrent. A state cannot be recurrent and transient at the same time. The probability of never visiting state 0 again is greater than 0 so by definition it can't be recurrent. To be recurrent all paths leading out of the state has to eventually lead back to that state but that's no the case for state 0. I'm I missing something?

  • @ahlemchouial4621
    @ahlemchouial46213 жыл бұрын

    thank yo u so much, amazing videos!!!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    You're very welcome!

  • @sumitlahiri209
    @sumitlahiri2093 жыл бұрын

    Fantastic !!

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Many thanks!

  • @user-mh9eh2wl5n
    @user-mh9eh2wl5n2 жыл бұрын

    Thanks

  • @webdeveloper-vy7hb
    @webdeveloper-vy7hb2 жыл бұрын

    How did you use Manim to represent the random walk by blinking effect? Could you share the portion of that code? I started learning manim recently but couldn't manage to do that.

  • @NormalizedNerd

    @NormalizedNerd

    2 жыл бұрын

    I created a custom manim object to create the graphs (markov chains). Then I'm just walking through the vertices and edges. The blinking effect is just creating a circle and fading it immediately.

  • @webdeveloper-vy7hb

    @webdeveloper-vy7hb

    2 жыл бұрын

    @@NormalizedNerd I see. It will be great if you could share the custom object codes.

  • @c0d23
    @c0d232 жыл бұрын

    ¿What books to learn statistics, prob and markov chain?

  • @NormalizedNerd

    @NormalizedNerd

    Жыл бұрын

    Element of Statistical Learning (Springer) Markov Chains by J.R. Norris

  • @johnmandrake8829
    @johnmandrake88293 жыл бұрын

    yes more please.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Working on it!

  • @anushaganesanpmp7602
    @anushaganesanpmp76023 жыл бұрын

    please upload more in detail for properties and applications

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Video coming soon :)

  • @llss79
    @llss792 жыл бұрын

    You could have explained why what is the utility of simplifying markov chains into irreducible and what is the math difference when considering them separated.

  • @aerodynamico6427

    @aerodynamico6427

    2 жыл бұрын

    "...why what is the utility"?

  • @asthaagha9505
    @asthaagha9505 Жыл бұрын

    🥺🥺🥺thanq

  • @karannchew2534
    @karannchew25342 жыл бұрын

    Notes for my future revision. *New Terminologies* Transient states. Recurrence state. Reducible Markov chain. Irreducible Markov chain. Communicating Classes.

  • @migratingperson1165
    @migratingperson1165 Жыл бұрын

    Found this math concept from Numb3rs and got curious

  • @arvinpradhan
    @arvinpradhan3 жыл бұрын

    discrete time markov chains and continuous time markov chains please

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Suggestion noted!

  • @dareenoudeh4485
    @dareenoudeh44853 жыл бұрын

    you are awsome

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Thanks a lot! :D

  • @kaushalgagan6723
    @kaushalgagan67233 жыл бұрын

    More 🤩....

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Sure!

  • @736939
    @7369393 жыл бұрын

    Basically these are the strongest connected components.

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Right you are...strongly connected components

  • @MrFelco
    @MrFelco4 ай бұрын

    Hang on, if you define transient state as 'the probably of a state returning to itself is less than 1', then in the first example, would state 2 not also be a transient state? Reason being, there could be a random walk, in which you go from state 2 to state 1, and then state 1 keeps looping back on itself infinitely, never going back to state 2. Then the probability of state 2 returning to itself is less than 1, given there is a random walk in which it does not return to itself.

  • @mohamedaminekhadhraoui6417

    @mohamedaminekhadhraoui6417

    2 ай бұрын

    The probability of state 1 returning to itself infinitely is 0. It is bound to return to 2 at some point.

  • @mohamedaminekhadhraoui6417

    @mohamedaminekhadhraoui6417

    2 ай бұрын

    In all random walks that go on forever, we will go back to 2 if we start there.

  • @PsynideNeel
    @PsynideNeel3 жыл бұрын

    Facecam kobe asbe?

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    Ota deri ache 😅

  • @arounderror3747
    @arounderror37479 ай бұрын

    osu?

  • @SJ23982398
    @SJ239823982 жыл бұрын

    I will be honest, was ready to find another video when heard the Indian accent. But then saw high upvote/downvote and stayed, and don't regret it!

  • @NormalizedNerd

    @NormalizedNerd

    2 жыл бұрын

    Haha

  • @DejiAdegbite
    @DejiAdegbite17 күн бұрын

    No wonder it's called the Gambler's Ruin. 🤣

  • @tsunningwah3471
    @tsunningwah34713 жыл бұрын

    i love you

  • @NormalizedNerd

    @NormalizedNerd

    3 жыл бұрын

    ❤❤❤

  • @laodrofotic7713
    @laodrofotic77132 жыл бұрын

    I paused the video @1:00 minute mark to tell you it is NOT DUCKING GOOD TO REFER TO STATE A B AND C WHILE THE F-ING PICTURE SAYS STATE 1 2 and 3. FFS, ok now I will watch the rest of it but I think this will be a waste of time just from this start, I can tell you cant explain crap.

  • @prakashraj4519
    @prakashraj45192 жыл бұрын

    Add some music