Hidden Markov Models: PrimerIntroduces Hidden Markov Models, explaining the basic problems and algorithms like Forward-Backward, Viterbi, and Baum-Welch, with a focus on Expectation-Maximization.
Markov Chains and ApplicationsExplores Markov chains and their applications in algorithms, focusing on user impatience and faithful sample generation.
Markov Chains and ApplicationsExplores Markov chains, their properties, and algorithmic applications, emphasizing information quantification and state monotonicity.
Geometry and Least SquaresDiscusses the geometry of least squares, exploring row and column perspectives, hyperplanes, projections, residuals, and unique vectors.
Continuous Time Markov ChainsIntroduces continuous time Markov chains on a finite state space with exponential waiting times and jump probabilities.