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Markov Chain Stationary Distribution : Data Science Concepts

  Рет қаралды 40,617

ritvikmath

ritvikmath

Күн бұрын

Пікірлер: 90
@brycedavis5674
@brycedavis5674 3 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
@luisfernando262 2 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-tm3ew 2 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
@pedromanuelmartinmesa6098 3 жыл бұрын
I have never seen any explanation about markov chain so clear!
@cosmicflow42
@cosmicflow42 3 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!
@pietromontresori4700
@pietromontresori4700 11 ай бұрын
ritvik you are one of the wonders of the world
@adamtheanalyst
@adamtheanalyst 3 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.
@cynthpielin7334
@cynthpielin7334 3 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
@shivamchoudhary1681
@shivamchoudhary1681 Жыл бұрын
One of the best lectures on Markov chains
@Gravata_Prata
@Gravata_Prata 2 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-wr4yl7tx3w
@user-wr4yl7tx3w 2 жыл бұрын
Glad you clarified that point. I definitely had the wrong notion that stationarity meant eventually getting there.
@user-or7ji5hv8y
@user-or7ji5hv8y 3 жыл бұрын
That subtle point is something that I had the misconception of before. Thanks for pointing it out and clarifying.
@yuhangqian642
@yuhangqian642 3 жыл бұрын
I really enjoy that you explain these concepts so simply! Thanks!
@joelrubinson9973
@joelrubinson9973 2 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!
@cocod7756
@cocod7756 3 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!
@treelight1707
@treelight1707 3 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!
@ChocolateMilkCultLeader
@ChocolateMilkCultLeader 2 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
@lakshityagi684
@lakshityagi684 2 жыл бұрын
Your videos are quite good at explaining machine learning concepts with all the maths in the background. Thanks a lot!
@daisylin4746
@daisylin4746 3 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
@tson6552 2 жыл бұрын
This is so so well explained omg
@andreveiga1
@andreveiga1 2 жыл бұрын
Really appreciate how you keep bringing it back to intuition but also do the math. well done dude!
@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.
@elegentt2900
@elegentt2900 2 жыл бұрын
Awesome explanation! Thanks for all the posts ritvik😊
@pedramtavadze5467
@pedramtavadze5467 3 жыл бұрын
Love your videos, thanks for making them. I just wonder who gave a dislike to this amazing video.
@abdulelahaljeffery6234
@abdulelahaljeffery6234 2 жыл бұрын
definitely downloading this one .. Nope, I don't trust youtube to keep this gem alive for too long.
@softerseltzer
@softerseltzer 3 жыл бұрын
Very clear and intuitive, I definitely learned something.
@ritvikmath
@ritvikmath 3 жыл бұрын
Great to hear!
@luedman13579
@luedman13579 2 жыл бұрын
great video! good mix between intuition and math
@rbpict5282
@rbpict5282 3 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
@Eli-rg1vd
@Eli-rg1vd Жыл бұрын
This is such an awesome channel!
@hpp496videos
@hpp496videos 3 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!
@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!
@jollyrogererVF84
@jollyrogererVF84 Жыл бұрын
Another great video 👍 You have a good teaching style, clearly born from others poor styles you have experienced 😂
@komuna5984
@komuna5984 2 жыл бұрын
Thanks a lot for your awesome explanation! ❤
@nuti09to
@nuti09to 2 жыл бұрын
Great explanation indeed! Thanks bro.
@sethharrrison
@sethharrrison Жыл бұрын
This is excellent, thank you very much!
@ritvikmath
@ritvikmath Жыл бұрын
Thanks 🙏
@erikkarlsson6839
@erikkarlsson6839 3 жыл бұрын
You are such an awesome teacher. Thanks for this video =)
@ritvikmath
@ritvikmath 3 жыл бұрын
Glad it was helpful!
@tannys
@tannys 3 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!
@bhaveshsingh0124
@bhaveshsingh0124 2 жыл бұрын
Loved it!
@sofieooms8990
@sofieooms8990 2 жыл бұрын
This is explained amazingly, thank you!
@AshutoshRaj
@AshutoshRaj 2 жыл бұрын
Bhai, you are just awesome!
@Alexander-pk1tu
@Alexander-pk1tu 2 жыл бұрын
Very good job man. Thank you a lot!!
@Pruthvikajaykumar
@Pruthvikajaykumar 2 жыл бұрын
MAN THANK YOU SO MUCH!. This will save my ass
@kristianwichmann9996
@kristianwichmann9996 3 жыл бұрын
Very clear explanation
@ritvikmath
@ritvikmath 3 жыл бұрын
Glad you think so!
@janaelmourad9681
@janaelmourad9681 2 жыл бұрын
saved my day ! thank u
@MrNitKap
@MrNitKap 3 жыл бұрын
Good job 👍... learnt some vital concepts
@user-ld6jv5yn8v
@user-ld6jv5yn8v 8 ай бұрын
THANK YOU
@jasonsmith8548
@jasonsmith8548 3 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.
@danghuusontung
@danghuusontung 3 жыл бұрын
masterpiece! you made me feel that education is kind of art! :D
@wenfanghu3724
@wenfanghu3724 2 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?
@polybius3378
@polybius3378 Жыл бұрын
Great video.
@ritvikmath
@ritvikmath Жыл бұрын
Glad you enjoyed it
@arvindputhucode1108
@arvindputhucode1108 3 жыл бұрын
amazing so clear
@sigmundurhelgason3230
@sigmundurhelgason3230 3 жыл бұрын
This is amazing content. Keep it going!
@interfaze9930
@interfaze9930 2 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?
@youssefjaber9886
@youssefjaber9886 3 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 ??
@mohamedr3w
@mohamedr3w Жыл бұрын
thanks!
@COCACOLASJCN
@COCACOLASJCN 3 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?
@milhousewong3423
@milhousewong3423 3 жыл бұрын
That‘s amazing!!! Thanks!
@jaredbutler1478
@jaredbutler1478 2 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??
@buarikazeem4156
@buarikazeem4156 2 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?
@cleansquirrel2084
@cleansquirrel2084 3 жыл бұрын
Nice. But I still like it when you explain with a real world example.
@ritvikmath
@ritvikmath 3 жыл бұрын
Thanks! And noted :)
@honeyBadger582
@honeyBadger582 3 жыл бұрын
Sick shirt!
@adamtheanalyst
@adamtheanalyst 3 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 3 жыл бұрын
Or is it not possible to calculate P(A) unless the Markov Chain is an irreducible recurrent chain?
@user-or7ji5hv8y
@user-or7ji5hv8y 3 жыл бұрын
Like two conditional steady states with the last example.
@lalitsinghpoo
@lalitsinghpoo 2 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!
@user-or7ji5hv8y
@user-or7ji5hv8y 3 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' kzfaq.info/get/bejne/ptiKgNOFzci5Y3k.html
@sadashivmathad6901
@sadashivmathad6901 8 ай бұрын
Ritvikmath : Lingayat Jangam?
@96cabero
@96cabero 3 жыл бұрын
I'll be damned if this isn't a good explanation
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