Markov property

cosmos 13th November 2016 at 12:10pm

A Markov property refers to any of a certain class of independence properties of Random variables defined on the nodes of a Network.

Pairwise Markov property: Any two non-adjacent variables are conditionally independent given all other variables

Local Markov property: A variable is conditionally independent of all other variables given its neighbors (video).

Global Markov property: Any two subsets of variables are conditionally independent given a separating subset

See here, and Markov network


Stochastic processes that satisfy the Markov property are known as Markov process

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