Preprint
Aug 2026
A Data-Driven Approach to State Construction in Markov Models
A Markov chain is a widely used stochastic process modelling random events over time. These models are built on subsets of the entire dataset, referred to as states, which are considered to be homogeneous regarding transition probabilities. However, the creation of these states is often disregarded or based on prior as...
L. V. van Gestel, M. Guerry, Evy Rombaut
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