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Lecture
Markov Chains: General Concepts
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Markov Chains and Algo Applications
Covers Markov chains, Metropolis algorithm, Glauber dynamics, and heat bath dynamics.
Hidden Markov Models: Primer
Introduces Hidden Markov Models, explaining the basic problems and algorithms like Forward-Backward, Viterbi, and Baum-Welch, with a focus on Expectation-Maximization.