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Coupling of Markov Chains: Ergodic Theorem

Explores the coupling of Markov chains and the proof of the ergodic theorem, emphasizing distribution convergence and chain properties.

Markov Chains: Introduction and Properties

Covers the introduction and properties of Markov chains, including transition matrices and stochastic processes.

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.

Markov Chains: Applications and Coupled Chains

Covers Markov chains, coupled chains, and their applications, emphasizing the importance of irreducibility.

Stochastic Simulation: Theory of Markov Chains

Covers the theory of Markov chains, focusing on reversible chains and detailed balance.