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Markov chain

   Also found in: Dictionary/thesaurus, Medical, Acronyms, Wikipedia, Hutchinson 0.04 sec.
(probability)Markov chain - (Named after Andrei Markov) A model of sequences of events where the probability of an event occurring depends upon the fact that a preceding event occurred.

A Markov process is governed by a Markov chain.

In simulation, the principle of the Markov chain is applied to the selection of samples from a probability density function to be applied to the model. Simscript II.5 uses this approach for some modelling functions.


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Key words: Bayesian hierarchical models; linear opinion pool; Markov Chain Monte Carlo methods; synthesis of probability distributions.
Bayesian phylogenetic inference via Markov chain Monte Carlo methods.
We chose noninformative proper prior distributions for each parameter and fitted the model using Markov Chain Monte Carlo methods.
 
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