Implementation of Markov Chain models
I implemented a simple Markov chain model and a Hidden Markov Model in Julia from scratch. I utilized only basic libraries in Julia to conduct linear algebra transofmrations and matehmatical operations.
The simple Markov Chain model is trained using maximum likelihood estimation, while the Hidden Markov Model is trained using forward-backward message passing algorithm. The simple Markov Chain model is trained on a trivial dataset of rainy days in Vancouver over a year, while the Hidden Markov model is trained on a dataset of the life stage of university students a number of years after the completion of their education.