ofxMarkovChain

Posted on December 4, 2014

Addon available on Github: ofxMarkovChain

ofxMarkovChain is an addon for openFrameworks that allows you to use Markov chains in a simple way.

A Markov chain is a mathematical system that includes a certain number of states. The transition from one state to another is determined by a probability. An interesting property of Markov chains is that the next transition only depends on the current state, thus making them memoryless. Here is a state diagram of a simple Markov chain with 2 states:

Markov chain

If the system is in the state \(A\), then the probability to stay in that state is \(0.3\) and the probability to be in state \(B\) is \(0.7\). Now, this system can be represented as a matrix:

\[ P = \begin{bmatrix} 0.3 & 0.7 \\ 0.9 & 0.1 \end{bmatrix} \]

You can notice that in order for the Markov chain to be consistent, the sum of the coefficients of each row of the matrix must be equal to \(1\).

An example provided with ofxMarkovChain is a random walker. The walker uses a Markov chain to choose in which direction to go next. The Markov chain has 4 states, each state corresponding to a direction: up, down, left or right.

Random walker