Probabilistic programming 2: Markov Chains

This is part two of a blog post on probabilistic programming. The first part of the blog can be found here. Markov chains are mathematical constructs with a wide range of applications in physics, mathematical biology, speech recognition, statistics and many others. The simplest way to think about them is considering the above animation. A person (the circle) is trying to find out where their friend lives in a neighbourhood block.