如何使用numpy有效地查找转换矩阵中的状态变化？

Question

我正在用马尔可夫链进行一些工作，我需要从给定状态变化序列的转换矩阵中查找转换概率。如何在numpy中有效地做到这一点？

例如：

import numpy as np

#here is the sequence that I need to look up in the transition matrix
sequence = [0, 1, 0, 1, 1]

#the transition matrix that gives the probability to change between each 
of the states
transition_matrix = np.array([[0.2, 0.8], [0.6, 0.4]])

#desired output
result = [0.8, 0.6, 0.8, 0.4]

因此，结果只是在转换矩阵中查找的概率值。当状态很多且顺序很长时，如何有效地做到这一点？

谢谢。

Answer 1

只需使用zip：

result = []
for (step, next_step) in zip(sequence[:-1], sequence[1:]):
    result.append(transition_matrix[step][next_step])

结果：

[0.8, 0.6, 0.8, 0.4]