M.A.P.Estimation for hidden discrete Markov random fields

DOI10.1080/07362999808809518MaRDI QIDQ4385652zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, Lakhdar Aggoun

Publication date 2 February 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809518

zbMATH Keywords

discrete Markov random fieldsmost likely signal estimation

Mathematics Subject Classification ID

Random fields (60G60)

Review text

A random field \(X\) on a lattice \(L\) is considered. At each point \(l\) of the lattice \(X_l\) takes some value. The random field \(X\) is not directly observed; rather there is a noisy observation process \(Y\) which also takes one of a finite number of values at each point of the lattice. The problem discussed in the paper is: given a set of observations \(\{Y_l,l\in L\}\), determine the most likely signal \(\{X_l,l\in L\}\).

Recommendations

• Estimation for discrete Markov random fields observed in Gaussian noise
• Estimation for hidden Markov random fields
• MAP estimation using measure change for continuous-state random fields
• Hidden Markov random fields

Cites work

• Efficiency of pseudolikelihood estimation for simple Gaussian fields
• Parameter estimation for hidden Gibbs chains
• Statistical Inference for Spatial Processes
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(7)

• Kalman filtering of a space-time Markov random field
• Optimal filters for a hidden Markov random field model
• Estimation for hidden Markov random fields
• Partially Observed Space–Time Markov Random Fields and Their Applications
• Celestial signal estimation
• Estimation for discrete Markov random fields observed in Gaussian noise
• MAP estimation using measure change for continuous-state random fields

Describes a project that uses

Uses Software

• spatial

This page was built for publication: M.A.P.Estimation for hidden discrete Markov random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4385652)