Non-stationary data segmentation with hidden evidential semi-Markov chains

DOI10.1016/j.ijar.2023.109025MaRDI QIDQ6066855

Wojciech Pieczynski, Clément Fernandes

Publication date: 16 November 2023

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

zbMATH Keywords

theory of evidence; hidden Markov chains; non-stationary data; triplet Markov chains; unsupervised Bayesian segmentation; hidden semi-Markov chains

Mathematics Subject Classification ID

62M05: Markov processes: estimation; hidden Markov models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• 40 years of Dempster-Shafer theory
• Efficient Bayesian estimation of the multivariate double chain Markov model
• Multisensor triplet Markov chains and theory of evidence
• Exploring the state sequence space for hidden Markov and semi-Markov chains
• Maximum-likelihood estimation for hidden Markov models
• Belief functions: The disjunctive rule of combination and the generalized Bayesian theorem
• The transferable belief model
• Unsupervised data classification using pairwise Markov chains with automatic copulas selection
• Fuzzy pairwise Markov chain to segment correlated noisy data
• Inference in hidden Markov models.
• Hidden Markov chains and the analysis of genome structure
• Causal Recursive Parameter Estimation for Discrete-Time Hidden Bivariate Markov Chains
• Hidden Markov processes
• Stylised facts of financial time series and hidden Markov models in continuous time
• Unsupervised restoration of hidden nonstationary Markov chains using evidential priors
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Hidden Markov models for bioinformatics
• Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data