Triplet Markov chains

DOI10.1016/S1631-073X(02)02462-7MaRDI QIDQ1854705zbMATH OpenWikidataFDO

Authors Wojciech Pieczynski

Publication date 14 May 2003

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1631-073X(02)02462-7

zbMATH Keywords

hidden Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05)

Review text

Denote by \(X_n\) a hidden process that we estimate from an observed process \(Y_n\). When \(X_n\) has a finite set of values and \((X_n,Y_n)\) is Markov, recursive formulas may be used in computations, this is called the pairwise Markov chains model in previous works. Now, when \((X_n,Y_n)\) is not Markov, it may be that with additional information \(U_n\), some \((X_n,U_n,Y_n)\) is. If \(U_n\) also has a finite set of values the same formulas yield estimates for \((X_n,U_n)\), then for \(X_n\) after addition. The author names this the triplet Markov chain model.

Recommendations

• Dempster-Shafer fusion in triplet partially Markov chains.
• Gaussian copulas in triplet, partially Markov chains
• Unsupervised segmentation of triplet Markov chains hidden with long-memory noise
• Multisensor triplet Markov chains and theory of evidence
• Pairwise Markov trees

Cites work

• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Belief functions: The disjunctive rule of combination and the generalized Bayesian theorem
• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
• scientific article; zbMATH DE number 1247560 (Why is no real title available?)
• Pairwise Markov trees
• Probabilistic Solution of Ill-Posed Problems in Computational Vision
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

Cited in

(7)

• Arbres de Markov triplet et fusion de Dempster-Shafer. (Triplet Markov trees and Dempster-Shafer fusion)
• Modèles de Markov triplet et filtrage de Kalman (Triplet Markov models and Kalman filtering)
• Pairwise Markov trees
• Dempster-Shafer fusion in triplet partially Markov chains.
• Gaussian copulas in triplet, partially Markov chains
• Gaussian Markov triplets approached by block matrices
• Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data

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