Triplet markov chains based- estimation of nonstationary latent variables hidden with independent noise

Mohamed El Yazid Boudaren, Emmanuel Monfrini, Kadda Beghdad Bey, Ahmed Habbouchi, Wojciech Pieczynski

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Estimation of hidden variables is among the most challenging tasks in statistical signal processing. In this context, hidden Markov chains have been extensively used due to their ability to recover hidden variables from observed ones even for large data. Such models fail, however, to handle nonstationary data when parameters are unknown. The aim of this paper is to show how the recent triplet Markov chains, strictly more general models exhibiting comparable computational cost, can be used to overcome this shortcoming in two different ways: (i) in a firmly Bayesian context by considering an additional Markov process to model the switches of the hidden variables; and, (ii) by introducing Dempster-Shafer theory to model the lack of precision of prior distributions. Moreover, we analyze both approaches and assess their performance through experiments conducted on sampled data and noised images.

Original languageEnglish
Title of host publicationEnterprise Information Systems - 19th International Conference, ICEIS 2017, Revised Selected Papers
EditorsMichal Smialek, Slimane Hammoudi, Olivier Camp, Joaquim Filipe
PublisherSpringer Verlag
Pages127-144
Number of pages18
ISBN (Print)9783319933740
DOIs
Publication statusPublished - 1 Jan 2018
Externally publishedYes
Event19th International Conference on Enterprise Information Systems, ICEIS 2017 - Porto, Portugal
Duration: 26 Apr 201729 Apr 2017

Publication series

NameLecture Notes in Business Information Processing
Volume321
ISSN (Print)1865-1348

Conference

Conference19th International Conference on Enterprise Information Systems, ICEIS 2017
Country/TerritoryPortugal
CityPorto
Period26/04/1729/04/17

Keywords

  • Data segmentation
  • Hidden markov chains
  • Nonstationary data
  • Signal processing
  • Triplet markov chains

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