Search results for "Markov"
showing 10 items of 628 documents
Hidden Markov random field model and Broyden–Fletcher–Goldfarb–Shanno algorithm for brain image segmentation
2018
International audience; Many routine medical examinations produce images of patients suffering from various pathologies. With the huge number of medical images, the manual analysis and interpretation became a tedious task. Thus, automatic image segmentation became essential for diagnosis assistance. Segmentation consists in dividing the image into homogeneous and significant regions. We focus on hidden Markov random fields referred to as HMRF to model the problem of segmentation. This modelisation leads to a classical function minimisation problem. Broyden-Fletcher-Goldfarb-Shanno algorithm referred to as BFGS is one of the most powerful methods to solve unconstrained optimisation problem. …
Levy targeting and the principle of detailed balance
2011
We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) …
A note on renewal systems
1992
Abstract A renewal system is a symbolic dynamical system generated by free concatenations of a finite set of words. In this paper we prove that, given two systems which are both renewal and Markov systems, it is decidable whether they are topologically conjugate. The proof makes use of the methods and the techniques of formal language theory.
An integral representation for decomposable measures of measurable functions
1994
We start with a measurem on a measurable space (Ω,A), decomposable with respect to an Archimedeant-conorm ⊥ on a real interval [0,M], which generalizes an additive measure. Using the integral introduced by the second author, a Radon-Nikodym type theorem, needed in what follows, is given.
The pianigiani-yorke measure for topological markov chains
1997
We prove the existence of a Pianigiani-Yorke measure for a Markovian factor of a topological Markov chain. This measure induces a Gibbs measure in the limit set. The proof uses the contraction properties of the Ruelle-Perron-Frobenius operator.
On the structure of the ultradistributions of Beurling type
2008
Let O be a nonempty open set of the k-dimensional euclidean space Rk. In this paper, we give a structure theorem on the ultradistributions of Beurling type in O. Also, other structure results on certain ultradistributions are obtained, in terms of complex Borel measures in O.
Context Trees, Variable Length Markov Chains and Dynamical Sources
2012
Infinite random sequences of letters can be viewed as stochastic chains or as strings produced by a source, in the sense of information theory. The relationship between Variable Length Markov Chains (VLMC) and probabilistic dynamical sources is studied. We establish a probabilistic frame for context trees and VLMC and we prove that any VLMC is a dynamical source for which we explicitly build the mapping. On two examples, the "comb" and the "bamboo blossom", we find a necessary and sufficient condition for the existence and the uniqueness of a stationary probability measure for the VLMC. These two examples are detailed in order to provide the associated Dirichlet series as well as the genera…
Conjugate unstable manifolds and their underlying geometrized Markov partitions
2000
Abstract Conjugate unstable manifolds of saturated hyperbolic sets of Smale diffeomorphisms are characterized in terms of the combinatorics of their geometrized Markov partitions. As a consequence, the relationship between the local and the global point of view is also made explicit.
QUANTITATIVE CONVERGENCE RATES FOR SUBGEOMETRIC MARKOV CHAINS
2015
We provide explicit expressions for the constants involved in the characterisation of ergodicity of subgeometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The results are fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our results accommodate also some classes of inhomogeneous chains.
Exponential inequalities and estimation of conditional probabilities
2006
This paper deals with the problems of typicality and conditional typicality of “empirical probabilities” for stochastic process and the estimation of potential functions for Gibbs measures and dynamical systems. The questions of typicality have been studied in [FKT88] for independent sequences, in [BRY98, Ris89] for Markov chains. In order to prove the consistency of estimators of transition probability for Markov chains of unknown order, results on typicality and conditional typicality for some (Ψ)-mixing process where obtained in [CsS, Csi02]. Unfortunately, lots of natural mixing process do not satisfy this Ψ -mixing condition (see [DP05]). We consider a class of mixing process inspired …