Search results for "Variable-order Markov model"
showing 6 items of 6 documents
A Multiresolution Approach Based on MRF and Bak–Sneppen Models for Image Segmentation
2006
The two major Markov Random Fields (MRF) based algorithms for image segmentation are the Simulated Annealing (SA) and Iterated Conditional Modes (ICM). In practice, compared to the SA, the ICM provides reasonable segmentation and shows robust behavior in most of the cases. However, the ICM strongly depends on the initialization phase. In this paper, we combine Bak-Sneppen model and Markov Random Fields to define a new image segmentation approach. We introduce a multiresolution technique in order to speed up the segmentation process and to improve the restoration process. Image pixels are viewed as lattice species of Bak-Sneppen model. The a-posteriori probability corresponds to a local fitn…
ℓ1-Penalized Methods in High-Dimensional Gaussian Markov Random Fields
2016
In the last 20 years, we have witnessed the dramatic development of new data acquisition technologies allowing to collect massive amount of data with relatively low cost. is new feature leads Donoho to define the twenty-first century as the century of data. A major characteristic of this modern data set is that the number of measured variables is larger than the sample size; the word high-dimensional data analysis is referred to the statistical methods developed to make inference with this new kind of data. This chapter is devoted to the study of some of the most recent ℓ1-penalized methods proposed in the literature to make sparse inference in a Gaussian Markov random field (GMRF) defined …
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.
Analysis and modeling of wind directions time series
2013
This work aims at studying some aspects of wind directions in Italy and supplying appropriate models. A comparison is presented between independent mixture and Hidden Markov models, which seem to be appropriate as far as the series we studied.
Income distribution dynamics: monotone Markov chains make light work
1995
This paper considers some aspects of the dynamics of income distributions by employing a simple Markov chain model of income mobility. The main motivation of the paper is to introduce the techniques of “monotone” Markov chains to this field. The transition matrix of a discrete Markov chain is called monotone if each row stochastically dominates the row above it. It will be shown that by embedding the dynamics of the income distribution in a monotone Markov chain, a number of interesting results may be obtained in a straightforward and intuitive fashion.
Statistical Dependence and Independence
2005
Statistical dependence is a type of relation between different characteristics measured on the same units. At one extreme is deterministic dependence; at the other is statistical independence, where the distribution of one variable is the same for all levels of the other. With more than two variables, an important distinction is between marginal and conditional dependence. In many contexts, the degree of dependence may be summarized by a suitable measure of association, perhaps as part of a general model. Reference is made to graphical models. Keywords: association; correlation; marginal; conditional; exponential family; graphical Markov models