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Unsupervised restoration of hidden nonstationary Markov chains using evidential priors

Abstract : This paper addresses the problem of unsupervised Bayesian hidden Markov chain restoration. When the hidden chain is stationary, the classical "Hidden Markov Chain" (HMC) model is quite efficient, and associated unsupervised Bayesian restoration methods using the "Expectation-Maximization" (EM) algorithm work well. When the hidden chain is non stationary, on the other hand, the unsupervised restoration results using the HMC model can be poor, due to a bad match between the real and estimated models. The novelty of this paper is to offer a more appropriate model for hidden nonstationary Markov chains, via the theory of evidence. Using recent results relating to Triplet Markov Chains (TMCs), we show, via simulations, that the classical restoration results can be improved by the use of the theory of evidence and Dempster-Shafer fusion. The latter improvement is performed in an entirely unsupervised way using an original parameter estimation method. Some application examples to unsupervised image segmentation are also provided
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Contributor : Médiathèque Télécom Sudparis & Institut Mines-Télécom Business School <>
Submitted on : Thursday, July 21, 2016 - 5:02:55 PM
Last modification on : Wednesday, November 25, 2020 - 3:26:56 AM



Pierre Lanchantin, Wojciech Pieczynski. Unsupervised restoration of hidden nonstationary Markov chains using evidential priors. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2005, 53 (8), pp.3091 - 3098. ⟨10.1109/TSP.2005.851131⟩. ⟨hal-01347787⟩



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