Skip to Main content Skip to Navigation
Conference papers

Unsupervised segmentation of nonstationary data using triplet Markov chains

Abstract : An important issue in statistical image and signal segmentation consists in estimating the hidden variables of interest. For this purpose, various Bayesian estimation algorithms have been developed, particularly in the framework of hidden Markov chains, thanks to their efficient theory that allows one to recover the hidden variables from the observed ones even for large data. However, such models fail to handle nonstationary data in the unsupervised context. In this paper, we show how the recent triplet Markov chains, which are strictly more general models with comparable computational complexity, can be used to overcome this limit through two different ways: (i) in a Bayesian context by considering the switches of the hidden variables regime depending on an additional Markov process; and, (ii) by introducing Dempster-Shafer theory to model the lack of precision of the hidden process prior distributions, which is the origin of data nonstationarity. Furthermore, this study analyzes bot h approaches in order to determine which one is better-suited for nonstationary data. Experimental results are shown for sampled data and noised images
Document type :
Conference papers
Complete list of metadata
Contributor : Médiathèque Télécom Sudparis & Institut Mines-Télécom Business School <>
Submitted on : Tuesday, June 27, 2017 - 11:41:50 AM
Last modification on : Monday, August 24, 2020 - 4:16:13 PM

Links full text



Mohamed El Yazid Boudaren, Emmanuel Monfrini, Kadda Beghdad Bey, Ahmed Habbouchi, Wojciech Pieczynski. Unsupervised segmentation of nonstationary data using triplet Markov chains. ICEIS 2017 : 19th International Conference on Enterprise Information Systems, Apr 2017, Porto, Portugal. pp.405 - 414, ⟨10.5220/0006276704050414⟩. ⟨hal-01548177⟩



Record views