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» Estimation of non-stationary Markov Chain transition models
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UAI
2008
14 years 11 months ago
Sensitivity analysis for finite Markov chains in discrete time
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This is done by considering a...
Gert De Cooman, Filip Hermans, Erik Quaeghebeur
BMVC
2001
14 years 12 months ago
Graph Matching using Adjacency Matrix Markov Chains
This paper describes a spectral method for graph-matching. We adopt a graphical models viewpoint in which the graph adjacency matrix is taken to represent the transition probabili...
Antonio Robles-Kelly, Edwin R. Hancock
ICDAR
1999
IEEE
15 years 1 months ago
A Two-state Markov Chain Model of Degraded Document Images
We propose a two-state Markov chain model of degraded document images. The model generates random and burst noise to simulate isolated pixel reversal as well as blurring of a larg...
Shamik Sural, P. K. Das
ICDAR
2009
IEEE
15 years 4 months ago
Learning Rich Hidden Markov Models in Document Analysis: Table Location
Hidden Markov Models (HMM) are probabilistic graphical models for interdependent classification. In this paper we experiment with different ways of combining the components of an ...
Ana Costa e Silva
IPSN
2004
Springer
15 years 2 months ago
Estimation from lossy sensor data: jump linear modeling and Kalman filtering
Due to constraints in cost, power, and communication, losses often arise in large sensor networks. The sensor can be modeled as an output of a linear stochastic system with random...
Alyson K. Fletcher, Sundeep Rangan, Vivek K. Goyal