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» Estimation of non-stationary Markov Chain transition models
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UAI
2008
13 years 8 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
13 years 9 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
13 years 11 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
14 years 2 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
14 years 23 days 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