In modelling nonstationary sources, one possible strategy is to define a latent process of strictly positive variables to model variations in second order statistics of the underly...
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...
We introduce, analyze and demonstrate a recursive hierarchical generalization of the widely used hidden Markov models, which we name Hierarchical Hidden Markov Models (HHMM). Our m...
We present a method for simultaneous dimension reduction and metastability analysis of high dimensional time series. The approach is based on the combination of hidden Markov model...
Illia Horenko, Johannes Schmidt-Ehrenberg, Christo...
We describe a hidden Markov modeling approach to multiple change-points that has attractive computational and statistical properties. This approach yields explicit recursive filter...