The EM algorithm, e.g., the Baum–Welch re-estimation, is an important tool for parameter estimation in discrete-time hidden Markov models. We present a direct re-estimation of rate constants for applications in which the underlying Markov process is continuous in time. Previous estimation of discrete-time transition probabilities is not necessary.

Pixelwise image segmentation using Markovian prior models depends on several hypothesis that determine the number of parameters and general complexity of the estimation and prediction algorithms. The Markovian neighborhood hypothesis, order and isotropy, are the most conspicuous properties to set. In this paper, we study statistical classification accuracy of two different Markov field environm...

Reversible jump Markov chain Monte Carlo (RJMCMC) is a recent method which makes it possible to construct reversible Markov chain samplers that jump between parameter subspaces of different dimensionality. In this paper, we propose a new RJMCMC sampler for multivariate Gaussian mixture identification and we apply it to color image segmentation. For this purpose, we consider a first order Markov...

Techniques for extracting small, single channel ion currents from background noise are described and tested. It is assumed that single channel currents are generated by a first-order, finite-state, discrete-time, Markov process to which is added 'white' background noise from the recording apparatus (electrode, amplifiers, etc). Given the observations and the statistics of the background noise, ...

0377-2217/$ see front matter 2011 Elsevier B.V. A doi:10.1016/j.ejor.2011.01.023 ⇑ Corresponding author. Tel.: +44 0 7796035843. E-mail addresses: [email protected] (M.M.C. So) Thomas). This paper derives a Markov decision process model for the profitability of credit cards, which allows lenders to find an optimal dynamic credit limit policy. The states of the system are based on the borrower’s ...