Computational methods for hidden markov tree models : An application to wavelet trees
The hidden Markov tree models were introduced by Crouse et al. in 1998 for modeling nonindependent, non-Gaussian wavelet transform coefficients. In their paper, they developed the equivalent of the forward-backward algorithm for hidden Markov tree models and called it the "upward-downward algorithm." This algorithm is subject to the same numerical limitations as the forward-backward algorithm for hidden Markov chains (HMCs). In this paper, adapting the ideas of Devijver from 1985, we propose a new "upward-downward" algorithm, which is a true smoothing algorithm and is immune to numerical underflow. Furthermore, we propose a Viterbi-like algorithm for global restoration of the hidden state tree. The contribution of those algorithms as diagnosis tools is illustrated through the modeling of statistical dependencies between wavelet coefficients with a special emphasis on local regularity changes.
Main Authors: | Durand, Jean-Baptiste, Goncalves, Paulo, Guédon, Yann |
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Format: | article biblioteca |
Language: | eng |
Subjects: | U10 - Informatique, mathématiques et statistiques, K10 - Production forestière, arbre, méthode statistique, modèle mathématique, modèle de simulation, http://aims.fao.org/aos/agrovoc/c_7887, http://aims.fao.org/aos/agrovoc/c_7377, http://aims.fao.org/aos/agrovoc/c_24199, http://aims.fao.org/aos/agrovoc/c_24242, |
Online Access: | http://agritrop.cirad.fr/523821/ |
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