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Computational methods for hidden Markov tree models-an application to wavelet trees

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3 Author(s)
Durand, J.-B. ; INRIA Rhone-Alpes, Montbonnot, France ; Goncalves, P. ; Guedon, Y.

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.

Published in:

Signal Processing, IEEE Transactions on  (Volume:52 ,  Issue: 9 )

Date of Publication:

Sept. 2004

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