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Intravascular ultrasound (IVUS) is a catheter based medical imaging technique particularly useful for studying atherosclerotic disease. It produces cross-sectional images of blood vessels that provide quantitative assessment of the vascular wall, information about the nature of atherosclerotic lesions as well as plaque shape and size. Automatic processing of large IVUS data sets represents an important challenge due to ultrasound speckle, catheter artifacts or calcification shadows. A new three-dimensional (3-D) IVUS segmentation model, that is based on the fast-marching method and uses gray level probability density functions (PDFs) of the vessel wall structures, was developed. The gray level distribution of the whole IVUS pullback was modeled with a mixture of Rayleigh PDFs. With multiple interface fast-marching segmentation, the lumen, intima plus plaque structure, and media layers of the vessel wall were computed simultaneously. The PDF-based fast-marching was applied to 9 in vivo IVUS pullbacks of superficial femoral arteries and to a simulated IVUS pullback. Accurate results were obtained on simulated data with average point to point distances between detected vessel wall borders and ground truth <0.072 mm. On in vivo IVUS, a good overall performance was obtained with average distance between segmentation results and manually traced contours <0.16 mm. Moreover, the worst point to point variation between detected and manually traced contours stayed low with Hausdorff distances <0.40 mm, indicating a good performance in regions lacking information or containing artifacts. In conclusion, segmentation results demonstrated the potential of gray level PDF and fast-marching methods in 3-D IVUS image processing.