1 citations · 1 across the 5 of their papers we have counts for
8 papers
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
Jüri Lember, Raul Kangro, Kristi Kuljus
We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator (typically a kernel…
Hybrid classifiers of pairwise Markov models
Kristi Kuljus, Jüri Lember
The article studies segmentation problem (also known as classification problem) with pairwise Markov models (PMMs). A PMM is a process where the observation process and underlying…
MAP segmentation in Bayesian hidden Markov models: a case study
Alexey Koloydenko, Kristi Kuljus, Jüri Lember
We consider the problem of estimating the maximum posterior probability (MAP) state sequence for a finite state and finite emission alphabet hidden Markov model (HMM) in the Bayesi…
Asymptotic normality of generalized maximum spacing estimators for multivariate observations
Kristi Kuljus, Bo Ranneby
In this paper, the maximum spacing method is considered for multivariate observations. Nearest neighbour balls are used as a multidimensional analogue to univariate spacings. A cla…
Estimation of Viterbi path in Bayesian hidden Markov models
Jüri Lember, Dario Gasbarra, Alexey Koloydenko +1
The article studies different methods for estimating the Viterbi path in the Bayesian framework. The Viterbi path is an estimate of the underlying state path in hidden Markov model…
Comparison of hidden Markov chain models and hidden Markov random field models in estimation of computed tomography images
Kristi Kuljus, Fekadu L. Bayisa, David Bolin +2
There is an interest to replace computed tomography (CT) images with magnetic resonance (MR) images for a number of diagnostic and therapeutic workflows. In this article, predictin…
On the accuracy of the Viterbi alignment
Kristi Kuljus, Jüri Lember
In a hidden Markov model, the underlying Markov chain is usually hidden. Often, the maximum likelihood alignment (Viterbi alignment) is used as its estimate. Although having the bi…
Asymptotic risks of Viterbi segmentation
Kristi Kuljus, Jüri Lember
We consider the maximum likelihood (Viterbi) alignment of a hidden Markov model (HMM). In an HMM, the underlying Markov chain is usually hidden and the Viterbi alignment is often u…