402 citations · 444 across the 8 of their papers we have counts for
10 papers
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…
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…
A generalized risk approach to path inference based on hidden Markov models
Jüri Lember, Alexey A. Koloydenko
Motivated by the unceasing interest in hidden Markov models (HMMs), this paper re-examines hidden path inference in these models, using primarily a risk-based framework. While the…
Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
Ian L. Dryden, Alexey Koloydenko, Diwei Zhou
The statistical analysis of covariance matrix data is considered and, in particular, methodology is discussed which takes into account the non-Euclidean nature of the space of posi…
A constructive proof of the existence of Viterbi processes
J. Lember, A. Koloydenko
Since the early days of digital communication, hidden Markov models (HMMs) have now been also routinely used in speech recognition, processing of natural languages, images, and in…
The adjusted Viterbi training for hidden Markov models
Jüri Lember, Alexey Koloydenko
The EM procedure is a principal tool for parameter estimation in the hidden Markov models. However, applications replace EM by Viterbi extraction, or training (VT). VT is computati…