Hidden Markov chains and fields with observations in Riemannian manifolds

11 Jan 2021  ·  Salem Said, Nicolas Le Bihan, Jonathan H. Manton ·

Hidden Markov chain, or Markov field, models, with observations in a Euclidean space, play a major role across signal and image processing. The present work provides a statistical framework which can be used to extend these models, along with related, popular algorithms (such as the Baum-Welch algorithm), to the case where the observations lie in a Riemannian manifold. It is motivated by the potential use of hidden Markov chains and fields, with observations in Riemannian manifolds, as models for complex signals and images.

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Statistics Theory Statistics Theory