scispace - formally typeset
Open AccessReportDOI

Bayesian Estimation of One Dimensional Discrete Markov Random Fields.

J L Marroquin
TLDR
Two deterministic algorithms for the maximum a posteriori estimation of a one dimensional, binary Markov random field from noisy observations are presented and an experimental comparison of the performance of optimal algorithms with a stochastic approximation scheme is presented.
Abstract
: This document presents two deterministic algorithms for the maximum a posteriori estimation of a one dimensional, binary Markov random field from noisy observations. Extensions to other related problems, such as one dimensional signal matching, and estimation of continuous valued Markov random fields are also discussed. Finally, the author presents an experimental comparison of the performance of optimal algorithms with a stochastic approximation scheme (simulated annealing). Additional keywords: Mathematical models, Dynamic programming, Gaussian noise, White noise, Army research. (Author)

read more