Longitudinal studies, where data on study subjects are collected over time, is increasingly involving multivariate longitudinal responses. Frequently, the heterogeneity observed in a multivariate longitudinal response can be attributed to underlying unobserved disease states in addition to any between-subject differences. We propose modeling such disease states using a hidden Markov model (HMM) approach and expand upon previous work, which incorporated random effects into HMMs for the analysis of univariate longitudinal data, to the setting of a multivariate longitudinal response. Multivariate longitudinal data are modeled jointly using separate but correlated random effects between longitudinal responses of mixed data types in addition to a shared underlying hidden process. We use a computationally efficient Bayesian approach via Markov chain Monte Carlo (MCMC) to fit such models. We apply this methodology to bivariate longitudinal response data from a smoking cessation clinical trial. Under these models, we examine how to incorporate a treatment effect on the disease states, as well as develop methods to classify observations by disease state and to attempt to understand patient dropout. Simulation studies were performed to evaluate the properties of such models and their applications under a variety of realistic situations.

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In this thesis, methods for achieving finer scale multi-spectral classification through the use of super resolution (SR) techniques are investigated. A new super resolution algorithm Maximum a Posteriori based on the universal hidden Markov tree model (MAP-uHMT) is developed which can be applied successfully to super-resolve each multi-spectral channel before classification by standard methods. It is believed that this is the first time that a true super resolution algorithm has been applied to multi-spectral classification, and results are shown to be excellent. Image registration is an important step for SR in which misalignment can be measured for each of many low resolution images; therefore, a new and computationally efficient image registration is developed for this particular application. This improved elastic image registration method can deal with a global affine warping and local shift translations based on coarse to fine pyramid levels. The experimental results show that it can provide good registration accuracy in less computational time than comparable methods. Maximum a posteriori (MAP) is adopted to deal with the ill-conditioned problem of super resolution, wherein a prior is constructed based on the universal hidden Markov tree (uHMT) model in the wavelet domain. In order to test this prior for MAP estimation, it is first tested in the simpler and typically ill-conditioned problem of image denoising. Experimental results illustrate that this new image denoising method achieves good performance for the test images. The new prior is then extended to SR. By combining with the new elastic image registration algorithm, MAP-uHMT can super resolve both some natural video frames and remote sensing images. Test results with both synthetic data and real data show that this method achieves super resolution both visually and quantitatively. In order to show that MAPuHMT is also applicable more widely, it is tested on a sequence of long-range surveillance images captured under conditions of atmospheric turbulence distortion. The results suggest that super resolution may have been achieved in this application also.

In this thesis, we consider a robust state estimation problem for discrete-time, homogeneous, first-order, finite-state finite-alphabet hidden Markov models (HMMs). Based on Kolmogorov's Theorem on the existence of a process, we first present the Kolmogorov model for the HMMs under consideration. A new change of measure is introduced. The statistical properties of the Kolmogorov representation of an HMM are discussed on the canonical probability space. A special Kolmogorov measure is constructed. Meanwhile, the ergodicity of two expanded Markov chains is investigated. In order to describe the uncertainty of HMMs, we study probability distance problems based on the Kolmogorov model of HMMs. Using a change of measure technique, the relative entropy and the relative entropy rate as probability distances between HMMs, are given in terms of the HMM parameters. Also, we obtain a new expression for a probability distance considered in the existing literature such that we can use an information state method to calculate it. Furthermore, we introduce regular conditional relative entropy as an a posteriori probability distance to measure the discrepancy between HMMs when a realized observation sequence is given. A representation of the regular conditional relative entropy is derived based on the Radon-Nikodym derivative. Then a recursion for the regular conditional relative entropy is obtained using an information state method. Meanwhile, the well-known duality relationship between free energy and relative entropy is extended to the case of regular conditional relative entropy given a sub-[special character]-algebra. Finally, regular conditional relative entropy constraints are defined based on the study of the probability distance problem. Using a Lagrange multiplier technique and the duality relationship for regular conditional relative entropy, a finite horizon robust state estimator for HMMs with regular conditional relative entropy constraints is derived. A complete characterization of the solution to the robust state estimation problem is also presented.

In this thesis, we consider a robust state estimation problem for discrete-time, homogeneous, first-order, finite-state finite-alphabet hidden Markov models (HMMs). Based on Kolmogorov's Theorem on the existence of a process, we first present the Kolmogorov model for the HMMs under consideration. A new change of measure is introduced. The statistical properties of the Kolmogorov representation of an HMM are discussed on the canonical probability space. A special Kolmogorov measure is constructed. Meanwhile, the ergodicity of two expanded Markov chains is investigated. In order to describe the uncertainty of HMMs, we study probability distance problems based on the Kolmogorov model of HMMs. Using a change of measure technique, the relative entropy and the relative entropy rate as probability distances between HMMs, are given in terms of the HMM parameters. Also, we obtain a new expression for a probability distance considered in the existing literature such that we can use an information state method to calculate it. Furthermore, we introduce regular conditional relative entropy as an a posteriori probability distance to measure the discrepancy between HMMs when a realized observation sequence is given. A representation of the regular conditional relative entropy is derived based on the Radon-Nikodym derivative. Then a recursion for the regular conditional relative entropy is obtained using an information state method. Meanwhile, the well-known duality relationship between free energy and relative entropy is extended to the case of regular conditional relative entropy given a sub-[special character]-algebra. Finally, regular conditional relative entropy constraints are defined based on the study of the probability distance problem. Using a Lagrange multiplier technique and the duality relationship for regular conditional relative entropy, a finite horizon robust state estimator for HMMs with regular conditional relative entropy constraints is derived. A complete characterization of the solution to the robust state estimation problem is also presented.

Zugl.: Bern, Univ., Diss., 2006

Chemnitz, Techn. Univ., Masterarb., 2008.

Zugl.: Basel, Univ., Diss., 2007 / Erscheinungsjahr auf der Haupttitels.: 2007

Freiburg i. Br., Univ., Diss., 2005.

Master-Arbeit Univ. St. Gallen, 2004.