{"id":421,"date":"2013-06-01T22:31:37","date_gmt":"2013-06-01T20:31:37","guid":{"rendered":"https:\/\/samovar2022.int-evry.fr\/index.php\/2013\/06\/01\/seminaire-samovar-chaines-de-markov-triplets\/"},"modified":"2020-09-04T18:46:57","modified_gmt":"2020-09-04T16:46:57","slug":"seminaire-samovar-chaines-de-markov-triplets","status":"publish","type":"post","link":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/2013\/06\/01\/seminaire-samovar-chaines-de-markov-triplets\/","title":{"rendered":"S\u00e9minaire SAMOVAR : \u00ab\u00a0Cha\u00eenes de Markov triplets\u00a0\u00bb"},"content":{"rendered":"<p><strong>Cha\u00eenes de Markov triplets<\/strong><\/p>\n<p><strong>Wojciech Pieczynski<\/strong><\/p>\n<p>L\u2019expos\u00e9 traite de diverses extensions du mod\u00e8le \u00ab cha\u00eenes de Markov cach\u00e9es \u00bb (CMC) classique.<\/p>\n<p>Dans ce dernier le processus cach\u00e9 X est markovien et la loi du processus observ\u00e9 Y conditionnellement \u00e0 X est suffisamment simple pour que celle de X conditionnellement \u00e0 Y demeure markovienne. Cette derni\u00e8re propri\u00e9t\u00e9 est cruciale car elle permet les diverses estimations bay\u00e9siennes de X \u00e0 partir de Y. <\/p>\n<p>Cependant, la markovianit\u00e9 de X n\u2019en est nullement une condition n\u00e9cessaire et les mod\u00e8les \u00ab Markov couples \u00bb, dans lesquels on suppose directement la markovianit\u00e9 du couple (X, Y), autorisent les m\u00eames traitements que les CMC classiques, tout en \u00e9tant plus g\u00e9n\u00e9raux.<\/p>\n<p> A leur tour les Markov Couples peuvent \u00eatre g\u00e9n\u00e9ralis\u00e9s par l\u2019adjonction d\u2019un processus auxiliaire U et en supposant la markovianit\u00e9 du triplet T=(X, U, Y). Un tel mod\u00e8le, dit \u00ab cha\u00eenes de Markov triplet \u00bb (CMT), est strictement plus g\u00e9n\u00e9ral que les Markov Couples ; en particulier, la markovianit\u00e9 d\u2019aucun de six processus X, Y, U, (X, Y), (X, U), (U, Y) n\u2019est n\u00e9cessaire. <\/p>\n<p>Cependant, les CMT permettent d\u2019estimer X de la m\u00eame mani\u00e8re que cela est fait dans les CMC classiques ; de plus, elles offrent un cadre unifi\u00e9 pour des cas importants en pratique comme les cha\u00eenes semi-markoviennes cach\u00e9es ou les CMC non stationnaires. <\/p>\n<p>D\u2019autres extensions r\u00e9centes, comme l\u2019utilisation des copules, la markovianit\u00e9 partielle de T, ou encore l\u2019utilisation de la th\u00e9orie de Dempster-Shafer, seront \u00e9galement discut\u00e9es. Enfin, la m\u00e9thode d\u2019estimation des param\u00e8tres \u00ab Iterative Conditional Estimation \u00bb (ICE), permettant des traitements non supervis\u00e9s, sera d\u00e9crite. <\/p>\n<p>pr\u00e9sent\u00e9 par <strong>Wojciech Pieczynski<\/strong><\/p>\n<p>mardi <strong>18 juin<\/strong> \u00e0 <strong>14h00<\/strong> salle A009 \/ TSP Evry<\/p>\n<hr \/>\n","protected":false},"excerpt":{"rendered":"<p>Cha\u00eenes de Markov triplets Wojciech Pieczynski L\u2019expos\u00e9 traite de diverses extensions du mod\u00e8le \u00ab cha\u00eenes de Markov cach\u00e9es \u00bb (CMC) classique. Dans ce dernier le processus cach\u00e9 X est markovien et la loi du processus observ\u00e9 Y conditionnellement \u00e0 X est suffisamment simple pour que celle de X conditionnellement \u00e0 Y demeure markovienne. Cette derni\u00e8re [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":420,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"ocean_post_layout":"","ocean_both_sidebars_style":"","ocean_both_sidebars_content_width":0,"ocean_both_sidebars_sidebars_width":0,"ocean_sidebar":"","ocean_second_sidebar":"","ocean_disable_margins":"enable","ocean_add_body_class":"","ocean_shortcode_before_top_bar":"","ocean_shortcode_after_top_bar":"","ocean_shortcode_before_header":"","ocean_shortcode_after_header":"","ocean_has_shortcode":"","ocean_shortcode_after_title":"","ocean_shortcode_before_footer_widgets":"","ocean_shortcode_after_footer_widgets":"","ocean_shortcode_before_footer_bottom":"","ocean_shortcode_after_footer_bottom":"","ocean_display_top_bar":"default","ocean_display_header":"default","ocean_header_style":"","ocean_center_header_left_menu":"","ocean_custom_header_template":"","ocean_custom_logo":0,"ocean_custom_retina_logo":0,"ocean_custom_logo_max_width":0,"ocean_custom_logo_tablet_max_width":0,"ocean_custom_logo_mobile_max_width":0,"ocean_custom_logo_max_height":0,"ocean_custom_logo_tablet_max_height":0,"ocean_custom_logo_mobile_max_height":0,"ocean_header_custom_menu":"","ocean_menu_typo_font_family":"","ocean_menu_typo_font_subset":"","ocean_menu_typo_font_size":0,"ocean_menu_typo_font_size_tablet":0,"ocean_menu_typo_font_size_mobile":0,"ocean_menu_typo_font_size_unit":"px","ocean_menu_typo_font_weight":"","ocean_menu_typo_font_weight_tablet":"","ocean_menu_typo_font_weight_mobile":"","ocean_menu_typo_transform":"","ocean_menu_typo_transform_tablet":"","ocean_menu_typo_transform_mobile":"","ocean_menu_typo_line_height":0,"ocean_menu_typo_line_height_tablet":0,"ocean_menu_typo_line_height_mobile":0,"ocean_menu_typo_line_height_unit":"","ocean_menu_typo_spacing":0,"ocean_menu_typo_spacing_tablet":0,"ocean_menu_typo_spacing_mobile":0,"ocean_menu_typo_spacing_unit":"","ocean_menu_link_color":"","ocean_menu_link_color_hover":"","ocean_menu_link_color_active":"","ocean_menu_link_background":"","ocean_menu_link_hover_background":"","ocean_menu_link_active_background":"","ocean_menu_social_links_bg":"","ocean_menu_social_hover_links_bg":"","ocean_menu_social_links_color":"","ocean_menu_social_hover_links_color":"","ocean_disable_title":"default","ocean_disable_heading":"default","ocean_post_title":"","ocean_post_subheading":"","ocean_post_title_style":"","ocean_post_title_background_color":"","ocean_post_title_background":0,"ocean_post_title_bg_image_position":"","ocean_post_title_bg_image_attachment":"","ocean_post_title_bg_image_repeat":"","ocean_post_title_bg_image_size":"","ocean_post_title_height":0,"ocean_post_title_bg_overlay":0.5,"ocean_post_title_bg_overlay_color":"","ocean_disable_breadcrumbs":"default","ocean_breadcrumbs_color":"","ocean_breadcrumbs_separator_color":"","ocean_breadcrumbs_links_color":"","ocean_breadcrumbs_links_hover_color":"","ocean_display_footer_widgets":"default","ocean_display_footer_bottom":"default","ocean_custom_footer_template":"","ocean_post_oembed":"","ocean_post_self_hosted_media":"","ocean_post_video_embed":"","ocean_link_format":"","ocean_link_format_target":"self","ocean_quote_format":"","ocean_quote_format_link":"post","ocean_gallery_link_images":"on","ocean_gallery_id":[],"footnotes":""},"categories":[414],"tags":[],"class_list":["post-421","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-seminaires-2013-istec-fr","entry","has-media"],"_links":{"self":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/421","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/comments?post=421"}],"version-history":[{"count":1,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/421\/revisions"}],"predecessor-version":[{"id":1853,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/421\/revisions\/1853"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/media\/420"}],"wp:attachment":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/media?parent=421"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/categories?post=421"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/tags?post=421"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}