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一种用于状态持久性系统的HDP-HMM

An HDP-HMM for Systems with State Persistence
课程网址: http://videolectures.net/icml08_fox_ahh/  
主讲教师: Emily Fox
开课单位: 华盛顿大学
开课时间: 2009-08-29
课程语种: 英语
中文简介:
分层Dirichlet过程隐马尔可夫模型(HDP HMM)是一种灵活的非参数模型,它允许从数据中学习未知大小的状态空间。我们展示了原始HDP HMM配方的一些局限性,并提出了一种粘性扩展,可以更加稳健地学习平滑变化的动态。使用DP混合物,该配方还可以学习更复杂的多峰发射分布。我们进一步开发了一种采样算法,该算法采用DP的截断近似来联合重采样全状态序列,大大提高了混合速率。通过对合成数据和NIST扬声器数据库的大量实验,我们展示了粘性扩展的优势,以及HDP HMM在实际应用中的实用性。
课程简介: The hierarchical Dirichlet process hidden Markov model (HDP-HMM) is a flexible, nonparametric model which allows state spaces of unknown size to be learned from data. We demonstrate some limitations of the original HDP-HMM formulation, and propose a sticky extension which allows more robust learning of smoothly varying dynamics. Using DP mixtures, this formulation also allows learning of more complex, multimodal emission distributions. We further develop a sampling algorithm that employs a truncated approximation of the DP to jointly resample the full state sequence, greatly improving mixing rates. Via extensive experiments with synthetic data and the NIST speaker diarization database, we demonstrate the advantages of our sticky extension, and the utility of the HDP-HMM in real-world applications.
关 键 词: 隐马尔可夫模型; 非参数模型; 粘性扩展
课程来源: 视频讲座网
最后编审: 2019-04-18:cwx
阅读次数: 98