Corpus design for a unit selection TtS system with application to Bulgarian

In this paper we present the process of designing an efficient speech corpus for the first unit selection speech synthesis system for Bulgarian, along with some significant preliminary results regarding the quality of the resulted system. As the initial corpus is a crucial factor for the quality delivered by the Text-to-Speech system, special effort has been given in designing a complete and efficient corpus for use in a unit selection TTS system. The targeted domain of the TTS system and hence that of the corpus is the news reports, and although it is a restricted one, it is characterized by an unlimited vocabulary. The paper focuses on issues regarding the design of an optimal corpus for such a framework and the ideas on which our approach was based on. A novel multi-stage approach is presented, with special attention given to language and speaker dependent issues, as they affect the entire process. The paper concludes with the presentation of our results and the evaluation experiments, which provide clear evidence of the quality level achieved. © 2011 Springer-Verlag.

An overview of the ILSP unit selection text-to-speech synthesis system

This paper presents an overview of the Text-to-Speech synthesis system developed at the Institute for Language and Speech Processing (ILSP). It focuses on the key issues regarding the design of the system components. The system currently fully supports three languages (Greek, English, Bulgarian) and is designed in such a way to be as language and speaker independent as possible. Also, experimental results are presented which show that the system produces high quality synthetic speech in terms of naturalness and intelligibility. The system was recently ranked among the first three systems worldwide in terms of achieved quality for the English language, at the international Blizzard Challenge 2013 workshop. © 2014 Springer International Publishing.

Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

Streaming covariance selection with applications to adaptive querying in sensor networks

Sensor networks can be naturally represented as graphical models, where the edge set encodes the presence of sparsity in the correlation structure between sensors. Such graphical representations can be valuable for information mining purposes as well as for optimizing bandwidth and battery usage with minimal loss of estimation accuracy. We use a computationally efficient technique for estimating sparse graphical models which fits a sparse linear regression locally at each node of the graph via the Lasso estimator. Using a recently suggested online, temporally adaptive implementation of the Lasso, we propose an algorithm for streaming graphical model selection over sensor networks. With battery consumption minimization applications in mind, we use this algorithm as the basis of an adaptive querying scheme. We discuss implementation issues in the context of environmental monitoring using sensor networks, where the objective is short-term forecasting of local wind direction. The algorithm is tested against real UK weather data and conclusions are drawn about certain tradeoffs inherent in decentralized sensor networks data analysis. © 2010 The Author. Published by Oxford University Press on behalf of The British Computer Society. All rights reserved.

Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.