Distributed maximum likelihood for simultaneous self-localization and tracking in sensor networks

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line Expectation-Maximization algorithms to localize the sensor network simultaneously with target tracking. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a novel message passing algorithm. The latter allows each node to compute the local derivatives of the likelihood or the sufficient statistics needed for Expectation-Maximization. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we demonstrate that the developed algorithms are able to learn the localization parameters. © 2012 IEEE.

A Maximum-Likelihood Interpretation for Slow Feature Analysis

The brain extracts useful features from a maelstrom of sensory information, and a fundamental goal of theoretical neuroscience is to work out how it does so. One proposed feature extraction strategy is motivated by the observation that the meaning of sensory data, such as the identity of a moving visual object, is often more persistent than the activation of any single sensory receptor. This notion is embodied in the slow feature analysis (SFA) algorithm, which uses “slowness” as an heuristic by which to extract semantic information from multi-dimensional time-series. Here, we develop a probabilistic interpretation of this algorithm showing that inference and learning in the limiting case of a suitable probabilistic model yield exactly the results of SFA. Similar equivalences have proved useful in interpreting and extending comparable algorithms such as independent component analysis. For SFA, we use the equivalent probabilistic model as a conceptual spring-board, with which to motivate several novel extensions to the algorithm.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

Sequential decision making in general state space models

Many problems in control and signal processing can be formulated as sequential decision problems for general state space models. However, except for some simple models one cannot obtain analytical solutions and has to resort to approximation. In this thesis, we have investigated problems where Sequential Monte Carlo (SMC) methods can be combined with a gradient based search to provide solutions to online optimisation problems. We summarise the main contributions of the thesis as follows. Chapter 4 focuses on solving the sensor scheduling problem when cast as a controlled Hidden Markov Model. We consider the case in which the state, observation and action spaces are continuous. This general case is important as it is the natural framework for many applications. In sensor scheduling, our aim is to minimise the variance of the estimation error of the hidden state with respect to the action sequence. We present a novel SMC method that uses a stochastic gradient algorithm to find optimal actions. This is in contrast to existing works in the literature that only solve approximations to the original problem. In Chapter 5 we presented how an SMC can be used to solve a risk sensitive control problem. We adopt the use of the Feynman-Kac representation of a controlled Markov chain flow and exploit the properties of the logarithmic Lyapunov exponent, which lead to a policy gradient solution for the parameterised problem. The resulting SMC algorithm follows a similar structure with the Recursive Maximum Likelihood(RML) algorithm for online parameter estimation. In Chapters 6, 7 and 8, dynamic Graphical models were combined with with state space models for the purpose of online decentralised inference. We have concentrated more on the distributed parameter estimation problem using two Maximum Likelihood techniques, namely Recursive Maximum Likelihood (RML) and Expectation Maximization (EM). The resulting algorithms can be interpreted as an extension of the Belief Propagation (BP) algorithm to compute likelihood gradients. In order to design an SMC algorithm, in Chapter 8 uses a nonparametric approximations for Belief Propagation. The algorithms were successfully applied to solve the sensor localisation problem for sensor networks of small and medium size.

Intonation modelling and adaptation for emotional prosody generation

This paper proposes an HMM-based approach to generating emotional intonation patterns. A set of models were built to represent syllable-length intonation units. In a classification framework, the models were able to detect a sequence of intonation units from raw fundamental frequency values. Using the models in a generative framework, we were able to synthesize smooth and natural sounding pitch contours. As a case study for emotional intonation generation, Maximum Likelihood Linear Regression (MLLR) adaptation was used to transform the neutral model parameters with a small amount of happy and sad speech data. Perceptual tests showed that listeners could identify the speech with the sad intonation 80% of the time. On the other hand, listeners formed a bimodal distribution in their ability to detect the system generated happy intontation and on average listeners were able to detect happy intonation only 46% of the time. © Springer-Verlag Berlin Heidelberg 2005.

Speaker and noise factorisation on the AURORA4 task

For many realistic scenarios, there are multiple factors that affect the clean speech signal. In this work approaches to handling two such factors, speaker and background noise differences, simultaneously are described. A new adaptation scheme is proposed. Here the acoustic models are first adapted to the target speaker via an MLLR transform. This is followed by adaptation to the target noise environment via model-based vector Taylor series (VTS) compensation. These speaker and noise transforms are jointly estimated, using maximum likelihood. Experiments on the AURORA4 task demonstrate that this adaptation scheme provides improved performance over VTS-based noise adaptation. In addition, this framework enables the speech and noise to be factorised, allowing the speaker transform estimated in one noise condition to be successfully used in a different noise condition. © 2011 IEEE.

Structured discriminative models for noise robust continuous speech recognition

Recently there has been interest in structured discriminative models for speech recognition. In these models sentence posteriors are directly modelled, given a set of features extracted from the observation sequence, and hypothesised word sequence. In previous work these discriminative models have been combined with features derived from generative models for noise-robust speech recognition for continuous digits. This paper extends this work to medium to large vocabulary tasks. The form of the score-space extracted using the generative models, and parameter tying of the discriminative model, are both discussed. Update formulae for both conditional maximum likelihood and minimum Bayes' risk training are described. Experimental results are presented on small and medium to large vocabulary noise-corrupted speech recognition tasks: AURORA 2 and 4. © 2011 IEEE.

Spatio-temporal clustering of probabilistic region trajectories

We propose a novel model for the spatio-temporal clustering of trajectories based on motion, which applies to challenging street-view video sequences of pedestrians captured by a mobile camera. A key contribution of our work is the introduction of novel probabilistic region trajectories, motivated by the non-repeatability of segmentation of frames in a video sequence. Hierarchical image segments are obtained by using a state-of-the-art hierarchical segmentation algorithm, and connected from adjacent frames in a directed acyclic graph. The region trajectories and measures of confidence are extracted from this graph using a dynamic programming-based optimisation. Our second main contribution is a Bayesian framework with a twofold goal: to learn the optimal, in a maximum likelihood sense, Random Forests classifier of motion patterns based on video features, and construct a unique graph from region trajectories of different frames, lengths and hierarchical levels. Finally, we demonstrate the use of Isomap for effective spatio-temporal clustering of the region trajectories of pedestrians. We support our claims with experimental results on new and existing challenging video sequences. © 2011 IEEE.

Statistical parametric speech synthesis based on speaker and language factorization

An increasingly common scenario in building speech synthesis and recognition systems is training on inhomogeneous data. This paper proposes a new framework for estimating hidden Markov models on data containing both multiple speakers and multiple languages. The proposed framework, speaker and language factorization, attempts to factorize speaker-/language-specific characteristics in the data and then model them using separate transforms. Language-specific factors in the data are represented by transforms based on cluster mean interpolation with cluster-dependent decision trees. Acoustic variations caused by speaker characteristics are handled by transforms based on constrained maximum-likelihood linear regression. Experimental results on statistical parametric speech synthesis show that the proposed framework enables data from multiple speakers in different languages to be used to: train a synthesis system; synthesize speech in a language using speaker characteristics estimated in a different language; and adapt to a new language. © 2012 IEEE.