An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

The design and implementation of dialogue control in voice operated database inquiry systems

This paper describes work performed as part of the U.K. Alvey sponsored Voice Operated Database Inquiry System (VODIS) project in the area of intelligent dialogue control. The principal aims of the work were to develop a habitable interface for the untrained user; to investigate the degree to which dialogue control can be used to compensate for deficiencies in recognition performance; and to examine the requirements on dialogue control for generating natural speech output. A data-driven methodology is described based on the use of frames in which dialogue topics are organized hierarchically. The concept of a dynamically adjustable scope is introduced to permit adaptation to recognizer performance and the use of historical and hierarchical contexts are described to facilitate the construction of contextually relevant output messages. © 1989.