Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.

New chiral E- and Z-isomers of the 1R,4R-2-arylidene-p-menthane-3-ones in induced cholesteric and ferroelectric liquid crystals

A novel pair of the E- and Z-isomeric 1R,4R-2-(4-heptyloxyphenyl)-benzylidene-p-menthan-3-ones has been prepared and the influence of distinctions in their molecular geometry on macroscopic properties of liquid crystal systems with the induced supra-molecular helical structure has been studied. The significantly lower helical twisting power of the chiral Z-isomer in comparison with that of E- one has been confirmed in the case of induced cholesteric systems based on 4-pentyl-4-cyanobiphenyl. The phase behavior and ferroelectric characteristics have been investigated for smectic-C* compositions based on the eutectic mixture of the homological 4-hexyloxyphenyl-4'-hexyloxy- and 4-hexyloxyphenyl-4'-octyloxybenzoates containing the novel isomeric chiral dopants. The spontaneous polarisation of the opposite signs induced by the isomeric chiral components has been revealed for the compositions studied. Distinctions in phase states, absolute values of the spontaneous polarization, smectic tilt angle and rotation viscosity of the systems obtained are discussed.

System combination and score normalization for spoken term detection

Spoken content in languages of emerging importance needs to be searchable to provide access to the underlying information. In this paper, we investigate the problem of extending data fusion methodologies from Information Retrieval for Spoken Term Detection on low-resource languages in the framework of the IARPA Babel program. We describe a number of alternative methods improving keyword search performance. We apply these methods to Cantonese, a language that presents some new issues in terms of reduced resources and shorter query lengths. First, we show score normalization methodology that improves in average by 20% keyword search performance. Second, we show that properly combining the outputs of diverse ASR systems performs 14% better than the best normalized ASR system. © 2013 IEEE.

Efficient decoding with generative score-spaces using the expectation semiring

State-of-the-art speech recognisers are usually based on hidden Markov models (HMMs). They model a hidden symbol sequence with a Markov process, with the observations independent given that sequence. These assumptions yield efficient algorithms, but limit the power of the model. An alternative model that allows a wide range of features, including word- and phone-level features, is a log-linear model. To handle, for example, word-level variable-length features, the original feature vectors must be segmented into words. Thus, decoding must find the optimal combination of segmentation of the utterance into words and word sequence. Features must therefore be extracted for each possible segment of audio. For many types of features, this becomes slow. In this paper, long-span features are derived from the likelihoods of word HMMs. Derivatives of the log-likelihoods, which break the Markov assumption, are appended. Previously, decoding with this model took cubic time in the length of the sequence, and longer for higher-order derivatives. This paper shows how to decode in quadratic time. © 2013 IEEE.