Temporally adaptive estimation of logistic classifiers on data streams

Modern technology has allowed real-time data collection in a variety of domains, ranging from environmental monitoring to healthcare. Consequently, there is a growing need for algorithms capable of performing inferential tasks in an online manner, continuously revising their estimates to reflect the current status of the underlying process. In particular, we are interested in constructing online and temporally adaptive classifiers capable of handling the possibly drifting decision boundaries arising in streaming environments. We first make a quadratic approximation to the log-likelihood that yields a recursive algorithm for fitting logistic regression online. We then suggest a novel way of equipping this framework with self-tuning forgetting factors. The resulting scheme is capable of tracking changes in the underlying probability distribution, adapting the decision boundary appropriately and hence maintaining high classification accuracy in dynamic or unstable environments. We demonstrate the scheme's effectiveness in both real and simulated streaming environments. © Springer-Verlag 2009.

Discriminative language model adaptation for Mandarin broadcast speech transcription and translation

This paper investigates unsupervised test-time adaptation of language models (LM) using discriminative methods for a Mandarin broadcast speech transcription and translation task. A standard approach to adapt interpolated language models to is to optimize the component weights by minimizing the perplexity on supervision data. This is a widely made approximation for language modeling in automatic speech recognition (ASR) systems. For speech translation tasks, it is unclear whether a strong correlation still exists between perplexity and various forms of error cost functions in recognition and translation stages. The proposed minimum Bayes risk (MBR) based approach provides a flexible framework for unsupervised LM adaptation. It generalizes to a variety of forms of recognition and translation error metrics. LM adaptation is performed at the audio document level using either the character error rate (CER), or translation edit rate (TER) as the cost function. An efficient parameter estimation scheme using the extended Baum-Welch (EBW) algorithm is proposed. Experimental results on a state-of-the-art speech recognition and translation system are presented. The MBR adapted language models gave the best recognition and translation performance and reduced the TER score by up to 0.54% absolute. © 2007 IEEE.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Monte Carlo filtering and smoothing with application to time-varying spectral estimation

We develop methods for performing filtering and smoothing in non-linear non-Gaussian dynamical models. The methods rely on a particle cloud representation of the filtering distribution which evolves through time using importance sampling and resampling ideas. In particular, novel techniques are presented for generation of random realisations from the joint smoothing distribution and for MAP estimation of the state sequence. Realisations of the smoothing distribution are generated in a forward-backward procedure, while the MAP estimation procedure can be performed in a single forward pass of the Viterbi algorithm applied to a discretised version of the state space. An application to spectral estimation for time-varying autoregressions is described.

Hydrogen content estimation of hydrogenated amorphous carbon by visible Raman spectroscopy

In the present study, we report the hydrogen content estimation of the hydrogenated amorphous carbon (a-C:H) films using visible Raman spectroscopy in a fast and nondestructive way. Hydrogenated diamondlike carbon films were deposited by the plasma enhanced chemical vapor deposition, plasma beam source, and integrated distributed electron cyclotron resonance techniques. Methane and acetylene were used as source gases resulting in different hydrogen content and sp2/sp3 fraction. Ultraviolet-visible (UV-Vis) spectroscopic ellipsometry (1.5-5 eV) as well as UV-Vis spectroscopy were provided with the optical band gap (Tauc gap). The sp2/sp3 fraction and the hydrogen content were independently estimated by electron energy loss spectroscopy and elastic recoil detection analysis-Rutherford back scattering, respectively. The Raman spectra that were acquired in the visible region using the 488 nm line shows the superposition of Raman features on a photoluminescence (PL) background. The direct relationship of the sp2 content and the optical band gap has been confirmed. The difference in the PL background for samples of the same optical band gap (sp2 content) and different hydrogen content was demonstrated and an empirical relationship between the visible Raman spectra PL background slope and the corresponding hydrogen content was extracted. © 2004 American Institute of Physics.

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.