Bayesian Online Changepoint Detection

Changepoints are abrupt variations in the generative parameters of a data sequence. Online detection of changepoints is useful in modelling and prediction of time series in application areas such as finance, biometrics, and robotics. While frequentist methods have yielded online filtering and prediction techniques, most Bayesian papers have focused on the retrospective segmentation problem. Here we examine the case where the model parameters before and after the changepoint are independent and we derive an online algorithm for exact inference of the most recent changepoint. We compute the probability distribution of the length of the current ``run,'' or time since the last changepoint, using a simple message-passing algorithm. Our implementation is highly modular so that the algorithm may be applied to a variety of types of data. We illustrate this modularity by demonstrating the algorithm on three different real-world data sets.

Automatic transcription of conversational telephone speech

This paper discusses the Cambridge University HTK (CU-HTK) system for the automatic transcription of conversational telephone speech. A detailed discussion of the most important techniques in front-end processing, acoustic modeling and model training, language and pronunciation modeling are presented. These include the use of conversation side based cepstral normalization, vocal tract length normalization, heteroscedastic linear discriminant analysis for feature projection, minimum phone error training and speaker adaptive training, lattice-based model adaptation, confusion network based decoding and confidence score estimation, pronunciation selection, language model interpolation, and class based language models. The transcription system developed for participation in the 2002 NIST Rich Transcription evaluations of English conversational telephone speech data is presented in detail. In this evaluation the CU-HTK system gave an overall word error rate of 23.9%, which was the best performance by a statistically significant margin. Further details on the derivation of faster systems with moderate performance degradation are discussed in the context of the 2002 CU-HTK 10 × RT conversational speech transcription system. © 2005 IEEE.