Word boundary modelling and full covariance gaussians for Arabic Speech-to-Text systems

This paper describes recent improvements to the Cambridge Arabic Large Vocabulary Continuous Speech Recognition (LVCSR) Speech-to-Text (STT) system. It is shown that wordboundary context markers provide a powerful method to enhance graphemic systems by implicit phonetic information, improving the modelling capability of graphemic systems. In addition, a robust technique for full covariance Gaussian modelling in the Minimum Phone Error (MPE) training framework is introduced. This reduces the full covariance training to a diagonal covariance training problem, thereby solving related robustness problems. The full system results show that the combined use of these and other techniques within a multi-branch combination framework reduces the Word Error Rate (WER) of the complete system by up to 5.9% relative. Copyright © 2011 ISCA.

Minimum sensor duty cycle with guaranteed estimator performance

In this paper, we consider Kalman filtering over a network and construct the optimal sensor data scheduling schemes which minimize the sensor duty cycle and guarantee a bounded error or a bounded average error at the remote estimator. Depending on the computation capability of the sensor, we can either give a closed-form expression of the minimum sensor duty cycle or provide tight lower and upper bounds of it. Examples are provided throughout the paper to demonstrate the results. © 2012 IEEE.

Dynamic Covariance Models for Multivariate Financial Time Series

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To address these problems we introduce a novel dynamic model for time-changing covariances. Over-fitting and local optima are avoided by following a Bayesian approach instead of computing point estimates. Changes in market conditions are captured by assuming a diffusion process in parameter values, and finally computationally efficient and scalable inference is performed using particle filters. Experiments with financial data show excellent performance of the proposed method with respect to current standard models.