Competitive training in hidden Markov models

The use of hidden Markov models is placed in a connectionist framework, and an alternative approach to improving their ability to discriminate between classes is described. Using a network style of training, a measure of discrimination based on the a posteriori probability of state occupation is proposed, and the theory for its optimization using error back-propagation and gradient ascent is presented. The method is shown to be numerically well behaved, and results are presented which demonstrate that when using a simple threshold test on the probability of state occupation, the proposed optimization scheme leads to improved recognition performance.

Recurrent input transformations for Hidden Markov models

This paper presents a new architecture which integrates recurrent input transformations (RIT) and continuous density HMMs. The basic HMM structure is extended to accommodate recurrent neural networks which transform the input observations before they enter the Gaussian output distributions associated with the states of the HMM. During training the parameters of both HMM and RIT are simultaneously optimized according to the Maximum Mutual Information (MMI) criterion. Results are presented for the E-set recognition task which demonstrate the ability of recurrent input transformations to exploit longer term correlations in the speech signal and to give improved discrimination.

APPROXIMATE GAUSS-MARKOV REALISATION OF MULTIVARIATE STOCHASTIC PROCESSES.

Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.

Partially Observable Markov Decision Processes with continuous observations for dialogue management

This work shows how a dialogue model can be represented as a Partially Observable Markov Decision Process (POMDP) with observations composed of a discrete and continuous component. The continuous component enables the model to directly incorporate a confidence score for automated planning. Using a testbed simulated dialogue management problem, we show how recent optimization techniques are able to find a policy for this continuous POMDP which outperforms a traditional MDP approach. Further, we present a method for automatically improving handcrafted dialogue managers by incorporating POMDP belief state monitoring, including confidence score information. Experiments on the testbed system show significant improvements for several example handcrafted dialogue managers across a range of operating conditions.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Bayesian Learning of Noisy Markov Decision Processes

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the structure of a Markov decision process. Adopting a Bayesian approach to inference, we show how latent variables of the model can be estimated, and how predictions about actions can be made, in a unified framework. A new Markov chain Monte Carlo (MCMC) sampler is devised for simulation from the posterior distribution. This step includes a parameter expansion step, which is shown to be essential for good convergence properties of the MCMC sampler. As an illustration, the method is applied to learning a human controller.

Information geometry theory of high-dimension space and application for speaker independent continuous digit speech recognition

In the light of descriptive geometry and notions in set theory, this paper re-defines the basic elements in space such as curve and surface and so on, presents some fundamental notions with respect to the point cover based on the High-dimension space (HDS) point covering theory, finally takes points from mapping part of speech signals to HDS, so as to analyze distribution information of these speech points in HDS, and various geometric covering objects for speech points and their relationship. Besides, this paper also proposes a new algorithm for speaker independent continuous digit speech recognition based on the HDS point dynamic searching theory without end-points detection and segmentation. First from the different digit syllables in real continuous digit speech, we establish the covering area in feature space for continuous speech. During recognition, we make use of the point covering dynamic searching theory in HDS to do recognition, and then get the satisfying recognized results. At last, compared to HMM (Hidden Markov models)-based method, from the development trend of the comparing results, as sample amount increasing, the difference of recognition rate between two methods will decrease slowly, while sample amount approaching to be very large, two recognition rates all close to 100% little by little. As seen from the results, the recognition rate of HDS point covering method is higher than that of in HMM (Hidden Markov models) based method, because, the point covering describes the morphological distribution for speech in HDS, whereas HMM-based method is only a probability distribution, whose accuracy is certainly inferior to point covering.

Learning Fine Motion by Markov Mixtures of Experts

Compliant control is a standard method for performing fine manipulation tasks, like grasping and assembly, but it requires estimation of the state of contact between the robot arm and the objects involved. Here we present a method to learn a model of the movement from measured data. The method requires little or no prior knowledge and the resulting model explicitly estimates the state of contact. The current state of contact is viewed as the hidden state variable of a discrete HMM. The control dependent transition probabilities between states are modeled as parametrized functions of the measurement We show that their parameters can be estimated from measurements concurrently with the estimation of the parameters of the movement in each state of contact. The learning algorithm is a variant of the EM procedure. The E step is computed exactly; solving the M step exactly would require solving a set of coupled nonlinear algebraic equations in the parameters. Instead, gradient ascent is used to produce an increase in likelihood.

A new method based on Markov chains for deriving SB2 orbits directly from their spectra

info:eu-repo/semantics/published

A Markov modulated Poisson process model for rainfall increments

The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.