摘要翻译:
对于隐马尔可夫模型中的发射参数估计,通常采用EM算法或其变化。然而,我们的主要动机是飞利浦语音识别系统,其中EM算法被维特比训练算法取代。维特比训练比EM更快,计算量更少,但它也有偏见,甚至不需要一致。我们提出了一种Viterbi训练的替代方案--调整Viterbi训练,它具有与Viterbi训练相同的计算复杂度阶数,但给出了更精确的估计量。在其他地方,我们研究了特殊情况下的调整Viterbi训练,通过仿真支持该理论。本文证明了调整Viterbi训练对于更一般的隐马尔可夫模型也是可能的。
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英文标题:
《Adjusted Viterbi training for hidden Markov models》
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作者:
J. Lember, A. Koloydenko
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Statistics 统计学
二级分类:Computation 计算
分类描述:Algorithms, Simulation, Visualization
算法、模拟、可视化
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
--
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英文摘要:
To estimate the emission parameters in hidden Markov models one commonly uses the EM algorithm or its variation. Our primary motivation, however, is the Philips speech recognition system wherein the EM algorithm is replaced by the Viterbi training algorithm. Viterbi training is faster and computationally less involved than EM, but it is also biased and need not even be consistent. We propose an alternative to the Viterbi training -- adjusted Viterbi training -- that has the same order of computational complexity as Viterbi training but gives more accurate estimators. Elsewhere, we studied the adjusted Viterbi training for a special case of mixtures, supporting the theory by simulations. This paper proves the adjusted Viterbi training to be also possible for more general hidden Markov models.
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PDF链接:
https://arxiv.org/pdf/709.2317