Inteligencia Artificial. Revista Iberoamericana de Inteligencia Artificial ISSN:

Size: px
Start display at page:

Download "Inteligencia Artificial. Revista Iberoamericana de Inteligencia Artificial ISSN:"

Transcription

1 Ineligencia Arificial. Revisa Iberoamericana de Ineligencia Arificial ISSN: Asociación Española para la Ineligencia Arificial España Tomassi, Diego; Milone, Diego; Forzani, Liliana Minimum Classificaion Error Training of Hidden Markov Models for Sequenial Daa in he Wavele Domain Ineligencia Arificial. Revisa Iberoamericana de Ineligencia Arificial, vol. 13, núm. 44, 2009, pp Asociación Española para la Ineligencia Arificial Valencia, España Available in: hp:// How o cie Complee issue More informaion abou his aricle Journal's homepage in redalyc.org Scienific Informaion Sysem Nework of Scienific Journals from Lain America, he Caribbean, Spain and Porugal Non-profi academic projec, developed under he open access iniiaive

2 Ineligencia Arificial 44(2009), doi: /ia.v13i INTELIGENCIA ARTIFICIAL hp://erevisa.aepia.org/ Minimum Classificaion Error Training of Hidden Markov Models for Sequenial Daa in he Wavele Domain Diego Tomassi, Diego Milone, Liliana Forzani Laboraorio de Invesigación en Señales e Ineligencia Compuacional FICH, Universidad Nacional del Lioral - CONICET, Argenina diegoomassi@gmail.com Laboraorio de Invesigación en Señales e Ineligencia Compuacional FICH, Universidad Nacional del Lioral - CONICET, Argenina dmilone@fich.unl.edu.ar Insiuo de Maemáica Aplicada Lioral FIQ, Universidad Nacional del Lioral - CONICET, Argenina liliana.forzani@gmail.com Absrac In he las years here has been increasing ineres in developing discriminaive raining mehods for hidden Markov models, wih he aim o improve heir performance in classificaion and paern recogniion asks. Alhough several advances have been made in his area, hey have been argeed almos exclusively o sandard models whose condiional observaions are given by a Gaussian mixure densiy. In parallel wih his developmen, a special kind of hidden Markov models defined in he wavele domain has found wide-spread use in he signal and image processing communiy. Neverheless, hese models have been ypically resriced o fully-ied parameer raining using a single sequence and maximum likelihood esimaes. This paper akes a sep forward in he developmen of sequenial paern recognizers based on wavele-domain hidden Markov models by inroducing a new discriminaive raining mehod. The learning sraegy relies on he minimum classificaion error approach and provides reesimaion formulas for fully non-ied models. Numerical experimens on a simple phoneme recogniion ask show imporan improvemen over he recogniion rae achieved by he same models rained under he maximum likelihood esimaion approach. Keywords: Syle, Revisa Iberoamericana de Ineligencia Arificial, Sample documen. 1 Inroducion Hidden Markov models have been proven successful in dealing wih sequenial daa, being a he core of sae of he ar mehods for applicaions such as speech recogniion [15] and sequence alignmen in bioinformaics [3]. Wihin his modeling framework, maximum likelihood esimaion has been he sandard approach for learning parameers from daa, aking advanage of he efficiency of he expecaionmaximizaion algorihm (EM) [6]. The raionale behind his is ha minimum Bayes risk can be aained by picking he class which maximizes he poserior probabiliy given he observaion sequence. This probabiliy can be furher replaced via Bayes rule by he likelihood and an esimaion of he class prior. Thus, wihin his framework he classifier design involves in fac a disribuion approximaion ask. ISSN: (on-line) c AEPIA and he auhors

3 Ineligencia Arificial 44(2009) 47 The key observaion o be noiced is ha wha is acually used in mos cases is a plug-in maximum a poseriori approach: rue class poserior probabiliies are supposed o equal hose for he models linked o each class. When his is rue and he se of raining signals is large enough, he above approach is in fac he bes we can do. However, hese assumpions usually do no hold for paern classificaion asks involving real-world daa. When here is high variabiliy in daa or when raining samples are limied, models poseriors canno be expeced o mach he rue class poseriors and Bayes risk becomes an unaainable lower bound. To overcome hese limiaions, in recen years here has been a growing ineres in discriminaive raining of hidden Markov models [8]. Unlike he previous disribuion approach o parameer esimaion, hese mehods aim o reduce he classificaion error by using raining samples from all classes simulaneously and o maximize he dissimilariy beween models of differen classes. Several crieria have been proposed o drive he learning process, giving rise o mehods such as Maximum Muual Informaion [2] and Minimum Classificaion Error [9, 4]. The mos widely used of hose mehods is Minimum Classificaion Error raining (MCE). When applied o parameer esimaion in hidden Markov models, his is a HMM-based discriminan analysis approach in which a sof approximaion of he 0-1 loss is used o model he decision risk of he classifier. The learning problem becomes an opimizaion problem which direcly links he design of he classifier o is expeced performance and i is usually carried ou by he generalized probabilisic descen (GPD) mehod [10]. MCE raining has shown o ouperform he convenional maximum likelihood approach in many applicaions. This success has also simulaed several effors boh o ground he mehod on a more principled basis [12, 1] and o improve is efficiency in real-world applicaions [7]. Neverheless, mos of hese works deal only wih sandard hidden Markov models whose observaion densiies are given by Gaussian mixures. A very special kind of hidden Markov models comprises hose defined in he wavele domain. The bes known of hese models is he hidden Markov ree (HMT), which was inroduced in [5] o accoun for saisical dependencies beween coefficiens in wavele represenaions of signals and images. Alhough he HMT has found widespread use in applicaions, i is no well suied o sequenial paern recogniion asks because i canno handle variable-lengh sequences. This is due o he use of he discree wavele ransform, which makes he srucure of he represenaion depend on he lengh of he signal. To relax his limiaion, a composie HMM-HMT archiecure was proposed in [13], in which an HMT models he observaion densiy of each sae of an exernal HMM. An EM algorihm for parameer esimaion was derived in [13] for fully-coupled non-ied models and promising preliminary resuls boh for signal denoising and classificaion were repored in [14] and [13], respecively. In his paper we ake a sep forward in he developmen of sequenial paern classifiers in he wavele domain by inroducing a new discriminaive raining algorihm for he HMM-HMT model. I relies on he minimum classificaion error crierion and i is solved hrough he GPD approach. The proposed algorihm focusses in fully non-ied models in he wavele domain. Use of hem insead of Gaussian mixures as observaion densiies requires he inroducion of modificaions o he sandard MCE approach in order o avoid numerical issues. We provide reesimaion formulas for all he parameers in he model and carry ou simple phoneme recogniion experimens o compare he performance of he proposed algorihm agains he same model rained by he sandard EM approach. The paper is organized as follows: Secion 2 reviews he composie HMM-HMT model and noaion; reesimaion formulas for he proposed algorihm are given in Secion 3 and experimenal resuls for phoneme recogniion are shown in Secion 4. Conclusions and fuure works are oulined in Secion 5. 2 The HMM-HMT model The HMM-HMT archiecure is a composiion of wo Markovian models in which he HMT serves as observaion densiy for each sae of he HMM. Long-erm dependencies are modeled by he exernal HMM, while he HMT models shor-erm dependencies in he wavele domain. To make he following secions clear, we summarize nex he main definiions and noaion for he HMM-HMT model. Furher deails can be found in [13].

4 48 Ineligencia Arificial 44(2009) 2.1 Model definiion and noaion In order o model a sequence W = w 1, w 2,..., w T, wih w R N, we define a coninuous HMM wih he srucure ϑ = Q, A, π, B, where Q is he se of saes, A = {a ij } is he marix of sae ransiion probabiliies so ha a ij is he probabiliy of ransiion from sae i o sae j; π is he iniial sae probabiliy vecor; and B = {b k (w )}, is he se of observaion densiies. We will suppose ha Q akes values q 1, 2,..., N Q. In addiion, le w = [w1, w2,..., wn ], wih w n R, be he vecor of coefficiens of he wavele represenaion of a signal 1. The HMT in he sae k of he HMM can be defined wih he srucure θ k = U k, R k, κ k, ɛ k, F k, where U k is he se of nodes in he ree; R k is he se of saes in all he nodes of he ree; κ k are he probabiliies for he iniial saes in he roo node; ɛ k = [ ] ɛ k n is he array whose elemens hold he condiional probabiliy of node u being in sae m given ha he sae in is paren node ρ(u) is n; and F k = { f(w k u ) } is he se of observaion densiies for he wavele coefficiens, ha is, f(w k u) is he probabiliy of observing he wavele coefficien wu wih he sae m (in he node u). In paricular, we assume ha wavele coefficiens are condiionally Gaussian given he sae in he node of he ree; so f(w k u) = N (wu; µ k, σ), k where N ( ) denoes he Gaussian densiy. In laer developmens we will also denoe wih R k u he se of saes in he node u, which akes values r u 1, 2,..., M. 2.2 Likelihood of he observaions The likelihood of he firs order HMM for condiionally independen observaions is given by [15]: L Θ (W) = q where he observaion densiy for each HMM sae is given by (see [5]): b q (w ) = r u a q 1 q b q (w ), (1) ɛ q u,r ur ρ(u) f q u,r u (w u), (2) wih r = [r 1, r 2,..., r N ] a combinaion of hidden saes in he HMT nodes. Thus, he complee likelihood for he join HMM-HMT model is: L Θ (W) = a q 1 q ɛ q f q u,ru r u,r ρ(u) u(wu) (3) q r u = a q 1 q ɛ q f q u,ru r u,r ρ(u) u(wu) (4) q R u L Θ (W, q, R), (5) q R where a 01 = π 1 = 1. The sign q denoes ha he sum is over all possible sae sequences q = q 1, q 2,..., q T and R accouns for all possible sequences of all possible combinaions of hidden saes r 1, r 2,..., r T in he nodes of each ree. See [13] for deails abou he HMM-HMT model and he EM algorihm for raining i. We will refer o L Θ (W, q, R) as he join likelihood of he observaions and he saes of he model. 3 Algorihm formulaion The MCE approach for classifier design involves a se of discriminan funcions opimized in a compeiive way in order o achieve he leas classificaion error over he raining sample. Discriminan funcions are hose funcions which measure he degree of membership of an observaion o a given class, hus characerizing he decision rule of he classifier. Le {g j (W; Λ)} be a parameerized se of such discriminan funcions for a classificaion ask a hand, W be an observaion, Λ be he whole parameer se, and 1 For a wavele analysis up o J levels and skipping he coarser approximaion coefficien, N = 2 J 1.

5 Ineligencia Arificial 44(2009) 49 C(W) be he decision of he classifier. The classifier will decide ha observaion W belongs o class i when C(W) = arg max g j (W; Λ) = i. (6) j To rain a se of HMMs wihin his framework, he discriminan funcion of each class is chosen o be a funcion of he join likelihood for he HMM of ha class. In order o pu in conex he proposed algorihm for HMM-HMT models, we firs review he basics of he MCE approach. 3.1 General MCE approach A main feaure of he MCE raining mehod is ha model updae is compeiive wih regard o classes. Tha is, all models are updaed simulaneously and he srengh of he updae depends on how confusing he decision is o he classifier. Wihin his framework, minimizaion of he classificaion error is pursued hrough a hree-sep process: 1. Simulaion of he classifier decision. This is carried ou defining a funcion d i (W; Λ) : R R which is usually chosen o ake a negaive value when he classifier decision is righ and a posiive one oherwise. Following he decision rule (6), for a raining sequence ha belongs o class i, his funcion can be wrien as d i (W; Λ) = g i (W; Λ) + max j i {g j(w; Λ)}. However, he max operaion is no differeniable and so wha is used in pracice is a sof approximaion o i. Funcion d i (W; Λ) is ofen referred o as he missclassificaion funcion. 2. Sof approximaion of he 0-1 loss: he simulaed classifier decision is embedded in a sof differeniable funcion which approximaes he nonconinuous 0-1 loss. A common choice for his approximaion is he sigmoid funcion defined as: l(d i (W; Λ)) = l i (W; Λ) = exp ( γd i (W; Λ) + β). (7) Parameer γ conrols he sharpness of he sigmoid and he bias β is usually se o zero. 3. Minimizaion of he empirical classificaion risk: le M be he number of classes in he problem. Le Ω i sand for he se of paerns which belong o class i. The classificaion risk condiioned on W can be wrien as M l(w; Λ) = l i (W; Λ) I(W Ω i ), (8) where I( ) is he indicaor funcion. The expeced risk hen reads i=1 L(Λ) = E W [l(w; Λ)]. (9) The GPD approach for MCE raining is an on-line scheme which aims a minimizing (9) by updaing he whole se of parameers Λ in he seepes-descen direcion of he loss. Saring from an iniial esimae ˆΛ 0, he τ-h ieraion of he algorihm can be summarized as: ˆΛ ˆΛ α τ l(w τ ; Λ) Λ. (10) Λ=ˆΛτ The updaing process is ofen carried ou wih each raining signal. Under mild condiions, i is shown ha ˆΛ converges o Λ wih probabiliy one provided he learning rae α τ 0 as τ [10].

6 50 Ineligencia Arificial 44(2009) 3.2 Proposed algorihm We sar by choosing he funcional form for he discriminaion funcions g j (W; Λ). In order for he mehod o be useful for raining he model, we mus preserve some link beween hese funcions and he HMM. A common choice is o define g j (W; Λ) as a funcion of he join likelihood L Θ (W, q, R) [4]. In paricular, we will iniially consider he following funcional form based on Vierbi decoding: ( ) g(w Λ) = log max {L Θ(W, q, R)} q,r = log a q 1 q + u log ɛ q + u, r u r ρ(u) u log f q u, r u(w u). In he expression above, q and r refer o saes ha achieve maximum join likelihood. Nex, we mus define he missclassificaion funcion d i (W; Λ). For HMMs wih Gaussian mixure observaions and he discriminan funcions defined as above, i is a sandard pracice o choose i as d i (W) = g i (W; Λ) + log 1 M 1 j i e gj(w;λ)η 1/η. (11) As η becomes arbirarily large he erm in brackes approximaes, up o a consan, he supremum of {g j (W; Λ)} for all j differen han i. However, likelihoods for he HMT model are ipically much smaller han hose found for Gaussian mixures. As a resul, g j (W; Λ) ofen akes exremely low values for W / Ω j and he exponeniaion gives rise o numerical underflow. Therefore, we define he missclassificaion funcion o be: d i (W; Λ) = 1 [ 1 M 1 j i g j(w; Λ) η ] 1/η g i (W; Λ). (12) To avoid resricing η o be an even ineger, we also redefine he discriminan funcions o be posiivevalued: ( ) g i (W; Λ) = log max {L Θ(W, q, R)}. (13) q,r For an approximaion of he 0-1 loss, we follow he sandard pracice and choose a sigmoid funcion as defined in (7). As GPD is a gradien-based opimizaion mehod, we mus inroduce some ransformaion of he parameers o allow for such an unconsrained opimizaion o be valid [9]. To consrain a ij o be a probabiliy measure, we define ã ij so ha a ij = exp ã ij / m exp ã im. A similar ransformaion is needed for he analogous probabiliies in he inernal HMTs. So, we define ɛ k n so ha ɛ k n = exp ɛ k n/ p exp ɛk u,pn. We also need o consrain he Gaussian variances o be posiive-valued. Thus, we define σ k so ha σ k = log σ k. Finally, we scale he Gaussian means in he condiional densiies for he wavele coefficiens in order o improve numerical compuaions [4]. Following previous works, we define he ransformed means µ k o be µ k = µ k /σ k. 3.3 Esimaion of Gaussian means Le assume ha he τ-h raining sequence W τ belongs o Ω i and denoe by Λ (j) he subse of Λ corresponding o he model for class j. To simplify noaion, allow l i, d j and g j sand for l i (W; Λ), d j (W; Λ) and g j (W; Λ), respecively. The updaing process works upon he ransformed parameers µ (j)k and is given by µ (j)k µ (j)k l i (W τ ; Λ) α τ µ (j)k. (14) Λ=ˆΛτ

7 Ineligencia Arificial 44(2009) 51 Applying he chain rule of differeniaion we ge for j = i: µ (i)k µ (i)k α τ γl i (1 l i ) d i 1 g i [ ] δ( q k, r u wu ˆµ (i)k m) ˆσ (i)k. (15) For j i, he same procedure leads o: µ (j)k µ (j)k α τ γl i (1 l i )(1 d i ) δ( q k, r u m) [ g η 1 j k i g η w u ˆµ (j)k ˆσ (j)k k ]. (16) 3.4 Esimaion of Gaussian variances The updaing process for Gaussian variances is compleely analogous o he one shown above for means. Assuming again ha he τ-h raining sequence W τ belongs o Ω i, he updaing process for j = i reads: σ (i)k σ (i)k α τ γl i (1 l i ) d i 1 g i ( ) δ( q k, r u m) wu ˆµ (i)k 2 1. ˆσ (i)k (17) For j i, we ge: σ (j)k σ (j)k α τ γl i (1 l i )(1 d i ) ( δ( q k, r u m) g η 1 j k i g η k w u ˆµ (j)k ˆσ (j)k ) 2 1. (18) 3.5 Esimaion of sae-ransiion probabiliies in he HMT Working as above, i can be shown ha he updaing formulas for he ransformed parameers ɛ (j)k n reads for j = i: ɛ (i)k n ɛ (i)k n α τ γl i (1 l i ) d i 1 g { i δ( q k, r u m, r ρ(u) n) (19) } and for j i: ɛ (j)k n ɛ (j)k p δ( q k, r u p, r ρ(u) n)ˆɛ(i)k n n α τ γl i (1 l i )(1 d i ) g η 1 j k i g η k { δ( q k, r u m, r ρ(u) n) p δ( q k, r u p, r ρ(u) n)ˆɛ(j)k n },. (20)

8 52 Ineligencia Arificial 44(2009) 3.6 Esimaion of sae ransiion probabiliies in he HMM Similarly o secion (3.5), updaing formulas for he ransformed sae ransiion probabiliies ã (j) sj an i-class sequence reads: using ã (i) sj ã(i) sj α τ γl i (1 l i ) d i 1 g i { T } T δ( q 1 s, q j) δ( q 1 s)â (i) sj =1 =1. (21) and for j i: ã (j) sj ã(j) sj α τ γl i (1 l i )(1 d i ) =1 g η 1 j k i g η k { T T δ( q 1 s, q j) =1 δ( q 1 s)â (j) sj }. (22) 4 Experimenal resuls In order o assess he proposed raining mehod, we carry ou a simple auomaic speech recogniion es using phonemes from he TIMIT daabase [16]. In paricular, we use phonemes eh, ih and jh and compare recogniion raes achieved by he proposed mehod agains hose for he same models rained only by he EM algorihm. In all he experimens we use lef-o-righ hidden Markov models wih N Q = 3. The observaion densiy for each sae is given by an HMT wih wo saes per node. The sequence analysis is performed on a shor-erm basis using Hamming windows of 256-samples lengh, wih 50% overlap beween consecuive frames. On each frame, a full dyadic discree wavele decomposiion is carried ou using Daubechies waveles wih four vanishing momens [11]. In a firs se of experimens, we show numerically ha he recogniion rae achieved wih he EM algorihm aains an upper bound which canno be surpassed neiher increasing he number of reesimaions of he algorihm neiher enlarging he raining se. We nex es he improvemen in recogniion rae afer adding a discriminaive sage o he raining process. 4.1 How much improvemen can he EM algorihm achieve? Discriminaive raining mehods usually use maximum-likelihood esimaes provided by he EM algorihm as iniial values for he compeiive process. Thus, i is fair o ask if beer performance could be achieved jus using more raining sequences or increasing he number of reesimaions in he EM algorihm only. To answer his quesion we firs perform a wo-phoneme recogniion ask using models rained wih he EM algorihm only and raining ses of increasing sizes. The number of reesimaions was fixed o 5. Obained resuls for he { eh, ih } pair are given in Fig. 1.a). Shown resuls are averages over en rials for each size of he raining se and error bars indicae sandard deviaions. Resuls sugges ha performance is in fac improved when we enlarge very small raining ses. However, adding sequences o he raining se beyond 50 samples does no ranslae ino models achieving higher recogniion raes. The effec of fixing he size of he raining se and increasing he number of reesimaions used in he EM algorihm is shown in Fig. 1.b). Given values correspond o a raining sample comprising 50 sequences. I can be seen ha recogniion raes remain fairly he same wih he increase in he number of reesimaions. All of hese resuls confirm ha for models rained only wih he EM algorihm, performance is upper bounded and no significan improvemen can be expeced jus increasing he number of reesimaions or adding sequences o he raining se.

9 Ineligencia Arificial 44(2009) Recogniion rae Recogniion rae Size of raining se Number of reesimaions Figure 1: Recogniion raes for EM raining only: a) varying he size of he raining se; b) increasing he number of reesimaions. 4.2 MCE raining for phoneme recogniion In order o ge some insigh ino he learning process, we firs consider a classificaion ask comprising only wo phonemes. I is sraighforward o see ha he proposed missclassificaion funcion reduces o d 1 (W; Λ) = 1 g 2(W; Λ) g 1 (W; Λ). When he classifier decision is righ, he second erm in he righside of he above expression is bigger han one and he missclassificaion funcion akes a negaive value. As his decision is sronger, d 1 (W; Λ) becomes more negaive and he resuling loss (7) goes o zero. We hen see from he updaing formulas in Secs ha no updaing is performed in such a case. So, he algorihm preserves model parameers ha do well when classifying he curren raining signal. On he oher hand, if he curren raining sequence is srongly missclassified, d 1 (W; Λ) will end o 1. In his case, wheher he algorihm updae he parameers or no will depend on he value of γ in (7). As γ becomes larger, he loss approximaion will go o one faser and even hough he classifier is aking a wrong decision no parameer updae is carried ou. Thus, parameer updae akes place only when models are confusable and i is he sronges when he curren raining sequence is equally likely for boh of hem. Numerical experimens were carried ou for each pair of he considered phonemes. Fify sequences from each class were used for raining and anoher se of weny sequences from each class were used for esing. Five reesimaion seps were used in he EM algorihm, along wih Vierbi fla sar. Parameers for he MCE learning sage were se o γ = 1, β = 0, and η = 4. The learning rae α τ was linearly decreased during raining, saring from α 0 = 2.5. Five rials were performed, varying he number of compeiive ieraions hrough he whole raining se. The firs hree rows in Table 1 show he recogniion raes achieved for each pair of phonemes. Consisen performance improvemens are obained for he hree pairs of phonemes. For pairs { eh, jh } and { ih, jh } he recogniion rae increases monoonically o an upper bound as he number of ieraions of he algorihm increases. Recogniion rae for pair { eh, ih } shows some oscillaions as he number of ieraions increases. Neverheless, i is clearly seen ha discriminaively raining he models significanly improves he recogniion rae of he classifier. We nex repea he above experimen o consider he hree phonemes joinly. Obained resuls are shown in he las row in Table 1. Despie he recogniion rae oscillaes for increasing number of ieraions, improvemens remain bigger han 10% up o 35 ieraions. Furher MCE ieraions seem o decrease performance. I should be noiced ha adding phoneme jh o he classificaion ask resuls in higher recogniion raes over he { eh, ih } pair alone. This is because he former is an unvoiced phoneme and i is easier o discriminae from he pair of voiced phonemes.

10 54 Ineligencia Arificial 44(2009) Table 1: Recogniion raes vs. MCE ieraions over he whole raining se. Phoneme EM MCE Ieraions Se Baseline { eh, ih } { ih, jh } { eh, jh } { eh, ih, jh } Conclusions This paper inroduces a new mehod for discriminaive raining of hidden Markov models whose observaions are sequences in he wavele domain. The algorihm is based on he MCE/GPD approach and i allows for raining of fully non-ied HMM-HMT models. Simple speech recogniion experimens show ha he proposed mehod achieves imporan improvemens on recogniion raes over raining wih he sandard EM algorihm only. More exensive numerical experimens should be carried ou in order o es he model wih oher speech maerial as well as wih oher paerns. In addiion, furher work should be argeed o opimally se he parameers for GPD opimizaion. Acknowledgemens This work was carried ou wih financial suppor from UNL (CAI+D ), ANPCyT (PAE-PICT ) and CONICET. References [1] M. Afify, X. Li, and H. Jiang. Saisical analysis of minimum classificaion error learning for gaussian and hidden markov model classifiers. IEEE Transacions on Audio, Speech, and Language Processing, 15: , doi: /TASL [2] L.R. Bahl, P.F. Brown, P.V. De Souza, and R.L. Mercer. Maximum muual informaion esimaion of hmm parameers for speech recogniion. In Proc. of he In. Conf. on Audio, Speech, and Signal processing (ICASSP86), pages 49 52, [3] P. Baldi and S. Brunak. Bioinformaics: The Machine Learning Approach. MIT Press, Cambridge, Massachuses, [4] W. Chou. Minimum classificaion error rae (mce) approach in paern recogniion. In W. Chou and B.H. Juang, ediors, Paern Recogniion in Speech and Language Processing, pages CRC Press, [5] M. Crouse, R. Nowak, and R. Baraniuk. Wavele-based saisical signal processing using hidden Markov models. IEEE Trans. on Signal Proc., 46: , doi: / [6] A.P. Dempser, N.M. Laird, and D.B. Durbin. Maximum likelihood from incomplee daa via he em algorihm. Journal of he Royal Saisical Sociey, Series B, 39:1 38, [7] X. He and L. Deng. A new look a discriminaive raining for hidden markov models. Paern Recogniion Leers, 28: , doi: /j.parec [8] X. He, L. Deng, and W. Chou. Discriminaive learning in sequenial paern recogniion. IEEE Signal Processing Magazine, 25:14 36, doi: /MSP [9] B.-H. Juang, W. Chou, and C.-H. Lee. Minimum classificaion error rae mehods for speech recogniion. IEEE Transacions on Speech and Audio Processing, 5: , doi: /

11 Ineligencia Arificial 44(2009) 55 [10] S. Kaagiri, B.-H. Juang, and C.H. Lee. Paern recogniion using a family of design algorihms based upon he generalized probabilisic descen mehod. Proceedings of he IEEE, 86: , doi: / [11] S. Malla. A Wavele Tour of Signal Processing. Second Ediion. Academic Press, [12] E. McDermo and S. Kaagiri. A derivaion of minimum classificaion error from he heoreical classificaion risk using parzen esimaion. Compuers, Speech and Language, 18: , doi: /S (03) [13] D.H. Milone and L.E. Di Persia. An em algorihm o learn sequences in he wavele domain. Lecure Noes in Compuer Science, 4827: , doi: / [14] D.H. Milone, L.E. Di Persia, and D.R. Tomassi. Signal denoising wih hidden markov models using hidden markov rees as observaion densiies. In Proc. of he IEEE MLSP08 Workshop, pages , doi: /MLSP [15] L. Rabiner and B. Juang. Fundamenals of Speech Recogniion. Prenice-Hall, New Jersey, [16] V. Zue, S. Sneff, and J. Glass. Speech daabase developmen: Timi and beyond. Speech Communicaion, 9: , 1990.

Inteligencia Artificial. Revista Iberoamericana de Inteligencia Artificial ISSN:

Inteligencia Artificial. Revista Iberoamericana de Inteligencia Artificial ISSN: Ineligencia Arificial. Revisa Iberoamericana de Ineligencia Arificial ISSN: 1137-3601 revisa@aepia.org Asociación Española para la Ineligencia Arificial España Milone, Diego H.; Di Persia, Leandro E. Learning

More information

Hidden Markov Models. Advances and applications. Diego Milone d.milone ieee.org

Hidden Markov Models. Advances and applications. Diego Milone d.milone ieee.org Hidden Markov Models Advances and applicaions Diego Milone d.milone ieee.org Tópicos Selecos en Aprendizaje Maquinal Docorado en Ingeniería, FICH-UNL December 3, 2010 Advances: HMM-HMT Diego Milone (Curso

More information

Vehicle Arrival Models : Headway

Vehicle Arrival Models : Headway Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where

More information

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis

Speaker Adaptation Techniques For Continuous Speech Using Medium and Small Adaptation Data Sets. Constantinos Boulis Speaker Adapaion Techniques For Coninuous Speech Using Medium and Small Adapaion Daa Ses Consaninos Boulis Ouline of he Presenaion Inroducion o he speaker adapaion problem Maximum Likelihood Sochasic Transformaions

More information

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED

0.1 MAXIMUM LIKELIHOOD ESTIMATION EXPLAINED 0.1 MAXIMUM LIKELIHOOD ESTIMATIO EXPLAIED Maximum likelihood esimaion is a bes-fi saisical mehod for he esimaion of he values of he parameers of a sysem, based on a se of observaions of a random variable

More information

Georey E. Hinton. University oftoronto. Technical Report CRG-TR February 22, Abstract

Georey E. Hinton. University oftoronto.   Technical Report CRG-TR February 22, Abstract Parameer Esimaion for Linear Dynamical Sysems Zoubin Ghahramani Georey E. Hinon Deparmen of Compuer Science Universiy oftorono 6 King's College Road Torono, Canada M5S A4 Email: zoubin@cs.orono.edu Technical

More information

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing

Application of a Stochastic-Fuzzy Approach to Modeling Optimal Discrete Time Dynamical Systems by Using Large Scale Data Processing Applicaion of a Sochasic-Fuzzy Approach o Modeling Opimal Discree Time Dynamical Sysems by Using Large Scale Daa Processing AA WALASZE-BABISZEWSA Deparmen of Compuer Engineering Opole Universiy of Technology

More information

STATE-SPACE MODELLING. A mass balance across the tank gives:

STATE-SPACE MODELLING. A mass balance across the tank gives: B. Lennox and N.F. Thornhill, 9, Sae Space Modelling, IChemE Process Managemen and Conrol Subjec Group Newsleer STE-SPACE MODELLING Inroducion: Over he pas decade or so here has been an ever increasing

More information

Robust estimation based on the first- and third-moment restrictions of the power transformation model

Robust estimation based on the first- and third-moment restrictions of the power transformation model h Inernaional Congress on Modelling and Simulaion, Adelaide, Ausralia, 6 December 3 www.mssanz.org.au/modsim3 Robus esimaion based on he firs- and hird-momen resricions of he power ransformaion Nawaa,

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

More information

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD

PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD PENALIZED LEAST SQUARES AND PENALIZED LIKELIHOOD HAN XIAO 1. Penalized Leas Squares Lasso solves he following opimizaion problem, ˆβ lasso = arg max β R p+1 1 N y i β 0 N x ij β j β j (1.1) for some 0.

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

More information

Pattern Classification (VI) 杜俊

Pattern Classification (VI) 杜俊 Paern lassificaion VI 杜俊 jundu@usc.edu.cn Ouline Bayesian Decision Theory How o make he oimal decision? Maximum a oserior MAP decision rule Generaive Models Join disribuion of observaion and label sequences

More information

An introduction to the theory of SDDP algorithm

An introduction to the theory of SDDP algorithm An inroducion o he heory of SDDP algorihm V. Leclère (ENPC) Augus 1, 2014 V. Leclère Inroducion o SDDP Augus 1, 2014 1 / 21 Inroducion Large scale sochasic problem are hard o solve. Two ways of aacking

More information

Deep Learning: Theory, Techniques & Applications - Recurrent Neural Networks -

Deep Learning: Theory, Techniques & Applications - Recurrent Neural Networks - Deep Learning: Theory, Techniques & Applicaions - Recurren Neural Neworks - Prof. Maeo Maeucci maeo.maeucci@polimi.i Deparmen of Elecronics, Informaion and Bioengineering Arificial Inelligence and Roboics

More information

ODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004

ODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004 ODEs II, Lecure : Homogeneous Linear Sysems - I Mike Raugh March 8, 4 Inroducion. In he firs lecure we discussed a sysem of linear ODEs for modeling he excreion of lead from he human body, saw how o ransform

More information

1 Review of Zero-Sum Games

1 Review of Zero-Sum Games COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any

More information

10. State Space Methods

10. State Space Methods . Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he

More information

Lecture 33: November 29

Lecture 33: November 29 36-705: Inermediae Saisics Fall 2017 Lecurer: Siva Balakrishnan Lecure 33: November 29 Today we will coninue discussing he boosrap, and hen ry o undersand why i works in a simple case. In he las lecure

More information

Isolated-word speech recognition using hidden Markov models

Isolated-word speech recognition using hidden Markov models Isolaed-word speech recogniion using hidden Markov models Håkon Sandsmark December 18, 21 1 Inroducion Speech recogniion is a challenging problem on which much work has been done he las decades. Some of

More information

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H.

ACE 562 Fall Lecture 5: The Simple Linear Regression Model: Sampling Properties of the Least Squares Estimators. by Professor Scott H. ACE 56 Fall 005 Lecure 5: he Simple Linear Regression Model: Sampling Properies of he Leas Squares Esimaors by Professor Sco H. Irwin Required Reading: Griffihs, Hill and Judge. "Inference in he Simple

More information

Online Convex Optimization Example And Follow-The-Leader

Online Convex Optimization Example And Follow-The-Leader CSE599s, Spring 2014, Online Learning Lecure 2-04/03/2014 Online Convex Opimizaion Example And Follow-The-Leader Lecurer: Brendan McMahan Scribe: Sephen Joe Jonany 1 Review of Online Convex Opimizaion

More information

Notes on Kalman Filtering

Notes on Kalman Filtering Noes on Kalman Filering Brian Borchers and Rick Aser November 7, Inroducion Daa Assimilaion is he problem of merging model predicions wih acual measuremens of a sysem o produce an opimal esimae of he curren

More information

GMM - Generalized Method of Moments

GMM - Generalized Method of Moments GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................

More information

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB

T L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal

More information

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t... Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger

More information

Chapter 2. First Order Scalar Equations

Chapter 2. First Order Scalar Equations Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.

More information

13.3 Term structure models

13.3 Term structure models 13.3 Term srucure models 13.3.1 Expecaions hypohesis model - Simples "model" a) shor rae b) expecaions o ge oher prices Resul: y () = 1 h +1 δ = φ( δ)+ε +1 f () = E (y +1) (1) =δ + φ( δ) f (3) = E (y +)

More information

Ensamble methods: Boosting

Ensamble methods: Boosting Lecure 21 Ensamble mehods: Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Schedule Final exam: April 18: 1:00-2:15pm, in-class Term projecs April 23 & April 25: a 1:00-2:30pm in CS seminar room

More information

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power Alpaydin Chaper, Michell Chaper 7 Alpaydin slides are in urquoise. Ehem Alpaydin, copyrigh: The MIT Press, 010. alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/ ehem/imle All oher slides are based on Michell.

More information

Ensamble methods: Bagging and Boosting

Ensamble methods: Bagging and Boosting Lecure 21 Ensamble mehods: Bagging and Boosing Milos Hauskrech milos@cs.pi.edu 5329 Senno Square Ensemble mehods Mixure of expers Muliple base models (classifiers, regressors), each covers a differen par

More information

Hidden Markov Models

Hidden Markov Models Hidden Markov Models Probabilisic reasoning over ime So far, we ve mosly deal wih episodic environmens Excepions: games wih muliple moves, planning In paricular, he Bayesian neworks we ve seen so far describe

More information

Testing for a Single Factor Model in the Multivariate State Space Framework

Testing for a Single Factor Model in the Multivariate State Space Framework esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics

More information

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims

Problem Set 5. Graduate Macro II, Spring 2017 The University of Notre Dame Professor Sims Problem Se 5 Graduae Macro II, Spring 2017 The Universiy of Nore Dame Professor Sims Insrucions: You may consul wih oher members of he class, bu please make sure o urn in your own work. Where applicable,

More information

Notes for Lecture 17-18

Notes for Lecture 17-18 U.C. Berkeley CS278: Compuaional Complexiy Handou N7-8 Professor Luca Trevisan April 3-8, 2008 Noes for Lecure 7-8 In hese wo lecures we prove he firs half of he PCP Theorem, he Amplificaion Lemma, up

More information

Lecture Notes 2. The Hilbert Space Approach to Time Series

Lecture Notes 2. The Hilbert Space Approach to Time Series Time Series Seven N. Durlauf Universiy of Wisconsin. Basic ideas Lecure Noes. The Hilber Space Approach o Time Series The Hilber space framework provides a very powerful language for discussing he relaionship

More information

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions

Inventory Analysis and Management. Multi-Period Stochastic Models: Optimality of (s, S) Policy for K-Convex Objective Functions Muli-Period Sochasic Models: Opimali of (s, S) Polic for -Convex Objecive Funcions Consider a seing similar o he N-sage newsvendor problem excep ha now here is a fixed re-ordering cos (> 0) for each (re-)order.

More information

Article from. Predictive Analytics and Futurism. July 2016 Issue 13

Article from. Predictive Analytics and Futurism. July 2016 Issue 13 Aricle from Predicive Analyics and Fuurism July 6 Issue An Inroducion o Incremenal Learning By Qiang Wu and Dave Snell Machine learning provides useful ools for predicive analyics The ypical machine learning

More information

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t

R t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,

More information

INTRODUCTION TO MACHINE LEARNING 3RD EDITION

INTRODUCTION TO MACHINE LEARNING 3RD EDITION ETHEM ALPAYDIN The MIT Press, 2014 Lecure Slides for INTRODUCTION TO MACHINE LEARNING 3RD EDITION alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/~ehem/i2ml3e CHAPTER 2: SUPERVISED LEARNING Learning a Class

More information

Two Coupled Oscillators / Normal Modes

Two Coupled Oscillators / Normal Modes Lecure 3 Phys 3750 Two Coupled Oscillaors / Normal Modes Overview and Moivaion: Today we ake a small, bu significan, sep owards wave moion. We will no ye observe waves, bu his sep is imporan in is own

More information

Estimation of Poses with Particle Filters

Estimation of Poses with Particle Filters Esimaion of Poses wih Paricle Filers Dr.-Ing. Bernd Ludwig Chair for Arificial Inelligence Deparmen of Compuer Science Friedrich-Alexander-Universiä Erlangen-Nürnberg 12/05/2008 Dr.-Ing. Bernd Ludwig (FAU

More information

A variational radial basis function approximation for diffusion processes.

A variational radial basis function approximation for diffusion processes. A variaional radial basis funcion approximaion for diffusion processes. Michail D. Vreas, Dan Cornford and Yuan Shen {vreasm, d.cornford, y.shen}@ason.ac.uk Ason Universiy, Birmingham, UK hp://www.ncrg.ason.ac.uk

More information

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model

Modal identification of structures from roving input data by means of maximum likelihood estimation of the state space model Modal idenificaion of srucures from roving inpu daa by means of maximum likelihood esimaion of he sae space model J. Cara, J. Juan, E. Alarcón Absrac The usual way o perform a forced vibraion es is o fix

More information

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé

Bias in Conditional and Unconditional Fixed Effects Logit Estimation: a Correction * Tom Coupé Bias in Condiional and Uncondiional Fixed Effecs Logi Esimaion: a Correcion * Tom Coupé Economics Educaion and Research Consorium, Naional Universiy of Kyiv Mohyla Academy Address: Vul Voloska 10, 04070

More information

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK

CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 175 CHAPTER 10 VALIDATION OF TEST WITH ARTIFICAL NEURAL NETWORK 10.1 INTRODUCTION Amongs he research work performed, he bes resuls of experimenal work are validaed wih Arificial Neural Nework. From he

More information

Designing Information Devices and Systems I Spring 2019 Lecture Notes Note 17

Designing Information Devices and Systems I Spring 2019 Lecture Notes Note 17 EES 16A Designing Informaion Devices and Sysems I Spring 019 Lecure Noes Noe 17 17.1 apaciive ouchscreen In he las noe, we saw ha a capacior consiss of wo pieces on conducive maerial separaed by a nonconducive

More information

Final Spring 2007

Final Spring 2007 .615 Final Spring 7 Overview The purpose of he final exam is o calculae he MHD β limi in a high-bea oroidal okamak agains he dangerous n = 1 exernal ballooning-kink mode. Effecively, his corresponds o

More information

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010

Simulation-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Simulaion-Solving Dynamic Models ABE 5646 Week 2, Spring 2010 Week Descripion Reading Maerial 2 Compuer Simulaion of Dynamic Models Finie Difference, coninuous saes, discree ime Simple Mehods Euler Trapezoid

More information

Tom Heskes and Onno Zoeter. Presented by Mark Buller

Tom Heskes and Onno Zoeter. Presented by Mark Buller Tom Heskes and Onno Zoeer Presened by Mark Buller Dynamic Bayesian Neworks Direced graphical models of sochasic processes Represen hidden and observed variables wih differen dependencies Generalize Hidden

More information

Ensemble Confidence Estimates Posterior Probability

Ensemble Confidence Estimates Posterior Probability Ensemble Esimaes Poserior Probabiliy Michael Muhlbaier, Aposolos Topalis, and Robi Polikar Rowan Universiy, Elecrical and Compuer Engineering, Mullica Hill Rd., Glassboro, NJ 88, USA {muhlba6, opali5}@sudens.rowan.edu

More information

Unit Root Time Series. Univariate random walk

Unit Root Time Series. Univariate random walk Uni Roo ime Series Univariae random walk Consider he regression y y where ~ iid N 0, he leas squares esimae of is: ˆ yy y y yy Now wha if = If y y hen le y 0 =0 so ha y j j If ~ iid N 0, hen y ~ N 0, he

More information

A Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs

A Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs PROC. IEEE CONFERENCE ON DECISION AND CONTROL, 06 A Primal-Dual Type Algorihm wih he O(/) Convergence Rae for Large Scale Consrained Convex Programs Hao Yu and Michael J. Neely Absrac This paper considers

More information

Hidden Markov Models. Adapted from. Dr Catherine Sweeney-Reed s slides

Hidden Markov Models. Adapted from. Dr Catherine Sweeney-Reed s slides Hidden Markov Models Adaped from Dr Caherine Sweeney-Reed s slides Summary Inroducion Descripion Cenral in HMM modelling Exensions Demonsraion Specificaion of an HMM Descripion N - number of saes Q = {q

More information

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds

Kriging Models Predicting Atrazine Concentrations in Surface Water Draining Agricultural Watersheds 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Kriging Models Predicing Arazine Concenraions in Surface Waer Draining Agriculural Waersheds Paul L. Mosquin, Jeremy Aldworh, Wenlin Chen Supplemenal Maerial Number

More information

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power

Learning a Class from Examples. Training set X. Class C 1. Class C of a family car. Output: Input representation: x 1 : price, x 2 : engine power Alpaydin Chaper, Michell Chaper 7 Alpaydin slides are in urquoise. Ehem Alpaydin, copyrigh: The MIT Press, 010. alpaydin@boun.edu.r hp://www.cmpe.boun.edu.r/ ehem/imle All oher slides are based on Michell.

More information

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course

Overview. COMP14112: Artificial Intelligence Fundamentals. Lecture 0 Very Brief Overview. Structure of this course OMP: Arificial Inelligence Fundamenals Lecure 0 Very Brief Overview Lecurer: Email: Xiao-Jun Zeng x.zeng@mancheser.ac.uk Overview This course will focus mainly on probabilisic mehods in AI We shall presen

More information

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LTU, decision

More information

23.2. Representing Periodic Functions by Fourier Series. Introduction. Prerequisites. Learning Outcomes

23.2. Representing Periodic Functions by Fourier Series. Introduction. Prerequisites. Learning Outcomes Represening Periodic Funcions by Fourier Series 3. Inroducion In his Secion we show how a periodic funcion can be expressed as a series of sines and cosines. We begin by obaining some sandard inegrals

More information

A new flexible Weibull distribution

A new flexible Weibull distribution Communicaions for Saisical Applicaions and Mehods 2016, Vol. 23, No. 5, 399 409 hp://dx.doi.org/10.5351/csam.2016.23.5.399 Prin ISSN 2287-7843 / Online ISSN 2383-4757 A new flexible Weibull disribuion

More information

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017

Two Popular Bayesian Estimators: Particle and Kalman Filters. McGill COMP 765 Sept 14 th, 2017 Two Popular Bayesian Esimaors: Paricle and Kalman Filers McGill COMP 765 Sep 14 h, 2017 1 1 1, dx x Bel x u x P x z P Recall: Bayes Filers,,,,,,, 1 1 1 1 u z u x P u z u x z P Bayes z = observaion u =

More information

Some Basic Information about M-S-D Systems

Some Basic Information about M-S-D Systems Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,

More information

Appendix to Creating Work Breaks From Available Idleness

Appendix to Creating Work Breaks From Available Idleness Appendix o Creaing Work Breaks From Available Idleness Xu Sun and Ward Whi Deparmen of Indusrial Engineering and Operaions Research, Columbia Universiy, New York, NY, 127; {xs2235,ww24}@columbia.edu Sepember

More information

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n

Module 2 F c i k c s la l w a s o s f dif di fusi s o i n Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms

More information

m = 41 members n = 27 (nonfounders), f = 14 (founders) 8 markers from chromosome 19

m = 41 members n = 27 (nonfounders), f = 14 (founders) 8 markers from chromosome 19 Sequenial Imporance Sampling (SIS) AKA Paricle Filering, Sequenial Impuaion (Kong, Liu, Wong, 994) For many problems, sampling direcly from he arge disribuion is difficul or impossible. One reason possible

More information

Christos Papadimitriou & Luca Trevisan November 22, 2016

Christos Papadimitriou & Luca Trevisan November 22, 2016 U.C. Bereley CS170: Algorihms Handou LN-11-22 Chrisos Papadimiriou & Luca Trevisan November 22, 2016 Sreaming algorihms In his lecure and he nex one we sudy memory-efficien algorihms ha process a sream

More information

Let us start with a two dimensional case. We consider a vector ( x,

Let us start with a two dimensional case. We consider a vector ( x, Roaion marices We consider now roaion marices in wo and hree dimensions. We sar wih wo dimensions since wo dimensions are easier han hree o undersand, and one dimension is a lile oo simple. However, our

More information

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still.

Lecture 2-1 Kinematics in One Dimension Displacement, Velocity and Acceleration Everything in the world is moving. Nothing stays still. Lecure - Kinemaics in One Dimension Displacemen, Velociy and Acceleraion Everyhing in he world is moving. Nohing says sill. Moion occurs a all scales of he universe, saring from he moion of elecrons in

More information

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence

Supplement for Stochastic Convex Optimization: Faster Local Growth Implies Faster Global Convergence Supplemen for Sochasic Convex Opimizaion: Faser Local Growh Implies Faser Global Convergence Yi Xu Qihang Lin ianbao Yang Proof of heorem heorem Suppose Assumpion holds and F (w) obeys he LGC (6) Given

More information

GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT

GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT Inerna J Mah & Mah Sci Vol 4, No 7 000) 48 49 S0670000970 Hindawi Publishing Corp GENERALIZATION OF THE FORMULA OF FAA DI BRUNO FOR A COMPOSITE FUNCTION WITH A VECTOR ARGUMENT RUMEN L MISHKOV Received

More information

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter

State-Space Models. Initialization, Estimation and Smoothing of the Kalman Filter Sae-Space Models Iniializaion, Esimaion and Smoohing of he Kalman Filer Iniializaion of he Kalman Filer The Kalman filer shows how o updae pas predicors and he corresponding predicion error variances when

More information

How to Deal with Structural Breaks in Practical Cointegration Analysis

How to Deal with Structural Breaks in Practical Cointegration Analysis How o Deal wih Srucural Breaks in Pracical Coinegraion Analysis Roselyne Joyeux * School of Economic and Financial Sudies Macquarie Universiy December 00 ABSTRACT In his noe we consider he reamen of srucural

More information

Introduction to Probability and Statistics Slides 4 Chapter 4

Introduction to Probability and Statistics Slides 4 Chapter 4 Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random

More information

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate.

Introduction D P. r = constant discount rate, g = Gordon Model (1962): constant dividend growth rate. Inroducion Gordon Model (1962): D P = r g r = consan discoun rae, g = consan dividend growh rae. If raional expecaions of fuure discoun raes and dividend growh vary over ime, so should he D/P raio. Since

More information

4.1 Other Interpretations of Ridge Regression

4.1 Other Interpretations of Ridge Regression CHAPTER 4 FURTHER RIDGE THEORY 4. Oher Inerpreaions of Ridge Regression In his secion we will presen hree inerpreaions for he use of ridge regression. The firs one is analogous o Hoerl and Kennard reasoning

More information

Online Appendix to Solution Methods for Models with Rare Disasters

Online Appendix to Solution Methods for Models with Rare Disasters Online Appendix o Soluion Mehods for Models wih Rare Disasers Jesús Fernández-Villaverde and Oren Levinal In his Online Appendix, we presen he Euler condiions of he model, we develop he pricing Calvo block,

More information

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H.

ACE 564 Spring Lecture 7. Extensions of The Multiple Regression Model: Dummy Independent Variables. by Professor Scott H. ACE 564 Spring 2006 Lecure 7 Exensions of The Muliple Regression Model: Dumm Independen Variables b Professor Sco H. Irwin Readings: Griffihs, Hill and Judge. "Dumm Variables and Varing Coefficien Models

More information

Empirical Process Theory

Empirical Process Theory Empirical Process heory 4.384 ime Series Analysis, Fall 27 Reciaion by Paul Schrimpf Supplemenary o lecures given by Anna Mikusheva Ocober 7, 28 Reciaion 7 Empirical Process heory Le x be a real-valued

More information

EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE

EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE Version April 30, 2004.Submied o CTU Repors. EXPLICIT TIME INTEGRATORS FOR NONLINEAR DYNAMICS DERIVED FROM THE MIDPOINT RULE Per Krysl Universiy of California, San Diego La Jolla, California 92093-0085,

More information

Air Traffic Forecast Empirical Research Based on the MCMC Method

Air Traffic Forecast Empirical Research Based on the MCMC Method Compuer and Informaion Science; Vol. 5, No. 5; 0 ISSN 93-8989 E-ISSN 93-8997 Published by Canadian Cener of Science and Educaion Air Traffic Forecas Empirical Research Based on he MCMC Mehod Jian-bo Wang,

More information

Linear Response Theory: The connection between QFT and experiments

Linear Response Theory: The connection between QFT and experiments Phys540.nb 39 3 Linear Response Theory: The connecion beween QFT and experimens 3.1. Basic conceps and ideas Q: How do we measure he conduciviy of a meal? A: we firs inroduce a weak elecric field E, and

More information

Lecture 9: September 25

Lecture 9: September 25 0-725: Opimizaion Fall 202 Lecure 9: Sepember 25 Lecurer: Geoff Gordon/Ryan Tibshirani Scribes: Xuezhi Wang, Subhodeep Moira, Abhimanu Kumar Noe: LaTeX emplae couresy of UC Berkeley EECS dep. Disclaimer:

More information

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation

Course Notes for EE227C (Spring 2018): Convex Optimization and Approximation Course Noes for EE7C Spring 018: Convex Opimizaion and Approximaion Insrucor: Moriz Hard Email: hard+ee7c@berkeley.edu Graduae Insrucor: Max Simchowiz Email: msimchow+ee7c@berkeley.edu Ocober 15, 018 3

More information

Morning Time: 1 hour 30 minutes Additional materials (enclosed):

Morning Time: 1 hour 30 minutes Additional materials (enclosed): ADVANCED GCE 78/0 MATHEMATICS (MEI) Differenial Equaions THURSDAY JANUARY 008 Morning Time: hour 30 minues Addiional maerials (enclosed): None Addiional maerials (required): Answer Bookle (8 pages) Graph

More information

Single and Double Pendulum Models

Single and Double Pendulum Models Single and Double Pendulum Models Mah 596 Projec Summary Spring 2016 Jarod Har 1 Overview Differen ypes of pendulums are used o model many phenomena in various disciplines. In paricular, single and double

More information

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important

Non-parametric techniques. Instance Based Learning. NN Decision Boundaries. Nearest Neighbor Algorithm. Distance metric important on-parameric echniques Insance Based Learning AKA: neares neighbor mehods, non-parameric, lazy, memorybased, or case-based learning Copyrigh 2005 by David Helmbold 1 Do no fi a model (as do LDA, logisic

More information

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite

The Optimal Stopping Time for Selling an Asset When It Is Uncertain Whether the Price Process Is Increasing or Decreasing When the Horizon Is Infinite American Journal of Operaions Research, 08, 8, 8-9 hp://wwwscirporg/journal/ajor ISSN Online: 60-8849 ISSN Prin: 60-8830 The Opimal Sopping Time for Selling an Asse When I Is Uncerain Wheher he Price Process

More information

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018

MATH 5720: Gradient Methods Hung Phan, UMass Lowell October 4, 2018 MATH 5720: Gradien Mehods Hung Phan, UMass Lowell Ocober 4, 208 Descen Direcion Mehods Consider he problem min { f(x) x R n}. The general descen direcions mehod is x k+ = x k + k d k where x k is he curren

More information

Chapter 3 Boundary Value Problem

Chapter 3 Boundary Value Problem Chaper 3 Boundary Value Problem A boundary value problem (BVP) is a problem, ypically an ODE or a PDE, which has values assigned on he physical boundary of he domain in which he problem is specified. Le

More information

Math 333 Problem Set #2 Solution 14 February 2003

Math 333 Problem Set #2 Solution 14 February 2003 Mah 333 Problem Se #2 Soluion 14 February 2003 A1. Solve he iniial value problem dy dx = x2 + e 3x ; 2y 4 y(0) = 1. Soluion: This is separable; we wrie 2y 4 dy = x 2 + e x dx and inegrae o ge The iniial

More information

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature

On Measuring Pro-Poor Growth. 1. On Various Ways of Measuring Pro-Poor Growth: A Short Review of the Literature On Measuring Pro-Poor Growh 1. On Various Ways of Measuring Pro-Poor Growh: A Shor eview of he Lieraure During he pas en years or so here have been various suggesions concerning he way one should check

More information

Sequential Importance Resampling (SIR) Particle Filter

Sequential Importance Resampling (SIR) Particle Filter Paricle Filers++ Pieer Abbeel UC Berkeley EECS Many slides adaped from Thrun, Burgard and Fox, Probabilisic Roboics 1. Algorihm paricle_filer( S -1, u, z ): 2. Sequenial Imporance Resampling (SIR) Paricle

More information

5. Stochastic processes (1)

5. Stochastic processes (1) Lec05.pp S-38.45 - Inroducion o Teleraffic Theory Spring 2005 Conens Basic conceps Poisson process 2 Sochasic processes () Consider some quaniy in a eleraffic (or any) sysem I ypically evolves in ime randomly

More information

6.2 Transforms of Derivatives and Integrals.

6.2 Transforms of Derivatives and Integrals. SEC. 6.2 Transforms of Derivaives and Inegrals. ODEs 2 3 33 39 23. Change of scale. If l( f ()) F(s) and c is any 33 45 APPLICATION OF s-shifting posiive consan, show ha l( f (c)) F(s>c)>c (Hin: In Probs.

More information

Temporal probability models

Temporal probability models Temporal probabiliy models CS194-10 Fall 2011 Lecure 25 CS194-10 Fall 2011 Lecure 25 1 Ouline Hidden variables Inerence: ilering, predicion, smoohing Hidden Markov models Kalman ilers (a brie menion) Dynamic

More information

Random Walk with Anti-Correlated Steps

Random Walk with Anti-Correlated Steps Random Walk wih Ani-Correlaed Seps John Noga Dirk Wagner 2 Absrac We conjecure he expeced value of random walks wih ani-correlaed seps o be exacly. We suppor his conjecure wih 2 plausibiliy argumens and

More information

3.1 More on model selection

3.1 More on model selection 3. More on Model selecion 3. Comparing models AIC, BIC, Adjused R squared. 3. Over Fiing problem. 3.3 Sample spliing. 3. More on model selecion crieria Ofen afer model fiing you are lef wih a handful of

More information

Block Diagram of a DCS in 411

Block Diagram of a DCS in 411 Informaion source Forma A/D From oher sources Pulse modu. Muliplex Bandpass modu. X M h: channel impulse response m i g i s i Digial inpu Digial oupu iming and synchronizaion Digial baseband/ bandpass

More information

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013

Mathematical Theory and Modeling ISSN (Paper) ISSN (Online) Vol 3, No.3, 2013 Mahemaical Theory and Modeling ISSN -580 (Paper) ISSN 5-05 (Online) Vol, No., 0 www.iise.org The ffec of Inverse Transformaion on he Uni Mean and Consan Variance Assumpions of a Muliplicaive rror Model

More information

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits

Exponential Weighted Moving Average (EWMA) Chart Under The Assumption of Moderateness And Its 3 Control Limits DOI: 0.545/mjis.07.5009 Exponenial Weighed Moving Average (EWMA) Char Under The Assumpion of Moderaeness And Is 3 Conrol Limis KALPESH S TAILOR Assisan Professor, Deparmen of Saisics, M. K. Bhavnagar Universiy,

More information