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Speaker verification using Adapted Gaussian mixture models

by Douglas A. Reynolds, Thomas F. Quatieri, Robert B. Dunn - Digital Signal Processing , 2000
"... In this paper we describe the major elements of MIT Lincoln Laboratory’s Gaussian mixture model (GMM)-based speaker verification system used successfully in several NIST Speaker Recognition Evaluations (SREs). The system is built around the likelihood ratio test for verification, using simple but ef ..."
Abstract - Cited by 1010 (42 self) - Add to MetaCart
In this paper we describe the major elements of MIT Lincoln Laboratory’s Gaussian mixture model (GMM)-based speaker verification system used successfully in several NIST Speaker Recognition Evaluations (SREs). The system is built around the likelihood ratio test for verification, using simple

Image denoising using a scale mixture of Gaussians in the wavelet domain

by Javier Portilla, Vasily Strela, Martin J. Wainwright, Eero P. Simoncelli - IEEE TRANS IMAGE PROCESSING , 2003
"... We describe a method for removing noise from digital images, based on a statistical model of the coefficients of an overcomplete multiscale oriented basis. Neighborhoods of coefficients at adjacent positions and scales are modeled as the product of two independent random variables: a Gaussian vecto ..."
Abstract - Cited by 513 (17 self) - Add to MetaCart
We describe a method for removing noise from digital images, based on a statistical model of the coefficients of an overcomplete multiscale oriented basis. Neighborhoods of coefficients at adjacent positions and scales are modeled as the product of two independent random variables: a Gaussian

Bayesian density estimation and inference using mixtures.

by Michael D Escobar , Mike West - J. Amer. Statist. Assoc. , 1995
"... JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about J ..."
Abstract - Cited by 653 (18 self) - Add to MetaCart
JSTOR, please contact support@jstor.org. We describe and illustrate Bayesian inference in models for density estimation using mixtures of Dirichlet processes. These models provide natural settings for density estimation and are exemplified by special cases where data are modeled as a sample from

A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking

by M. Sanjeev Arulampalam, Simon Maskell, Neil Gordon - IEEE TRANSACTIONS ON SIGNAL PROCESSING , 2002
"... Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view o ..."
Abstract - Cited by 2006 (2 self) - Add to MetaCart
Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and non-Gaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data on-line as it arrives, both from the point of view

Bayesian Interpolation

by David J.C. MacKay - NEURAL COMPUTATION , 1991
"... Although Bayesian analysis has been in use since Laplace, the Bayesian method of model--comparison has only recently been developed in depth. In this paper, the Bayesian approach to regularisation and model--comparison is demonstrated by studying the inference problem of interpolating noisy data. T ..."
Abstract - Cited by 728 (17 self) - Add to MetaCart
Although Bayesian analysis has been in use since Laplace, the Bayesian method of model--comparison has only recently been developed in depth. In this paper, the Bayesian approach to regularisation and model--comparison is demonstrated by studying the inference problem of interpolating noisy data

A gentle tutorial on the EM algorithm and its application to parameter estimation for gaussian mixture and hidden markov models

by Jeff A. Bilmes , 1997
"... We describe the maximum-likelihood parameter estimation problem and how the Expectation-form of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the parameters of a mixture of Gaussian densities, and 2) fi ..."
Abstract - Cited by 693 (4 self) - Add to MetaCart
) finding the parameters of a hidden Markov model (HMM) (i.e., the Baum-Welch algorithm) for both discrete and Gaussian mixture observation models. We derive the update equations in fairly explicit detail but we do not prove any convergence properties. We try to emphasize intuition rather than mathematical

Mixtures of Probabilistic Principal Component Analysers

by Michael E. Tipping, Christopher M. Bishop , 1998
"... Principal component analysis (PCA) is one of the most popular techniques for processing, compressing and visualising data, although its effectiveness is limited by its global linearity. While nonlinear variants of PCA have been proposed, an alternative paradigm is to capture data complexity by a com ..."
Abstract - Cited by 532 (6 self) - Add to MetaCart
maximum-likelihood framework, based on a specific form of Gaussian latent variable model. This leads to a well-defined mixture model for probabilistic principal component analysers, whose parameters can be determined using an EM algorithm. We discuss the advantages of this model in the context

On Sequential Monte Carlo Sampling Methods for Bayesian Filtering

by Arnaud Doucet, Simon Godsill, Christophe Andrieu - STATISTICS AND COMPUTING , 2000
"... In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is develop ..."
Abstract - Cited by 1051 (76 self) - Add to MetaCart
In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework

Learning generative visual models from few training examples: an incremental Bayesian approach tested on 101 object categories

by Li Fei-fei , 2004
"... Abstract — Current computational approaches to learning visual object categories require thousands of training images, are slow, cannot learn in an incremental manner and cannot incorporate prior information into the learning process. In addition, no algorithm presented in the literature has been te ..."
Abstract - Cited by 784 (16 self) - Add to MetaCart
Abstract — Current computational approaches to learning visual object categories require thousands of training images, are slow, cannot learn in an incremental manner and cannot incorporate prior information into the learning process. In addition, no algorithm presented in the literature has been

Semi-Supervised Learning Using Gaussian Fields and Harmonic Functions

by Xiaojin Zhu , Zoubin Ghahramani, John Lafferty - IN ICML , 2003
"... An approach to semi-supervised learning is proposed that is based on a Gaussian random field model. Labeled and unlabeled data are represented as vertices in a weighted graph, with edge weights encoding the similarity between instances. The learning ..."
Abstract - Cited by 752 (14 self) - Add to MetaCart
An approach to semi-supervised learning is proposed that is based on a Gaussian random field model. Labeled and unlabeled data are represented as vertices in a weighted graph, with edge weights encoding the similarity between instances. The learning
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