721 research outputs found
A sticky HDP-HMM with application to speaker diarization
We consider the problem of speaker diarization, the problem of segmenting an
audio recording of a meeting into temporal segments corresponding to individual
speakers. The problem is rendered particularly difficult by the fact that we
are not allowed to assume knowledge of the number of people participating in
the meeting. To address this problem, we take a Bayesian nonparametric approach
to speaker diarization that builds on the hierarchical Dirichlet process hidden
Markov model (HDP-HMM) of Teh et al. [J. Amer. Statist. Assoc. 101 (2006)
1566--1581]. Although the basic HDP-HMM tends to over-segment the audio
data---creating redundant states and rapidly switching among them---we describe
an augmented HDP-HMM that provides effective control over the switching rate.
We also show that this augmentation makes it possible to treat emission
distributions nonparametrically. To scale the resulting architecture to
realistic diarization problems, we develop a sampling algorithm that employs a
truncated approximation of the Dirichlet process to jointly resample the full
state sequence, greatly improving mixing rates. Working with a benchmark NIST
data set, we show that our Bayesian nonparametric architecture yields
state-of-the-art speaker diarization results.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS395 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
MCMC methods for functions modifying old algorithms to make\ud them faster
Many problems arising in applications result in the need\ud
to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become arbitrarily slow under the mesh refinement dictated by nonparametric description of the unknown function. We describe an approach to modifying a whole range of MCMC methods which ensures that their speed of convergence is robust under mesh refinement. In the applications of interest the data is often sparse and the prior specification is an essential part of the overall modeling strategy. The algorithmic approach that we describe is applicable whenever the desired probability measure has density with respect to a Gaussian process or Gaussian random field prior, and to some useful non-Gaussian priors constructed through random truncation. Applications are shown in density estimation, data assimilation in fluid mechanics, subsurface geophysics and image registration. The key design principle is to formulate the MCMC method for functions. This leads to algorithms which can be implemented via minor modification of existing algorithms, yet which show enormous speed-up on a wide range of applied problems
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