A Unifying review of linear gaussian models

Factor analysis, principal component analysis, mixtures of gaussian clusters, vector quantization, Kalman filter models, and hidden Markov models can all be unified as variations of unsupervised learning under a single basic generative model. This is achieved by collecting together disparate observations and derivations made by many previous authors and introducing a new way of linking discrete and continuous state models using a simple nonlinearity. Through the use of other nonlinearities, we show how independent component analysis is also a variation of the same basic generative model.We show that factor analysis and mixtures of gaussians can be implemented in autoencoder neural networks and learned using squared error plus the same regularization term. We introduce a new model for static data, known as sensible principal component analysis, as well as a novel concept of spatially adaptive observation noise. We also review some of the literature involving global and local mixtures of the basic models and provide pseudocode for inference and learning for all the basic models

Convolutive Blind Source Separation Methods

In this chapter, we provide an overview of existing algorithms for blind source separation of convolutive audio mixtures. We provide a taxonomy, wherein many of the existing algorithms can be organized, and we present published results from those algorithms that have been applied to real-world audio separation tasks

Time–Frequency Cepstral Features and Heteroscedastic Linear Discriminant Analysis for Language Recognition

The shifted delta cepstrum (SDC) is a widely used feature extraction for language recognition (LRE). With a high context width due to incorporation of multiple frames, SDC outperforms traditional delta and acceleration feature vectors. However, it also introduces correlation into the concatenated feature vector, which increases redundancy and may degrade the performance of backend classifiers. In this paper, we first propose a time-frequency cepstral (TFC) feature vector, which is obtained by performing a temporal discrete cosine transform (DCT) on the cepstrum matrix and selecting the transformed elements in a zigzag scan order. Beyond this, we increase discriminability through a heteroscedastic linear discriminant analysis (HLDA) on the full cepstrum matrix. By utilizing block diagonal matrix constraints, the large HLDA problem is then reduced to several smaller HLDA problems, creating a block diagonal HLDA (BDHLDA) algorithm which has much lower computational complexity. The BDHLDA method is finally extended to the GMM domain, using the simpler TFC features during re-estimation to provide significantly improved computation speed. Experiments on NIST 2003 and 2007 LRE evaluation corpora show that TFC is more effective than SDC, and that the GMM-based BDHLDA results in lower equal error rate (EER) and minimum average cost (Cavg) than either TFC or SDC approaches

Projected and Hidden Markov Models for calculating kinetics and metastable states of complex molecules

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of molecular dynamics simulation data. However, MSMs approximate the true dynamics by assuming a Markov chain on a clusters discretization of the state space. This approximation is difficult to make for high-dimensional biomolecular systems, and the quality and reproducibility of MSMs has therefore been limited. Here, we discard the assumption that dynamics are Markovian on the discrete clusters. Instead, we only assume that the full phase- space molecular dynamics is Markovian, and a projection of this full dynamics is observed on the discrete states, leading to the concept of Projected Markov Models (PMMs). Robust estimation methods for PMMs are not yet available, but we derive a practically feasible approximation via Hidden Markov Models (HMMs). It is shown how various molecular observables of interest that are often computed from MSMs can be computed from HMMs / PMMs. The new framework is applicable to both, simulation and single-molecule experimental data. We demonstrate its versatility by applications to educative model systems, an 1 ms Anton MD simulation of the BPTI protein, and an optical tweezer force probe trajectory of an RNA hairpin

Probabilistic Methodology and Techniques for Artefact Conception and Development

The purpose of this paper is to make a state of the art on probabilistic methodology and techniques for artefact conception and development. It is the 8th deliverable of the BIBA (Bayesian Inspired Brain and Artefacts) project. We first present the incompletness problem as the central difficulty that both living creatures and artefacts have to face: how can they perceive, infer, decide and act efficiently with incomplete and uncertain knowledge?. We then introduce a generic probabilistic formalism called Bayesian Programming. This formalism is then used to review the main probabilistic methodology and techniques. This review is organized in 3 parts: first the probabilistic models from Bayesian networks to Kalman filters and from sensor fusion to CAD systems, second the inference techniques and finally the learning and model acquisition and comparison methodologies. We conclude with the perspectives of the BIBA project as they rise from this state of the art