Joint segmentation of multivariate astronomical time series : bayesian sampling with a hierarchical model

Astronomy and other sciences often face the problem of detecting and characterizing structure in two or more related time series. This paper approaches such problems using Bayesian priors to represent relationships between signals with various degrees of certainty, and not just rigid constraints. The segmentation is conducted by using a hierarchical Bayesian approach to a piecewise constant Poisson rate model. A Gibbs sampling strategy allows joint estimation of the unknown parameters and hyperparameters. Results obtained with synthetic and real photon counting data illustrate the performance of the proposed algorithm

Exact asymptotic distribution of change-point mle for change in the mean of Gaussian sequences

We derive exact computable expressions for the asymptotic distribution of the change-point mle when a change in the mean occurred at an unknown point of a sequence of time-ordered independent Gaussian random variables. The derivation, which assumes that nuisance parameters such as the amount of change and variance are known, is based on ladder heights of Gaussian random walks hitting the half-line. We then show that the exact distribution easily extends to the distribution of the change-point mle when a change occurs in the mean vector of a multivariate Gaussian process. We perform simulations to examine the accuracy of the derived distribution when nuisance parameters have to be estimated as well as robustness of the derived distribution to deviations from Gaussianity. Through simulations, we also compare it with the well-known conditional distribution of the mle, which may be interpreted as a Bayesian solution to the change-point problem. Finally, we apply the derived methodology to monthly averages of water discharges of the Nacetinsky creek, Germany.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS294 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Automatic speaker change detection with the Bayesian information criterion using MPEG-7 features and a fusion scheme

This paper addresses unsupervised speaker change detection, a necessary step for several indexing tasks. We assume that there is no prior knowledge either on the number of speakers or their identities. Features included in the MPEG-7 Audio Prototype are investigated such as the AudioWaveformEnvelope and the AudioSpecrtumCentroid. The model selection criterion is the Bayesian Information Criterion (BIC). A multiple pass algorithm is proposed. It uses a dynamic thresholding for scalar features and a fusion scheme so as to refine the segmentation results. It also models every speaker by a multivariate Gaussian probability density function and whenever new information is available, the respective model is updated. The experiments are carried out on a dataset created by concatenating speakers from the TIMIT database, that is referred to as the TIMIT data set. It is and demonstrated that the performance of the proposed multiple pass algorithm is better than that of other approaches

Speaker change detection using BIC: a comparison on two datasets

Abstract — This paper addresses the problem of unsupervised speaker change detection. We assume that there is no prior knowledge on the number of speakers or their identities. Two methods are tested. The first method uses the Bayesian Information Criterion (BIC), investigates the AudioSpectrumCentroid and AudioWaveformEnvelope features, and implements a dynamic thresholding followed by a fusion scheme. The second method is a real-time one that uses a metric-based approach employing line spectral pairs (LSP) and the BIC criterion to validate a potential change point. The experiments are carried out on two different datasets. The first set was created by concatenating speakers from the TIMIT database and is referred to as the TIMIT data set. The second set was created by using recordings from the MPEG-7 test set CD1 and broadcast news and is referred to as the INESC dataset. I

Automatic speaker segmentation using multiple features and distance measures: a comparison of three approaches

This paper addresses the problem of unsupervised speaker change detection. Three systems based on the Bayesian Information Criterion (BIC) are tested. The first system investigates the AudioSpectrumCentroid and the AudioWaveformEnvelope features, implements a dynamic thresholding followed by a fusion scheme, and finally applies BIC. The second method is a real-time one that uses a metric-based approach employing the line spectral pairs and the BIC to validate a potential speaker change point. The third method consists of three modules. In the first module, a measure based on second-order statistics is used; in the second module, the Euclidean distance and T2 Hotelling statistic are applied; and in the third module, the BIC is utilized. The experiments are carried out on a dataset created by concatenating speakers from the TIMIT database, that is referred to as the TIMIT data set. A comparison between the performance of the three systems is made based on t-statistics

Speaker segmentation and clustering

This survey focuses on two challenging speech processing topics, namely: speaker segmentation and speaker clustering. Speaker segmentation aims at finding speaker change points in an audio stream, whereas speaker clustering aims at grouping speech segments based on speaker characteristics. Model-based, metric-based, and hybrid speaker segmentation algorithms are reviewed. Concerning speaker clustering, deterministic and probabilistic algorithms are examined. A comparative assessment of the reviewed algorithms is undertaken, the algorithm advantages and disadvantages are indicated, insight to the algorithms is offered, and deductions as well as recommendations are given. Rich transcription and movie analysis are candidate applications that benefit from combined speaker segmentation and clustering. © 2007 Elsevier B.V. All rights reserved