Markov Switching

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent stochastic process with limited memory. More specifically, the current value of the state indicator is determined only by the value of the state indicator from the previous period, thus the Markov property, and the transition matrix. The latter characterizes the properties of the Markov process by determining with what probability each of the states can be visited next period, given the state in the current period. This setup decides on the two main advantages of the Markov switching models. Namely, the estimation of the probability of state occurrences in each of the sample periods by using filtering and smoothing methods and the estimation of the state-specific parameters. These two features open the possibility for improved interpretations of the parameters associated with specific regimes combined with the corresponding regime probabilities, as well as for improved forecasting performance based on persistent regimes and parameters characterizing them.Comment: Keywords: Transition Probabilities, Exogenous Markov Switching, Infinite Hidden Markov Model, Endogenous Markov Switching, Markov Process, Finite Mixture Model, Change-point Model, Non-homogeneous Markov Switching, Time Series Analysis, Business Cycle Analysi

Markov Switching

Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent stochastic process with limited memory. More specifically, the current value of the state indicator is determined only by the value of the state indicator from the previous period, thus the Markov property, and the transition matrix. The latter characterizes the properties of the Markov process by determining with what probability each of the states can be visited next period, given the state in the current period. This setup decides on the two main advantages of the Markov switching models. Namely, the estimation of the probability of state occurrences in each of the sample periods by using filtering and smoothing methods and the estimation of the state-specific parameters. These two features open the possibility for improved interpretations of the parameters associated with specific regimes combined with the corresponding regime probabilities, as well as for improved forecasting performance based on persistent regimes and parameters characterizing them.Comment: Keywords: Transition Probabilities, Exogenous Markov Switching, Infinite Hidden Markov Model, Endogenous Markov Switching, Markov Process, Finite Mixture Model, Change-point Model, Non-homogeneous Markov Switching, Time Series Analysis, Business Cycle Analysi

Dialogue Act Modeling for Automatic Tagging and Recognition of Conversational Speech

We describe a statistical approach for modeling dialogue acts in conversational speech, i.e., speech-act-like units such as Statement, Question, Backchannel, Agreement, Disagreement, and Apology. Our model detects and predicts dialogue acts based on lexical, collocational, and prosodic cues, as well as on the discourse coherence of the dialogue act sequence. The dialogue model is based on treating the discourse structure of a conversation as a hidden Markov model and the individual dialogue acts as observations emanating from the model states. Constraints on the likely sequence of dialogue acts are modeled via a dialogue act n-gram. The statistical dialogue grammar is combined with word n-grams, decision trees, and neural networks modeling the idiosyncratic lexical and prosodic manifestations of each dialogue act. We develop a probabilistic integration of speech recognition with dialogue modeling, to improve both speech recognition and dialogue act classification accuracy. Models are trained and evaluated using a large hand-labeled database of 1,155 conversations from the Switchboard corpus of spontaneous human-to-human telephone speech. We achieved good dialogue act labeling accuracy (65% based on errorful, automatically recognized words and prosody, and 71% based on word transcripts, compared to a chance baseline accuracy of 35% and human accuracy of 84%) and a small reduction in word recognition error.Comment: 35 pages, 5 figures. Changes in copy editing (note title spelling changed

Robust Speaker-Adaptive HMM-based Text-to-Speech Synthesis

This paper describes a speaker-adaptive HMM-based speech synthesis system. The new system, called ``HTS-2007,'' employs speaker adaptation (CSMAPLR+MAP), feature-space adaptive training, mixed-gender modeling, and full-covariance modeling using CSMAPLR transforms, in addition to several other techniques that have proved effective in our previous systems. Subjective evaluation results show that the new system generates significantly better quality synthetic speech than speaker-dependent approaches with realistic amounts of speech data, and that it bears comparison with speaker-dependent approaches even when large amounts of speech data are available. In addition, a comparison study with several speech synthesis techniques shows the new system is very robust: It is able to build voices from less-than-ideal speech data and synthesize good-quality speech even for out-of-domain sentences

Probabilistic Graphical Models for Human Interaction Analysis

The objective of this thesis is to develop probabilistic graphical models for analyzing human interaction in meetings based on multimodel cues. We use meeting as a study case of human interactions since research shows that high complexity information is mostly exchanged through face-to-face interactions. Modeling human interaction provides several challenging research issues for the machine learning community. In meetings, each participant is a multimodal data stream. Modeling human interaction involves simultaneous recording and analysis of multiple multimodal streams. These streams may be asynchronous, have different frame rates, exhibit different stationarity properties, and carry complementary (or correlated) information. In this thesis, we developed three probabilistic graphical models for human interaction analysis. The proposed models use the ``probabilistic graphical model'' formalism, a formalism that exploits the conjoined capabilities of graph theory and probability theory to build complex models out of simpler pieces. We first introduce the multi-layer framework, in which the first layer models typical individual activity from low-level audio-visual features, and the second layer models the interactions. The two layers are linked by a set of posterior probability-based features. Next, we describe the team-player influence model, which learns the influence of interacting Markov chains within a team. The team-player influence model has a two-level structure: individual-level and group-level. Individual level models actions of each player, and the group-level models actions of the team as a whole. The influence of each player on the team is jointly learned with the rest of the model parameters in a principled manner using the Expectation-Maximization (EM) algorithm. Finally, we describe the semi-supervised adapted HMMs for unusual event detection. Unusual events are characterized by a number of features (rarity, unexpectedness, and relevance) that limit the application of traditional supervised model-based approaches. We propose a semi-supervised adapted Hidden Markov Model (HMM) framework, in which usual event models are first learned from a large amount of (commonly available) training data, while unusual event models are learned by Bayesian adaptation in an unsupervised manner

Hidden Markov Models

Hidden Markov Models (HMMs), although known for decades, have made a big career nowadays and are still in state of development. This book presents theoretical issues and a variety of HMMs applications in speech recognition and synthesis, medicine, neurosciences, computational biology, bioinformatics, seismology, environment protection and engineering. I hope that the reader will find this book useful and helpful for their own research

Detection and handling of overlapping speech for speaker diarization

For the last several years, speaker diarization has been attracting substantial research attention as one of the spoken language technologies applied for the improvement, or enrichment, of recording transcriptions. Recordings of meetings, compared to other domains, exhibit an increased complexity due to the spontaneity of speech, reverberation effects, and also due to the presence of overlapping speech. Overlapping speech refers to situations when two or more speakers are speaking simultaneously. In meeting data, a substantial portion of errors of the conventional speaker diarization systems can be ascribed to speaker overlaps, since usually only one speaker label is assigned per segment. Furthermore, simultaneous speech included in training data can eventually lead to corrupt single-speaker models and thus to a worse segmentation. This thesis concerns the detection of overlapping speech segments and its further application for the improvement of speaker diarization performance. We propose the use of three spatial cross-correlationbased parameters for overlap detection on distant microphone channel data. Spatial features from different microphone pairs are fused by means of principal component analysis, linear discriminant analysis, or by a multi-layer perceptron. In addition, we also investigate the possibility of employing longterm prosodic information. The most suitable subset from a set of candidate prosodic features is determined in two steps. Firstly, a ranking according to mRMR criterion is obtained, and then, a standard hill-climbing wrapper approach is applied in order to determine the optimal number of features. The novel spatial as well as prosodic parameters are used in combination with spectral-based features suggested previously in the literature. In experiments conducted on AMI meeting data, we show that the newly proposed features do contribute to the detection of overlapping speech, especially on data originating from a single recording site. In speaker diarization, for segments including detected speaker overlap, a second speaker label is picked, and such segments are also discarded from the model training. The proposed overlap labeling technique is integrated in Viterbi decoding, a part of the diarization algorithm. During the system development it was discovered that it is favorable to do an independent optimization of overlap exclusion and labeling with respect to the overlap detection system. We report improvements over the baseline diarization system on both single- and multi-site AMI data. Preliminary experiments with NIST RT data show DER improvement on the RT ¿09 meeting recordings as well. The addition of beamforming and TDOA feature stream into the baseline diarization system, which was aimed at improving the clustering process, results in a bit higher effectiveness of the overlap labeling algorithm. A more detailed analysis on the overlap exclusion behavior reveals big improvement contrasts between individual meeting recordings as well as between various settings of the overlap detection operation point. However, a high performance variability across different recordings is also typical of the baseline diarization system, without any overlap handling