360,334 research outputs found
Regression and Classification for Direction-of-Arrival Estimation with Convolutional Recurrent Neural Networks
We present a novel learning-based approach to estimate the
direction-of-arrival (DOA) of a sound source using a convolutional recurrent
neural network (CRNN) trained via regression on synthetic data and Cartesian
labels. We also describe an improved method to generate synthetic data to train
the neural network using state-of-the-art sound propagation algorithms that
model specular as well as diffuse reflections of sound. We compare our model
against three other CRNNs trained using different formulations of the same
problem: classification on categorical labels, and regression on spherical
coordinate labels. In practice, our model achieves up to 43% decrease in
angular error over prior methods. The use of diffuse reflection results in 34%
and 41% reduction in angular prediction errors on LOCATA and SOFA datasets,
respectively, over prior methods based on image-source methods. Our method
results in an additional 3% error reduction over prior schemes that use
classification based networks, and we use 36% fewer network parameters
Bayesian nonparametric sparse VAR models
High dimensional vector autoregressive (VAR) models require a large number of
parameters to be estimated and may suffer of inferential problems. We propose a
new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional
VAR models that can improve estimation efficiency and prediction accuracy. Our
hierarchical prior overcomes overparametrization and overfitting issues by
clustering the VAR coefficients into groups and by shrinking the coefficients
of each group toward a common location. Clustering and shrinking effects
induced by the BNP-Lasso prior are well suited for the extraction of causal
networks from time series, since they account for some stylized facts in
real-world networks, which are sparsity, communities structures and
heterogeneity in the edges intensity. In order to fully capture the richness of
the data and to achieve a better understanding of financial and macroeconomic
risk, it is therefore crucial that the model used to extract network accounts
for these stylized facts.Comment: Forthcoming in "Journal of Econometrics" ---- Revised Version of the
paper "Bayesian nonparametric Seemingly Unrelated Regression Models" ----
Supplementary Material available on reques
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