8,161 research outputs found

    Latent Class Model with Application to Speaker Diarization

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    In this paper, we apply a latent class model (LCM) to the task of speaker diarization. LCM is similar to Patrick Kenny's variational Bayes (VB) method in that it uses soft information and avoids premature hard decisions in its iterations. In contrast to the VB method, which is based on a generative model, LCM provides a framework allowing both generative and discriminative models. The discriminative property is realized through the use of i-vector (Ivec), probabilistic linear discriminative analysis (PLDA), and a support vector machine (SVM) in this work. Systems denoted as LCM-Ivec-PLDA, LCM-Ivec-SVM, and LCM-Ivec-Hybrid are introduced. In addition, three further improvements are applied to enhance its performance. 1) Adding neighbor windows to extract more speaker information for each short segment. 2) Using a hidden Markov model to avoid frequent speaker change points. 3) Using an agglomerative hierarchical cluster to do initialization and present hard and soft priors, in order to overcome the problem of initial sensitivity. Experiments on the National Institute of Standards and Technology Rich Transcription 2009 speaker diarization database, under the condition of a single distant microphone, show that the diarization error rate (DER) of the proposed methods has substantial relative improvements compared with mainstream systems. Compared to the VB method, the relative improvements of LCM-Ivec-PLDA, LCM-Ivec-SVM, and LCM-Ivec-Hybrid systems are 23.5%, 27.1%, and 43.0%, respectively. Experiments on our collected database, CALLHOME97, CALLHOME00 and SRE08 short2-summed trial conditions also show that the proposed LCM-Ivec-Hybrid system has the best overall performance

    A neural network enhanced volatility component model

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    Volatility prediction, a central issue in financial econometrics, attracts increasing attention in the data science literature as advances in computational methods enable us to develop models with great forecasting precision. In this paper, we draw upon both strands of the literature and develop a novel two-component volatility model. The realized volatility is decomposed by a nonparametric filter into long- and short-run components, which are modeled by an artificial neural network and an ARMA process, respectively. We use intraday data on four major exchange rates and a Chinese stock index to construct daily realized volatility and perform out-of-sample evaluation of volatility forecasts generated by our model and well-established alternatives. Empirical results show that our model outperforms alternative models across all statistical metrics and over different forecasting horizons. Furthermore, volatility forecasts from our model offer economic gain to a mean-variance utility investor with higher portfolio returns and Sharpe ratio
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