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We present a factorial representation of Gaussian mixture models for observation densities in Hidden Markov Models(HMMs), which uses the factorial learning in the HMM framework. We derive the reestimation formulas for estimating the factorized parameters by the Expectation Maximization (EM) algorithm. We conduct several experiments to compare the performance of this model structure with Factorial Hidden Markov Models(FHMMs) and HMMs, some conclusions and promising empirical results are presented.
We present a factorial representation of Gaussian mixture models for observation densities in Hidden Markov Models (HMMs), which uses the factorial learning in the HMM framework. We derive the reestimation formulas for estimating the factorized parameters by the Expectation Maximization (EM) algorithm. We conduct several experiments to compare the performance of this model structure with Factorial Hidden Markov Models (FHMMs) and HMMs, some conclusions and promising results are presented.