scispace - formally typeset
Open AccessJournal Article

A gentle tutorial of the em algorithm and its application to parameter estimation for Gaussian mixture and hidden Markov models

Reads0
Chats0
TLDR
In this paper, the authors describe the EM algorithm for finding the parameters of a mixture of Gaussian densities and a hidden Markov model (HMM) for both discrete and Gaussian mixture observation models.
Abstract
We describe the maximum-likelihood parameter estimation problem and how the ExpectationMaximization (EM) algorithm can be used for its solution. We first describe the abstract form of the EM algorithm as it is often given in the literature. We then develop the EM parameter estimation procedure for two applications: 1) finding the parameters of a mixture of Gaussian densities, and 2) finding the parameters of a hidden Markov model (HMM) (i.e., the Baum-Welch algorithm) for both discrete and Gaussian mixture observation models. We derive the update equations in fairly explicit detail but we do not prove any convergence properties. We try to emphasize intuition rather than mathematical rigor.

read more

Content maybe subject to copyright    Report

Citations
More filters
Book ChapterDOI

MATLAB-Based Tools for BCI Research

TL;DR: The relative simplicity of coding BCI feature extraction and classification under MATLAB is illustrated using a minimalist BCI example, and BCILAB is described, a new BCI package that uses the data structures and extends the capabilities of the widely used EEGLAB signal processing environment.
Journal ArticleDOI

Adaptive Sensor Placement and Boundary Estimation for Monitoring Mass Objects

TL;DR: A Gaussian mixture model is constructed to characterize the mixture distribution of object locations and a novel methodology to adaptively update sensor placement is proposed, demonstrating the effectiveness of the proposed algorithm for adaptive sensor placement and boundary estimation of mass objects.
Journal ArticleDOI

Model-based control architecture for attentive robots in rescue scenarios

TL;DR: This architecture integrates the reactive model-based control of a rescue mission, with an attentive perceptual activity processing the sensor and visual stimuli, which significantly focus the exploration time in salient areas enhancing the overall victim finding effectiveness.
Journal ArticleDOI

Neighbor number, valley seeking and clustering

TL;DR: Comparisons with several representative existing algorithms show that the proposed nonparametric clustering algorithm can robustly identify major clusters even when there are complex configurations and/or large overlaps.
Patent

Techniques for prediction and monitoring of coughing-manifested clinical episodes

TL;DR: In this article, a method for predicting the onset of clinical episodes is described, the method including sensing breathing of a subject, determining at least one breathing pattern of the subject responsively to the sensed breathing, comparing the breathing pattern with a baseline breathing pattern, and predicting onset of the episode at least in part according to the comparison.
References
More filters
Book

The Nature of Statistical Learning Theory

TL;DR: Setting of the learning problem consistency of learning processes bounds on the rate of convergence ofLearning processes controlling the generalization ability of learning process constructing learning algorithms what is important in learning theory?
Book

Matrix computations

Gene H. Golub

Statistical learning theory

TL;DR: Presenting a method for determining the necessary and sufficient conditions for consistency of learning process, the author covers function estimates from small data pools, applying these estimations to real-life problems, and much more.
Book

The Fractal Geometry of Nature

TL;DR: This book is a blend of erudition, popularization, and exposition, and the illustrations include many superb examples of computer graphics that are works of art in their own right.