Bayesian feature and model selection for Gaussian mixture models
نویسندگان
چکیده
منابع مشابه
Model Selection for Mixture Models Using Perfect Sample
We have considered a perfect sample method for model selection of finite mixture models with either known (fixed) or unknown number of components which can be applied in the most general setting with assumptions on the relation between the rival models and the true distribution. It is, both, one or neither to be well-specified or mis-specified, they may be nested or non-nested. We consider mixt...
متن کاملSpeech Enhancement Using Gaussian Mixture Models, Explicit Bayesian Estimation and Wiener Filtering
Gaussian Mixture Models (GMMs) of power spectral densities of speech and noise are used with explicit Bayesian estimations in Wiener filtering of noisy speech. No assumption is made on the nature or stationarity of the noise. No voice activity detection (VAD) or any other means is employed to estimate the input SNR. The GMM mean vectors are used to form sets of over-determined system of equatio...
متن کاملBayesian Portfolio Selection in a Markov Switching Gaussian Mixture Model
Departure from normality poses implementation barriers to the Markowitz mean-variance portfolio selection. When assets are affected by common and idiosyncratic shocks, the distribution of asset returns may exhibit Markov switching regimes and have a Gaussian mixture distribution conditional on each regime. The model is estimated in a Bayesian framework using the Gibbs sampler. An application to...
متن کاملGenerating Gaussian Mixture Models by Model Selection For Speech Recognition
While all modern speech recognition systems use Gaussian mixture models, there is no standard method to determine the number of mixture components. Current choices for mixture component numbers are usually arbitrary with little justification. In this paper we apply some common model selection methods to determine the number of mixture components. We show that they are ill-suited for the speech ...
متن کاملA new feature selection method for Gaussian mixture clustering
Article history: Received 7 December 2007 Received in revised form 29 May 2008 Accepted 31 May 2008
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Pattern Analysis and Machine Intelligence
سال: 2006
ISSN: 0162-8828
DOI: 10.1109/tpami.2006.111