While the classical framework has a rich set of limited information procedures such as GMM and other related methods, the situation is not so in the Bayesian framework. We develop a limited information procedure in the Bayesian framework that does not require the knowledge of the full likelihood. The developed procedure is a Bayesian counterpart of the classical GMM but has advantages over the ...

A new method for speaker identification that selectively uses feature vectors for robust decision-making is described. Experimental results, with short speech segments ranging from 0.25 to 2 s, showed that our method consistently outperforms other approaches yielding relative improvements of 20–51% and 15–30% over baseline GMM and the LDA-GMM systems, respectively. 2006 Elsevier B.V. All rights...

In statistical methods, such as statistical static timing analysis, Gaussian mixture model (GMM) is a useful tool for representing a non-Gaussian distribution and handling correlation easily. In order to repeat various statistical operations such as summation and maximum for GMMs efficiently, the number of components should be restricted around two. In this paper, we propose a method for reduci...

1 This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimators when the number of moment conditions is allowed to increase with the sample size and the moment conditions may be weak. Examples in which these asymptotics are relevant include instrumental variable (IV) estimation with many (possibly weak or uninformed) instruments and some panel data model...

Weak instruments arise when the instruments in linear instrumental variables (IV) regression are weakly correlated with the included endogenous variables. In generalized method of moments (GMM), more generally, weak instruments correspond to weak identification of some or all of the unknown parameters. Weak identification leads to GMM statistics with nonnormal distributions, even in large sampl...

To reduce the high dimensionality required for training of feature vectors in speaker identification, we propose an efficient GMM based on local PCA with fuzzy clustering. The proposed method firstly partitions the data space into several disjoint clusters by fuzzy clustering, and then performs PCA using the fuzzy covariance matrix on each cluster. Finally, the GMM for speaker is obtained from ...

The chapter discusses generalized method of moments (GMM) estimation methods for spatial models. Much of the discussion is on GMM estimation of Cliff-Ord-type models where spatial interactions are modeled in terms of spatial lags. The chapter also discusses recent developments on GMM estimation from data processes which are spatially α-mixing. I.R. Prucha Department of Economics, University of ...

Many image modeling and segmentation problems have been tackled using Gaussian Mixture Models (GMM). The two most important issues in image modeling using GMMs is the selection of the appropriate low level features and the specification of the appropriate number of GMM components. In this work we deal with the second issue and present an approach for GMM-based image modeling employing an increm...

This paper considers first-order autoregressive panel model which is a simple model for dynamic panel data (DPD) models. The generalized method of moments (GMM) gives efficient estimators for these models. This efficiency is affected by the choice of the weighting matrix which has been used in GMM estimation. The non-optimal weighting matrices have been used in the conventional GMM estimators. ...

Gaussian mixture models (GMMs) are a convenient and essential tool for the estimation of probability density functions. Although GMMs are used in many research domains from image processing to machine learning, this statistical mixture modeling is usually complex and further needs to be simplified. In this paper, we present a GMM simplification method based on a hierarchical clustering algorith...