期刊
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
卷 31, 期 9, 页码 1657-1669出版社
IEEE COMPUTER SOC
DOI: 10.1109/TPAMI.2008.215
关键词
Hidden Markov models; student's t-distribution; expectation-maximization; factor analysis; sequential data modeling
资金
- Department of Electrical and Computer Engineering at the National Technical University of Athens
Hidden Markov (chain) models using finite Gaussian mixture models as their hidden state distributions have been successfully applied in sequential data modeling and classification applications. Nevertheless, Gaussian mixture models are well known to be highly intolerant to the presence of untypical data within the fitting data sets used for their estimation. Finite Student's t-mixture models have recently emerged as a heavier-tailed, robust alternative to Gaussian mixture models, overcoming these hurdles. To exploit these merits of Student's t-mixture models in the context of a sequential data modeling setting, we introduce, in this paper, a novel hidden Markov model where the hidden state distributions are considered to be finite mixtures of multivariate Student's t-densities. We derive an algorithm for the model parameters estimation under a maximum likelihood framework, assuming full, diagonal, and factor-analyzed covariance matrices. The advantages of the proposed model over conventional approaches are experimentally demonstrated through a series of sequential data modeling applications.
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