نتایج جستجو برای: continuous density hidden markov models

تعداد نتایج: 1582691  

1998
H. Ney L. Welling S. Ortmanns K. Beulen F. Wessel

In this paper, we present an overview of the RWTH Aachen large vocabulary continuous speech recognizer. The recognizer is based on continuous density hidden Markov models and a time-synchronous left-to-right beam search strategy. Experimental results on the ARPA Wall Street Journal (WSJ) corpus verify the effects of several system components, namely linear discriminant analysis, vocal tract nor...

Journal: :Bioinformatics 1997

1998
Hermann Ney Lutz Welling Stefan Ortmanns Klaus Beulen Frank Wessel

In this paper, we present an overview of the RWTH Aachen large vocabulary continuous speech recognizer. The recognizer is based on continuous density hidden Markov models and a time-synchronous left-to-right beam search strategy. Experimental results on the ARPA Wall Street Journal (WSJ) corpus verify the effects of several system components, namely linear discriminant analysis, vocal tract nor...

1999
Ralf Schlüter Wolfgang Macherey Boris Müller Hermann Ney

In this work a method for splitting continuous mixture density hidden Markov models (HMM) is presented. The approach combines a model evaluation measure based on the Maximum Mutual Information (MMI) criterion with subsequent standard Maximum Likelihood (ML) training of the HMM parameters. Experiments were performed on the SieTill corpus for telephone line recorded German continuous digit string...

Journal: :Artificial Intelligence 2010

Journal: :Bioinformatics 1998

2000
Valery A. Petrushin

The objective of this tutorial is to introduce basic concepts of a Hidden Markov Model (HMM). The tutorial is intended for the practicing engineer, biologist, linguist or programmer who would like to learn more about the above mentioned fascinating mathematical models and include them into one’s repertoire. This part of the tutorial is devoted to the basic concepts of a Hidden Markov Model. You...

2010
Christopher Jackson Maintainer Christopher Jackson

Description Functions for fitting general continuous-time Markov and hidden Markov multi-state models to longitudinal data. Both Markov transition rates and the hidden Markov output process can be modelled in terms of covariates. A variety of observation schemes are supported, including processes observed at arbitrary times, completely-observed processes, and censored states.

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