Related papers: Best-first Model Merging for Hidden Markov Model I…

We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

The goal of this contribution is to use a parametric speech synthesis system for reducing background noise and other interferences from recorded speech signals. In a first step, Hidden Markov Models of the synthesis system are trained. Two…

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

We propose an information theoretic framework for quantitative assessment of acoustic modeling for hidden Markov model (HMM) based automatic speech recognition (ASR). Acoustic modeling yields the probabilities of HMM sub-word states for a…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Training automatic speech recognition (ASR) models increasingly relies on decentralized federated learning to ensure data privacy and accessibility, producing multiple local models that require effective merging. In hybrid ASR systems,…

Hidden Markov model (HMM) has been successfully used for sequential data modeling problems. In this work, we propose to power the modeling capacity of HMM by bringing in neural network based generative models. The proposed model is termed…

We show that maximum entropy (maxent) models can be modeled with certain kinds of HMMs, allowing us to construct maxent models with hidden variables, hidden state sequences, or other characteristics. The models can be trained using the…

Hidden Markov Models (HMM) have been used for several years in many time series analysis or pattern recognitions tasks. HMM are often trained by means of the Baum-Welch algorithm which can be seen as a special variant of an expectation…

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Model merging aims to combine multiple task-specific expert models into a single model without joint retraining, offering a practical alternative to multi-task learning when data access or computational budget is limited. Existing methods,…

Model merging combines the parameters of multiple neural networks into a single model without additional training. As fine-tuned large language models (LLMs) proliferate, merging offers a computationally efficient alternative to ensembles…

Hidden Markov Models (HMM) model a sequence of observations that are dependent on a hidden (or latent) state that follow a Markov chain. These models are widely used in diverse fields including ecology, speech recognition, and…

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…

The Baum-Welch (B-W) algorithm is the most widely accepted method for inferring hidden Markov models (HMM). However, it is prone to getting stuck in local optima, and can be too slow for many real-time applications. Spectral learning of…

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

We study a phase transition in parameter learning of Hidden Markov Models (HMMs). We do this by generating sequences of observed symbols from given discrete HMMs with uniformly distributed transition probabilities and a noise level encoded…