The expectation maximization (EM) algorithm is widely used in the Gaussian mixture model (GMM) as the state-of-art statistical modeling technique. Like the classical EM method, th...
Sheeraz Memon, Margaret Lech, Namunu Chinthaka Mad...
This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
Speech recognition is usually based on Hidden Markov Models (HMMs), which represent the temporal dynamics of speech very efficiently, and Gaussian mixture models, which do non-opt...
In this paper, a novel standard variance feature is proposed for background modeling in dynamic scenes involving waving trees and ripples in water. The standard variance feature i...
The dynamic hierarchical Dirichlet process (dHDP) is developed to model the timeevolving statistical properties of sequential data sets. The data collected at any time point are r...