Parameter estimation for α-gmm based on maximum likelihood criterion

  • Authors:
  • Dalei Wu

  • Affiliations:
  • -

  • Venue:
  • Neural Computation
  • Year:
  • 2009

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Abstract

α-integration and α-GMM have been recently proposed for integrated stochastic modeling. However, there has not been an approach to date for estimating model parameters for α-GMM in a statistical way, based on a set of training data. In this letter, parameter updating formulas are mathematically derived based on maximum likelihood criterion using an adapted expectation-maximization algorithm. With this method, model parameters for α-GMM are reestimated in an iterative way. The updating formulas were found to be simple and systematically compatible with the GMM equations. This advantage renders the α-GMM a superset of the GMM but with similar computational complexity. This method has been effectively applied to realistic speaker recognition applications.