WORKSHOP
IN STATISTICAL MIXTURES AND LATENT-STRUCTURE MODELLING
International Centre
for Mathematical Sciences, Edinburgh, March 28 - March 30,
2000
C. Andrieu, Bristol University Mathematics
Department
`SAME, SA2ME, FAME and RDA'
The talk will present
some extensions of the SAME algorithm which are potentially more computationally
efficient (stochastic approximation type algorithm) than the SAME. The
extensions include on-line estimation of HMM parameters, with the perspective
of extending the algorithm to more general settings where no analytical
expression of the filtering distribution are available. I will present
an example with Gaussian mixtures, and if time allows, something
in communication.
