Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces

DOI10.1007/978-3-030-80209-7_5zbMATH Open1487.60138arXiv2102.07771OpenAlexW3186543691MaRDI QIDQ2117823FDOQ2117823

Quinten Tupker, Cyrus Mostajeran, Salem Said

Publication date: 22 March 2022

Abstract: Hidden Markov models with observations in a Euclidean space play an important role in signal and image processing. Previous work extending to models where observations lie in Riemannian manifolds based on the Baum-Welch algorithm suffered from high memory usage and slow speed. Here we present an algorithm that is online, more accurate, and offers dramatic improvements in speed and efficiency.

Full work available at URL: https://arxiv.org/abs/2102.07771

Recommendations

• Riemannian online algorithms for estimating mixture model parameters
• Online Learning with Hidden Markov Models
• Bayesian online algorithms for learning in discrete hidden Markov models
• On-line learning for the infinite hidden Markov model
• Online expectation maximization based algorithms for inference in hidden Markov models

zbMATH Keywords

hidden Markov model\(k\)-means clusteringGaussian distributionexpectation-maximizationRiemannian manifoldstochastic gradient descent

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Cites Work

• Baum's forward-backward algorithm revisited
• A Riemannian framework for tensor computing
• Computing the Karcher mean of symmetric positive definite matrices
• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• Riemannian Gaussian Distributions on the Space of Symmetric Positive Definite Matrices
• Exact equivalences and phase discrepancies between random matrix ensembles

Cited In (2)

• Differential geometry with extreme eigenvalues in the positive semidefinite cone
• A HMM approach to the estimation of random trajectories on manifolds

Uses Software

• Matrix Means Toolbox

This page was built for publication: Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2117823)