• The Journal of the Acoustical Society of Korea
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• v.29 no.3
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• pp.216-221
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• 2010

In this paper, we propose speaker verification method using Support Vector Machine (SVM) kernel with Gaussian Mixture Model (GMM)-supervector based on the Mahalanobis distance. The proposed GMM-supervector SVM kernel method is combined GMM with SVM. The GMM-supervectors are generated by GMM parameters of speaker and other speaker utterances. A speaker verification threshold of GMM-supervectors is decided by SVM kernel based on Mahalanobis distance to improve speaker verification accuracy. The experimental results for text-independent speaker verification using 20 speakers demonstrates the performance of the proposed method compared to GMM, SVM, GMM-supervector SVM kernel based on Kullback-Leibler (KL) divergence, and GMM-supervector SVM kernel based on Bhattacharyya distance.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.767-783
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• 2013

Generalized Method of Moment(GMM) is a popular estimation method to estimate model parameters in empirical financial studies. GMM is frequently applied to estimate diffusion models that are basic techniques of modern financial engineering. However, recent research showed that GMM had poor properties to estimate the parameters that pertain to the diffusion coefficient in diffusion models. This research corrects the weakness of GMM and suggests alternatives to improve the statistical properties of GMM estimators. In this study, a simulation method is adopted to compare estimation methods. Out of compared alternatives, NGMM-Y, a version of improved GMM that adopts the NLL idea of Shoji and Ozaki (1998), showed the best properties. Especially NGMM-Y estimator is superior to other versions of GMM estimators for the estimation of diffusion coefficient parameters.

• The Korean Journal of Applied Statistics
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• v.24 no.6
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• pp.1007-1020
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• 2011

Since the research of Black and Scholes (1973), modeling methods using diffusion processes have performed principal roles in financial engineering. In modern financial theories, various types of diffusion processes were suggested and applied in real situations. An estimation of the model parameters is an indispensible step to analyze financial data using diffusion process models. Many estimation methods were suggested and their properties were investigated. This paper reviews the statistical properties of the, Euler approximation method, New Local Linearization(NLL) method, and Generalized Methods of Moment(GMM) that are known as the most practical methods. From the simulation study, we found the NLL and Euler methods performed better than GMM. GMM is frequently used to estimate the parameters because of its simplicity; however this paper shows the performance of GMM is poorer than the Euler approximation method or the NLL method that are even simpler than GMM. This paper shows the performance of the GMM is extremely poor especially when the parameters in diffusion coefficient are to be estimated.

• Speech Sciences
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• v.10 no.4
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• pp.159-166
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• 2003

To reduce the high dimensionality required for training of feature vectors in speaker identification, we propose an efficient GMM based on local PCA with Fuzzy clustering. The proposed method firstly partitions the data space into several disjoint clusters by fuzzy clustering, and then performs PCA using the fuzzy covariance matrix in each cluster. Finally, the GMM for speaker is obtained from the transformed feature vectors with reduced dimension in each cluster. Compared to the conventional GMM with diagonal covariance matrix, the proposed method needs less storage and shows faster result, under the same performance.

• Proceedings of the KSPS conference
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• 2003.10a
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• pp.185-188
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• 2003

In this paper, we construct phonetic GMM for text-independent speaker identification system. The basic idea is to combine of the advantages of baseline GMM and HMM. GMM is more proper for text-independent speaker identification system. In text-dependent system, HMM do work better. Phonetic GMM represents more sophistgate text-dependent speaker model based on text-independent speaker model. In speaker identification system, phonetic GMM using HMM-based speaker-independent phoneme recognition results in better performance than baseline GMM. In addition to the method, N-best recognition algorithm used to decrease the computation complexity and to be applicable to new speakers.

• Speech Sciences
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• v.12 no.2
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• pp.171-182
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• 2005

An efficient GMM (Gaussian mixture modeling) method based on LPCA (local principal component analysis) with VQ (vector quantization) for speaker identification is proposed. To reduce the dimension and correlation of the feature vector, this paper proposes a speaker identification method based on principal component analysis. The proposed method firstly partitions the data space into several disjoint regions by VQ, and then performs PCA in each region. Finally, the GMM for the speaker is obtained from the transformed feature vectors in each region. Compared to the conventional GMM method with diagonal covariance matrix, the proposed method requires less storage and complexity while maintaining the same performance requires less storage and shows faster results.

• MALSORI
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• no.67
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• pp.167-180
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• 2008

This paper describes a novel spectral envelope conversion method based on Gaussian mixture model (GMM). The core of this paper is rearranging source feature vectors in input space to the transformed feature vectors in feature space for the better modeling of GMM of source and target features. The quality of statistical modeling is dependent on the distribution and the dimension of data. The proposed method transforms both of the distribution and dimension of data and gives us the chance to model the same data with different configuration. Because the converted feature vectors should be on the input space, only source feature vectors are rearranged in the feature space and target feature vectors remain unchanged for the joint pdf of source and target features using KPCA. The experimental result shows that the proposed method outperforms the conventional GMM-based conversion method in various training environment.

• Speech Sciences
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• v.11 no.2
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• pp.237-245
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• 2004

In general, Gaussian mixture model(GMM) is used to estimate the speaker model for speaker identification. The parameter estimates of the GMM are obtained by using the expectation-maximization (EM) algorithm for the maximum likelihood(ML) estimation. However, if the number of mixtures isn't defined well in the GMM, those parameters are obtained inappropriately. The problem to find the number of components is significant to estimate the optimal parameter in mixture model. In this paper, to estimate the optimal number of mixtures, we propose the method that starts from the sufficient mixtures, after, the number is reduced by investigating the mutual information between mixtures for GMM. In result, we can estimate the optimal number of mixtures. The effectiveness of the proposed method is shown by the experiment using artificial data. Also, we performed the speaker identification applying the proposed method comparing with other approaches.

• Journal of the Korean Institute of Intelligent Systems
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• v.21 no.2
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• pp.254-259
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• 2011

For the emergency detecting in general CCTV environment of our daily life, the monitoring by only images through CCTV information occurs some problems especially in cost as well as man power. Therefore, in this paper, for detecting emergency state dynamically through CCTV as well as resolving some problems, we propose a detection and recognition method for emergency and non-emergency speech by GMM. The proposed method determine whether input speech is emergency or non-emergency speech by global GMM. If emergeny speech, local GMM is performed to classify the type of emergency speech. The proposed method is tested and verified by emergency and non-emergency speeches in various environmental conditions.

• The KIPS Transactions:PartB
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• v.12B no.4 s.100
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• pp.437-442
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• 2005

For the purpose of speaker normalization in speaker independent speech recognition systems, experiments are conducted on a method based on Gaussian mixture model(GMM). The method, which is an improvement of the previous study based on vector quantizer, consists of modeling the probability distribution of canonical feature vectors by a GMM with an appropriate number of clusters, and of estimating the warp factor of a test speaker by making use of the obtained probabilistic model. The purpose of this study is twofold: improving the existing ML based methods, and comparing the performance of what is called 'soft decision' method with that of the previous study based on vector quantizer. The effectiveness of the proposed method is investigated by recognition experiments on the TIMIT corpus. The experimental results showed that a little improvement could be obtained tv adjusting the number of clusters in GMM appropriately.