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Curve Clustering via the Split Learning of Mixtures of Gaussian Processes; Curve Clustering via the Split Learning of Mixtures of Gaussian Processes
Zhe Qiang ; Jiahui Luo ; Jinwen Ma
2016
关键词Curve clustering Mixture of Gaussian processes EM algorithm Parameter estimation Model selection Curve clustering Mixture of Gaussian processes EM algorithm Parameter estimation Model selection
英文摘要Data in various research fields can be gathered as repeated measure curves. Although they consist of finite points,it is usually valuable to consider them as sample curves of stochastic processes so that curve clustering is necessary for the modelling and analysis of these latent stochastic processes. In this paper, we model these curves through a hierachical mixture of Gaussian processes and propose a split EM algorithm to learn the parameters of the mixture of Gaussian processes with automated model selection and thus to cluster these curves according to the Gaussian processes. Specifically, during each iteration of the proposed split EM algorithm, one Gaussian process is selected with the highest acceptance probability for splitting and then it is split into two Gaussian processes whose first two moments keep the same as those of it. It is demonstrated by the experiments on both synthetic and real datasets that our proposed split EM is robust and effective for curve clustering and even outperform the conve...; Data in various research fields can be gathered as repeated measure curves. Although they consist of finite points,it is usually valuable to consider them as sample curves of stochastic processes so that curve clustering is necessary for the modelling and analysis of these latent stochastic processes. In this paper, we model these curves through a hierachical mixture of Gaussian processes and propose a split EM algorithm to learn the parameters of the mixture of Gaussian processes with automated model sele; IEEE Beijing Section、IET Beijing Local Network、Beijing Jiaotong University; 6
语种英语
出处知网
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/479726]  
专题数学科学学院
推荐引用方式
GB/T 7714
Zhe Qiang,Jiahui Luo,Jinwen Ma. Curve Clustering via the Split Learning of Mixtures of Gaussian Processes, Curve Clustering via the Split Learning of Mixtures of Gaussian Processes. 2016-01-01.
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