We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...
The Hierarchical Hidden Markov Model (HHMM) is a well formalized tool suitable to model complex patterns in long temporal or spatial sequences. Even if effective algorithms are ava...
The expectation maximization (EM) algorithm is a popular algorithm for parameter estimation in models with hidden variables. However, the algorithm has several non-trivial limitat...
We present a method coupling multiple switching linear models. The coupled switching linear model is an interactive process of two switching linear models. Coupling is given throu...
Mun Ho Jeong, Yoshinori Kuno, Nobutaka Shimada, Yo...
This paper explores the issue of recognizing, generalizing and reproducing arbitrary gestures. We aim at extracting a representation that encapsulates only the key aspects of the ...