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1/68
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2/68
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3/68
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5/68
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6/68
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7/68
R
R2
R
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8/68
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9/68
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10/68
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11/68
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14/68
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R
R
2
H 0 H 1
P (X |H o)P (X |H
1)
≥ ϑ accept H o< ϑ reject H o
P (X |H i) i = 0, 1
H i
ϑ
H 0
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19/68
R
wi p(x|λ)
0.6 + 0.3 + 0.1 = 1
P (X |H 0)
P (X |H 1)
P (X |H i)
p(x|λ) =N
i=1 wi pi(x)
pi(x)
wi
pi(x) = 1
(2Π)D/2
|
i |1/2 exp
−1
2(x − µi)
(
i)−1
(x − µi)
µi
i
λ = {wi, µi,
i}
0 ≤ p(x|λ), pi(x) ≥ 1
p(x|λ)
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λ
p(X |λk+1
) ≥ p(X |λk
)
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21/68
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x
x
x
= x − µσ
µ
σ
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X = {x1, x2,...,xT }
i
P (i|x j) = wi pi(xt)M
k wk pk(xt)
P (i|x j) xt
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29/68
N i =T
j P (i|x j, ), E i(x) =
1Ni
T j P (i|x j)x j,
E i(x
2
) = 1Ni
T j P (i|x j)x
2
j
λi
λi = α
w
iNin
+ (1 − αw
i )wi
w
i = λiN
i
λi
, µ
i = αµi E i(x)+(1−α
µi )µi, σ
2
i = ασi E i(x
2
)+(1−ασi )(σ2
i + µ2
i )σi−µ2
i
{αw, αµ, ασ}
p
αw
i = N i
N i + rp
r = 0 → α = 1
µ
i = E i(x)
ΛM = p(H M |x, θ) p(
H M |x, θ)
logΛM = log p(H M |x,
θ) − log p( H M |x, θ)
p( H M |x, θ)
H M
x
M
x
logΛM p(
H M |x, θ)
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30/68
p( H M |x, θ)
= p(H W |x, θ)
W
8%
8%
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wi
τ = µi − ασi
τ
(µi, σi) α
α
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36/68
rp
αi
αi
αi
− − −
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37/68
−
−
− − − −
− −
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38/68
− − − −
− − − −
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39/68
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8/18/2019 ALIZE Evaluation
40/68
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−− −− − −
− − − − −
− −
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45/68
−− −−
−− −−
−− −−
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46/68
−− −−
−− −− −−
−− −− −− −−
−
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47/68
− − − −
− − −
− − − −
− − −
-
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48/68
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8/18/2019 ALIZE Evaluation
49/68
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50/68
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