Chains are vector-valued signals sampling a curve. They are important to motion signal processing and to many scientific applications including location sensors. We propose a novel measure of smoothness for chains curves by generalizing the scalar-valued concept of monotonicity. Monotonicity can be defined by the connectedness of the inverse image of balls. This definition is coordinate-invariant and can be computed efficiently over chains. Monotone curves can be discontinuous, but continuous monotone curves are differentiable a.e. Over chains, a simple sphere-preserving filter shown to never decrease the degree of monotonicity. It outperforms moving average filters over a synthetic data set. Applications include Time Series Segmentation, chain reconstruction from unordered data points, Optical Character Recognition, and Pattern Matching.
One approach to chain smoothing is to use B-splines and Bezier curves with the @math norm @cite_6 . Correspondingly, we could measure the smoothness'' of a chain by measuring how closely one can fit it to a smooth curve. Our approach differs in that we do not use polygonal approximations or curve fitting: we consider chains to be first-class citizens.
@cite_6
2094248329
A hierarchical Bayes Gaussian Mixture Model (HBGMM) with adaptive sparsity is proposed.We impose our hierarchical Bayes prior on the entries of precision matrices in GMM to encourage sparsity.Our adaptive sparsity can reduce the dimensionality of the parameters in GMM to be estimated.Our HBGMM method does not involve any hyperparameters to be estimated, i.e., it is hyperparameter-free. Gaussian Mixture Model (GMM) has been widely used in statistics for its great flexibility. However, parameter estimation for GMM with high dimensionality is a challenge because of the large number of parameters and the lack of observation data. In this paper, we propose an effective method named hierarchical Bayes based Adaptive Sparsity in Gaussian Mixture Model (ASGMM) to estimate the parameters in a GMM by incorporating a two-layer hierarchical Bayes based adaptive sparsity prior. The prior we impose on the precision matrices can encourage sparsity and hence reduce the dimensionality of the parameters to be estimated. In contrast to the l 1 -norm penalty or Laplace prior, our approach does not involve any hyperparameters that must be tuned, and the sparsity adapts to the observation data. The proposed method is achieved by three steps: first, we formulate an adaptive hierarchical Bayes model of the precision matrices in the GMM with a Jeffrey's noninformative hyperprior, which expresses scale-invariance and, more importantly, is hyperparameter-free and unbiased. Second, we perform a Cholesky decomposition on the precision matrices to impose the positive definite property. Finally, we exploit the expectation maximization (EM) algorithm to obtain the final estimated parameters in the GMM. Experimental results on synthetic and real-world datasets demonstrate that ASGMM cannot only adapt the sparsity of high-dimensional data with small estimated error, but also achieve better clustering performance comparing with several classical methods.