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Aggregated Wasserstein Distance and State Registration for Hidden Markov Models

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Published in 2020 at "IEEE Transactions on Pattern Analysis and Machine Intelligence"

DOI: 10.1109/tpami.2019.2908635

Abstract: We propose a framework, named Aggregated Wasserstein, for computing a dissimilarity measure or distance between two Hidden Markov Models with state conditional distributions being Gaussian. For such HMMs, the marginal distribution at any time position… read more here.

Keywords: hidden markov; distance; wasserstein distance; markov models ... See more keywords