Peter Sykacek, Stephen J. Roberts
This paper proposes an approach to classiﬁcation of adjacent segments of a time series as being either of classes. We use a hierarchical model that consists of a feature extraction stage and a generative classiﬁer which is built on top of these features. Such two stage approaches are often used in signal and image processing. The novel part of our work is that we link these stages probabilistically by using a latent feature space. To use one joint model is a Bayesian requirement, which has the advantage to fuse information according to its certainty. The classiﬁer is implemented as hidden Markov model with Gaussian and Multinomial observation distributions deﬁned on a suitably chosen representation of autoregressive models. The Markov dependency is mo- tivated by the assumption that successive classiﬁcations will be corre- lated. Inference is done with Markov chain Monte Carlo (MCMC) tech- niques. We apply the proposed approach to synthetic data and to classi- ﬁcation of EEG that was recorded while the subjects performed different cognitive tasks. All experiments show that using a latent feature space results in a signiﬁcant improvement in generalization accuracy. Hence we expect that this idea generalizes well to other hierarchical models.