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[hts-users:02572] Re: About the parameter generation algorithm


Hi,

(02/08/2010 14:53), 那兴宇 wrote:

> I am reading the source codes of hts_engine and I met up with this question.
> Why does the numerical solution of WUW*C=WUM work in the order of time length instead of vector length?
> Does the decomposition and substitution method work out that way?

Because hts_engine assumes diagonal covariance matrices, we can perform the decomposition and
substitution for each dimension separately.  So WUW and WUM work in the order of time length (T)
instead of vector length (M*T).  This is more memory efficient than solving all dimensions
simultaneously.

HMGenS supports both diagonal & full covariance matrices.  If you use HMGenS with full covariance
matrices, WUW and WUM work in the order of vector length.

Regards,

Heiga ZEN (Byung Ha CHUN)

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References
[hts-users:02571] About the parameter generation algorithm, 那兴宇