The variational hierarchical EM algorithm for clustering hidden Markov models.

In this paper, we derive a novel algorithm to cluster hidden Markov models (HMMs) according to their probability distributions. We propose a variational hierarchical EM algorithm that i) clusters a given collection of HMMs into groups of HMMs that are similar, in terms of the distributions they represent, and ii) characterizes each group by a ``cluster center'', i.e., a novel HMM that is representative for the group. We illustrate the benefits of the proposed algorithm on hierarchical clustering of motion capture sequences as well as on automatic music tagging.