An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models
Machine Learning
2014-01-14 v1 Computation
Machine Learning
Abstract
In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples.
Cite
@article{arxiv.1401.2490,
title = {An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models},
author = {Sinan Yildirim and A. Taylan Cemgil and Sumeetpal S. Singh},
journal= {arXiv preprint arXiv:1401.2490},
year = {2014}
}
Comments
6 pages, 3 figures