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Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-based identification such as the positive lower triangular…

Econometrics · Economics 2025-02-12 Darjus Hosszejni , Sylvia Frühwirth-Schnatter

We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties…

Machine Learning · Statistics 2017-01-23 Aaron Schein , Mingyuan Zhou , Hanna Wallach

This work explores non-negative low-rank matrix factorization based on regularized Poisson models (PF or "Poisson factorization" for short) for recommender systems with implicit-feedback data. The properties of Poisson likelihood allow a…

Machine Learning · Computer Science 2022-02-25 David Cortes

In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…

Statistics Theory · Mathematics 2019-05-31 Anwar Hassan , Ishfaq Shah Ahmad , Peer Bilal Ahmad

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of…

Machine Learning · Statistics 2016-04-19 Andreas Damianou , Neil D. Lawrence , Carl Henrik Ek

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro

Beta-binomial/Poisson models have been used by many authors to model multivariate count data. Lora and Singer (Statistics in Medicine, 2008) extended such models to accommodate repeated multivariate count data with overdipersion in the…

Methodology · Statistics 2010-03-08 Mayra Ivanoff Lora , Julio M Singer

We propose a multivariate probability distribution that models a linear correlation between binary and continuous variables. The proposed distribution is a natural extension of the previously developed multivariate binary distribution. As…

Methodology · Statistics 2023-02-14 Takashi Arai

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Over the years, data have become increasingly higher dimensional, which has prompted an increased need for dimension reduction techniques. This is perhaps especially true for clustering (unsupervised classification) as well as…

Methodology · Statistics 2019-11-21 Michael P. B. Gallaugher , Paul D. McNicholas

Non-negative matrix factorization (NMF) is widely used for dimensionality reduction and interpretable analysis, but standard formulations are unsupervised and cannot directly exploit class labels. Existing supervised or semi-supervised…

Machine Learning · Computer Science 2025-10-14 Kenichi Satoh

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data…

Methodology · Statistics 2013-09-09 Lingsong Zhang , J. S. Marron , Shu Lu

We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and…

Machine Learning · Computer Science 2016-10-28 Thomas Brouwer , Jes Frellsen , Pietro Lio'

A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…

Methodology · Statistics 2023-11-15 Andrea Payne , Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix $V \in \R_+^{m\times n}$ find, for assigned $k$, nonnegative matrices $W\in\R_+^{m\times k}$ and $H\in\R_+^{k\times n}$…

Optimization and Control · Mathematics 2007-05-23 Lorenzo Finesso , Peter Spreij

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

Methodology · Statistics 2021-03-15 J. Mulder , H. Hoijtink , X. Gu

In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…

Methodology · Statistics 2018-04-20 Rosanna Verde , Antonio Irpino
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