Related papers: Stochastic Matrix Factorization
Dimensionality reduction and matrix factorization techniques are important and useful machine-learning techniques in many fields. Nonnegative matrix factorization (NMF) is particularly useful for spectral analysis and image processing in…
Low-rank matrix factorizations are a class of linear models widely used in various fields such as machine learning, signal processing, and data analysis. These models approximate a matrix as the product of two smaller matrices, where the…
Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within…
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 $H\in\R_+^{k\times n}$…
The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…
Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…
Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…
By combining related objects, unsupervised machine learning techniques aim to reveal the underlying patterns in a data set. Non-negative Matrix Factorization (NMF) is a data mining technique that splits data matrices by imposing…
Positive-definite matrices materialize as state transition matrices of linear time-invariant gradient flows, and the composition of such materializes as the state transition after successive steps where the driving potential is suitably…
This article presents a novel approach to solving the sparsity-constrained Orthogonal Nonnegative Matrix Factorization (SCONMF) problem, which requires decomposing a non-negative data matrix into the product of two lower-rank non-negative…
Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…
Traditional nonnegative matrix factorization (NMF) learns a new feature representation on the whole data space, which means treating all features equally. However, a subspace is often sufficient for accurate representation in practical…
We study a general factor analysis framework where the $n$-by-$p$ data matrix is assumed to follow a general exponential family distribution entry-wise. While this model framework has been proposed before, we here further relax its…
In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…
A collaborative convex framework for factoring a data matrix $X$ into a non-negative product $AS$, with a sparse coefficient matrix $S$, is proposed. We restrict the columns of the dictionary matrix $A$ to coincide with certain columns of…
We characterize when a size-2 positive semidefinite (psd) factorization of a positive matrix of rank 3 and psd rank 2 is unique. The characterization is obtained using tools from rigidity theory. In the first step, we define…
A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…
Fully unsupervised topic models have found fantastic success in document clustering and classification. However, these models often suffer from the tendency to learn less-than-meaningful or even redundant topics when the data is biased…
In myriad statistical applications, data are collected from related but heterogeneous sources. These sources share some commonalities while containing idiosyncratic characteristics. One of the most fundamental challenges in such scenarios…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…