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In this report, a novel efficient algorithm for recovery of jointly sparse signals (sparse matrix) from multiple incomplete measurements has been presented, in particular, the NESTA-based MMV optimization method. In a nutshell, the jointly…

Information Theory · Computer Science 2009-05-21 Lianlin Li , Fang Li

Time series aggregation (TSA) aims to construct temporally aggregated optimization models that accurately represent the output space of their full-scale counterparts while using a significantly reduced temporal dimensionality. This paper…

Optimization and Control · Mathematics 2026-03-16 Thomas Klatzer , David Cardona-Vasquez , Luca Santosuosso , Sonja Wogrin

Matrix factorization techniques have been widely used as a method for collaborative filtering for recommender systems. In recent times, different variants of deep learning algorithms have been explored in this setting to improve the task of…

Machine Learning · Computer Science 2019-03-26 Vaibhav Krishna , Tian Guo , Nino Antulov-Fantulin

Nonnegative matrix factorization (NMF) is a linear dimensionality technique for nonnegative data with applications such as image analysis, text mining, audio source separation and hyperspectral unmixing. Given a data matrix $M$ and a…

Machine Learning · Computer Science 2021-04-14 Junjun Pan , Nicolas Gillis

We present a discrete-time algorithm for nonuniform sampling rate conversion that presents low computational complexity and memory requirements. It generalizes arbitrary sampling rate conversion by accommodating time-varying conversion…

Signal Processing · Electrical Eng. & Systems 2021-05-17 Pablo Martínez-Nuevo

Non-negative blind source separation (non-negative BSS), which is also referred to as non-negative matrix factorization (NMF), is a very active field in domains as different as astrophysics, audio processing or biomedical signal processing.…

Machine Learning · Statistics 2014-10-27 Jérémy Rapin , Jérôme Bobin , Anthony Larue , Jean-Luc Starck

Forecasting multivariate time series data, such as prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between…

Machine Learning · Computer Science 2019-09-20 Shun-Yao Shih , Fan-Keng Sun , Hung-yi Lee

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

This work proposes a new algorithm for automated and simultaneous phenotyping of multiple co-occurring medical conditions, also referred as comorbidities, using clinical notes from the electronic health records (EHRs). A basic latent factor…

Machine Learning · Statistics 2016-09-21 Shalmali Joshi , Suriya Gunasekar , David Sontag , Joydeep Ghosh

Non-negative Matrix Factorization (NMF) is a popular tool for data exploration. Bayesian NMF promises to also characterize uncertainty in the factorization. Unfortunately, current inference approaches such as MCMC mix slowly and tend to get…

Machine Learning · Statistics 2016-10-28 M. Arjumand Masood , Finale Doshi-Velez

Nonnegative matrix factorization (NMF) was popularized as a tool for data mining by Lee and Seung in 1999. NMF attempts to approximate a matrix with nonnegative entries by a product of two low-rank matrices, also with nonnegative entries.…

Information Retrieval · Computer Science 2008-05-02 Michael Biggs , Ali Ghodsi , Stephen Vavasis

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

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Charul , Uttkarsha Bhatt , Pravesh Biyani , Ketan Rajawat

This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Xuan Wang , Jorge Cortes

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…

Computer Vision and Pattern Recognition · Computer Science 2022-04-19 Junhang Li , Jiao Wei , Can Tong , Tingting Shen , Yuchen Liu , Chen Li , Shouliang Qi , Yudong Yao , Yueyang Teng

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

We propose an efficient distributed out-of-memory implementation of the Non-negative Matrix Factorization (NMF) algorithm for heterogeneous high-performance-computing (HPC) systems. The proposed implementation is based on prior work on…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-14 Ismael Boureima , Manish Bhattarai , Maksim Eren , Erik Skau , Philip Romero , Stephan Eidenbenz , Boian Alexandrov

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal…

Optimization and Control · Mathematics 2018-10-15 Gabriel Schamberg , Demba Ba , Todd P. Coleman

Using nonnegative/binary matrix factorization (NBMF), a matrix can be decomposed into a nonnegative matrix and a binary matrix. Our analysis of facial images, based on NBMF and using the Fujitsu Digital Annealer, leads to successful image…

Computer Vision and Pattern Recognition · Computer Science 2020-07-03 Hinako Asaoka , Kazue Kudo

The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely…

Information Theory · Computer Science 2018-08-23 Ewout van den Berg , Michael P. Friedlander