Related papers: Fast L1-NMF for Multiple Parametric Model Estimati…

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…

Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…

The importance of unsupervised clustering and topic modeling is well recognized with ever-increasing volumes of text data. In this paper, we propose a fast method for hierarchical clustering and topic modeling called HierNMF2. Our method is…

This paper provides a comprehensive estimation framework via nuclear norm plus $l_1$ norm penalization for high-dimensional approximate factor models with a sparse residual covariance. The underlying assumptions allow for non-pervasive…

We show how to incorporate information from labeled examples into nonnegative matrix factorization (NMF), a popular unsupervised learning algorithm for dimensionality reduction. In addition to mapping the data into a space of lower…

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Nonnegative matrix factorization (NMF) is a prominent technique for data dimensionality reduction that has been widely used for text mining, computer vision, pattern discovery, and bioinformatics. In this paper, a framework called ARkNLS…

We propose a new algorithm for estimating NARMAX models with $L_1$ regularization for models represented as a linear combination of basis functions. Due to the $L_1$-norm penalty the Lasso estimation tends to produce some coefficients that…

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Analyzing the underlying structure of multiple time-sequences provides insights into the understanding of social networks and human activities. In this work, we present the \emph{Bayesian nonparametric Poisson process allocation} (BaNPPA),…

The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the…

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…

RANSAC and its variants are widely used for robust estimation, however, they commonly follow a greedy approach to finding the highest scoring model while ignoring other model hypotheses. In contrast, Iteratively Reweighted Least Squares…

Nonnegative Matrix Factorization (NMF) models are widely used to recover linearly mixed nonnegative data. When the data is made of samplings of continuous signals, the factors in NMF can be constrained to be samples of nonnegative rational…