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This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

A robust algorithm for non-negative matrix factorization (NMF) is presented in this paper with the purpose of dealing with large-scale data, where the separability assumption is satisfied. In particular, we modify the Linear Programming…

Machine Learning · Statistics 2014-01-10 Jason Gejie Liu , Shuchin Aeron

Maximum likelihood estimation is effective for identifying dynamical systems, but applying it to large networks becomes computationally prohibitive. This paper introduces a maximum likelihood estimation method that enables identification of…

Systems and Control · Electrical Eng. & Systems 2025-11-06 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices and has been widely used for unsupervised learning tasks such as product recommendation based on a rating matrix. However, although…

Social and Information Networks · Computer Science 2015-04-03 Junyu Xuan , Jie Lu , Xiangfeng Luo , Guangquan Zhang

Mechanistic network models specify the mechanisms by which networks grow and change, allowing researchers to investigate complex systems using both simulation and analytical techniques. Unfortunately, it is difficult to write likelihoods…

Methodology · Statistics 2023-07-19 Jonathan Larson , Jukka-Pekka Onnela

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…

Machine Learning · Computer Science 2014-01-14 Sinan Yildirim , A. Taylan Cemgil , Sumeetpal S. Singh

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…

Disordered Systems and Neural Networks · Physics 2008-08-07 Diego Garlaschelli , Maria I. Loffredo

Nonnegative matrix factorization (NMF) has been actively investigated and used in a wide range of problems in the past decade. A significant amount of attention has been given to develop NMF algorithms that are suitable to model time series…

Machine Learning · Computer Science 2017-09-04 Nasser Mohammadiha , Paris Smaragdis , Ghazaleh Panahandeh , Simon Doclo

Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative…

Machine Learning · Statistics 2013-12-06 Jim Jing-Yan Wang

This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent and efficient. In addition, it is more generally applicable…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Anders Hansson , João Victor Galvão da Mata , Martin S. Andersen

Non-Negative Matrix Factorization (NMF) is a widely used dimension reduction method that factorizes a non-negative data matrix into two lower dimensional non-negative matrices: One is the basis or feature matrix which consists of the…

Applications · Statistics 2022-11-03 Yun Cai , Hong Gu , Toby Kenney

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

Methodology · Statistics 2016-02-16 Hien D. Nguyen , Geoffrey J. McLachlan

Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices…

Methodology · Statistics 2021-07-05 Phillip Shreeves , Jeffrey L. Andrews , Xinchen Deng , Ramie Ali-Adeeb , Andrew Jirasek

We introduce a new method based on nonnegative matrix factorization, Neural NMF, for detecting latent hierarchical structure in data. Datasets with hierarchical structure arise in a wide variety of fields, such as document classification,…

Machine Learning · Computer Science 2023-03-02 Tyler Will , Runyu Zhang , Eli Sadovnik , Mengdi Gao , Joshua Vendrow , Jamie Haddock , Denali Molitor , Deanna Needell

Non-negative Matrix Factorization (NMF) has proven to be a powerful unsupervised learning method for uncovering hidden features in complex and noisy data sets with applications in data mining, text recognition, dimension reduction, face…

This paper describes a new algorithm for computing Nonnegative Low Rank Matrix (NLRM) approximation for nonnegative matrices. Our approach is completely different from classical nonnegative matrix factorization (NMF) which has been studied…

Optimization and Control · Mathematics 2020-06-18 Guang-Jing Song , Michael Kwok-Po Ng

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure…

Econometrics · Economics 2026-01-08 Lucas Resende , Guillaume Lecué , Lionel Wilner , Philippe Choné

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 2014-07-08 Lorenzo Finesso , Peter Spreij

Non-negative matrix factorization (NMF) has become a popular method for representing meaningful data by extracting a non-negative basis feature from an observed non-negative data matrix. Some of the unique features of this method in…

Optimization and Control · Mathematics 2022-11-15 Sajad Fathi Hafshejani , Zahra Moaberfard

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability…

Statistics Theory · Mathematics 2015-10-01 Grigory Alexandrovich , Hajo Holzmann , Anna Leister
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