Yildinm, S and Cemgil, AT and Singh, SS (2012) An online expectation-maximisation algorithm for nonnegative matrix factorisation models. IFAC Proceedings Volumes (IFAC-PapersOnline), 16. pp. 494-499. ISSN 1474-6670Full text not available from this repository.
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 unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.
|Divisions:||Div F > Signal Processing and Communications|
|Depositing User:||Cron Job|
|Date Deposited:||09 Dec 2016 17:56|
|Last Modified:||23 Feb 2017 05:11|