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:||Unnamed user with email firstname.lastname@example.org|
|Date Deposited:||02 Sep 2016 16:55|
|Last Modified:||21 Oct 2016 23:54|