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An online expectation-maximisation algorithm for nonnegative matrix factorisation models

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 1474-6670

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Abstract

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.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Signal Processing and Communications
Depositing User: Unnamed user with email sms67@cam.ac.uk
Date Deposited: 02 Sep 2016 16:55
Last Modified: 26 Sep 2016 06:59
DOI: