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An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models (1401.2490v1)
Published 11 Jan 2014 in cs.LG, stat.CO, and stat.ML
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.