An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models
classification
💻 cs.LG
stat.COstat.ML
keywords
onlinealgorithmexpectation-maximisationfactorisationmatrixmodelsnonnegativeproblem
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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.
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