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arXiv · 1401.2490

An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models

Sinan Yildirim·A. Taylan Cemgil·Sumeetpal S. Singh
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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.

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Sinan Yildirim, A. Taylan Cemgil, Sumeetpal S. Singh. 2014-01-11. An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models. https://doi.org/10.3182/20120711-3-be-2027.00312

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