AI Chat AI Image Generator AI Video Text to Speech

An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models

01/11/2014

∙

by Sinan Yıldırım, et al.

∙

∙

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.

Sinan Yıldırım
13 publications
A. Taylan Cemgil
10 publications
Sumeetpal S. Singh
19 publications

page 1

page 2

page 3

page 4

research

∙ 08/31/2017

A State-Space Approach to Dynamic Nonnegative Matrix Factorization

Nonnegative matrix factorization (NMF) has been actively investigated an...

0 Nasser Mohammadiha, et al. ∙

research

∙ 09/16/2017

Nonnegative HMM for Babble Noise Derived from Speech HMM: Application to Speech Enhancement

Deriving a good model for multitalker babble noise can facilitate differ...

0 Nasser Mohammadiha, et al. ∙

research

∙ 02/11/2019

Divergence-Based Motivation for Online EM and Combining Hidden Variable Models

Expectation-Maximization (EM) is the fallback method for parameter estim...

0 Ehsan Amid, et al. ∙

research

∙ 06/05/2021

Parameter Estimation for Grouped Data Using EM and MCEM Algorithms

Nowadays, the confidentiality of data and information is of great import...

0 Zahra A. Shirazi, et al. ∙

research

∙ 03/23/2020

Deterministic Approximate EM Algorithm; Application to the Riemann Approximation EM and the Tempered EM

The Expectation Maximisation (EM) algorithm is widely used to optimise n...

0 Thomas Lartigue, et al. ∙

research

∙ 11/21/2022

Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood

This paper considers nonlinear dynamic models where the main parameter o...

0 Christian Gourieroux, et al. ∙

research

∙ 04/18/2020

A Variational Expectation-Maximisation Algorithm for Learning Jump Markov Linear Systems

Jump Markov linear systems (JMLS) are a useful class which can be used t...

0 Mark P. Balenzuela, et al. ∙