Pseudo-marginal Markov Chain Monte Carlo for Nonnegative Matrix Factorization

Du, Junfu and Zhong, Mingjun (2016) Pseudo-marginal Markov Chain Monte Carlo for Nonnegative Matrix Factorization. Neural Processing Letters, 45 (553). ISSN 1370-4621

Full content URL: https://link.springer.com/article/10.1007/s11063-0...

Documents
PMCMC.pdf

Request a copy
[img] PDF
PMCMC.pdf - Whole Document
Restricted to Repository staff only

545kB
Item Type:Article
Item Status:Live Archive

Abstract

A pseudo-marginal Markov chain Monte Carlo (PMCMC) method is proposed for nonnegative matrix factorization (NMF). The sampler jointly simulates the joint posterior distribution for the nonnegative matrices and the matrix dimensions which indicate the number of the nonnegative components in the NMF model. We show that the PMCMC sampler is a generalization of a version of the reversible jump Markov chain Monte Carlo. An illustrative synthetic data was used to demonstrate the ability of the proposed PMCMC sampler in inferring the nonnegative matrices and as well as the matrix dimensions. The proposed sampler was also applied to a nuclear magnetic resonance spectroscopy data to infer the number of nonnegative components.

Additional Information:The final published version of this article can be accessed online at https://link.springer.com/article/10.1007/s11063-016-9542-x
Keywords:Pseudo-marginal Markov Chain Monte Carlo; Nonnegative matrix factorization; Reversible jump Markov Chain Monte Carlo
Subjects:G Mathematical and Computer Sciences > G760 Machine Learning
Divisions:College of Science > School of Computer Science
ID Code:31793
Deposited On:25 Oct 2018 15:06

Repository Staff Only: item control page