A Comparative Study of Gamma Markov Chains for Temporal Non-Negative Matrix Factorization
نویسندگان
چکیده
Non-negative matrix factorization (NMF) has become a well-established class of methods for the analysis non-negative data. In particular, lot effort been devoted to probabilistic NMF, namely estimation or inference tasks in models describing data, based example on Poisson exponential likelihoods. When dealing with time series several works have proposed model evolution activation coefficients as Markov chain, most relation Gamma distribution, giving rise so-called temporal NMF models. this paper, we review four chains literature, and show that they all share same drawback: absence well-defined stationary distribution. We then introduce fifth process, an overlooked literature named BGAR(1), which overcomes limitation. These are compared MAP framework prediction task, context likelihood.
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2021
ISSN: ['1053-587X', '1941-0476']
DOI: https://doi.org/10.1109/tsp.2021.3060000