An Oracle Inequality for Quasi-Bayesian Non-Negative Matrix Factorization
نویسندگان
چکیده
The aim of this paper is to provide some theoretical understanding of Bayesian non-negative matrix factorization methods. We derive an oracle inequality for a quasi-Bayesian estimator. This result holds for a very general class of prior distributions and shows how the prior affects the rate of convergence. We illustrate our theoretical results with a short numerical study along with a discussion on existing implementations.
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تاریخ انتشار 2018