A particle-based variational approach to Bayesian Non-negative Matrix Factorization

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to provide a principled understanding of the non-identifiability inherent in NMF-- an issue ideally addressed by a Bayesian approach... (read more)

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