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An Oracle Inequality for Quasi-Bayesian Non-Negative Matrix Factorization
Abstract : 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 .
Cited literature [50 references]
https://hal.inria.fr/hal-01251878
Contributor : Benjamin Guedj <>
Submitted on : Tuesday, June 26, 2018 - 10:08:04 AM
Last modification on : Thursday, April 22, 2021 - 1:20:02 PM
Long-term archiving on: : Wednesday, September 26, 2018 - 8:54:43 PM
Contributor : Benjamin Guedj <>
Submitted on : Tuesday, June 26, 2018 - 10:08:04 AM
Last modification on : Thursday, April 22, 2021 - 1:20:02 PM
Long-term archiving on: : Wednesday, September 26, 2018 - 8:54:43 PM
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