LPP - Laboratoire Paul Painlevé - UMR 8524, Université de Lille, Sciences et Technologies, Inria Lille - Nord Europe, METRICS - Evaluation des technologies de santé et des pratiques médicales - ULR 2694, Polytech Lille - École polytechnique universitaire de Lille
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 .
https://hal.inria.fr/hal-01251878 Contributor : Benjamin GuedjConnect in order to contact the contributor Submitted on : Tuesday, June 26, 2018 - 10:08:04 AM Last modification on : Sunday, June 26, 2022 - 11:04:52 AM Long-term archiving on: : Wednesday, September 26, 2018 - 8:54:43 PM