Mathematical Methods of Statistics

, Volume 26, Issue 1, pp 55–67 | Cite as

An oracle inequality for quasi-Bayesian nonnegative matrix factorization

Article

Abstract

The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods of nonnegative matrix factorization. We derive an oracle inequality for an aggregated estimator. This result holds for a very general class of prior distributions and shows how the prior affects the rate of convergence.

Keywords

nonnegative matrix factorization oracle inequality PAC-Bayesian bounds 

2010 Mathematics Subject Classification

primary 62H99 secondary 62F35 68T05 65C05 

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Copyright information

© Allerton Press, Inc. 2017

Authors and Affiliations

  1. 1.CREST, ENSAEUniv. Paris SaclayParisFrance
  2. 2.Modal Project-TeamInria Lille – Nord Europe Research CenterParisFrance

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