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An oracle inequality for quasi-Bayesian nonnegative matrix factorization
Mathematical Methods of Statistics Pub Date : 2017-05-26 , DOI: 10.3103/s1066530717010045
P. Alquier , B. Guedj

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.

中文翻译:

拟贝叶斯非负矩阵分解的oracle不等式

本文的目的是提供对非负矩阵分解的拟贝叶斯聚合方法的一些理论理解。我们为汇总的估计量得出一个oracle不等式。该结果适用于非常普通的先验分布类别,并显示先验如何影响收敛速度。
更新日期:2017-05-26
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