Année
2017
Auteurs
ALQUIER Pierre, GUEDJ B.
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.
ALQUIER, P. et GUEDJ, B. (2017). An oracle inequality for quasi-Bayesian nonnegative matrix factorization. Mathematical Methods of Statistics, 26(1), pp. 55-67.