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Articles (2017), Mathematical Methods of Statistics, 26 (1), pp. 55-67

An oracle inequality for quasi-Bayesian nonnegative matrix factorization

ALQUIER Pierre , Guedj B.

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. Lien vers l'article

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