An Oracle Inequality for Quasi-Bayesian Non-Negative Matrix Factorization

The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods non-negative 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.Comment: This is the corrected version of the published paper P. Alquier, B. Guedj, An Oracle Inequality for Quasi-Bayesian Non-negative Matrix Factorization, Mathematical Methods of Statistics, 2017, vol. 26, no. 1, pp. 55-67. Since then Arnak Dalalyan (ENSAE) found a mistake in the proofs. We fixed the mistake at the price of a slightly different logarithmic term in the boun

Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between international scientific teams by disseminating ideas through both specific oral/poster presentations and free discussions. For its second edition, the iTWIST workshop took place in the medieval and picturesque town of Namur in Belgium, from Wednesday August 27th till Friday August 29th, 2014. The workshop was conveniently located in "The Arsenal" building within walking distance of both hotels and town center. iTWIST'14 has gathered about 70 international participants and has featured 9 invited talks, 10 oral presentations, and 14 posters on the following themes, all related to the theory, application and generalization of the "sparsity paradigm": Sparsity-driven data sensing and processing; Union of low dimensional subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph sensing/processing; Blind inverse problems and dictionary learning; Sparsity and computational neuroscience; Information theory, geometry and randomness; Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?; Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website: http://sites.google.com/site/itwist1

ACCOUNTING FOR PHASE CANCELLATIONS IN NON-NEGATIVE MATRIX FACTORIZATION USING WEIGHTED DISTANCES

(c)2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. Published in: Proc IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2014), Florence, Italy, 5-9 May 2014

Multichannel high resolution NMF for modelling convolutive mixtures of non-stationary signals in the time-frequency domain

Several probabilistic models involving latent components have been proposed for modeling time-frequency (TF) representations of audio signals such as spectrograms, notably in the nonnegative matrix factorization (NMF) literature. Among them, the recent high-resolution NMF (HR-NMF) model is able to take both phases and local correlations in each frequency band into account, and its potential has been illustrated in applications such as source separation and audio inpainting. In this paper, HR-NMF is extended to multichannel signals and to convolutive mixtures. The new model can represent a variety of stationary and non-stationary signals, including autoregressive moving average (ARMA) processes and mixtures of damped sinusoids. A fast variational expectation-maximization (EM) algorithm is proposed to estimate the enhanced model. This algorithm is applied to piano signals, and proves capable of accurately modeling reverberation, restoring missing observations, and separating pure tones with close frequencies

Blind source separation using statistical nonnegative matrix factorization

PhD ThesisBlind Source Separation (BSS) attempts to automatically extract and track a signal of interest in real world scenarios with other signals present. BSS addresses the problem of recovering the original signals from an observed mixture without relying on training knowledge. This research studied three novel approaches for solving the BSS problem based on the extensions of non-negative matrix factorization model and the sparsity regularization methods. 1) A framework of amalgamating pruning and Bayesian regularized cluster nonnegative tensor factorization with Itakura-Saito divergence for separating sources mixed in a stereo channel format: The sparse regularization term was adaptively tuned using a hierarchical Bayesian approach to yield the desired sparse decomposition. The modified Gaussian prior was formulated to express the correlation between different basis vectors. This algorithm automatically detected the optimal number of latent components of the individual source. 2) Factorization for single-channel BSS which decomposes an information-bearing matrix into complex of factor matrices that represent the spectral dictionary and temporal codes: A variational Bayesian approach was developed for computing the sparsity parameters for optimizing the matrix factorization. This approach combined the advantages of both complex matrix factorization (CMF) and variational -sparse analysis. BLIND SOURCE SEPARATION USING STATISTICAL NONNEGATIVE MATRIX FACTORIZATION ii 3) An imitated-stereo mixture model developed by weighting and time-shifting the original single-channel mixture where source signals can be modelled by the AR processes. The proposed mixing mixture is analogous to a stereo signal created by two microphones with one being real and another virtual. The imitated-stereo mixture employed the nonnegative tensor factorization for separating the observed mixture. The separability analysis of the imitated-stereo mixture was derived using Wiener masking. All algorithms were tested with real audio signals. Performance of source separation was assessed by measuring the distortion between original source and the estimated one according to the signal-to-distortion (SDR) ratio. The experimental results demonstrate that the proposed uninformed audio separation algorithms have surpassed among the conventional BSS methods; i.e. IS-cNTF, SNMF and CMF methods, with average SDR improvement in the ranges from 2.6dB to 6.4dB per source.Payap Universit