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- W2169376485 abstract "Many unsupervised learning problems can be expressed as a form of matrix factorization, reconstructing an observed data matrix as the product of two matrices of latent variables. A standard challenge in solving these problems is determining the dimensionality of the latent matrices. Nonparametric Bayesian matrix factorization is one way of dealing with this challenge, yielding a posterior distribution over possible factorizations of unbounded dimensionality. A drawback to this approach is that posterior estimation is typically done using Gibbs sampling, which can be slow for large problems and when conjugate priors cannot be used. As an alternative, we present a particle filter for posterior estimation in nonparametric Bayesian matrix factorization models. We illustrate this approach with two matrix factorization models and show favorable performance relative to Gibbs sampling." @default.
- W2169376485 created "2016-06-24" @default.
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- W2169376485 date "2007-09-07" @default.
- W2169376485 modified "2023-09-29" @default.
- W2169376485 title "Particle Filtering for Nonparametric Bayesian Matrix Factorization" @default.
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- W2169376485 doi "https://doi.org/10.7551/mitpress/7503.003.0194" @default.
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