A. Taylan Cemgil

Parallelized Stochastic Gradient Markov Chain Monte Carlo algorithms for non-negative matrix factorization

Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have become popular in modern data analysis problems due to their computational efficiency. Even though they have proved useful for many statistical models, the application of SG-MCMC to non-negative matrix factorization (NMF) models has…