A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization
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Cites work
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- A globally convergent algorithm for nonconvex optimization based on block coordinate update
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- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Efficient projected gradient methods for cardinality constrained optimization
- First-order methods in optimization
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Interactive hidden Markov models and their applications
- Learning the parts of objects by non-negative matrix factorization
- Modeling default data via an interactive hidden Markov model
- On the equivalence between non-negative matrix factorization and probabilistic latent semantic indexing
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
- Sparse Topic Modeling: Computational Efficiency, Near-Optimal Algorithms, and Statistical Inference
- Structural properties of affine sparsity constraints
- Unsupervised learning by probabilistic latent semantic analysis
- Variational Analysis
Cited in
(7)- An alternating direction and projection algorithm for structure-enforced matrix factorization
- Issues of stability and uniqueness of stochastic matrix factorization
- Sparse topical analysis of dyadic data using matrix tri-factorization
- Online matrix factorization for Markovian data and applications to network dictionary learning
- On updating the structure of sparse matrix factors
- A Column-Wise Update Algorithm for Sparse Stochastic Matrix Factorization
- A Riemannian optimization approach to clustering problems
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