Analysis on a nonnegative matrix factorization and its applications

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Abstract: In this work we perform some mathematical analysis on non-negative matrix factorizations (NMF) and apply NMF to some imaging and inverse problems. We will propose a sparse low-rank approximation of big positive data and images in terms of tensor products of positive vectors, and investigate its effectiveness in terms of the number of tensor products to be used in the approximation. A new concept of multi-level analysis (MLA) framework is also suggested to extract major components in the matrix representing structures of different resolutions, but still preserving the positivity of the basis and sparsity of the approximation. We will also propose a semi-smooth Newton method based on primal-dual active sets for the non-negative factorization. Numerical results are given to demonstrate the effectiveness of the proposed method to capture features in images and structures of inverse problems under no a-priori assumption on the data structure, as well as to provide a sparse low-rank representation of the data.



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