A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper presents a provably correct algorithm for CNMF under separable conditions.
New algorithms improve NMF for extracting patterns from time series data.
In this paper, we extend the -CNMF to two dimensions and derive exact multiplicative updates for its factors. The new updates generalize and correct the nonnegative matrix factor deconvolution previously proposed by Schmidt and Mørup. We show by simulation that the updates lead to a monotonically decreasing -dive…
This work proposes a new method to estimate joint probability from pairwise marginals, reducing sample complexity.