Efficient Markov chain Monte Carlo inference in composite models with space alternating data augmentation

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn , Issue , 2011, Pages 221-224

  Fevotte C ^a   Cappe O ^a   Cemgil, A T ^a  

^a INSTITUT TELECOM   (France)

Author keywords

Markov chain Monte Carlo (MCMC); non negative matrix factorization (NMF); space alternating data augmentation (SADA); space alternating generalized expectation maximization (SAGE); sparse linear regression

Indexed keywords

COMPOSITE MODELS; DATA AUGMENTATION; EM ALGORITHMS; GAUSSIAN MIXTURE MODEL; GIBBS SAMPLING; MARKOV CHAIN MONTE CARLO; MIXING PROPERTY; NONNEGATIVE MATRIX FACTORIZATION; SAGE ALGORITHM; SPACE ALTERNATING; SPARSE LINEAR REGRESSION; STORAGE REQUIREMENTS;

BLIND SOURCE SEPARATION; FACTORIZATION; INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; SIGNAL PROCESSING; STRUCTURE (COMPOSITION);

MATRIX ALGEBRA;

EID: 80052251207     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2011.5967665     Document Type: Conference Paper

References (6)

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