Last updated: 2019-11-11

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Overview

Explore functional/smoothed matrix factorization(MF): consider the MF problem \(Y = LF+E\), and assume \(L\) is sparse and \(F\) has smooth rows.

Main Results

EBMPMF

  1. Smoothed EBMF: Wavelet Smoothing + EBMF
  2. Smoothed PMD: Wavelet Smoothing + PMD, compared with 1.
  3. Smoothed EBMF for Poisson data: Wavelet Smoothing + Transformation + EBMF
  4. EBMPMF, EBMPMF2: EBMPMF simple examples.
  5. Sparse NMF methods: Try some esixting sparse NMF methods.

PTF

  1. Trend Filtering
  2. Trend filtering and dynamic linear model
  3. Examples
  4. Poisson Trend Filtering: first try of the ptf method, implemented optimization-based method to see if it works.

Mis

  1. Functional PCA
  2. Summary of meeting on Aug 02
  3. Genome Annotation
  4. EM algorithm for Topic Model
  5. Analysis on Xing’s method

Ref

  1. Variational EM ppt, Variational EM paper
  2. A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
  3. Multiscale Topic Tomography
  4. Bayesian Multiscale Models for Poisson Processes

Ideas

ZIP, EBBNP