In this paper, we propose a provably correct algorithm for convolutive nonnegative matrix factorization (CNMF) under separability assumptions. CNMF is a convolutive variant of nonnegative matrix factorization (NMF), which functions as an NMF with additional sequential structure. This model is useful in a number of applications, such as audio source separation and neural sequence identification. While a number of heuristic algorithms have been proposed to solve CNMF, to the best of our knowledge no provably correct algorithms have been developed. We present an algorithm that takes advantage of the NMF model underlying CNMF and exploits existing algorithms for separable NMF to provably find a solution under certain conditions. Our approach guarantees the solution in low noise settings, and runs in polynomial time. We illustrate its effectiveness on synthetic datasets, and on a singing bird audio sequence.

Locational marginal emissions rates (LMEs) estimate the rate of change in emissions due to a small change in demand in a transmission network, and are an important metric for assessing the impact of various energy policies or interventions. In this work, we develop a new method for computing the LMEs of an electricity system via implicit differentiation. The method is model agnostic; it can compute LMEs for any convex optimization-based dispatch model, including some of the complex dispatch models employed by system operators in real electricity systems. In particular, this method lets us derive LMEs for dynamic dispatch models, i.e., models with temporal constraints such as ramping and storage. Using real data from the U.S. electricity system, we validate the proposed method against a state-of-the-art merit-order-based method and show that incorporating dynamic constraints improves model accuracy by 8.2%. Finally, we use simulations on a realistic 240-bus model of WECC to demonstrate the flexibility of the tool and the importance of incorporating dynamic constraints. Namely, static LMEs and dynamic LMEs exhibit a normalized average RMS deviation of 28.40%, implying dynamic constraints are essential to accurately modeling emissions rates.

Neyman-Scott processes (NSPs) are point process models that generate clusters of points in time or space. They are natural models for a wide range of phenomena, ranging from neural spike trains to document streams. The clustering property is achieved via a doubly stochastic formulation: first, a set of latent events is drawn from a Poisson process; then, each latent event generates a set of observed data points according to another Poisson process. This construction is similar to Bayesian nonparametric mixture models like the Dirichlet process mixture model (DPMM) in that the number of latent events (i.e. clusters) is a random variable, but the point process formulation makes the NSP especially well suited to modeling spatiotemporal data. While many specialized algorithms have been developed for DPMMs, comparatively fewer works have focused on inference in NSPs. Here, we present novel connections between NSPs and DPMMs, with the key link being a third class of Bayesian mixture models called mixture of finite mixture models (MFMMs). Leveraging this connection, we adapt the standard collapsed Gibbs sampling algorithm for DPMMs to enable scalable Bayesian inference on NSP models. We demonstrate the potential of Neyman-Scott processes on a variety of applications including sequence detection in neural spike trains and event detection in document streams.

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