2017
DOI: 10.1101/234526
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Multiplicative Updates for Optimization Problems with Dynamics

Abstract: Abstract-We consider the problem of optimizing general convex objective functions with nonnegativity constraints. Using the Karush-Kuhn-Tucker (KKT) conditions for the nonnegativity constraints we will derive fast multiplicative update rules for several problems of interest in signal processing, including nonnegative deconvolution, point-process smoothing, ML estimation for Poisson Observations, nonnegative least squares and nonnegative matrix factorization (NMF). Our algorithm can also account for temporal an… Show more

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Cited by 3 publications
(2 citation statements)
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References 26 publications
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“…The term that must be estimated is the spikes, W = [w 1 ,w 2 ,…,w T ]. We estimate W by maximizing the likelihood of Y using a multiplicative update algorithm related to Richardson-Lucy deconvolution 33 . Importantly, regularization is unnecessary because S has low rank by design.…”
Section: Computational Recovery Of Neural Activitymentioning
confidence: 99%
“…The term that must be estimated is the spikes, W = [w 1 ,w 2 ,…,w T ]. We estimate W by maximizing the likelihood of Y using a multiplicative update algorithm related to Richardson-Lucy deconvolution 33 . Importantly, regularization is unnecessary because S has low rank by design.…”
Section: Computational Recovery Of Neural Activitymentioning
confidence: 99%
“…. L, necessary optimality criteria can be derived for each W l from the Karusch-Kuhn-Tucker (KKT) conditions (see, e.g., Kazemipour et al (2017)) as…”
Section: Nonnegative Tensor Factorizationmentioning
confidence: 99%