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math.NA2021
A Column-Wise Update Algorithm for Sparse Stochastic Matrix Factorization
Guiyun Xiao, Zheng-Jian Bai, Wai-Ki Ching
Nonnegative matrix factorization arises widely in machine learning and data analysis. In this paper, for a given factorization of rank r, we consider the sparse stochastic matrix f…
math.OC2021
A geometric proximal gradient method for sparse least squares regression with probabilistic simplex constraint
Guiyun Xiao, Zheng-Jian Bai
In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L…