2 papers
q-fin.CP2022
Applying separative non-negative matrix factorization to extra-financial data
P Fogel, C Geissler, P Cotte +1
We present here an original application of the non-negative matrix factorization (NMF) method, for the case of extra-financial data. These data are subject to high correlations bet…
math.NA2016
Tensor Networks for Latent Variable Analysis. Part I: Algorithms for Tensor Train Decomposition
Anh-Huy Phan, Andrzej Cichocki, Andre Uschmajew +3
Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general ten…