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A nonparametric Bayesian model for kernel matrix completion

Publication ,  Journal Article
Paisley, J; Carin, L
Published in: ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
January 1, 2010

We present a nonparametric Bayesian model for completing low-rank, positive semidefinite matrices. Given an N x N matrix with underlying rank r, and noisy measured values and missing values with a symmetric pattern, the proposed Bayesian hierarchical model nonparametrically uncovers the underlying rank from all positive semidefinite matrices, and completes the matrix by approximating the missing values. We analytically derive all posterior distributions for the fully conjugate model hierarchy and discuss variational Bayes and MCMC Gibbs sampling for inference, as well as an efficient measurement selection procedure. We present results on a toy problem, and a music recommendation problem, where we complete the kernel matrix of 2,250 pieces of music. ©2010 IEEE.

Duke Scholars

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

DOI

ISSN

1520-6149

Publication Date

January 1, 2010

Start / End Page

2090 / 2093
 

Citation

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Paisley, J., & Carin, L. (2010). A nonparametric Bayesian model for kernel matrix completion. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, 2090–2093. https://doi.org/10.1109/ICASSP.2010.5495105
Paisley, J., and L. Carin. “A nonparametric Bayesian model for kernel matrix completion.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, January 1, 2010, 2090–93. https://doi.org/10.1109/ICASSP.2010.5495105.
Paisley J, Carin L. A nonparametric Bayesian model for kernel matrix completion. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2010 Jan 1;2090–3.
Paisley, J., and L. Carin. “A nonparametric Bayesian model for kernel matrix completion.” ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Jan. 2010, pp. 2090–93. Scopus, doi:10.1109/ICASSP.2010.5495105.
Paisley J, Carin L. A nonparametric Bayesian model for kernel matrix completion. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. 2010 Jan 1;2090–2093.

Published In

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

DOI

ISSN

1520-6149

Publication Date

January 1, 2010

Start / End Page

2090 / 2093