An Online Expectation-Maximisation Algorithm for Nonnegative Matrix   Factorisation Models
  In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. 
Sinan Yildirim, A. Taylan Cemgil, Sumeetpal S. Singh
cs.LG stat.CO stat.ML