# A Bayesian Perspective for Determinant Minimization Based Robust Structured Matrix Factorizatio

arXiv: https://arxiv.org/abs/2302.08416 · HTML: https://mlsanity.com/paper/2302.08416/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 5 of its 20 references that are in the map.
- First posted on arXiv 16 Feb 2023.

## Builds on (most cited first, 5 of 5)

- [Nonnegative Matrix Factorization for Signal and Data Analytics: Identifiability, Algorithms, and Applications](https://mlsanity.com/paper/1803.01257/) (2018)
- [On Identifiability of Nonnegative Matrix Factorization](https://mlsanity.com/paper/1709.00614/) (2017)
- [Robust Volume Minimization-Based Matrix Factorization for Remote Sensing and Document Clustering](https://mlsanity.com/paper/1608.04290/) (2016)
- [Polytopic Matrix Factorization: Determinant Maximization Based Criterion and Identifiability](https://mlsanity.com/paper/2202.09638/) (2022)
- [Probabilistic Simplex Component Analysis](https://mlsanity.com/paper/2103.10027/) (2021)

## Abstract (arXiv)

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data vectors as linear transformations of latent vectors drawn from a distribution uniform over a particular domain reflecting structural assumptions, such as the probability simplex in Nonnegative Matrix Factorization and polytopes in Polytopic Matrix Factorization. We represent the rows of the linear transformation matrix as vectors generated independently from a normal distribution whose covariance matrix is inverse Wishart distributed. We show that the corresponding maximum a posteriori estimation problem boils down to the robust determinant minimization approach for structured matrix factorization, providing insights about parameter selections and potential algorithmic extensions.