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bioRxiv · 10.1101/234526

Multiplicative Updates for Optimization Problems with Dynamics

Kazemipour, A.·Babadi, B.·Wu, M.·Podgorski, K.·Druckmann, S.
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Abstract

We consider the problem of optimizing general convex objective functions with nonnegativity constraints. Using the Karush-Kuhn-Tucker (KKT) conditions for the nonnegativity constraints we will derive fast multiplicative update rules for several problems of interest in signal processing, including non-negative deconvolution, point-process smoothing, ML estimation for Poisson Observations, nonnegative least squares and nonnegative matrix factorization (NMF). Our algorithm can also account for temporal and spatial structure and regularization. We will analyze the performance of our algorithm on simultaneously recorded neuronal calcium imaging and electrophysiology data.

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Kazemipour, A., Babadi, B., Wu, M., Podgorski, K., Druckmann, S.. 2017-12-15. Multiplicative Updates for Optimization Problems with Dynamics. https://doi.org/10.1101/234526

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