TY - JOUR T1 - Multiplicative Updates for Optimization Problems with Dynamics JF - bioRxiv DO - 10.1101/234526 SP - 234526 AU - Abbas Kazemipour AU - Behtash Babadi AU - Min Wu AU - Kaspar Podgorski AU - Shaul Druckmann Y1 - 2017/01/01 UR - http://biorxiv.org/content/early/2017/12/15/234526.abstract N2 - 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. ER -