RT Journal Article
SR Electronic
T1 Multiplicative Updates for Optimization Problems with Dynamics
JF bioRxiv
FD Cold Spring Harbor Laboratory
SP 234526
DO 10.1101/234526
A1 Abbas Kazemipour
A1 Behtash Babadi
A1 Min Wu
A1 Kaspar Podgorski
A1 Shaul Druckmann
YR 2017
UL http://biorxiv.org/content/early/2017/12/15/234526.abstract
AB 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.