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Signal processing, data analysis and data mining are pervasive throughout science and engineering. Extracting an interesting knowledge from experimental raw datasets, measurements, observations and understanding complex data has become an important challenge and objective. Often datasets collected from complex phenomena represent the integrated result of several inter-related variables or they are combinations of underlying latent components or factors. Such datasets can be first decomposed or separated into the components that underlie them in order to discover structures and extract hidden information. In many situations, the measurements are gathered and stored as data matrices or multi-way arrays (tensors), and described by linear or multi-linear models. Approximative low-rank matrix and tensor factorizations or decompositions play a fundamental role in enhancing the data and extracting latent components. A common thread in various approaches for noise removal, model reduction, feasibility reconstruction, and Blind Source Separation (BSS) is to replace the original data by a lower dimensional approximate representation obtained via a matrix or multi-way array factorization or decomposition. The notion of a matrix factorization arises in a wide range of important applications and each matrix factorization makes a different assumption regarding component (factor) matrices and their underlying structures, so choosing the appropriate one is critical in each application domain. Very often the data, signals or images to be analyzed are nonnegative (or partially nonnegative), and sometimes they also have sparse or smooth representation. For such data, it is preferable to take these constraints into account in the analysis to extract nonnegative and sparse/smooth components or factors with physical meaning or reasonable interpretation, and thereby avoid absurd or unpredictable results. Classical tools cannot guarantee to maintain the nonnegativity. In this research monograph, we provide a wide survey of models and algorithmic aspects of Nonnegative Matrix Factorization (NMF), and its various extensions and modifications, especially the Nonnegative Tensor Factorization (NTF) and the Nonnegative Tucker Decomposition (NTD).
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