Bayesian semi non-negative matrix factorisation.

Non-negative Matrix Factorisation (NMF) has become a standard method for source identification when data, sources and mixing coefficients are constrained to be positive-valued. The method has recently been extended to allow for negative-valued data and sources in the form of Semi-and Convex-NMF. In this paper, we re-elaborate Semi-NMF within a full Bayesian framework. This provides solid foundations for parameter estimation and, importantly, a principled method to address the problem of choosing the most adequate number of sources to describe the observed data. The proposed Bayesian Semi-NMF is preliminarily evaluated here in a real neuro-oncology problem.