nmfkc: Non-Negative Matrix Factorization with Kernel Covariates

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Authors: Kenichi Satoh
Cited by: 1
References: 9

Abstract

Performs Non-negative Matrix Factorization (NMF) with Kernel Covariates. Given an observation matrix and kernel covariates, it optimizes both a basis matrix and a parameter matrix. Notably, if the kernel matrix is an identity matrix, the method simplifies to standard NMF. Also provides NMF with Random Effects (NMF-RE) via nmfre(), which estimates a mixed-effects model combining covariate-driven scores with unit-specific random effects together with wild bootstrap inference, and NMF-based Structural Equation Modeling (NMF-SEM) via nmf.sem(), which fits a two-block input-output model for blind source separation and path analysis. References: Satoh (2025) ; Satoh (2025) ; Satoh (2025) ; Satoh (2026) ; Satoh (2026) .

Publication details

Publication date
15 April 2026
Document type
Dataset