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Theoretical Analysis of Bayesian Matrix Factorization

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Figure

Figure 1: Matrix factorization model.
Figure 2: Shrinkage of the ML estimator (22), the MAP estimator (21), and the VB estimator (28)when σ2 = 0.1, cahcbh = 0.1, L = 100, and M = 200.
Figure 3: Equivalence class. Any A and B such that their product is unchanged give the same U.
Figure 4: Bayes posteriors with ca = cb = 100 (i.e., almost flat priors). The asterisks are the MAPsolutions, and the dashed lines indicate the ML solutions (the modes of the contour when
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