@CONFERENCE\{IMM2010-05937, author = "M. N. Schmidt and M. M{\o}rup", title = "Infinite non-negative matrix factorization", year = "2010", month = "aug", keywords = "non-negative matrix factorization (NMF), nonparametric Bayes", booktitle = "European Signal Processing Conference (EUSIPCO)", volume = "", series = "", editor = "", publisher = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}", organization = "", address = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby", url = "http://www2.compute.dtu.dk/pubdb/pubs/5937-full.html", abstract = "We propose the infinite non-negative matrix factorization (INMF) which assumes a potentially unbounded number of components in the Bayesian {NMF} model. We devise an inference scheme based on Gibbs sampling in conjunction with Metropolis-Hastings moves that admits cross-dimensional exploration of the posterior density. The approach can effectively establish the model order for {NMF} at a less computational cost than existing approaches such as thermodynamic integration and existing reversible jump Markov chain Monte Carlo sampling schemes. On synthetic and real data we demonstrate the success of {INMF}." }