Multiplicative updates for modeling mixtures of non-stationary signals in the time-frequency domain

We recently introduced the high-resolution nonnegative matrix factorization (HR-NMF) model for representing mixtures of non-stationary signals in the time-frequency domain, and we highlighted its capability to both reach a high spectral resolution and reconstruct high quality audio signals. An expectation-maximization (EM) algorithm was also proposed for estimating its parameters. In this paper, we replace the maximization step by multiplicative update rules (MUR), in order to improve the convergence rate. We also introduce general MUR that are not limited to nonnegative parameters, and we propose a new insight into the EM algorithm, which shows that MUR and EM actually belong to the same family. We thus introduce a continuum of algorithms between them. Experiments confirm that the proposed approach permits to overcome the convergence rate of the EM algorithm.