Nonnegative Matrix Factorization (NMF): A technique for decomposing a data matrix into two nonnegative matrices, enabling the extraction of parts‐based, interpretable features.

We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.

We developed staNMF, a method that combines a scalable implementation of nonnegative matrix factorization (NMF) with a new stability-driven model selection criterion. When applied to a set of ...