Two factor matrices W and H with dimensions 100 × 5 and 5 × n (n = 10, 100, and 1,000) were generated by sampling their elements from gamma priors and such that
and , control variances. The hyperparameters were set as and . (A, B) With increasing sample sizes, log evidence becomes increasingly narrower, peaked at rank 5. (C, D) Distribution of optimal rank over 200 realizations of matrices under n = 10 and 100 (n = 1,000 is similar to (D)). (E, F) Distributions of converged hyperparameters.