Probability matrices, non-negative rank, and parameterizations of mixture models.

link: http://arxiv.org/abs/0911.0412
Abstract

In this paper we parameterize non-negative matrices of sum one and rank at
most two. More precisely, we give a family of parameterizations using the least
possible number of parameters. We also show how these parameterizations relate
to a class of statistical models, known in Probability and Statistics as
mixture models for contingency tables.