Consider a rank k matrix, call it M, of size nxm. All the elements are non-negative. Now do a noisy observation of it and assume independent Poissonian errors (the error on element $M_{ij}$ is Gaussian with a variance equal to the value of the element, i.e. if $M_{ij}=3$ then the variance on that number is 3.). The problem is determining what the original rank of the matrix was.
I believe you can formulate the problem as a multivariate regression. The design matrix would be identity. The likelihood function would then be a weighted least squares (the weights coming from the fact that the errors are Gaussian but with different variances). Could you then minimize this quantity but only over matrices of rank less then $r$. This would be solvable the same way as a weighted low rank approximation (WLRA, http://www.aaai.org/Papers/ICML/2003/ICML03-094.pdf). Then apply AIC (Akaike information criterion) to select the most likely rank? And if so, how would you be able to calculate the finite sample corrected AIC (CAIC)? I assume the CAIC would be needed if the actual rank of you matrix is close to the dimension of the matrix.
If other ways exist to solve this problem I would also be curious.