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Variational Bayesian Inference for Tensor Robust Principal Component Analysis

Numerical Analysis 2026-01-15 v2 Machine Learning Numerical Analysis

Abstract

Tensor Robust Principal Component Analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches often encounter difficulties in accurately capturing the low-rank properties of tensors and balancing the trade-off between low-rank and sparse components, especially in a mixed-noise scenario. To address these challenges, we introduce a Bayesian framework for TRPCA, which integrates a low-rank tensor nuclear norm prior and a generalized sparsity-inducing prior. By embedding the priors within the Bayesian framework, our method can automatically determine the optimal tensor nuclear norm and achieve a balance between the nuclear norm and sparse components. Furthermore, our method can be efficiently extended to the weighted tensor nuclear norm model. Experiments conducted on synthetic and real-world datasets demonstrate the effectiveness and superiority of our method compared to state-of-the-art approaches.

Keywords

Cite

@article{arxiv.2412.18717,
  title  = {Variational Bayesian Inference for Tensor Robust Principal Component Analysis},
  author = {Chao Wang and Huiwen Zheng and Raymond Chan and Youwei Wen},
  journal= {arXiv preprint arXiv:2412.18717},
  year   = {2026}
}
R2 v1 2026-06-28T20:48:29.172Z