Related papers: Robust Matrix Decomposition with Outliers
We consider the demixing problem of two (or more) high-dimensional vectors from nonlinear observations when the number of such observations is far less than the ambient dimension of the underlying vectors. Specifically, we demonstrate an…
We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…
This work addresses the outlier removal problem in large-scale global structure-from-motion. In such applications, global outlier removal is very useful to mitigate the deterioration caused by mismatches in the feature point matching step.…
Decomposition techniques for linear programming are difficult to extend to conic optimization problems with general non-polyhedral convex cones because the conic inequalities introduce an additional nonlinear coupling between the variables.…
Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
This paper will serve as an introduction to the body of work on robust subspace recovery. Robust subspace recovery involves finding an underlying low-dimensional subspace in a dataset that is possibly corrupted with outliers. While this…
Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…
This paper examines the problem of locating outlier columns in a large, otherwise low-rank matrix, in settings where {}{the data} are noisy, or where the overall matrix has missing elements. We propose a randomized two-step inference…
We investigate the problem of recovering a partially observed high-rank matrix whose columns obey a nonlinear structure such as a union of subspaces, an algebraic variety or grouped in clusters. The recovery problem is formulated as the…
We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…
Recent research on problem formulations based on decomposition into low-rank plus sparse matrices shows a suitable framework to separate moving objects from the background. The most representative problem formulation is the Robust Principal…
We consider a fundamental problem in unsupervised learning called \emph{subspace recovery}: given a collection of $m$ points in $\mathbb{R}^n$, if many but not necessarily all of these points are contained in a $d$-dimensional subspace $T$…
We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…
Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…
Consider a dataset of vector-valued observations that consists of noisy inliers, which are explained well by a low-dimensional subspace, along with some number of outliers. This work describes a convex optimization problem, called REAPER,…
We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…