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Related papers: Robust Matrix Decomposition with Outliers

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In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Information Theory · Computer Science 2013-05-28 Weiyu Xu , Erwei Bai , Myung Cho

This work examines the multi-view compressive phase retrieval problem in a distributed sensor network, where each sensor device, limited by storage and sensing capabilities, can access only intensity measurements from an unknown part of the…

Information Theory · Computer Science 2025-06-02 Ming-Hsun Yang

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

This paper studies the problem of robustly learning the correlation function for a univariate time series with the presence of noise, outliers and missing entries. The outliers or anomalies considered here are sparse and rare events that…

Applications · Statistics 2019-01-31 Triet M. Le

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

We consider the problem of principal component analysis (PCA) in the presence of outliers. Given a matrix $A$ ($d \times n$) and parameters $k, m$, the goal is to remove a set of at most $m$ columns of $A$ (known as outliers), so as to…

Data Structures and Algorithms · Computer Science 2018-05-14 Aditya Bhaskara , Srivatsan Kumar

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

Machine Learning · Computer Science 2026-05-22 HanQin Cai , Chandra Kundu , Jialin Liu , Wotao Yin

We propose a unified and systematic framework for performing online nonnegative matrix factorization in the presence of outliers. Our framework is particularly suited to large-scale data. We propose two solvers based on projected gradient…

Machine Learning · Statistics 2016-12-21 Renbo Zhao , Vincent Y. F. Tan

In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing:…

Optimization and Control · Mathematics 2013-02-05 James Saunderson , Venkat Chandrasekaran , Pablo A. Parrilo , Alan S. Willsky

Various technologies, including computer vision models, are employed for the automatic monitoring of manual assembly processes in production. These models detect and classify events such as the presence of components in an assembly area or…

Computer Vision and Pattern Recognition · Computer Science 2026-01-21 Anton Sergeev , Victor Minchenkov , Aleksei Soldatov , Vasiliy Kakurin , Yaroslav Mazikov

We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We…

Machine Learning · Computer Science 2016-04-20 Yang Cao , Yao Xie

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

Anomalies (or outliers) are prevalent in real-world empirical observations and potentially mask important underlying structures. Accurate identification of anomalous samples is crucial for the success of downstream data analysis tasks. To…

Machine Learning · Computer Science 2022-08-25 Ofir Lindenbaum , Yariv Aizenbud , Yuval Kluger

The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix $C$ into a product $X Y$, where the factors $X$ and $Y$ are…

Optimization and Control · Mathematics 2016-01-07 Veit Elser

We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

We show that when a high-dimensional data matrix is the sum of a low-rank matrix and a random error matrix with independent entries, the low-rank component can be consistently estimated by solving a convex minimization problem. We develop a…

Econometrics · Economics 2019-11-14 Jushan Bai , Junlong Feng
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