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Principal component analysis (PCA) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…
In this paper, we propose a novel robust Principal Component Analysis (PCA) for high-dimensional data in the presence of various heterogeneities, especially the heavy-tailedness and outliers. A transformation motivated by the characteristic…
Principal Components Analysis (PCA) is one of the most widely used dimension reduction techniques. Robust PCA (RPCA) refers to the problem of PCA when the data may be corrupted by outliers. Recent work by Cand{\`e}s, Wright, Li, and Ma…
Robust Principal Component Analysis (PCA) has received massive attention in recent years. It aims to recover a low-rank matrix and a sparse matrix from their sum. This paper proposes a novel nonconvex Robust PCA algorithm, coined Riemannian…
Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often…
Principal component analysis (PCA) is known to be sensitive to outliers, so that various robust PCA variants were proposed in the literature. A recent model, called REAPER, aims to find the principal components by solving a convex…
Outlier based Robust Principal Component Analysis (RPCA) requires centering of the non-outliers. We show a "bias trick" that automatically centers these non-outliers. Using this bias trick we obtain the first RPCA algorithm that is optimal…
Principal component analysis (PCA) is a popular dimension reduction technique for vector data. Factored PCA (FPCA) is a probabilistic extension of PCA for matrix data, which can substantially reduce the number of parameters in PCA while…
Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal…
Modal analysis techniques are used to identify patterns and develop reduced-order models in a variety of fluid applications. However, experimentally acquired flow fields may be corrupted with incorrect and missing entries, which may degrade…
Principal component analysis (PCA) is an important tool in exploring data. The conventional approach to PCA leads to a solution which favours the structures with large variances. This is sensitive to outliers and could obfuscate interesting…
In many real-world applications, data come with corruptions, large errors or outliers. One popular approach is to use L1-norm function. However, the robustness of L1-norm function is not well understood so far. In this paper, we present a…
Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…
Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…
Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…
Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under…
Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…
PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The…
We study principal component analysis (PCA), where given a dataset in $\mathbb{R}^d$ from a distribution, the task is to find a unit vector $v$ that approximately maximizes the variance of the distribution after being projected along $v$.…
Multivariate data are typically represented by a rectangular matrix (table) in which the rows are the objects (cases) and the columns are the variables (measurements). When there are many variables one often reduces the dimension by…