English
Related papers

Related papers: Visual Processing by a Unified Schatten-$p$ Norm a…

200 papers

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by…

Machine Learning · Statistics 2018-11-13 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou

In a broad range of computer vision applications, the purpose of Low-rank matrix approximation (LRMA) models is to recover the underlying low-rank matrix from its degraded observation. The latest LRMA methods - Robust Principal Component…

Computer Vision and Pattern Recognition · Computer Science 2020-07-27 K. V. Sridhar , Raghu vamshi Hemadri

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…

Machine Learning · Computer Science 2018-12-19 Nicolas Gillis , Stephen A. Vavasis

In this work, we study the online robust principal components' analysis (RPCA) problem. In recent work, RPCA has been defined as a problem of separating a low-rank matrix (true data), $L$, and a sparse matrix (outliers), $S$, from their…

Information Theory · Computer Science 2016-02-01 Jinchun Zhan , Brian Lois , Namrata Vaswani

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Low-rank tensor completion problem aims to recover a tensor from limited observations, which has many real-world applications. Due to the easy optimization, the convex overlapping nuclear norm has been popularly used for tensor completion.…

Machine Learning · Computer Science 2019-01-24 Quanming Yao , James T Kwok , Bo Han

Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…

Machine Learning · Statistics 2021-02-09 HanQin Cai , Keaton Hamm , Longxiu Huang , Jiaqi Li , Tao Wang

Tensor robust principal component analysis (TRPCA) is a classical way for low-rank tensor recovery, which minimizes the convex surrogate of tensor rank by shrinking each tensor singular value equally. However, for real-world visual data,…

Computer Vision and Pattern Recognition · Computer Science 2023-07-10 Xiaoyu Geng , Qiang Guo , Shuaixiong Hui , Ming Yang , Caiming Zhang

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…

Numerical Analysis · Mathematics 2026-01-15 Chao Wang , Huiwen Zheng , Raymond Chan , Youwei Wen

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Machine Learning · Computer Science 2021-06-29 Zhao Kang , Hongfei Liu , Jiangxin Li , Xiaofeng Zhu , Ling Tian

The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…

Numerical Analysis · Mathematics 2021-02-02 Ningyu Sha , Lei Shi , Ming Yan

We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…

Information Theory · Computer Science 2017-05-30 Huynh Van Luong , Nikos Deligiannis , Jurgen Seiler , Soren Forchhammer , Andre Kaup

We present novel analysis and algorithms for solving sparse phase retrieval and sparse principal component analysis (PCA) with convex lifted matrix formulations. The key innovation is a new mixed atomic matrix norm that, when used as…

Statistics Theory · Mathematics 2024-04-22 Andrew D. McRae , Justin Romberg , Mark A. Davenport

Low-rank matrix completion is a problem of immense practical importance. Recent works on the subject often use nuclear norm as a convex surrogate of the rank function. Despite its solid theoretical foundation, the convex version of the…

Computer Vision and Pattern Recognition · Computer Science 2014-10-29 Yu-Xiang Wang , Choon Meng Lee , Loong-Fah Cheong , Kim-Chuan Toh

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

Methodology · Statistics 2022-09-14 Haiyan Jiang , Shanshan Qin , Oscar Hernan Madrid Padilla

The t-SVD based Tensor Robust Principal Component Analysis (TRPCA) decomposes low rank multi-linear signal corrupted by gross errors into low multi-rank and sparse component by simultaneously minimizing tensor nuclear norm and l 1 norm. But…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 M. Baburaj , Sudhish N. George