English
Related papers

Related papers: Provable Dynamic Robust PCA or Robust Subspace Tra…

200 papers

Robust PCA is a standard tool for learning a linear subspace in the presence of sparse corruption or rare outliers. What about robustly learning manifolds that are more realistic models for natural data, such as images? There have been…

Image and Video Processing · Electrical Eng. & Systems 2023-03-07 Taihui Li , Hengkang Wang , Peng Le , XianE Tang , Ju Sun

This article studies the robustness of the eigenvalue ordering, an important issue when estimating the leading eigen-subspace by principal component analysis (PCA). In Yata and Aoshima (2010), cross-data-matrix PCA (CDM-PCA) was proposed…

Methodology · Statistics 2025-03-24 Hung Hung , Su-Yun Huang

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Ilias Diakonikolas , Sushrut Karmalkar , Daniel Kane , Eric Price , Alistair Stewart

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

Robust principal component analysis (RPCA) is a well-studied problem with the goal of decomposing a matrix into the sum of low-rank and sparse components. In this paper, we propose a nonconvex feasibility reformulation of RPCA problem and…

Optimization and Control · Mathematics 2020-01-27 Aritra Dutta , Filip Hanzely , Peter Richtárik

This work studies two interrelated problems - online robust PCA (RPCA) and online low-rank matrix completion (MC). In recent work by Cand\`{e}s et al., RPCA has been defined as a problem of separating a low-rank matrix (true data),…

Information Theory · Computer Science 2015-06-29 Brian Lois , Namrata Vaswani

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…

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…

Numerical Analysis · Mathematics 2025-04-28 Yangyang Xu , Kexin Li , Li Yang , You-Wei Wen

The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data…

Optimization and Control · Mathematics 2013-09-27 Necdet Serhat Aybat , Donald Goldfarb , Shiqian Ma

This study presents a scalable data-driven algorithm designed to efficiently address the challenging problem of reachability analysis. Analysis of cyber-physical systems (CPS) relies typically on parametric physical models of dynamical…

Robotics · Computer Science 2025-05-22 Navid Hashemi , Lars Lindemann , Jyotirmoy Deshmukh

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

In this paper we propose a novel optimization framework to systematically solve robust PCA problem with rigorous theoretical guarantee, based on which we investigate very computationally economic updating algorithms.

Machine Learning · Computer Science 2021-11-25 Kai Liu , Yarui Cao

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…

Computational Engineering, Finance, and Science · Computer Science 2025-06-23 Timbwaoga Aime Judicael Ouermi , Jixian Li , Chris R. Johnson

Deep neural networks perform remarkably well on image classification tasks but remain vulnerable to carefully crafted adversarial perturbations. This work revisits linear dimensionality reduction as a simple, data-adapted defense. We…

Machine Learning · Computer Science 2025-10-08 Killian Steunou , Théo Druilhe , Sigurd Saue

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

Robots must satisfy safety-critical state and input constraints despite disturbances and model mismatch. We introduce a robust model predictive control (RMPC) formulation that is fast, scalable, and compatible with real-time implementation.…

Optimization and Control · Mathematics 2025-09-24 Antoine P. Leeman , Johannes Köhler , Melanie N. Zeilinger

In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…

Machine Learning · Computer Science 2012-10-01 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

We propose a robust principal component analysis (RPCA) framework to recover low-rank and sparse matrices from temporal observations. We develop an online version of the batch temporal algorithm in order to process larger datasets or…

Machine Learning · Statistics 2022-08-04 Hong-Lan Botterman , Julien Roussel , Thomas Morzadec , Ali Jabbari , Nicolas Brunel

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu

Direct data-driven control methods are known to be vulnerable to uncertainty in stochastic systems. In this paper, we propose a new robust data-driven predictive control (DDPC) framework. By analyzing non-unique solutions to behavioral…

Optimization and Control · Mathematics 2026-04-23 Yibo Wang , Qingyuan Liu , Chao Shang