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Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…

Computation · Statistics 2025-06-05 Dandan Jiang , Bo Fu , Weiwei Xu

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Multivariate count data with many zeros frequently occur in a variety of application areas such as text mining with a document-term matrix and cluster analysis with microbiome abundance data. Exponential family PCA (Collins et al., 2001) is…

Methodology · Statistics 2023-12-22 Ruochen Huang , Yoonkyung Lee

To conduct regression analysis for data contaminated with outliers, many approaches have been proposed for simultaneous outlier detection and robust regression, so is the approach proposed in this manuscript. This new approach is called…

Methodology · Statistics 2016-03-25 Xiaoli Gao , Yixin Fang

This paper studies tensor-based Robust Principal Component Analysis (RPCA) using atomic-norm regularization. Given the superposition of a sparse and a low-rank tensor, we present conditions under which it is possible to exactly recover the…

Optimization and Control · Mathematics 2019-01-31 Derek Driggs , Stephen Becker , Jordan Boyd-Graber

Model-based compressed sensing refers to compressed sensing with extra structure about the underlying sparse signal known a priori. Recent work has demonstrated that both for deterministic and probabilistic models imposed on the signal,…

Information Theory · Computer Science 2015-09-07 Sidhant Misra , Pablo A. Parrilo

We propose a novel exemplar selection approach based on Principal Component Analysis (PCA) and median sampling, and a neural network training regime in the setting of class-incremental learning. This approach avoids the pitfalls due to…

Machine Learning · Computer Science 2023-12-18 Sahil Nokhwal , Nirman Kumar

In the context of sparse principal component detection, we bring evidence towards the existence of a statistical price to pay for computational efficiency. We measure the performance of a test by the smallest signal strength that it can…

Statistics Theory · Mathematics 2013-04-29 Quentin Berthet , Philippe Rigollet

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

Numerical Analysis · Mathematics 2017-02-07 Indika Udagedara , Brian Helenbrook , Aaron Luttman , Jared Catenacci

A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…

Numerical Analysis · Mathematics 2017-06-02 Arthur Szlam , Andrew Tulloch , Mark Tygert

We consider an important problem in signal processing, which consists in finding the sparsest solution of a linear system $\Phi x=b$. This problem has applications in several areas, but is NP-hard in general. Usually an alternative convex…

Optimization and Control · Mathematics 2019-06-25 Matías Valdés , Marcelo Fiori

Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…

Systems and Control · Computer Science 2013-12-10 Dorsa Sadigh , Henrik Ohlsson , S. Shankar Sastry , Sanjit A. Seshia

Robust principal component analysis (RPCA) has been widely used for recovering low-rank matrices in many data mining and machine learning problems. It separates a data matrix into a low-rank part and a sparse part. The convex approach has…

Computer Vision and Pattern Recognition · Computer Science 2016-09-29 Chong Peng , Zhao Kang , Qiang Chen

Low-rank adaptation (LoRA) and its variants have recently gained much interest due to their ability to avoid excessive inference costs. However, LoRA still encounters the following challenges: (1) Limitation of low-rank assumption; and (2)…

Computation and Language · Computer Science 2024-09-26 Qibin Wang , Xiaolin Hu , Weikai Xu , Wei Liu , Jian Luan , Bin Wang

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Statistics Theory · Mathematics 2015-04-06 Chao Gao , Harrison H. Zhou

This paper deals with supervised classification and feature selection in high dimensional space. A classical approach is to project data on a low dimensional space and classify by minimizing an appropriate quadratic cost. A strict control…

Machine Learning · Computer Science 2019-12-02 Michel Barlaud , Antonin Chambolle , Jean-Baptiste Caillau

This work studies the recursive robust principal components' analysis (PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers, although we focus on the latter. A key application where this…

Information Theory · Computer Science 2011-06-17 Chenlu Qiu , Namrata Vaswani

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

Foreground detection in a given video sequence is a pivotal step in many computer vision applications such as video surveillance system. Robust Principal Component Analysis (RPCA) performs low-rank and sparse decomposition and accomplishes…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Amirhossein Khalilian-Gourtani , Shervin Minaee , Yao Wang

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa