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Related papers: Low Rank Approximation in the Presence of Outliers

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Principal component analysis (PCA) is one of the most fundamental procedures in exploratory data analysis and is the basic step in applications ranging from quantitative finance and bioinformatics to image analysis and neuroscience.…

Data Structures and Algorithms · Computer Science 2019-05-13 Fedor V. Fomin , Petr A. Golovach , Fahad Panolan , Kirill Simonov

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

Machine Learning · Statistics 2013-10-01 Gonzalo Mateos , Georgios B. Giannakis

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

Methodology · Statistics 2026-05-29 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the outlier model where each column of the data matrix is either an inlier or an outlier.…

Machine Learning · Statistics 2019-05-01 Vishnu Menon , Sheetal Kalyani

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

Principal Component Analysis (PCA) is a popular tool for dimensionality reduction and feature extraction in data analysis. There is a probabilistic version of PCA, known as Probabilistic PCA (PPCA). However, standard PCA and PPCA are not…

Machine Learning · Computer Science 2019-04-16 Bowen Zhao , Xi Xiao , Wanpeng Zhang , Bin Zhang , Shutao Xia

We consider the problem of outlier robust PCA (OR-PCA) where the goal is to recover principal directions despite the presence of outlier data points. That is, given a data matrix $M^*$, where $(1-\alpha)$ fraction of the points are noisy…

Machine Learning · Computer Science 2017-02-21 Yeshwanth Cherapanamjeri , Prateek Jain , Praneeth Netrapalli

Principal Component Analysis (PCA) finds a linear mapping and maximizes the variance of the data which makes PCA sensitive to outliers and may cause wrong eigendirection. In this paper, we propose techniques to solve this problem; we use…

Artificial Intelligence · Computer Science 2012-07-03 Peratham Wiriyathammabhum , Boonserm Kijsirikul

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

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…

Numerical Analysis · Mathematics 2021-03-19 Robert Beinert , Gabriele Steidl

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the column sparse outlier model. The existing methods for column sparse outlier model assumes…

Machine Learning · Statistics 2018-04-16 Vishnu Menon , Sheetal Kalyani

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…

Methodology · Statistics 2015-06-16 A. A. Akinduko , A. N. Gorban

This paper delivers improved theoretical guarantees for the convex programming approach in low-rank matrix estimation, in the presence of (1) random noise, (2) gross sparse outliers, and (3) missing data. This problem, often dubbed as…

Machine Learning · Statistics 2022-09-13 Yuxin Chen , Jianqing Fan , Cong Ma , Yuling Yan

Matrix low rank approximation including the classical PCA and the robust PCA (RPCA) method have been applied to solve the background modeling problem in video analysis. Recently, it has been demonstrated that a special weighted low rank…

Optimization and Control · Mathematics 2017-03-21 Aritra Dutta , Xin Li

In this paper, we introduce new algorithms for Principal Component Analysis (PCA) with outliers. Utilizing techniques from computational geometry, specifically higher-degree Voronoi diagrams, we navigate to the optimal subspace for PCA even…

Machine Learning · Computer Science 2025-10-07 Sajjad Hashemian , Mohammad Saeed Arvenaghi , Ebrahim Ardeshir-Larijani

Principal Component Analysis (PCA) is a very successful dimensionality reduction technique, widely used in predictive modeling. A key factor in its widespread use in this domain is the fact that the projection of a dataset onto its first…

Machine Learning · Statistics 2017-05-19 Xianghui Luo , Robert J. Durrant

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

Principal Component Analysis (PCA) is a well known procedure to reduce intrinsic complexity of a dataset, essentially through simplifying the covariance structure or the correlation structure. We introduce a novel algebraic, model-based…

Methodology · Statistics 2021-12-09 Martin Schlather , Felix Reinbott

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
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