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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

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

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

Robust Principal Component Analysis (RPCA) is a widely used method for recovering low-rank structure from data matrices corrupted by significant and sparse outliers. These corruptions may arise from occlusions, malicious tampering, or other…

Methodology · Statistics 2023-10-31 Xiaojun Zheng , Simon Mak , Liyan Xie , Yao Xie

The subdifferential of convex functions of the singular spectrum of real matrices has been widely studied in matrix analysis, optimization and automatic control theory. Convex analysis and optimization over spaces of tensors is now gaining…

Machine Learning · Statistics 2015-06-09 Stephane Chretien , Tianwen Wei

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

Tensor completion refers to the task of estimating the missing data from an incomplete measurement or observation, which is a core problem frequently arising from the areas of big data analysis, computer vision, and network engineering. Due…

Machine Learning · Computer Science 2021-05-21 Chenjian Pan , Chen Ling , Hongjin He , Liqun Qi , Yanwei Xu

Tensor robust principal component analysis (TRPCA) has received a substantial amount of attention in various fields. Most existing methods, normally relying on tensor nuclear norm minimization, need to pay an expensive computational cost…

Numerical Analysis · Computer Science 2017-12-29 Jonathan Q. Jiang , Michael K. Ng

We propose a loop optimization algorithm based on nuclear norm regularization for tensor network. The key ingredient of this scheme is to introduce a rank penalty term proposed in the context of data processing. Compared to standard…

Statistical Mechanics · Physics 2024-11-07 Kenji Homma , Tsuyoshi Okubo , Naoki Kawashima

Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…

Machine Learning · Computer Science 2025-07-09 Wenjin Qin , Hailin Wang , Jingyao Hou , Jianjun Wang

We study the robust principal component analysis (RPCA) problem in a distributed setting. The goal of RPCA is to find an underlying low-rank estimation for a raw data matrix when the data matrix is subject to the corruption of gross sparse…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-16 Wenda Chu

Tensor completion is a challenging problem with various applications. Many related models based on the low-rank prior of the tensor have been proposed. However, the low-rank prior may not be enough to recover the original tensor from the…

Numerical Analysis · Mathematics 2019-11-20 Ping-Ping Wang , Liang Li , Guang-Hui Cheng

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

Robust Principal Component Analysis (RPCA) aims at recovering a low-rank subspace from grossly corrupted high-dimensional (often visual) data and is a cornerstone in many machine learning and computer vision applications. Even though RPCA…

Computer Vision and Pattern Recognition · Computer Science 2017-03-29 Niannan Xue , Yannis Panagakis , Stefanos Zafeiriou

The tensor data recovery task has thus attracted much research attention in recent years. Solving such an ill-posed problem generally requires to explore intrinsic prior structures underlying tensor data, and formulate them as certain forms…

Machine Learning · Computer Science 2023-02-07 Hailin Wang , Jiangjun Peng , Wenjin Qin , Jianjun Wang , Deyu Meng

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

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

High-dimensional tensors or multi-way data are becoming prevalent in areas such as biomedical imaging, chemometrics, networking and bibliometrics. Traditional approaches to finding lower dimensional representations of tensor data include…

Machine Learning · Statistics 2012-02-14 Genevera I. Allen

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

Optimization and Control · Mathematics 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou