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Motivated by the settings where sensing the entire tensor is infeasible, this paper proposes a novel tensor compressed sensing model, where measurements are only obtained from sensing each lateral slice via mutually independent matrices.…

Machine Learning · Computer Science 2024-12-24 Tongle Wu , Ying Sun , Jicong Fan

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

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise. The maximum likelihood solution for the model is an eigenvalue problem on the…

Machine Learning · Computer Science 2012-06-22 Alfredo Kalaitzis , Neil Lawrence

Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

Optimization and Control · Mathematics 2018-06-12 Shiqian Ma , Necdet Serhat Aybat

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) frequently suffers from the disturbance of outliers and thus a spectrum of robust extensions and variations of PCA have been developed. However, existing extensions of PCA treat all samples equally even…

Machine Learning · Computer Science 2021-03-23 Rui Zhang , Hongyuan Zhang , Xuelong Li

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis

It is well known that Principal Component Analysis (PCA) is strongly affected by outliers and a lot of effort has been put into robustification of PCA. In this paper we present a new algorithm for robust PCA minimizing the trimmed…

Machine Learning · Statistics 2015-06-02 Anastasia Podosinnikova , Simon Setzer , Matthias Hein

We consider the Principal Component Analysis problem for large tensors of arbitrary order $k$ under a single-spike (or rank-one plus noise) model. On the one hand, we use information theory, and recent results in probability theory, to…

Machine Learning · Computer Science 2014-11-06 Andrea Montanari , Emile Richard

In this paper, we study the problem of decomposing a superposition of a low-rank matrix and a sparse matrix when a relatively few linear measurements are available. This problem arises in many data processing tasks such as aligning multiple…

Information Theory · Computer Science 2012-03-01 Arvind Ganesh , Kerui Min , John Wright , Yi Ma

We propose a new method for robust PCA -- the task of recovering a low-rank matrix from sparse corruptions that are of unknown value and support. Our method involves alternating between projecting appropriate residuals onto the set of…

Information Theory · Computer Science 2014-10-29 Praneeth Netrapalli , U N Niranjan , Sujay Sanghavi , Animashree Anandkumar , Prateek Jain

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role…

Computer Vision and Pattern Recognition · Computer Science 2016-05-25 Nauman Shahid , Nathanael Perraudin , Vassilis Kalofolias , Gilles Puy , Pierre Vandergheynst

In probabilistic principal component analysis (PPCA), an observed vector is modeled as a linear transformation of a low-dimensional Gaussian factor plus isotropic noise. We generalize PPCA to tensors by constraining the loading operator to…

Statistics Theory · Mathematics 2025-10-23 Yaoming Zhen , Piotr Zwiernik

The fully-connected tensor network (FCTN) decomposition has gained prominence in the field of tensor completion owing to its powerful capacity to capture the low-rank characteristics of tensors. Nevertheless, the recovery of local details…

Numerical Analysis · Mathematics 2025-10-28 Wenchao Xie , Qingsong Wang , Chengcheng Yan , Zheng Peng

The mathematical theory of super-resolution developed recently by Cand\`{e}s and Fernandes-Granda states that a continuous, sparse frequency spectrum can be recovered with infinite precision via a (convex) atomic norm technique given a set…

Information Theory · Computer Science 2015-10-19 Zai Yang , Lihua Xie

This paper proposes scalable and fast algorithms for solving the Robust PCA problem, namely recovering a low-rank matrix with an unknown fraction of its entries being arbitrarily corrupted. This problem arises in many applications, such as…

Optimization and Control · Mathematics 2013-10-21 Zhouchen Lin , Minming Chen , Yi Ma

Probabilistic principal component analysis (PPCA) seeks a low dimensional representation of a data set in the presence of independent spherical Gaussian noise, Sigma = (sigma^2)*I. The maximum likelihood solution for the model is an…

Machine Learning · Statistics 2011-06-23 Alfredo A. Kalaitzis , Neil D. Lawrence

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

We study the Order-$k$ ($k \geq 4$) spiked tensor model for the tensor principal component analysis (PCA) problem: given $N$ i.i.d. observations of a $k$-th order tensor generated from the model $\mathbf{T} = \lambda \cdot v_*^{\otimes k} +…

Optimization and Control · Mathematics 2025-10-17 Shihong Ding , Yihong Gu , Yuanshi Liu , Cong Fang