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We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Adrian Jarret , Valérie Costa , Julien Fageot

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

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

Outlier based Robust Principal Component Analysis (RPCA) requires centering of the non-outliers. We show a "bias trick" that automatically centers these non-outliers. Using this bias trick we obtain the first RPCA algorithm that is optimal…

Machine Learning · Computer Science 2019-11-20 Baokun He , Guihong Wan , Haim Schweitzer

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

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

Robust Principal Component Analysis (PCA) (Candes et al., 2011) and low-rank matrix completion (Recht et al., 2010) are extensions of PCA to allow for outliers and missing entries respectively. It is well-known that solving these problems…

Numerical Analysis · Mathematics 2019-07-12 Jared Tanner , Andrew Thompson , Simon Vary

This paper studies the Tensor Robust Principal Component (TRPCA) problem which extends the known Robust PCA (Candes et al. 2011) to the tensor case. Our model is based on a new tensor Singular Value Decomposition (t-SVD) (Kilmer and Martin…

Computer Vision and Pattern Recognition · Computer Science 2018-05-29 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Machine Learning · Computer Science 2026-02-27 Victor Chardès

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

Machine Learning · Statistics 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic

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

Principal component regression (PCR) is a two-stage procedure: the first stage performs principal component analysis (PCA) and the second stage constructs a regression model whose explanatory variables are replaced by principal components…

Machine Learning · Statistics 2021-11-22 Shuichi Kawano

This paper introduces a Projected Principal Component Analysis (Projected-PCA), which employs principal component analysis to the projected (smoothed) data matrix onto a given linear space spanned by covariates. When it applies to…

Methodology · Statistics 2016-01-18 Jianqing Fan , Yuan Liao , Weichen Wang

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

In the context of online Robust Principle Component Analysis (RPCA) for the video foreground-background separation, we propose a compressive online RPCA with optical flow that separates recursively a sequence of frames into sparse…

Computer Vision and Pattern Recognition · Computer Science 2017-10-26 Srivatsa Prativadibhayankaram , Huynh Van Luong , Thanh-Ha Le , Andre Kaup

Automatically learning features, especially robust features, has attracted much attention in the machine learning community. In this paper, we propose a new method to learn non-linear robust features by taking advantage of the data manifold…

Machine Learning · Computer Science 2017-05-29 Yanan Li , Donghui Wang

Infrared small target detection plays a vital role in remote sensing, industrial monitoring, and various civilian applications. Despite recent progress powered by deep learning, many end-to-end convolutional models tend to pursue…

Computer Vision and Pattern Recognition · Computer Science 2025-07-15 Zihao Xiong , Fei Zhou , Fengyi Wu , Shuai Yuan , Maixia Fu , Zhenming Peng , Jian Yang , Yimian Dai

Multivariate Functional Principal Component Analysis (MFPCA) is a valuable tool for exploring relationships and identifying shared patterns of variation in multivariate functional data. However, controlling the roughness of the extracted…

Methodology · Statistics 2023-06-27 Hossein Haghbin , Yue Zhao , Mehdi Maadooliat

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner