Related papers: Projected Robust PCA with Application to Smooth Im…

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…

Many real world datasets subsume a linear or non-linear low-rank structure in a very low-dimensional space. Unfortunately, one often has very little or no information about the geometry of the space, resulting in a highly under-determined…

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…

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…

This paper considers the use of Robust PCA in a CUR decomposition framework and applications thereof. Our main algorithms produce a robust version of column-row factorizations of matrices $\mathbf{D}=\mathbf{L}+\mathbf{S}$ where…

Principal component analysis (PCA) has been widely applied to dimensionality reduction and data pre-processing for different applications in engineering, biology and social science. Classical PCA and its variants seek for linear projections…

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…

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

This work studies the recursive robust principal components analysis (PCA) problem. If the outlier is the signal-of-interest, this problem can be interpreted as one of recursively recovering a time sequence of sparse vectors, $S_t$, in the…

The low-rank matrix approximation problem with respect to the component-wise $\ell_1$-norm ($\ell_1$-LRA), which is closely related to robust principal component analysis (PCA), has become a very popular tool in data mining and machine…

Many machine learning systems are vulnerable to small perturbations made to inputs either at test time or at training time. This has received much recent interest on the empirical front due to applications where reliability and security are…

Robust principal component analysis (RPCA) seeks a low-rank component and a sparse component from their summation. Yet, in many applications of interest, the sparse foreground actually replaces, or occludes, elements from the low-rank…

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

Low-rank and sparse decompositions and robust PCA (RPCA) are highly successful techniques in image processing and have recently found use in groupwise image registration. In this paper, we investigate the drawbacks of the most common…

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,…

In this work, we study the online robust principal components' analysis (RPCA) problem. In recent work, RPCA has been defined as a problem of separating a low-rank matrix (true data), $L$, and a sparse matrix (outliers), $S$, from their…

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

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…

Robust principal component analysis seeks to recover a low-rank matrix from fully observed data with sparse corruptions. A scalable approach fits a low-rank factorization by minimizing the sum of entrywise absolute residuals, leading to a…