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We consider the problem of recovering a low-rank matrix when some of its entries, whose locations are not known a priori, are corrupted by errors of arbitrarily large magnitude. It has recently been shown that this problem can be solved…

Information Theory · Computer Science 2010-01-22 Arvind Ganesh , John Wright , Xiaodong Li , Emmanuel J. Candes , Yi Ma

Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…

Computer Vision and Pattern Recognition · Computer Science 2020-09-28 Chisom Ezinne Ogbuanya

Low rank approximation of a matrix (LRA) is a highly important area of Numerical Linear and Multilinear Algebra and Data Mining and Analysis. One can operate with an LRA superfast -- by using much fewer memory cells and flops than an input…

Numerical Analysis · Mathematics 2025-09-16 Soo Go , Qi Luan , Victor Y. Pan , John Svadlenka , Liang Zhao

The low-rank quaternion matrix approximation has been successfully applied in many applications involving signal processing and color image processing. However, the cost of quaternion models for generating low-rank quaternion matrix…

Numerical Analysis · Mathematics 2024-03-01 Peng-Ling Wu , Kit Ian Kou , Hongmin Cai , Zhaoyuan Yu

Tensor robust principal component analysis (TRPCA) is a classical way for low-rank tensor recovery, which minimizes the convex surrogate of tensor rank by shrinking each tensor singular value equally. However, for real-world visual data,…

Computer Vision and Pattern Recognition · Computer Science 2023-07-10 Xiaoyu Geng , Qiang Guo , Shuaixiong Hui , Ming Yang , Caiming Zhang

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Optimization and Control · Mathematics 2026-03-04 Wenjing Li , Wei Bian , Kim-Chuan Toh

The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized…

Numerical Analysis · Mathematics 2016-10-20 Sergey Voronin , Per-Gunnar Martinsson

As a widely used method in machine learning, principal component analysis (PCA) shows excellent properties for dimensionality reduction. It is a serious problem that PCA is sensitive to outliers, which has been improved by numerous Robust…

Machine Learning · Computer Science 2020-11-24 Shenglan Liu , Yang Yu

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

LoRA has emerged as one of the most promising fine-tuning techniques, especially for federated learning (FL), since it significantly reduces communication and computation costs at resource-constrained clients. However, data heterogeneity…

We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

Multi-dimensional data completion is a critical problem in computational sciences, particularly in domains such as computer vision, signal processing, and scientific computing. Existing methods typically leverage either global low-rank…

Machine Learning · Computer Science 2025-08-07 Wenwu Gong , Lili Yang

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

Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal…

Machine Learning · Computer Science 2017-03-22 Wei Xiao , Xiaolin Huang , Jorge Silva , Saba Emrani , Arin Chaudhuri

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning,…

Machine Learning · Statistics 2017-07-27 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou

Principal component regression (PCR) is a simple, but powerful and ubiquitously utilized method. Its effectiveness is well established when the covariates exhibit low-rank structure. However, its ability to handle settings with noisy,…

Machine Learning · Computer Science 2021-05-20 Anish Agarwal , Devavrat Shah , Dennis Shen , Dogyoon Song

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

Machine Learning · Statistics 2026-02-04 Pierre Aguié , Mathieu Even , Laurent Massoulié

Fair principal component analysis (FPCA), a ubiquitous dimensionality reduction technique in signal processing and machine learning, aims to find a low-dimensional representation for a high-dimensional dataset in view of fairness. The FPCA…

Optimization and Control · Mathematics 2023-12-27 Meng Xu , Bo Jiang , Wenqiang Pu , Ya-Feng Liu , Anthony Man-Cho So

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen
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