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Dimension reduction is an essential tool for analyzing high dimensional data. Most existing methods, including principal component analysis (PCA), as well as their extensions, provide principal components that are often linear combinations…

Methodology · Statistics 2025-08-18 Eric Zhang , Michael Love , Didong Li

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

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

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

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

Principal component analysis (PCA) is widely used to analyze high-dimensional data, but it is very sensitive to outliers. Robust PCA methods seek fits that are unaffected by the outliers and can therefore be trusted to reveal them. FastHCS…

Methodology · Statistics 2015-09-25 E. Schmitt , K. Vakili

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

We propose a low-rank transformation-learning framework to robustify subspace clustering. Many high-dimensional data, such as face images and motion sequences, lie in a union of low-dimensional subspaces. The subspace clustering problem has…

Computer Vision and Pattern Recognition · Computer Science 2013-08-02 Qiang Qiu , Guillermo Sapiro

The research reported in this paper addresses the fundamental task of separation of locally moving or deforming image areas from a static or globally moving background. It builds on the latest developments in the field of robust principal…

Computer Vision and Pattern Recognition · Computer Science 2016-03-21 Salehe Erfanian Ebadi , Valia Guerra Ones , Ebroul Izquierdo

Deep unfolded neural networks are designed by unrolling the iterations of optimization algorithms. They can be shown to achieve faster convergence and higher accuracy than their optimization counterparts. This paper proposes a new…

Machine Learning · Computer Science 2020-10-05 Huynh Van Luong , Boris Joukovsky , Yonina C. Eldar , Nikos Deligiannis

Particle Image Velocimetry (PIV) data processing procedures are adversely affected by light reflections and backgrounds as well as defects in the models and sticky particles that occlude the inner walls of the boundaries. In this paper, a…

Computer Vision and Pattern Recognition · Computer Science 2019-08-19 Ahmadreza Baghaie

Robust principal component analysis (RPCA) is a powerful method for learning low-rank feature representation of various visual data. However, for certain types as well as significant amount of error corruption, it fails to yield…

Computer Vision and Pattern Recognition · Computer Science 2018-01-24 Niannan Xue , Jiankang Deng , Shiyang Cheng , Yannis Panagakis , Stefanos Zafeiriou

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…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

This paper proposes a general framework to use the cross tensor approximation or tensor ColUmn-Row (CUR) approximation for reconstructing incomplete images and videos. The key importance of the new algorithms is their simplicity and ease of…

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…

Information Theory · Computer Science 2016-02-01 Jinchun Zhan , Brian Lois , Namrata Vaswani

The principal component analysis (PCA) is widely used for data decorrelation and dimensionality reduction. However, the use of PCA may be impractical in real-time applications, or in situations were energy and computing constraints are…

Image and Video Processing · Electrical Eng. & Systems 2024-01-31 R. S. Oliveira , R. J. Cintra , F. M. Bayer , T. L. T. da Silveira , A. Madanayake , A. Leite

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Machine Learning · Computer Science 2019-04-19 Jicong Fan , Tommy W. S. Chow

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

Although robust PCA has been increasingly adopted to extract vessels from X-ray coronary angiography (XCA) images, challenging problems such as inefficient vessel-sparsity modelling, noisy and dynamic background artefacts, and high…

Image and Video Processing · Electrical Eng. & Systems 2022-04-26 Binjie Qin , Haohao Mao , Yiming Liu , Jun Zhao , Yisong Lv , Yueqi Zhu , Song Ding , Xu Chen

The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR…

Numerical Analysis · Mathematics 2020-07-29 Keaton Hamm , Longxiu Huang