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This article focuses on the robust principal component analysis (PCA) of high-dimensional data with elliptical distributions. We investigate the PCA of the sample spatial-sign covariance matrix in both nonsparse and sparse contexts,…

Methodology · Statistics 2025-07-08 Ping Zhao , Hongfei Wang , Long Feng

We study the tensor robust principal component analysis (TRPCA) problem, a tensorial extension of matrix robust principal component analysis (RPCA), that aims to split the given tensor into an underlying low-rank component and a sparse…

Numerical Analysis · Mathematics 2024-01-30 HanQin Cai , Zehan Chao , Longxiu Huang , Deanna Needell

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

In the current data-intensive era, big data has become a significant asset for Artificial Intelligence (AI), serving as a foundation for developing data-driven models and providing insight into various unknown fields. This study navigates…

Machine Learning · Computer Science 2024-07-04 Daniel Menges , Adil Rasheed

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

Most high-dimensional matrix recovery problems are studied under the assumption that the target matrix has certain intrinsic structures. For image data related matrix recovery problems, approximate low-rankness and smoothness are the two…

Machine Learning · Statistics 2021-04-08 Long Feng , Junhui Wang

We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…

Information Theory · Computer Science 2017-05-30 Huynh Van Luong , Nikos Deligiannis , Jurgen Seiler , Soren Forchhammer , Andre Kaup

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Machine Learning · Statistics 2026-03-17 Ying Hu , Hu Yang

This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low…

Machine Learning · Statistics 2017-03-21 Mostafa Rahmani , George Atia

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Methodology · Statistics 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

Recently, the robustification of principal component analysis has attracted lots of attention from statisticians, engineers and computer scientists. In this work we study the type of outliers that are not necessarily apparent in the…

Methodology · Statistics 2016-01-29 Yiyuan She , Shijie Li , Dapeng Wu

Dictionary learning and component analysis models are fundamental for learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by…

Machine Learning · Statistics 2018-11-13 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Efficient representations of data are essential for processing, exploration, and human understanding, and Principal Component Analysis (PCA) is one of the most common dimensionality reduction techniques used for the analysis of large,…

Computation · Statistics 2023-11-06 Olga Dorabiala , Aleksandr Aravkin , J. Nathan Kutz

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

Foreground detection in a given video sequence is a pivotal step in many computer vision applications such as video surveillance system. Robust Principal Component Analysis (RPCA) performs low-rank and sparse decomposition and accomplishes…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Amirhossein Khalilian-Gourtani , Shervin Minaee , Yao Wang

In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…

Machine Learning · Computer Science 2012-10-01 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

In the past decades, exactly recovering the intrinsic data structure from corrupted observations, which is known as robust principal component analysis (RPCA), has attracted tremendous interests and found many applications in computer…

Numerical Analysis · Computer Science 2012-05-08 Risheng Liu , Zhouchen Lin , Siming Wei , Zhixun Su

We study the Principal Component Analysis (PCA) problem in the distributed and streaming models of computation. Given a matrix $A \in R^{m \times n},$ a rank parameter $k < rank(A)$, and an accuracy parameter $0 < \epsilon < 1$, we want to…

Data Structures and Algorithms · Computer Science 2016-07-13 Christos Boutsidis , David P. Woodruff , Peilin Zhong

At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…

Methodology · Statistics 2025-06-06 Romain Valla , Pavlo Mozharovskyi , Florence d'Alché-Buc
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