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This work studies the recursive robust principal components' analysis(PCA) problem. Here, "robust" refers to robustness to both independent and correlated sparse outliers. If the outlier is the signal-of-interest, this problem can be…

信息论 · 计算机科学 2014-08-20 Chenlu Qiu , Namrata Vaswani , Brian Lois , Leslie Hogben

This paper studies tensor-based Robust Principal Component Analysis (RPCA) using atomic-norm regularization. Given the superposition of a sparse and a low-rank tensor, we present conditions under which it is possible to exactly recover the…

最优化与控制 · 数学 2019-01-31 Derek Driggs , Stephen Becker , Jordan Boyd-Graber

Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…

机器学习 · 统计学 2023-08-07 Fan Chen , Karl Rohe

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…

机器学习 · 统计学 2019-08-21 Genevera I. Allen , Michael Weylandt

Robust tensor CP decomposition involves decomposing a tensor into low rank and sparse components. We propose a novel non-convex iterative algorithm with guaranteed recovery. It alternates between low-rank CP decomposition through gradient…

机器学习 · 计算机科学 2016-04-28 Animashree Anandkumar , Prateek Jain , Yang Shi , U. N. Niranjan

Tensor Robust Principal Component Analysis (TRPCA) holds a crucial position in machine learning and computer vision. It aims to recover underlying low-rank structures and to characterize the sparse structures of noise. Current approaches…

数值分析 · 数学 2026-01-15 Chao Wang , Huiwen Zheng , Raymond Chan , Youwei Wen

Principal component pursuit (PCP) is a state-of-the-art approach for background estimation problems. Due to their higher computational cost, PCP algorithms, such as robust principal component analysis (RPCA) and its variants, are not…

计算机视觉与模式识别 · 计算机科学 2017-07-04 Aritra Dutta , Xin Li , Peter Richtárik

We propose and analyze an online algorithm for reconstructing a sequence of signals from a limited number of linear measurements. The signals are assumed sparse, with unknown support, and evolve over time according to a generic nonlinear…

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…

数据结构与算法 · 计算机科学 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Robust principal component analysis (RPCA) is a well-studied problem with the goal of decomposing a matrix into the sum of low-rank and sparse components. In this paper, we propose a nonconvex feasibility reformulation of RPCA problem and…

最优化与控制 · 数学 2020-01-27 Aritra Dutta , Filip Hanzely , Peter Richtárik

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

信息论 · 计算机科学 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is…

机器学习 · 统计学 2009-09-09 Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

This work studies the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is motivated by the recently proposed linear transforms based…

机器学习 · 计算机科学 2019-07-22 Canyi Lu , Pan Zhou

Principal Component Analysis (PCA) is a widely utilized technique for dimensionality reduction; however, its inherent lack of interpretability-stemming from dense linear combinations of all feature-limits its applicability in many domains.…

机器学习 · 计算机科学 2025-04-01 Loc Hoang Tran

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…

信息论 · 计算机科学 2017-05-30 Huynh Van Luong , Nikos Deligiannis , Jurgen Seiler , Soren Forchhammer , Andre Kaup

This paper presents a novel L1-norm semi-supervised learning algorithm for robust image analysis by giving new L1-norm formulation of Laplacian regularization which is the key step of graph-based semi-supervised learning. Since our L1-norm…

计算机视觉与模式识别 · 计算机科学 2017-07-04 Zhiwu Lu , Yuxin Peng

Anomaly detection in spatiotemporal data is a challenging problem encountered in a variety of applications including hyperspectral imaging, video surveillance, and urban traffic monitoring. Existing anomaly detection methods are most suited…

机器学习 · 计算机科学 2020-10-27 Seyyid Emre Sofuoglu , Selin Aviyente

The topic of this tutorial is Least Squares Sparse Principal Components Analysis (LS SPCA) which is a simple method for computing approximated Principal Components which are combinations of only a few of the observed variables. Analogously…

统计方法学 · 统计学 2021-05-31 Giovanni Maria Merola

We address the problem of reconstructing and analyzing surveillance videos using compressive sensing. We develop a new method that performs video reconstruction by low rank and sparse decomposition adaptively. Background subtraction becomes…

信息论 · 计算机科学 2016-11-17 Fei Yang , Hong Jiang , Zuowei Shen , Wei Deng , Dimitris Metaxas

This paper considers how to separate text and/or graphics from smooth background in screen content and mixed document images and proposes two approaches to perform this segmentation task. The proposed methods make use of the fact that the…

计算机视觉与模式识别 · 计算机科学 2016-07-12 Shervin Minaee , Yao Wang