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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

Tensor, also known as multi-dimensional array, arises from many applications in signal processing, manufacturing processes, healthcare, among others. As one of the most popular methods in tensor literature, Robust tensor principal component…

机器学习 · 统计学 2025-12-18 Bo Shen , Yutong Zhang , Zhenyu , Kong

Recovering a sparse signal from an undersampled set of random linear measurements is the main problem of interest in compressed sensing. In this paper, we consider the case where both the signal and the measurements are complex. We study…

信息论 · 计算机科学 2015-03-19 Arian Maleki , Laura Anitori , Zai Yang , Richard Baraniuk

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

Robust principal component analysis (RPCA) is a widely used technique for recovering low-rank structure from matrices with missing entries and sparse, possibly large-magnitude corruptions. Although numerous algorithms achieve accurate point…

统计方法学 · 统计学 2026-03-17 Liangliang Yuan , Lei Wang , Quan Kong , Liuhua Peng

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

信息论 · 计算机科学 2012-08-15 Sundeep Rangan

In this paper, the `Approximate Message Passing' (AMP) algorithm, initially developed for compressed sensing of signals under i.i.d. Gaussian measurement matrices, has been extended to a multi-terminal setting (MAMP algorithm). It has been…

信息论 · 计算机科学 2014-01-14 Saeid Haghighatshoar

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…

信息论 · 计算机科学 2020-01-22 Thibault Lesieur , Florent Krzakala , Lenka Zdeborova

This paper presents a unified framework to understand the dynamics of message-passing algorithms in compressed sensing. State evolution is rigorously analyzed for a general error model that contains the error model of approximate…

信息论 · 计算机科学 2019-01-17 Keigo Takeuchi

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…

机器学习 · 计算机科学 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

Recovering a low-rank matrix from highly corrupted measurements arises in compressed sensing of structured high-dimensional signals (e.g., videos and hyperspectral images among others). Robust principal component analysis (RPCA), solved via…

最优化与控制 · 数学 2022-06-28 Vahan Hovhannisyan , Yannis Panagakis , Panos Parpas , Stefanos Zafeiriou

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

统计理论 · 数学 2023-02-02 Collin Cademartori , Cynthia Rush

In this paper, we consider 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 based on the recently proposed tensor-tensor product…

机器学习 · 统计学 2019-03-11 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

Tensor Robust Principal Component Analysis (TRPCA) is a fundamental technique for decomposing multi-dimensional data into a low-rank tensor and an outlier tensor, yet existing methods relying on sparse outlier assumptions often fail under…

数值分析 · 数学 2025-04-28 Yangyang Xu , Kexin Li , Li Yang , You-Wei Wen

In phase retrieval, the goal is to recover a complex signal from the magnitude of its linear measurements. While many well-known algorithms guarantee deterministic recovery of the unknown signal using i.i.d. random measurement matrices,…

信息论 · 计算机科学 2017-03-24 Boshra Rajaei , Sylvain Gigan , Florent Krzakala , Laurent Daudet

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…

计算机视觉与模式识别 · 计算机科学 2018-05-29 Canyi Lu , Jiashi Feng , Yudong Chen , Wei Liu , Zhouchen Lin , Shuicheng Yan

We study the compressed sensing reconstruction problem for a broad class of random, band-diagonal sensing matrices. This construction is inspired by the idea of spatial coupling in coding theory. As demonstrated heuristically and…

信息论 · 计算机科学 2015-03-19 David L. Donoho , Adel Javanmard , Andrea Montanari

Asymmetric Tensor PCA (ATPCA) is a prototypical model for studying the trade-offs between sample complexity, computation, and memory. Existing algorithms for this problem typically require at least…

机器学习 · 计算机科学 2026-04-14 Shihong Ding , Weicheng Lin , Cong Fang

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset. However, the well-known sensitivity of PCA to non-Gaussian…

机器学习 · 统计学 2019-10-28 Jean P. Chereau , Bruno Scalzo Dees , Danilo P. Mandic
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