Two proposals for robust PCA using semidefinite programming
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Publication:1952221
DOI10.1214/11-EJS636zbMath1329.62276arXiv1012.1086OpenAlexW3103526270WikidataQ56686579 ScholiaQ56686579MaRDI QIDQ1952221
Joel A. Tropp, Michael B. McCoy
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.1086
Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Semidefinite programming (90C22)
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Uses Software
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