Robust computation of linear models by convex relaxation
From MaRDI portal
Publication:2351804
DOI10.1007/S10208-014-9221-0zbMath1328.62377arXiv1202.4044OpenAlexW3124680869MaRDI QIDQ2351804
Gilad Lerman, Joel A. Tropp, Teng Zhang, Michael B. McCoy
Publication date: 26 June 2015
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.4044
Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)
Related Items (22)
Robust \(\ell_1\) approaches to computing the geometric median and principal and independent components ⋮ Stable Camera Motion Estimation Using Convex Programming ⋮ Asymptotic performance of PCA for high-dimensional heteroscedastic data ⋮ On the rotational invariant \(L_1\)-norm PCA ⋮ Anisotropic Diffusion in Consensus-Based Optimization on the Sphere ⋮ Unnamed Item ⋮ Robust subspace recovery by Tyler's M-estimator ⋮ Robust Subspace Discovery via Relaxed Rank Minimization ⋮ Relations Among Some Low-Rank Subspace Recovery Models ⋮ Robust Estimators in High-Dimensions Without the Computational Intractability ⋮ Unnamed Item ⋮ On the robust PCA and Weiszfeld's algorithm ⋮ Unnamed Item ⋮ Distributed Robust Subspace Recovery ⋮ Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm ⋮ Fast subspace approximation via greedy least-squares ⋮ Modal Principal Component Analysis ⋮ A Well-Tempered Landscape for Non-convex Robust Subspace Recovery ⋮ Exact Camera Location Recovery by Least Unsquared Deviations ⋮ Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods ⋮ Robust group synchronization via cycle-edge message passing ⋮ Robust computation of linear models by convex relaxation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers
- Robust recovery of multiple subspaces by geometric \(l_{p}\) minimization
- Least orthogonal absolute deviations
- On orthogonal linear \(\ell_1\) approximation
- Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
- Linear convergence of generalized Weiszfeld's method
- An iterative linear programming solution to the Euclidean regression model
- Robust m-estimators of multivariate location and scatter
- Robust principal component analysis for functional data. (With comments)
- Orthogonal linear regression algorithm based on augmented matrix formulation
- A framework for robust subspace learning
- Principal component analysis.
- Two proposals for robust PCA using semidefinite programming
- Robust computation of linear models by convex relaxation
- Robust principal component analysis?
- Graph Implementations for Nonsmooth Convex Programs
- Rank-Sparsity Incoherence for Matrix Decomposition
- On the Gauss-Newton method for l1 orthogonal distance regression
- Some Extensions of W. Gautschi's Inequalities for the Gamma Function
- Least Median of Squares Regression
- Just relax: convex programming methods for identifying sparse signals in noise
- An Analysis of the Total Approximation Problem in Separable Norms, and an Algorithm for the Total $l_1 $ Problem
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robust Estimation of Dispersion Matrices and Principal Components
- On the Sum of the Largest Eigenvalues of a Symmetric Matrix
- Cones of Matrices and Set-Functions and 0–1 Optimization
- The Method of Least Squares and Some Alternatives: Part I
- The Method of Least Squares and Some Alternatives: Part II
- On the small balls problem for equivalent Gaussian measures
- On the Convergence of the Lagged Diffusivity Fixed Point Method in Total Variation Image Restoration
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Online Algorithms
- Corrigendum in “Just Relax: Convex Programming Methods for Identifying Sparse Signals in Noise” [Mar 06 1030-1051]
- Exact and stable recovery of rotations for robust synchronization
- Robust PCA via Outlier Pursuit
- Robust Singular Value Decompositions: A New Approach to Projection Pursuit
- Robust Statistics
- Convex Analysis
- A principal axis transformation for non-hermitian matrices
- Robust Statistics
This page was built for publication: Robust computation of linear models by convex relaxation
