A Novel M-Estimator for Robust PCA

zbMath1318.62205arXiv1112.4863MaRDI QIDQ2934008

Teng Zhang, Gilad Lerman

Publication date: 8 December 2014

Full work available at URL: https://arxiv.org/abs/1112.4863

zbMATH Keywords

robust statisticsconvex relaxationM-estimatoriteratively re-weighted least squarescomponents analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

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