L1-Norm Principal-Component Analysis of Complex Data

DOI10.1109/TSP.2018.2821641MaRDI QIDQ4622215zbMATH OpenOpenAlexWikidataFDO

Authors Nicholas Tsagkarakis, Panos P. Markopoulos, George Sklivanitis, Dimitris A. Pados

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.01249

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Quadratic programming (90C20) Applications of mathematical programming (90C90)

Abstract: L1-norm Principal-Component Analysis (L1-PCA) of real-valued data has attracted significant research interest over the past decade. However, L1-PCA of complex-valued data remains to date unexplored despite the many possible applications (e.g., in communication systems). In this work, we establish theoretical and algorithmic foundations of L1-PCA of complex-valued data matrices. Specifically, we first show that, in contrast to the real-valued case for which an optimal polynomial-cost algorithm was recently reported by Markopoulos et al., complex L1-PCA is formally NP-hard in the number of data points. Then, casting complex L1-PCA as a unimodular optimization problem, we present the first two suboptimal algorithms in the literature for its solution. Our experimental studies illustrate the sturdy resistance of complex L1-PCA against faulty measurements/outliers in the processed data.

Cited in

(13)

• On principal component analysis in \(L_{1}\).
• Transposition invariant principal component analysis in \(L_{1}\) for long tailed data
• Principal component analysis based on nuclear norm minimization
• Improved multi-view GEPSVM via inter-view difference maximization and intra-view agreement minimization
• L1-norm-based principal component analysis with adaptive regularization
• Hankel tensor-based model and \(L_1\)-Tucker decomposition-based frequency recovery method for harmonic retrieval problem
• scientific article; zbMATH DE number 4036943 (Why is no real title available?)
• Efficient L1-Norm Principal-Component Analysis via Bit Flipping
• LDA via L1-PCA of Whitened Data
• Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis
• T-product based _1-norm tensor principal component analysis and a finite-step convergence algorithm
• Optimization on the quaternion Stiefel manifold with applications. II: L1-QPCA
• _1-norm simultaneous approximate diagonalization and a proximal alternating maximization method

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