Bayesian robust principal component analysis with structured sparse component

DOI10.1016/J.CSDA.2016.12.005MaRDI QIDQ1658445zbMATH OpenOpenAlexWikidataFDO

Authors Ningning Han, Yumeng Song, Zhan-Jie Song

Publication date 14 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2016.12.005

zbMATH Keywords

robust principal component analysisstructured sparsityvariational Bayesian inferencelow-rank componentstructured sparse component

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A Singular Value Thresholding Algorithm for Matrix Completion
• A comparison of three methods for principal component analysis of fuzzy interval data
• An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
• Bayesian Robust Principal Component Analysis
• Boltzmann Machine and Mean-Field Approximation for Structured Sparse Decompositions
• Exploiting Statistical Dependencies in Sparse Representations for Signal Recovery
• Iterative reweighted minimization methods for \(l_p\) regularized unconstrained nonlinear programming
• Model-Based Compressive Sensing
• Pattern recognition and machine learning.
• Principal component analysis for data containing outliers and missing elements
• Robust principal component analysis?
• Smoothed Low Rank and Sparse Matrix Recovery by Iteratively Reweighted Least Squares Minimization
• Sparse Bayesian Methods for Low-Rank Matrix Estimation
• Statistics for functional data
• Variational approximations in Bayesian model selection for finite mixture distributions

Cited in

(10)

• Adaptive robust principal component analysis
• Synthetic aperture radar imaging and motion estimation via robust principal component analysis
• Bayesian Orthogonal Component Analysis for Sparse Representation
• An automatic robust Bayesian approach to principal component regression
• Variational Bayesian sparse additive matrix factorization
• An Iterative Bayesian Algorithm for Sparse Component Analysis in Presence of Noise
• Bayesian robust principal component analysis with adaptive singular value penalty
• Robust PCA using nonconvex rank approximation and sparse regularizer
• A novel robust principal component analysis method for image and video processing.
• Conditions for robust principal component analysis

Describes a project that uses

Uses Software

• PRMLT
• RASL

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