Two proposals for robust PCA using semidefinite programming
From MaRDI portal
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)
Related Items
Two-stage convex relaxation approach to least squares loss constrained low-rank plus sparsity optimization problems, Principal component analysis for α-stable vectors, Robust \(\ell_1\) approaches to computing the geometric median and principal and independent components, Robust principal component analysis: a factorization-based approach with linear complexity, On the rotational invariant \(L_1\)-norm PCA, Sharp recovery bounds for convex demixing, with applications, On the minimax spherical designs, Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis, Adaptive and robust multi-task learning, Robust subspace recovery by Tyler's M-estimator, Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions, Relations Among Some Low-Rank Subspace Recovery Models, \(l_p\)-recovery of the most significant subspace among multiple subspaces with outliers, Simplicial faces of the set of correlation matrices, Two-stage convex relaxation approach to low-rank and sparsity regularized least squares loss, On the robust PCA and Weiszfeld's algorithm, Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, A Well-Tempered Landscape for Non-convex Robust Subspace Recovery, Optimization for L1-Norm Error Fitting via Data Aggregation, Set membership identification of switched linear systems with known number of subsystems, Robust computation of linear models by convex relaxation
Uses Software
Cites Work
- High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
- Sums of random symmetric matrices and quadratic optimization under orthogonality constraints
- Characterization of the subdifferential of some matrix norms
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- Robust principal component analysis for functional data. (With comments)
- A framework for robust subspace learning
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Local minima and convergence in low-rank semidefinite programming
- Asymptotic distributions of principal components based on robust dispersions
- Graph Implementations for Nonsmooth Convex Programs
- Rank-Sparsity Incoherence for Matrix Decomposition
- Algorithm 851
- Projection-Pursuit Approach to Robust Dispersion Matrices and Principal Components: Primary Theory and Monte Carlo
- Robust Estimation of Dispersion Matrices and Principal Components
- Semidefinite relaxation and nonconvex quadratic optimization
- Computing the norm ∥A∥∞,1 is NP-hard∗
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Optimal outlier removal in high-dimensional
- Robust PCA via Outlier Pursuit
- Sparse solutions to linear inverse problems with multiple measurement vectors
- Robust Statistics
- Approximating the Cut-Norm via Grothendieck's Inequality
- Signal Recovery by Proximal Forward-Backward Splitting
- Convex Analysis
- Robust Statistics
- Robust Statistics
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
