Robust PCA via regularized \textsc{Reaper} with a matrix-free proximal algorithm

DOI10.1007/S10851-021-01019-1MaRDI QIDQ2036201zbMATH OpenOpenAlexFDO

Authors Robert Beinert, Gabriele Steidl

Publication date 28 June 2021

Published in Journal of Mathematical Imaging and Vision (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2005.05449

zbMATH Keywords

matrix-free PCAPCA offsetregularized \text{Reaper}robust PCAthick-restarted Lanczos algorithm

Mathematics Subject Classification ID

Real-valued functions on manifolds (58C05) Factor analysis and principal components; correspondence analysis (62H25) Numerical optimization and variational techniques (65K10) Computer science (68-XX) Information and communication theory, circuits (94-XX)

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Cited in

(1)

• Robust PCA via Regularized REAPER with a Matrix-Free Proximal Algorithm

Describes a project that uses

Uses Software

• SPGL1
• TRLan
• FMS

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