Bayesian robust principal component analysis with adaptive singular value penalty

DOI10.1007/S00034-020-01358-1MaRDI QIDQ2193641zbMATH OpenOpenAlexFDO

Authors Kaiyan Cui, Guan Wang, Ningning Han, Zhan-Jie Song

Publication date 20 August 2020

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00034-020-01358-1

zbMATH Keywords

Bayesian modelingrobust principal component analysisvariational Bayesian inferenceadaptive singular value penalty

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25) Computational aspects of data analysis and big data (68T09)

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Cited in

(4)

• Bayesian rank penalization
• Bayesian robust principal component analysis with structured sparse component
• An automatic robust Bayesian approach to principal component regression
• Adaptive robust principal component analysis

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Uses Software

• PRMLT

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